| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| A | USD | 293.620 | 9.94 | - | - | AAA | - | AAA | - | 55.60% | 29.0% | Fixed | Swaps | - | 160 | 3.60% | - | - |
| B | USD | 43.880 | 9.94 | - | - | AA | - | AA (L) | - | 49.00% | 32.0% | Fixed | Swaps | - | 200 | 4.00% | - | - |
| C | USD | 57.750 | 9.94 | - | - | A | - | A (L) | - | 42.60% | 37.0% | Fixed | Swaps | - | 250 | 4.50% | - | - |
| D | USD | 171.700 | 9.94 | - | - | BBB- | - | NR | - | 23.50% | 49.0% | Fixed | Swaps | - | 390 | 4.65% | - | - |
| E | USD | 120.020 | 9.94 | - | - | BB- | - | NR | - | 10.20% | 57.0% | Fixed | Swaps | - | 475 | 4.65% | - | - |
| F | USD | 91.520 | 9.94 | - | - | B- | - | NR | - | - | 64.0% | Fixed | Swaps | - | - | 4.65% | - | - |
| X | USD | 395.250 | 9.94 | - | - | A | - | A | - | - | - | - | - | - | - | 0.88% | - | Int. Only |