| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| A | USD | 363.410 | 7.50 | - | - | AAA | - | - | AAA | 34.00% | 35.0% | Fixed | Swaps | - | 130 | 2.89% | - | - |
| B | USD | 62.110 | 7.50 | - | - | AA | - | - | AA | 23.00% | 41.0% | Fixed | Swaps | - | 225 | 3.47% | - | - |
| C | USD | 59.650 | 7.50 | - | - | A | - | - | A | 12.00% | 47.0% | Fixed | Swaps | - | 300 | 3.47% | - | - |
| D | USD | 36.390 | 7.50 | - | - | BBB+ | - | - | BBB | 6.00% | 50.0% | - | - | - | - | 3.47% | - | - |
| E | USD | 31.350 | 7.50 | - | - | BBB- | - | - | BBB- | - | 53.0% | - | - | - | - | 3.47% | - | - |
| TE | USD | 14.840 | - | - | - | BB | - | - | BB | - | 63.0% | - | - | - | - | 3.56% | - | - |
| X-A | USD | 363.410 | - | - | - | AAA | - | - | AAA | - | - | - | - | - | - | 0.58% | - | Int. Only |
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