| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| A-1 | USD | 25.700 | 2.80 | - | - | AAA | AAA | - | AAA | 30.00% | - | Fixed | Swaps | 20-22 | 20 | 0.49% | 0.482% | 99.99860 |
| A-2 | USD | 4.500 | 4.88 | - | - | AAA | AAA | - | AAA | 30.00% | - | Fixed | Swaps | 55a | 55 | 1.85% | 1.201% | 102.99810 |
| A-4 | USD | 210.000 | 9.49 | - | - | AAA | AAA | - | AAA | 30.00% | - | Fixed | Swaps | A5-2 | 60 | 2.02% | 1.905% | 100.99450 |
| A-5 | USD | 281.000 | 9.89 | - | - | AAA | AAA | - | AAA | 30.00% | - | Fixed | Swaps | 65a | 62 | 2.30% | 1.963% | 102.99960 |
| A-SB | USD | 34.474 | 6.93 | - | - | AAA | AAA | - | AAA | 30.00% | - | Fixed | Swaps | 50-53 | 50 | 1.96% | 1.497% | 102.99940 |
| A-S | USD | 66.482 | 9.93 | - | - | AA+ | AAA | - | AAA | 21.63% | - | Fixed | Swaps | 85a | 85 | 2.53% | 2.197% | 102.99280 |
| B | USD | 36.714 | 9.93 | - | - | NR | AA- | - | AA | 17.00% | - | Fixed | Swaps | 100-105 | 100 | 2.69% | 2.347% | 102.99500 |
| C | USD | 33.738 | 9.93 | - | - | NR | A- | - | A- | 12.75% | - | Fixed | Swaps | 150-155 | 150 | 3.19% | 2.847% | 102.99240 |
| X-A | USD | 555.674 | 8.91 | - | - | AAA | AAA | - | AAA | - | - | Fixed | Tsy | - | 125 | 1.77% | 2.405% | Int. Only |
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