| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| A1 | USD | 199.140 | 5.27 | - | - | AAA | AAA | - | - | 40.00% | 6.0% | Fixed | Swaps | - | 89 | 2.07% | - | - |
| A2 | USD | 360.970 | 10.00 | - | - | AAA | AAA | - | - | 40.00% | 27.0% | Fixed | Swaps | - | 105 | 3.17% | - | - |
| B | USD | 88.440 | 10.00 | - | - | AA+ | AAA | - | - | 29.00% | 32.0% | Fixed | Swaps | - | 135 | 3.17% | - | - |
| C | USD | 88.440 | 10.00 | - | - | A+ | A | - | - | 17.00% | 37.0% | Fixed | Swaps | - | 170 | 3.17% | - | - |
| D | USD | 58.960 | 10.00 | - | - | BBB+ | NR | - | - | 10.00% | 40.0% | Fixed | Swaps | - | 235 | 3.17% | - | - |
| E | USD | 70.260 | 10.00 | - | - | BBB- | NR | - | - | 1.00% | 44.0% | Fixed | Swaps | - | 290 | 3.17% | - | - |
| F | USD | 8.750 | 10.00 | - | - | BB+ | NR | - | - | - | 45.0% | Fixed | Swaps | - | 500 | 3.17% | - | - |
| X-A | USD | 199.140 | - | - | - | AAA | AAA | - | - | - | - | - | - | - | - | 1.11% | - | Int. Only |
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