| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 463.730 | 6.94 | - | - | AAA | - | - | AAA | 52.40% | 26.2% | Fixed | Swaps | - | 90 | 3.61% | - | - |
| B | USD | 103.050 | 6.94 | - | - | AA- | - | - | AA+ | 41.90% | 32.1% | Fixed | Swaps | - | 113 | 3.85% | - | - |
| C | USD | 77.290 | 6.94 | - | - | A- | - | - | A+ | 33.90% | 36.5% | Fixed | Swaps | - | 130 | 4.02% | - | - |
| D | USD | 94.810 | 6.94 | - | - | BBB- | - | - | BBB+ | 24.20% | 41.8% | - | - | - | - | 4.15% | - | - |
| E | USD | 128.820 | 6.94 | - | - | BB- | - | - | BB+ | 11.00% | 49.1% | - | - | - | - | 4.14% | - | - |
| F | USD | 55.410 | 6.94 | - | - | B | - | - | BB | 5.30% | 52.2% | - | - | - | - | 4.69% | - | - |
| HRR | USD | 51.900 | 6.94 | - | - | B- | - | - | BB- | - | 55.2% | - | - | - | - | 5.53% | - | - |
| X-CP | USD | 738.880 | - | - | - | BBB- | - | - | AAA | - | - | - | - | - | - | 0.090% | - | Int. Only |
| X-E | USD | 236.120 | - | - | - | B- | - | - | BB- | - | - | - | - | - | - | 0% | - | Int. Only |
| X-NCP | USD | 738.880 | - | - | - | BBB- | - | - | AAA | - | - | - | - | - | - | 0% | - | Int. Only |