| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| A | USD | 667.500 | 2.01 | - | - | - | - | A | 33.25% | - | Fixed | Swaps | 140-150 | 130 | 1.54% | 1.549% | 99.99186 |
| B | USD | 112.500 | 2.01 | - | - | - | - | BBB | 22.00% | - | Fixed | Swaps | 230-240 | 210 | 2.33% | 2.349% | 99.98470 |
| C | USD | 112.500 | 2.01 | - | - | - | - | BB | 10.75% | - | Fixed | Swaps | 425-440 | 400 | 4.21% | 4.249% | 99.99500 |
| D | USD | 57.500 | 2.01 | - | - | - | - | B | 5.00% | - | Fixed | Swaps | 635-650 | 610 | 6.26% | 6.349% | 99.98444 |
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