| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 131.000 | 1.82 | - | - | - | AAA | AAA | - | 56.50% | 21.0% | Fixed | Swaps | - | 165 | 2.88% | - | - |
| B | USD | 26.000 | 1.82 | - | - | - | AA- | AA (H) | - | 47.80% | 25.0% | Fixed | Swaps | - | 230 | 3.53% | - | - |
| C | USD | 19.000 | 1.82 | - | - | - | A- | A | - | 41.50% | 28.0% | Fixed | Swaps | - | 275 | 3.98% | - | - |
| D | USD | 29.000 | 1.82 | - | - | - | BBB- | BBB (H) | - | 31.80% | 32.0% | Fixed | Swaps | - | 375 | 4.98% | - | - |
| E | USD | 44.000 | 1.82 | - | - | - | BB- | BB | - | 17.10% | 39.0% | Fixed | Swaps | - | 440 | 5.63% | - | - |
| F | USD | 51.000 | 1.82 | - | - | - | B- | B (L) | - | - | 47.0% | Fixed | Swaps | - | 525 | 6.48% | - | - |
| X-CP | USD | 243.920 | 1.32 | - | - | - | B- | B | - | - | - | - | - | - | - | 0.36% | - | Int. Only |
| X-NCP | USD | 243.920 | 1.32 | - | - | - | B- | B | - | - | - | - | - | - | - | 0.36% | - | Int. Only |