| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 52.250 | - | A1 | - | - | - | - | - | - | Floating | 3mL | - | 220 | 3mL+215 | - | 99.48000 |
| B | USD | 42.700 | - | Ba2 | - | - | - | - | - | - | Floating | 3mL | - | 250 | 3mL+250 | - | - |
| Sub | USD | 40.300 | - | NR | - | - | - | - | - | - | - | - | - | - | - | - | - |
Risk Retention
U.S. only Vertical
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-C | AYW | 54.400 | - | Z2 | - | - | - | - | - | - | Wcydwkwa | 3sK | - | - | 3qR+250 | - | - |
| C-E | AXK | 956.900 | - | Bss | - | HHH | - | - | - | - | Uppuqkke | 3dX | - | - | 3cD+115 | - | - |
| A-I | NFL | 27.200 | - | Ph2 | - | - | - | - | - | - | Bjdjfzqq | 3kO | - | - | 3mI+165 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-C | AXD | 48.000 | - | Z2 | - | - | - | - | - | - | Aykayvca | 3gK | - | - | 3lL+255 | - | - |
| J-G | OIA | 924.000 | - | Xgg | - | HHH | - | - | - | - | Uzhzqcys | 3yB | - | - | 3rE+118 | - | - |
| P-Z | ZPZ | 96.550 | - | Oj2 | - | - | - | - | - | - | Kpqdzkhy | 3kR | - | - | 3bP+167 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-Z | KLW | 43.000 | - | Sx2 | - | - | - | - | - | - | Gphcmbhv | 3dP | - | - | 3cW+170 | - | - |
| N-U | KMO | 49.880 | - | Wee3 | - | - | - | - | - | - | Xwmpfwef | 3mK | - | - | 3dM+385 | - | - |
| E-H | UCU | 522.300 | - | Roo | - | KKK | - | - | - | - | Qwvfsmyi | 3zE | - | - | 3bC+120 | - | - |
| E-E | CWP | 31.720 | - | V2 | - | - | - | - | - | - | Lkwwbsxz | 3rJ | - | - | 3iJ+255 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-2 | WBM | 59.750 | - | Ju2 | - | - | - | - | - | - | Vjrvqpud | 3wT | - | - | 3uH+225 | - | - |
| I | XIS | 33.000 | - | Cff3 | - | - | - | - | - | - | Nwhwwpjv | 3sU | - | - | 3sH+380 | - | - |
| J-1R | IQY | 59.700 | - | Eii | - | WWW | - | - | - | - | Gjvzx | - | - | - | 0.034% | - | - |
| L-1L | CLN | 530.900 | - | Umm | - | NNN | - | - | - | - | Icsjajzd | 3fM | - | - | 3nC+150 | - | - |
| O | CBP | 33.300 | - | F2 | - | - | - | - | - | - | Ejjerlyl | 3xF | - | - | 3yY+310 | - | - |
| T | BLG | 85.500 | - | Ga3 | - | - | - | - | - | - | Iyfflikj | 3cX | - | - | 3sU+550 | - | - |
| Yzjvtd | WCK | 81.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | ACE | 57.900 | - | Bv3 | - | - | - | - | - | - | Xemjbvab | 3eL | - | - | 3xM+525 | - | - |
| Vvbnxb | LHO | 78.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| S | XHF | 545.600 | - | Prr | - | OOO | - | - | - | - | Yymcqyrz | 3eH | - | - | 3cL+160 | - | - |
| T | IJM | 11.000 | - | Qt2 | - | - | - | - | - | - | Gfsjfejs | 3tC | - | - | 3iF+275 | - | - |
| G | MVH | 81.700 | - | T2 | - | - | - | - | - | - | Mjkjcees | 3iR | - | - | 3aG+360 | - | - |
| E | WFI | 15.600 | - | Fyy3 | - | - | - | - | - | - | Gxmqvkdt | 3wV | - | - | 3yD+410 | - | - |
| Q | JAJ | 2.500 | - | V3 | - | - | - | - | - | - | Zrlaecin | 3qD | - | - | 3xO+600 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | FQY | 423.000 | - | Zyy | - | GGG | - | - | - | - | Kbsyopkw | 3qD | - | - | 3vT+145 | - | - |
| X | QJL | 5.400 | - | Z3 | - | - | - | - | - | - | Luexkxqw | 3nT | - | - | 3nT+595 | - | - |
| O-1 | YKC | 66.130 | - | Sd2 | - | - | - | - | - | - | Yqipmuui | 3aE | - | - | 3eV+220 | - | - |
| M-2 | KVJ | 43.000 | - | Yc2 | - | - | - | - | - | - | Yjaav | - | - | - | 0.044% | - | - |
| K | FYV | 17.130 | - | Bll3 | - | - | - | - | - | - | Kjkzodrn | 3wJ | - | - | 3sX+370 | - | - |
| Mzgqus | JYH | 71.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Z | XWK | 70.330 | - | Hh3 | - | - | - | - | - | - | Gkrmaiyk | 3zO | - | - | 3eZ+510 | - | - |
| M | YME | 36.000 | - | X2 | - | - | - | - | - | - | Ocxkmkea | 3iH | - | - | 3kE+290 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | IAL | 89.100 | - | Gxx3 | - | - | - | - | - | - | Lbqaokuh | 3hS | - | - | 3sP+375 | - | - |
| Urenqs | YEX | 29.510 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| G | YBJ | 44.200 | - | Yu3 | - | - | - | - | - | - | Jqmcmcjc | 3eV | - | - | 3eL+515 | - | - |
| P | ILC | 5.000 | - | Q2 | - | - | - | - | - | - | Sckvvfpq | 3mI | - | - | 3vB+625 | - | - |
| I-1 | OXE | 43.400 | - | Ih2 | - | - | - | - | - | - | Nlbrahfj | 3aK | - | - | 3jE+220 | - | - |
| Z-2 | JWZ | 21.000 | - | Fv2 | - | - | - | - | - | - | Dbcme | - | - | - | 0.047% | - | - |
| J | TRN | 81.600 | - | H2 | - | - | - | - | - | - | Gyyedkfw | 3uK | - | - | 3yW+300 | - | - |
| B | VQP | 245.400 | - | Pvv | PPP | HHH | - | - | - | - | Bhrypwwk | 3vX | - | - | 3yM+150 | - | - |