| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 31.950 | 2.61 | - | Aaa | - | AAA | - | - | - | - | Fixed | Swaps | - | 70 | - | - | - |
| A-2 | USD | 304.660 | 4.77 | - | Aaa | - | AAA | - | - | - | - | Fixed | Swaps | - | 125 | - | - | - |
| A-3 | USD | 32.490 | 6.61 | - | Aaa | - | AAA | - | - | - | - | Fixed | Swaps | - | 145 | - | - | - |
| A-4 | USD | 153.000 | 9.64 | - | Aaa | - | AAA | - | - | - | - | Fixed | Swaps | - | 140 | - | - | - |
| B | USD | 16.660 | - | - | Aa2 | - | AA | - | - | - | - | - | - | - | 200 | - | - | - |
| C | USD | 19.040 | - | - | A2 | - | A | - | - | - | - | - | - | - | 240 | - | - | - |
| D | USD | 14.280 | - | - | Baa1 | - | BBB+ | - | - | - | - | - | - | - | 270 | - | - | - |
| E | USD | 26.970 | - | - | Baa3 | - | BBB- | - | - | - | - | - | - | - | 325 | - | - | - |
| F | USD | 7.900 | - | - | Ba2 | - | BB | - | - | - | - | - | - | - | - | - | - | - |
| G | USD | 7.900 | - | - | B2 | - | B | - | - | - | - | - | - | - | - | - | - | - |
| Sub | USD | 19.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| X-A | USD | 522.680 | - | - | Aaa | - | AAA | - | - | - | - | - | - | - | - | - | - | Int. Only |
| X-B | USD | 111.800 | - | - | Aaa | - | - | - | - | - | - | - | - | - | - | - | - | Int. Only |
AllReportsSurveillanceOther