| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| A | USD | 410.050 | 1.54 | - | - | AAA | AAA | - | - | 48.50% | 15.0% | Fixed | Swaps | - | 120 | 2.68% | - | - |
| B | USD | 87.950 | 1.54 | - | - | AA+ | AA- | - | - | 37.50% | 22.0% | Fixed | Swaps | - | 155 | 3.03% | - | - |
| C | USD | 62.000 | 1.54 | - | - | AA- | A- | - | - | 29.70% | 26.0% | Fixed | Swaps | - | 185 | 3.33% | - | - |
| D | USD | 68.000 | 1.54 | - | - | A- | BBB- | - | - | 21.20% | 32.0% | Fixed | Swaps | - | 265 | 4.13% | - | - |
| E | USD | 18.500 | 1.54 | - | - | BBB+ | NR | - | - | 18.80% | 33.0% | Fixed | Swaps | - | 322 | 4.70% | - | - |
| F | USD | 118.340 | 1.54 | - | - | BB- | NR | - | - | 4.00% | 42.0% | Fixed | Swaps | - | 380 | 5.28% | - | - |
| G | USD | 31.750 | 1.54 | - | - | B+ | NR | - | - | - | 44.0% | Fixed | Swaps | - | 758 | 4.58% | - | - |
| X | USD | 796.590 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Int. Only |
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