| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| A | USD | 122.320 | 2.23 | - | - | - | - | AA | - | - | Fixed | Swaps | 125a | 125 | 1.57% | 1.577% | 99.99595 |
| B | USD | 20.850 | 2.50 | - | - | - | - | A | - | - | Fixed | Swaps | 155a | 155 | 1.92% | 1.930% | 99.99442 |
| C | USD | 14.360 | 2.59 | - | - | - | - | BBB | - | - | Fixed | Swaps | 215a | 215 | 2.53% | 2.548% | 99.98852 |
| D | USD | 17.810 | 2.70 | - | - | - | - | BB- | - | - | Fixed | Swaps | 400a | 400 | 4.37% | 4.419% | 99.97746 |
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