| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| A | USD | 284.000 | 9.93 | - | - | AAA | AAA | - | AAA | 32.00% | 31.0% | Fixed | Swaps | - | 165 | 3.66% | - | - |
| B | USD | 43.000 | 9.93 | - | - | AA+ | AA | - | AA | 21.00% | 36.0% | Fixed | Swaps | - | 215 | 4.16% | - | - |
| C | USD | 36.000 | 9.93 | - | - | AA | A | - | A | 13.00% | 40.0% | Fixed | Swaps | - | 300 | 4.24% | - | - |
| D | USD | 39.000 | 9.93 | - | - | A | BBB | - | BBB | 3.00% | 44.0% | Fixed | Swaps | - | 350 | 4.24% | - | - |
| E | USD | 13.000 | 9.93 | - | - | A- | BBB- | - | BBB- | - | 45.0% | Fixed | Swaps | - | 385 | 4.24% | - | - |
| X-A | USD | 284.000 | 9.68 | - | - | AAA | AAA | - | AAA | - | - | - | - | - | - | 0.57% | - | Int. Only |
| X-B | USD | 131.000 | 9.68 | - | - | A- | BBB- | - | AAA | - | - | - | - | - | - | 0.03% | - | Int. Only |
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