| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| C-2 | ORC | 45.000 | 9.40 | - | FFF | - | 8.00% | - | - | - | - | - | - | - | - |
| M-1 | YZD | 198.000 | 8.20 | - | UUU | - | 10.00% | - | - | - | - | - | - | - | - |
| X | TWB | 20.000 | 4.00 | - | R | - | 8.00% | - | - | - | - | - | - | - | - |
| M | VTB | 4.000 | 5.00 | - | XXX | - | 3.90% | - | - | - | - | - | - | - | - |
| O | LNT | 88.000 | 7.00 | - | II | - | 9.00% | - | - | - | - | - | - | - | - |
| V | HOX | 9.520 | 5.00 | - | TE | - | - | - | - | - | - | - | - | - | - |
| A | TQP | 1.290 | 5.00 | - | HH | - | 8.25% | - | - | - | - | - | - | - | - |