| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| A | USD | 229.100 | 4.96 | - | Aaa | AAA | - | - | - | 41.00% | 29.0% | Fixed | Swaps | - | 145 | 2.71% | - | - |
| B | USD | 55.500 | 4.96 | - | Aa3 | AA | - | - | - | 26.70% | 36.0% | Fixed | Swaps | - | 210 | 3.36% | - | - |
| C | USD | 48.800 | 4.96 | - | A3 | A | - | - | - | 14.20% | 41.0% | Fixed | Swaps | - | 275 | 4.00% | - | - |
| D | USD | 55.100 | 4.96 | - | Baa3 | BBB- | - | - | - | - | 48.0% | Fixed | Swaps | - | 350 | 4.74% | - | - |
| X-CP | USD | 388.500 | 2.04 | - | A2 | BBB- | - | - | - | - | - | - | - | - | - | 0.97% | - | Int. Only |
| X-NCP | USD | 388.500 | 4.96 | - | NR | BBB- | - | - | - | - | - | - | - | - | - | 0% | - | Int. Only |