Deal Name: FNA

Class Amt $mln Sub Level% Avg Life (yrs) Coupon % Pricing % Final Pricing (bp) Bnch mark FA 780.42 NA 2.08 0.502 99.97 +35 swaps SA 780.42 NA 2.09 4.777 5.19   swaps ASQ1 46.00 NA 2.74 0.986 100.00 +12 ...

Class Amt $mln Sub Level% Avg Life (yrs) Coupon % Pricing % Final Pricing (bp) Bnch mark ASQ1 44.05 NA 1.68 0.484 100.00 +5 Eurodollar ASQ2 396.43 NA 2.29 1.272 101.00 +17 swaps X1 440.48* NA 1.75 4.321 NA NA ...

Class Amt $mln Sub Level% Avg Life (yrs) Coupon % Pricing % Final Pricing (bp) Bnch mark ASQ1 50.00 NA 1.41 0.418 100.00 +5 Eurodollar ASQ2 319.65 NA 1.69 0.558 100.00 +12 Eurodollar X1 369.65* NA 1.16 4.734 NA NA ...

Class Amt $mln Avg Life (yrs) Coupon % Pricing % Final Pricing (bp) Bnch mark ASQ1 37.00 0.97 0.342 100.00 +5 swaps ASQ2 332.65 1.45 0.478 100.00 +12 swaps X1 369.65* 0.91 4.522 NA NA Treas ASV1 48.90 3.90 1.916 ...

Class Amt $mln Avg Life (yrs) Coupon % Pricing % Final Pricing (bp) Bnch mark ASQ1 50.00 3.48 1.388 100.00 +18 swaps ASQ2 429.87 4.74 2.323 101.00 +34 swaps X-1 479.87* 4.12 3.0964 NA NA Treas A1 102.94 4.89 2.325 ...