| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| A-T3 | USD | 444.433 | 2.02 | - | AAA | - | - | - | - | - | Fixed | Swaps | 115-120 | 110 | 1.32% | 1.321% | 99.99983 |
| B-T3 | USD | 10.076 | 2.02 | - | AA | - | - | - | - | - | Fixed | Swaps | 140a | 135 | 1.57% | 1.571% | 99.99982 |
| C-T3 | USD | 11.309 | 2.02 | - | A | - | - | - | - | - | Fixed | Swaps | 175-180 | 160 | 1.81% | 1.821% | 99.99991 |
| D-T3 | USD | 28.974 | 2.02 | - | BBB | - | - | - | - | - | Fixed | Swaps | 240-250 | 225 | 2.46% | 2.471% | 100.00000 |
| E-T3 | USD | 5.208 | 2.02 | - | BB | - | - | - | - | - | Fixed | Swaps | 550a | 565 | 5.80% | 5.871% | 99.99981 |
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