| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 23.082 | 2.70 | - | Aaa | - | AAA | - | AAA | 30.00% | - | Fixed | Swaps | - | 36 | 1.96% | 1.943% | 99.99975 |
| A-2 | USD | 44.540 | 4.82 | - | Aaa | - | AAA | - | AAA | 30.00% | - | Fixed | Swaps | - | 50 | 2.98% | 2.310% | 102.99960 |
| A-SB | USD | 34.425 | 7.06 | - | Aaa | - | AAA | - | AAA | 30.00% | - | Fixed | Swaps | - | 91 | 3.37% | 2.893% | 102.99966 |
| A-3 | USD | 147.250 | 9.60 | - | Aaa | - | AAA | - | AAA | 30.00% | - | Fixed | Swaps | - | 106 | 3.30% | 3.189% | 100.99948 |
| A-4 | USD | 179.402 | 9.83 | - | Aaa | - | AAA | - | AAA | 30.00% | - | Fixed | Swaps | - | 108 | 3.57% | 3.221% | 102.99966 |
| A-M | USD | 30.621 | 9.94 | - | Aa2 | - | AAA | - | AAA | 25.00% | - | Fixed | Swaps | - | 135 | 3.85% | 3.496% | 102.99967 |
| B | USD | 36.745 | 9.94 | - | NR | - | AA- | - | AAA | 19.00% | - | Fixed | Swaps | - | 170 | 4.20% | 3.846% | 102.99954 |
| C | USD | 30.621 | 9.94 | - | NR | - | A- | - | A | 14.00% | - | Fixed | Swaps | - | 250 | - | 4.646% | 102.96121 |
| D | USD | 36.745 | 9.94 | - | NR | - | BBB- | - | BBB- | - | - | Fixed | Swaps | - | 500 | 3% | 7.146% | 71.05579 |
| X-A | USD | 428.699 | 8.35 | - | Aaa | - | AAA | - | AAA | - | - | Fixed | Tsy | - | 145 | 1.68% | 3.590% | Int. Only |
| X-B | USD | 67.366 | 9.69 | - | NR | - | AA- | - | AAA | - | - | Fixed | Tsy | - | 125 | 0.96% | - | Int. Only |
AllReportsSurveillanceOther