| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| A-1 | USD | 17.052 | 2.40 | - | - | AAA | AAA | - | AAA | 30.00% | - | Fixed | Swaps | 24a | 24 | 0.47% | 0.464% | 99.99920 |
| A-2 | USD | 10.429 | 4.20 | - | - | AAA | AAA | - | AAA | 30.00% | - | Fixed | Swaps | - | 70 | 1.30% | 1.046% | 100.99970 |
| A-3 | USD | 13.754 | 6.93 | - | - | AAA | AAA | - | AAA | 30.00% | - | Fixed | Swaps | - | 78 | 1.56% | 1.407% | 100.99840 |
| A-4 | USD | 159.000 | 9.05 | - | - | AAA | AAA | - | AAA | 30.00% | - | Fixed | Swaps | LCF-2 | 78 | 1.72% | 1.603% | 100.99690 |
| A-5 | USD | 322.296 | 9.75 | - | - | AAA | AAA | - | AAA | 30.00% | - | Fixed | Swaps | 80a | 80 | 2.01% | 1.679% | 102.99580 |
| A-AB | USD | 32.358 | 6.41 | - | - | AAA | AAA | - | AAA | 30.00% | - | Fixed | Swaps | 60a | 60 | 1.66% | 1.172% | 102.99530 |
| A-S | USD | 57.471 | 9.95 | - | - | NR | AAA | - | AAA | 22.75% | - | Fixed | Swaps | 100a | 100 | 2.22% | 1.895% | 102.99540 |
| B | USD | 35.671 | 9.95 | - | - | NR | AA- | - | AA | 18.25% | - | Fixed | Swaps | 145a | 145 | 2.34% | 2.345% | 100.00000 |
| C | USD | 37.653 | 10.00 | - | - | NR | A- | - | A | 13.50% | - | Fixed | Swaps | 210a | 210 | 2.99% | 2.999% | 99.99710 |
| X-A | USD | 612.360 | - | - | - | NR | AAA | - | AAA | - | - | Fixed | Tsy | 185a | 175 | 1.74% | 2.567% | Int. Only |
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