| 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 | 9.95 | - | - | - | AAA | - | AAA | 43.00% | 29.0% | - | - | - | - | 3.90% | - | - |
| A1A2 | USD | 490.000 | 9.95 | - | - | - | AAA | - | AAA | 43.00% | 29.0% | Fixed | Swaps | - | 130 | 3.90% | - | - |
| B | USD | 119.000 | 9.95 | - | - | - | AA- | - | AA- | 31.50% | 35.0% | Fixed | Swaps | - | 155 | 4.09% | - | - |
| C | USD | 79.000 | 9.95 | - | - | - | A- | - | A- | 23.90% | 38.0% | Fixed | Swaps | - | 180 | 4.14% | - | - |
| D | USD | 110.800 | 9.95 | - | - | - | BBB- | - | BBB- | 13.20% | 44.0% | - | - | - | - | 4.14% | - | - |
| E | USD | 136.200 | 9.95 | - | - | - | BB | - | BB- | - | 50.0% | Fixed | Swaps | - | 350 | 4.14% | - | - |
| X-A | USD | 590.000 | - | - | - | - | AAA | - | AAA | - | - | Fixed | Tsy | - | 200 | 0.24% | - | Int. Only |
| X-B | USD | 119.000 | - | - | - | - | AA- | - | AA- | - | - | - | - | - | - | 0.05% | - | Int. Only |
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