| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| A | USD | 260.000 | 10.01 | - | - | - | AAA | - | AAA | 50.70% | 33.4% | Fixed | Swaps | - | 100 | 3.51% | - | - |
| B | USD | 39.000 | 10.01 | - | - | - | AA- | - | AA- | 43.30% | 38.5% | - | - | - | - | 3.66% | - | - |
| C | USD | 31.000 | 10.01 | - | - | - | A- | - | A | 37.40% | 42.4% | Fixed | Swaps | - | 135 | 3.66% | - | - |
| D | USD | 50.000 | 10.01 | - | - | - | BBB- | - | BBB | 28.00% | 48.9% | - | - | - | - | 3.66% | - | - |
| E | USD | 90.000 | 10.01 | - | - | - | BB | - | BBB- | 2.00% | 52.9% | Fixed | Swaps | - | 245 | 3.66% | - | - |
| HRR | USD | 30.000 | 10.01 | - | - | - | BB | - | BB+ | - | 54.3% | - | - | - | - | 3.66% | - | - |
| X-A | USD | 260.000 | - | - | - | - | AAA | - | AAA | - | - | - | - | - | - | 0.149% | - | Int. Only |
| X-B | USD | 39.000 | - | - | - | - | NR | - | AAA | - | - | - | - | - | - | 0% | - | Int. Only |