| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| A | USD | 61.500 | 5.00 | - | - | NR | - | AAA | - | 68.50% | 19.5% | Fixed | Swaps | - | 95 | 4.24% | - | - |
| B | USD | 26.500 | 5.00 | - | - | NR | - | AAA | - | 54.90% | 27.9% | Fixed | Swaps | - | 140 | 4.69% | - | - |
| C | USD | 24.500 | 5.00 | - | - | BBB- | - | AA (L) | - | 42.30% | 35.7% | Fixed | Swaps | - | 200 | 5.30% | - | - |
| D | USD | 21.000 | 5.00 | - | - | BB | - | A (H) | - | 31.50% | 42.4% | Fixed | Swaps | - | 280 | 6.10% | - | - |
| E | USD | 37.000 | 5.00 | - | - | NR | - | BBB (L) | - | 12.60% | 54.1% | Fixed | Swaps | - | 458 | 6.45% | - | - |
| F | USD | 12.000 | 5.00 | - | - | NR | - | BB (H) | - | 6.40% | 57.9% | Fixed | Swaps | - | 558 | 6.45% | - | - |
| HRR | USD | 12.500 | 5.00 | - | - | NR | - | BB | - | - | 61.9% | Fixed | Swaps | - | 856 | 6.45% | - | - |
| X | USD | 133.500 | 5.00 | - | - | BB | - | AA (L) | - | - | - | Fixed | Swaps | - | - | 1.63% | - | Int. Only |
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