| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 20.627 | 2.76 | - | Aaa | - | AAA | - | AAA | 30.00% | - | Fixed | Swaps | - | 45 | 1.97% | - | - |
| A-SB | USD | 28.337 | 7.13 | - | Aaa | - | AAA | - | AAA | 30.00% | - | Fixed | Swaps | - | 106 | 3.64% | - | - |
| A-2 | USD | 184.000 | 9.83 | - | Aaa | - | AAA | - | AAA | 30.00% | - | Fixed | Swaps | - | 117 | 3.59% | - | - |
| A-3 | USD | 224.436 | 9.92 | - | Aaa | - | AAA | - | AAA | 30.00% | - | Fixed | Swaps | - | 118 | 3.84% | - | - |
| X-A | USD | 457.039 | 9.09 | - | Aaa | - | AAA | - | AAA | - | - | Variable | Tsy | - | 225 | 0.80% | 4.670% | Int. Only |
| X-B | USD | 77.534 | 9.71 | - | NR | - | AA- | - | AAA | - | - | Variable | Tsy | - | - | 0.19% | - | Int. Only |
| A-M | USD | 42.439 | 9.97 | - | Aa1 | - | AAA | - | AAA | - | - | Fixed | Swaps | - | 150 | 4.16% | - | - |
| B | USD | 35.095 | 9.97 | - | A1 | - | AA- | - | AA | - | - | Fixed | Swaps | - | 175 | 4.36% | - | - |
| C | USD | 32.645 | 9.97 | - | - | - | A- | - | A | - | - | Fixed | Swaps | - | 270 | 4.44% | - | - |
| X-E | USD | 16.323 | - | - | - | - | BB- | - | BB | - | - | Variable | Tsy | - | - | 0.987% | - | Int. Only |
| X-F | USD | 7.346 | - | - | - | - | B- | - | B | - | - | Variable | Tsy | - | - | 0.987% | - | Int. Only |
| X-G | USD | 26.932 | - | - | - | - | NR | - | NR | - | - | Variable | Tsy | - | - | 0.987% | - | Int. Only |
| D | USD | 35.094 | 9.97 | - | - | - | BBB- | - | BBB- | - | - | Fixed | Swaps | - | 565 | 4.44% | - | - |
| E | USD | 16.323 | 9.97 | - | - | - | BB- | - | BB | - | - | Variable | Tsy | - | - | 3.46% | - | - |
| F | USD | 7.346 | 9.97 | - | - | - | B- | - | B | - | - | Variable | Tsy | - | - | 3.46% | - | - |
| G | USD | 26.932 | 9.97 | - | - | - | NR | - | NR | - | - | Variable | Tsy | - | - | 3.46% | - | - |
AllReportsSurveillanceOther