| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| A | USD | 550.390 | 3.50 | - | - | - | - | A | - | - | Fixed | Swaps | 150-160 | 160 | 4.45% | 4.489% | 99.99829 |
| B | USD | 82.140 | 3.70 | - | - | - | - | BBB | - | - | Fixed | YLD | 5.75%a | 261 | 5.44% | 5.500% | 99.99687 |
| C | USD | 41.070 | 2.40 | - | - | - | - | BB | - | - | Fixed | YLD | 7.00%a | 392 | 6.66% | 6.750% | 99.99823 |