| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 18.368 | 2.83 | - | Aaa | - | AAA | - | AAA | - | - | Fixed | Swaps | 35a | 50 | 2.74% | 2.715% | 99.99983 |
| A-2 | USD | 78.496 | 4.77 | - | Aaa | - | AAA | - | AAA | - | - | Fixed | Swaps | 58a | 58 | 3.44% | 2.754% | 102.99976 |
| A-SB | USD | 36.080 | 7.30 | - | Aaa | - | AAA | - | AAA | - | - | Fixed | Swaps | 77a | 77 | 3.46% | 2.999% | 102.99950 |
| A-3 | USD | 140.000 | 9.72 | - | Aaa | - | AAA | - | AAA | - | - | Fixed | Swaps | 92a | 92 | 3.34% | 3.230% | 100.99960 |
| A-4 | USD | 204.926 | 9.87 | - | Aaa | - | AAA | - | AAA | - | - | Fixed | Swaps | 94a | 94 | 3.60% | 3.255% | 102.99924 |
| A-S | USD | 75.094 | 9.91 | - | Aa2 | - | AAA | - | AAA | - | - | Fixed | Swaps | 122a | 122 | 3.89% | 3.536% | 102.99992 |
| B | USD | 30.720 | 9.91 | - | NR | - | AA- | - | AA | - | - | Fixed | Swaps | 145a | 165 | 4.32% | 4.320% | 102.99920 |
| C | USD | 22.180 | 9.91 | - | NR | - | A- | - | A | - | - | Fixed | Swaps | 210a | 225 | 4.92% | 4.923% | 102.99929 |
| D | USD | 10.240 | 9.91 | - | NR | - | BBB+ | - | A- | - | - | Fixed | Swaps | 305a | - | - | - | - |
| X-A | USD | 477.870 | - | - | Aaa | - | AAA | - | AAA | - | - | - | - | - | 168 | 1.564% | 4.003% | Int. Only |
| X-B | USD | 126.253 | - | - | NR | - | A- | - | AAA | - | - | - | - | - | 132 | 0.861% | 3.688% | Int. Only |
AllReportsSurveillanceOther