| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1A1 | USD | 100.000 | 9.93 | - | Aaa | AAA | - | AAA | - | 42.80% | 29.0% | - | - | - | - | 3.09% | - | - |
| A1A2 | USD | 500.600 | 9.93 | - | Aaa | AAA | - | AAA | - | 42.80% | 29.0% | Fixed | Swaps | - | 93 | 3.09% | - | - |
| B | USD | 133.400 | 9.93 | - | Aa1 | AA- | - | AA (L) | - | 30.10% | 35.0% | Fixed | Swaps | - | 103 | 3.19% | - | - |
| C | USD | 76.000 | 9.93 | - | Aa3 | A | - | A (L) | - | 22.90% | 38.0% | - | - | - | - | 3.55% | - | - |
| D | USD | 155.000 | 9.93 | - | NR | BBB- | - | BBB (L) | - | 8.10% | 44.0% | - | - | - | - | 3.98% | - | - |
| E | USD | 85.000 | 9.93 | - | NR | BB+ | - | BB | - | - | 48.0% | - | - | - | - | 4.54% | - | - |
| X-CP | USD | 1,050.000 | - | - | NR | BB+ | - | BB (H) | - | - | - | Fixed | Tsy | - | 125 | 0.195% | - | Int. Only |
| X-NCP | USD | 1,050.000 | - | - | NR | BB+ | - | BB (H) | - | - | - | - | - | - | - | - | - | Int. Only |