The underlying assets have an original weighted average CLTV ratio of 70.4%. Assets with original CLTV ratios exceeding 80% represent 26.1% of the pool's balance.

The notes benefit from credit enhancement levels of 30.45%, 24.3%, 13.8%, 8.65%, 5.00% and 2.05% on the A1, A2, A3, M1, B1, B2 and B3 tranches, respectively.