| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| A | USD | 228.095 | 9.97 | - | - | AAA | - | - | - | 34.83% | 33.5% | Fixed | Swaps | 90 | 90 | 3.76% | 3.464% | 103.02980 |
| B | USD | 50.688 | 9.97 | - | - | AA- | - | - | - | 20.35% | 41.0% | Fixed | Swaps | 110 | 110 | 3.76% | 3.664% | 101.35480 |
| C | USD | 38.016 | 9.97 | - | - | A- | - | - | - | 9.49% | 46.6% | Fixed | Swaps | 140 | 140 | 3.76% | 3.964% | 98.90223 |
| D | USD | 33.201 | 9.97 | - | - | BBB- | - | - | - | - | 51.5% | Fixed | Swaps | 185 | 185 | 3.76% | 4.414% | 95.35386 |