| 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 |
|---|
| N-B | NNW | 18.100 | - | H2 | - | - | - | - | - | - | Lkxqxjzy | 3iN | - | - | 3wW+250 | - | - |
| G-V | CHX | 420.200 | - | Cvv | - | III | - | - | - | - | Yqxcoayg | 3zO | - | - | 3pC+115 | - | - |
| S-S | QEB | 46.700 | - | Hu2 | - | - | - | - | - | - | Xhmoblxp | 3cJ | - | - | 3xK+165 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-R | VWM | 42.470 | - | No2 | - | - | - | - | - | - | Brdjumjr | 3sC | - | - | 3bL+167 | - | - |
| I-R | FHM | 38.000 | - | R2 | - | - | - | - | - | - | Gkwbesnt | 3eP | - | - | 3rP+255 | - | - |
| F-P | VRA | 396.000 | - | Sww | - | VVV | - | - | - | - | Wxhmcjux | 3jY | - | - | 3mP+118 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-V | FLF | 794.700 | - | Wvv | - | WWW | - | - | - | - | Xqlmwser | 3aA | - | - | 3cF+120 | - | - |
| K-Q | TUU | 23.000 | - | Cs2 | - | - | - | - | - | - | Wexcmujo | 3sL | - | - | 3mF+170 | - | - |
| S-S | ISQ | 14.510 | - | I2 | - | - | - | - | - | - | Uarvalww | 3kY | - | - | 3fW+255 | - | - |
| P-Y | NNZ | 24.370 | - | Qtt3 | - | - | - | - | - | - | Slpfbtjg | 3vE | - | - | 3aE+385 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-1Y | ZJP | 351.800 | - | Nss | - | UUU | - | - | - | - | Vsuxzssq | 3xP | - | - | 3yX+150 | - | - |
| U | ZFF | 90.130 | - | Nw3 | - | - | - | - | - | - | Gfhzjkjv | 3gG | - | - | 3hE+550 | - | - |
| L | LTS | 90.100 | - | R2 | - | - | - | - | - | - | Awvcfkxl | 3dZ | - | - | 3aN+310 | - | - |
| E | JBA | 20.000 | - | Yss3 | - | - | - | - | - | - | Ckqbkfpz | 3eG | - | - | 3yT+380 | - | - |
| Qhfajz | WCD | 90.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| S-1I | CVL | 37.300 | - | Puu | - | HHH | - | - | - | - | Liavi | - | - | - | 0.034% | - | - |
| M-2 | EVW | 11.370 | - | Gt2 | - | - | - | - | - | - | Fldvauns | 3iL | - | - | 3eI+225 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Wanolj | XZE | 67.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| G | EAH | 41.000 | - | Ld2 | - | - | - | - | - | - | Pfdwuebq | 3bT | - | - | 3aY+275 | - | - |
| I | QTU | 442.400 | - | Cxx | - | NNN | - | - | - | - | Bkzobqcg | 3nW | - | - | 3qV+160 | - | - |
| V | CLS | 78.900 | - | K2 | - | - | - | - | - | - | Dxlzhinl | 3gI | - | - | 3iY+360 | - | - |
| A | BSP | 13.200 | - | Njj3 | - | - | - | - | - | - | Jezsbvmj | 3bH | - | - | 3vG+410 | - | - |
| Z | VKL | 44.500 | - | Ce3 | - | - | - | - | - | - | Pxjfsjsv | 3rE | - | - | 3rR+525 | - | - |
| S | HYA | 3.400 | - | Z3 | - | - | - | - | - | - | Blyedmxw | 3kM | - | - | 3dY+600 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Wfmzbc | NCR | 90.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| J | MYG | 51.270 | - | Huu3 | - | - | - | - | - | - | Ydrsksaf | 3qA | - | - | 3uT+370 | - | - |
| I | KLS | 50.000 | - | Z2 | - | - | - | - | - | - | Preblock | 3uH | - | - | 3kQ+290 | - | - |
| R | NJB | 51.530 | - | Tn3 | - | - | - | - | - | - | Mrozjqmg | 3kT | - | - | 3wY+510 | - | - |
| L | QBX | 4.500 | - | Q3 | - | - | - | - | - | - | Gpleooel | 3fD | - | - | 3dW+595 | - | - |
| J | ZLF | 638.000 | - | Orr | - | NNN | - | - | - | - | Hwmoqycl | 3oP | - | - | 3oK+145 | - | - |
| A-1 | AXC | 98.450 | - | Wo2 | - | - | - | - | - | - | Hkckzbcc | 3yF | - | - | 3oI+220 | - | - |
| T-2 | LZQ | 72.000 | - | Jt2 | - | - | - | - | - | - | Mjtyu | - | - | - | 0.044% | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | FEP | 33.900 | - | X2 | - | - | - | - | - | - | Hljjzjcu | 3iT | - | - | 3uJ+300 | - | - |
| Q-2 | FAK | 41.000 | - | Ng2 | - | - | - | - | - | - | Jvppy | - | - | - | 0.047% | - | - |
| E | HWR | 60.100 | - | Bnn3 | - | - | - | - | - | - | Dbkooamd | 3aG | - | - | 3pM+375 | - | - |
| P | HPG | 66.200 | - | Yd3 | - | - | - | - | - | - | Gwrezces | 3vY | - | - | 3bW+515 | - | - |
| Zhqign | HQF | 35.140 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Q | ESA | 5.000 | - | G2 | - | - | - | - | - | - | Obsoytfo | 3jM | - | - | 3xF+625 | - | - |
| K-1 | TTV | 57.500 | - | Qd2 | - | - | - | - | - | - | Qzteuutt | 3zO | - | - | 3rI+220 | - | - |
| S | GRK | 114.600 | - | Ucc | EEE | GGG | - | - | - | - | Sumxpkfd | 3cU | - | - | 3zM+150 | - | - |