| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| A | USD | 400.200 | 11.95 | - | Aaa | - | AAA | - | - | 33.30% | 37.0% | Fixed | Swaps | - | 85 | 3.28% | - | - |
| B | USD | 77.200 | 11.95 | - | Aa2 | - | AA | - | - | 20.40% | 44.0% | Fixed | Swaps | - | 95 | 3.38% | - | - |
| C | USD | 52.800 | 11.95 | - | A1 | - | A | - | - | 11.60% | 49.0% | Fixed | Swaps | - | 125 | 3.47% | - | - |
| D | USD | 69.800 | 11.95 | - | A3 | - | BBB | - | - | - | 56.0% | Fixed | Swaps | - | 180 | 3.47% | - | - |
| X-A | USD | 400.200 | - | - | Aaa | - | AAA | - | - | - | - | - | - | - | - | 0.199% | - | Int. Only |
| X-B | USD | 77.200 | - | - | Aa2 | - | AA | - | - | - | - | - | - | - | - | 0.098% | - | Int. Only |