| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| A | USD | 321.100 | 7.03 | - | - | - | AAA | AAA | - | - | - | Fixed | Swaps | - | 85 | 3.76% | 3.780% | 99.99730 |
| B | USD | 90.900 | 7.03 | - | - | - | NR | AA (L) | - | - | - | Fixed | Swaps | - | 100 | 3.91% | 3.928% | 99.99538 |
| C | USD | 76.000 | 7.03 | - | - | - | NR | A (L) | - | - | - | Fixed | Swaps | - | 125 | 4.16% | 4.178% | 99.99539 |
| D | USD | 74.000 | 7.03 | - | - | - | NR | BBB (L) | - | - | - | Fixed | Swaps | - | 145 | 4.36% | 4.378% | 99.99882 |
| E | USD | 76.000 | 7.03 | - | - | - | NR | BB (L) | - | - | - | Fixed | Swaps | - | 210 | 5.00% | 5.028% | 99.99511 |
| HRR | USD | 37.000 | 7.03 | - | - | - | NR | B | - | - | - | Fixed | Swaps | - | 287.2 | 5.76% | 5.8 | 99.99949 |