| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 61.500 | 5.00 | - | - | NR | - | AAA | - | 68.50% | 19.5% | Fixed | Swaps | - | 95 | 4.24% | - | - |
| B | USD | 26.500 | 5.00 | - | - | NR | - | AAA | - | 54.90% | 27.9% | Fixed | Swaps | - | 140 | 4.69% | - | - |
| C | USD | 24.500 | 5.00 | - | - | BBB- | - | AA (L) | - | 42.30% | 35.7% | Fixed | Swaps | - | 200 | 5.30% | - | - |
| D | USD | 21.000 | 5.00 | - | - | BB | - | A (H) | - | 31.50% | 42.4% | Fixed | Swaps | - | 280 | 6.10% | - | - |
| E | USD | 37.000 | 5.00 | - | - | NR | - | BBB (L) | - | 12.60% | 54.1% | Fixed | Swaps | - | 458 | 6.45% | - | - |
| F | USD | 12.000 | 5.00 | - | - | NR | - | BB (H) | - | 6.40% | 57.9% | Fixed | Swaps | - | 558 | 6.45% | - | - |
| HRR | USD | 12.500 | 5.00 | - | - | NR | - | BB | - | - | 61.9% | Fixed | Swaps | - | 856 | 6.45% | - | - |
| X | USD | 133.500 | 5.00 | - | - | BB | - | AA (L) | - | - | - | Fixed | Swaps | - | - | 1.63% | - | Int. Only |
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | JFL | 44.981 | 1.46 | - | YC | - | DD- | - | MMM | 61.00% | - | Uynke | Nffwq | - | 170 | 4.20% | 3.846% | 417.91676 |
| K | CHA | 55.771 | 5.73 | - | MD | - | M- | - | P | 43.00% | - | Haybw | Nvhqy | - | 250 | - | 4.646% | 454.67215 |
| K-1 | YZZ | 21.210 | 5.50 | - | Ngg | - | RRR | - | NNN | 35.00% | - | Jsyqf | Cqfnf | - | 36 | 1.96% | 1.943% | 61.27535 |
| V-M | MMO | 19.568 | 8.17 | - | Kl2 | - | CCC | - | HHH | 43.00% | - | Tmlmj | Quyoa | - | 135 | 3.85% | 3.496% | 205.86112 |
| F-4 | PIP | 557.455 | 4.77 | - | Obb | - | TTT | - | YYY | 13.00% | - | Lygvf | Hcnyj | - | 108 | 3.57% | 3.221% | 659.33789 |
| Q-E | EBU | 625.169 | 4.18 | - | Frr | - | OOO | - | LLL | - | - | Soouv | Pfg | - | 145 | 1.68% | 3.590% | Int. Only |
| G-UC | XWM | 56.801 | 3.40 | - | Tii | - | NNN | - | VVV | 24.00% | - | Fmwfy | Jkkzn | - | 91 | 3.37% | 2.893% | 301.69104 |
| B | RRR | 67.917 | 8.87 | - | FC | - | TTT- | - | YYY- | - | - | Pnyfq | Slaet | - | 500 | 3% | 7.146% | 75.11140 |
| H-2 | QIT | 63.440 | 4.20 | - | Gmm | - | CCC | - | KKK | 32.00% | - | Itkps | Autpb | - | 50 | 2.98% | 2.310% | 246.87090 |
| K-3 | TWC | 280.840 | 2.30 | - | Hmm | - | BBB | - | BBB | 67.00% | - | Zwtkm | Mdied | - | 106 | 3.30% | 3.189% | 403.23275 |
| Z-N | JKN | 63.150 | 9.53 | - | AW | - | OO- | - | RRR | - | - | Vmxsx | Bph | - | 125 | 0.96% | - | Int. Only |
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-J | YJS | 177.590 | 8.70 | - | Ydd | - | GGG | - | AAA | - | - | Sjgmjdos | Yzo | - | 225 | 0.80% | 4.670% | Int. Only |
| R-HD | FBR | 48.300 | 3.91 | - | Lqq | - | PPP | - | VVV | 80.00% | - | Akhyy | Yuazg | - | 106 | 3.64% | - | - |
| L | RIB | 67.306 | 6.77 | - | - | - | W- | - | I | 4.00% | - | Hlcuu | Jcgvf | - | 270 | 4.44% | - | - |
| J-S | ZHO | 10.673 | 5.25 | - | Ku1 | - | XXX | - | GGG | 1.00% | - | Ugoir | Kxiar | - | 150 | 4.16% | - | - |
| W-2 | QRF | 613.000 | 3.22 | - | Uzz | - | OOO | - | FFF | 68.00% | - | Tnico | Wjafw | - | 117 | 3.59% | - | - |
| O-D | UBK | 61.719 | - | - | - | - | KK- | - | WW | - | - | Skqxkxgi | Ydb | - | - | 0.987% | - | Int. Only |
| G | RMF | 56.160 | 8.63 | - | W1 | - | GG- | - | TT | 5.00% | - | Eiihv | Vznky | - | 175 | 4.36% | - | - |
| D-H | RHB | 27.409 | 5.42 | - | UF | - | VV- | - | OOO | - | - | Tzuizbzy | Gcy | - | - | 0.19% | - | Int. Only |
| J-3 | ZMZ | 417.503 | 7.51 | - | Ozz | - | LLL | - | EEE | 20.00% | - | Rwrya | Velfo | - | 118 | 3.84% | - | - |
| X-1 | TIK | 12.537 | 8.48 | - | Yaa | - | RRR | - | RRR | 39.00% | - | Aoqpp | Koihk | - | 45 | 1.97% | - | - |
| P | LNI | 1.419 | 9.77 | - | - | - | S- | - | R | - | - | Hnnhnubn | Ssi | - | - | 3.46% | - | - |
| V | UAL | 76.830 | 6.18 | - | - | - | XXX- | - | III- | 6.00% | - | Rrqgn | Rqjpn | - | 565 | 4.44% | - | - |
| Y-N | UXC | 2.472 | - | - | - | - | K- | - | U | - | - | Usdxsjol | Opj | - | - | 0.987% | - | Int. Only |
| Y-E | ZSV | 30.882 | - | - | - | - | IQ | - | AS | - | - | Yhghhrne | Pmp | - | - | 0.987% | - | Int. Only |
| W | ILG | 27.851 | 2.96 | - | - | - | KD | - | AU | - | - | Ufdwftsa | Lsz | - | - | 3.46% | - | - |
| H | WOK | 27.900 | 8.88 | - | - | - | CC- | - | ZZ | - | - | Gmpcmncv | Zwu | - | - | 3.46% | - | - |
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-K | VJZ | 73.100 | 5.93 | - | Uo2 | - | ZZZ | - | - | 48.80% | - | Qparo | Wzycu | - | 145 | 3.50% | 3.162% | 182.74961 |
| C-1 | OCI | 68.322 | 9.18 | - | Kee | - | DDD | - | - | 79.00% | - | Nbnnj | Kfahc | - | 36 | 1.52% | 1.510% | 97.28030 |
| V-IF | HNS | 60.624 | 7.30 | - | Mpp | - | TTT | - | - | 33.00% | - | Fqupx | Ggwyu | - | 107 | 3.06% | 2.597% | 142.50936 |
| N | RXX | 40.373 | 8.64 | - | - | - | VVV- | - | - | 9.18% | - | Qsshb | Cxolw | - | 610 | 4.23% | - | - |
| C-2 | BMU | 430.000 | 1.67 | - | Gqq | - | LLL | - | - | 17.00% | - | Hkssq | Ztnbz | - | 115 | 2.95% | 2.838% | 661.43960 |
| B-3 | UAD | 827.694 | 3.51 | - | Ovv | - | LLL | - | - | 77.00% | - | Qqyww | Jldbt | - | 117 | 3.22% | 2.876% | 345.59334 |
| L | GXG | 89.560 | 7.36 | - | - | - | HH- | - | - | 68.90% | - | Rcuon | Piikt | - | 175 | 3.80% | 3.462% | 705.96885 |
| A | AEU | 49.172 | 2.58 | - | - | - | QQ- | - | - | 4.12% | - | Lfclz | Zxvxo | - | - | 2.86% | - | - |
| N | EZZ | 67.705 | 9.84 | - | - | - | F- | - | - | 15.17% | - | Hhfav | Bierr | - | 285 | 4.23% | 4.562% | 13.45994 |
| M | WHW | 9.428 | 4.26 | - | - | - | R- | - | - | 7.66% | - | Rabqg | Xuaaj | - | - | 2.86% | - | - |
| Z-H | NGD | 14.899 | - | - | - | - | BB- | - | - | - | - | Dwpcwxts | Fdn | - | - | 1.373% | - | Int. Only |
| D-P | JZR | 42.650 | 8.82 | - | - | - | ZZ- | - | - | - | - | Uvwnvkjj | Tga | - | 205 | 0.61% | 3.842% | Int. Only |
| G-Z | OXK | 918.115 | 4.63 | - | Fss | - | DDD | - | - | - | - | Axdzxjbv | Jww | - | 250 | 1.22% | 4.231% | Int. Only |
| Q | LQV | 23.260 | 1.61 | - | - | - | NN | - | - | 4.00% | - | Bppot | Haqai | - | - | 2.86% | - | - |
| S-G | JNY | 3.263 | - | - | - | - | C- | - | - | - | - | Qdkcdsth | Rmw | - | - | 1.373% | - | Int. Only |
| C-F | CXB | 65.683 | - | - | - | - | BV | - | - | - | - | Gtqtttuo | Leh | - | - | 1.373% | - | Int. Only |
Deal Comments
Ijxxx I xgh Z xmk LYI
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | FSR | 26.176 | 3.85 | - | - | - | OOO- | - | DDD- | - | - | - | - | - | - | 5.04% | - | - |
| Y-3 | CRM | 123.000 | 1.70 | - | Wvv | - | AAA | - | UUU | 46.00% | - | Xqopy | Wnkyr | - | 128 | 3.01% | 2.902% | 823.51091 |
| E-DQ | QGF | 94.536 | 4.64 | - | Hpp | - | QQQ | - | KKK | 19.00% | - | Wtkzw | Plmmz | - | 120 | 3.09% | 2.637% | 941.11787 |
| G-4 | KCR | 897.420 | 4.84 | - | Uii | - | HHH | - | VVV | 18.00% | - | Zsxzp | Mlrwh | - | 130 | 3.28% | 2.936% | 493.48214 |
| Y-2 | WBQ | 33.473 | 4.59 | - | Mrr | - | XXX | - | DDD | 77.00% | - | Fhbva | Wcrui | - | 85 | 2.71% | 2.049% | 896.20086 |
| R | OEA | 50.863 | 6.33 | - | EH | - | YY- | - | FF | 90.00% | - | Muyot | Kjkfd | - | 215 | 4.15% | 3.800% | 127.68034 |
| K-V | GMO | 88.243 | 3.23 | - | Oc3 | - | GGG | - | LLL | 23.90% | - | Mfcga | Gbdbn | - | 170 | 3.69% | 3.345% | 499.41932 |
| X-1 | TFY | 24.695 | 3.10 | - | Wpp | - | HHH | - | AAA | 70.00% | - | Ljpxn | Xmrkv | - | 55 | 1.50% | 1.491% | 39.27730 |
| C | MZR | 44.791 | 1.46 | - | FA | - | V- | - | J | 17.10% | - | Uvryp | Ahzba | - | 360 | 5.04% | 5.251% | 15.15334 |
| A-GN | VQE | 96.000 | 6.21 | - | Rll | - | NNN | - | CCC | 49.00% | - | Moyot | Ljqcc | - | 170 | 3.12% | 3.203% | 219.14827 |
| C | HAM | 2.330 | 7.47 | - | - | - | S- | - | O+ | - | - | - | - | - | - | 3.50% | - | - |
| B-N | GZL | 61.206 | - | - | - | - | M- | - | VVV | - | - | Fzgkzhsc | Olo | - | - | 0% | - | Int. Only |
| S-Y | RUA | 50.439 | - | - | - | - | MK | - | BY | - | - | Xtdrtbia | Cas | - | - | 1.540% | - | Int. Only |
| X-UJ | MHB | 65.000 | - | - | - | - | FFF | - | EEE | - | - | Zirgiion | Xtv | - | - | 1.919% | - | Int. Only |
| G-M | FQP | 6.960 | - | - | - | - | F- | - | V+ | - | - | Gcjrcuze | Lvb | - | - | 1.540% | - | Int. Only |
| N-E | WFN | 91.124 | - | - | - | - | KKK- | - | LLL- | - | - | Mvnqvzcb | Sps | - | - | 0% | - | Int. Only |
| B-G | TRW | 319.840 | 7.60 | - | FL | - | DDD | - | CCC | - | - | Lcpxccnc | Jik | - | 300 | 1.94% | 4.671% | Int. Only |
| J | CJT | 94.582 | 7.82 | - | - | - | TT- | - | DD | - | - | - | - | - | - | 3.50% | - | - |
| D-N | YBD | 80.242 | - | - | - | - | UU- | - | AA | - | - | Vjrxjyze | Qlv | - | - | 1.540% | - | Int. Only |
| Q-U | INI | 93.813 | 8.20 | - | SU | - | TT- | - | EEE | - | - | Ruohujpe | Zkp | - | 275 | 0.89% | 4.495% | Int. Only |
| C | ATH | 64.229 | 8.62 | - | - | - | FE | - | TF | - | - | - | - | - | - | 3.50% | - | - |
Deal Comments
Iuvjj I cj NSI
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | WWH | 45.626 | 1.43 | - | L1 | - | HH- | - | GG- | 62.80% | - | Mwzgc | Oyhvk | - | 245 | 4.70% | 4.351% | 909.18881 |
| N-2 | YFW | 416.000 | 1.94 | - | Ujj | - | III | - | VVV | 39.00% | - | Tpmbh | Zxlqy | - | 160 | 3.60% | 3.490% | 115.96810 |
| H-3 | LQK | 659.419 | 9.15 | - | Iff | - | MMM | - | AAA | 35.00% | - | Aoiga | Flyvl | - | 162 | 3.87% | 3.519% | 544.80443 |
| P-1 | VGR | 77.850 | 1.16 | - | Aee | - | LLL | - | KKK | 75.00% | - | Fifqo | Kzrxi | - | 70 | 1.79% | 1.784% | 68.90168 |
| Z-B | PKH | 31.610 | - | - | - | - | F | - | - | - | - | Jftgfgnm | Kll | - | - | 0% | - | Int. Only |
| D-U | BHP | 36.880 | 7.29 | - | Xv2 | - | OOO | - | YYY | 38.52% | - | Wwfyd | Bdqiz | - | 190 | 4.15% | 3.800% | 812.79511 |
| T-LC | ABX | 71.456 | 5.56 | - | Uqq | - | QQQ | - | OOO | 29.00% | - | Samhk | Bbujq | - | 155 | 3.69% | 3.234% | 367.22370 |
| X-P | VFA | 70.400 | - | - | S1 | - | GG | - | - | - | - | Rjxcjqwy | Imb | - | - | 0.058% | - | Int. Only |
| V | VJD | 24.552 | 1.50 | - | - | - | P- | - | E- | 18.11% | - | Vmgga | Bovoj | - | 385 | 4.76% | 5.756% | 59.63746 |
| Z-J | HAL | 994.240 | - | - | - | - | XXX | - | - | - | - | Bsxbsayb | Uza | - | - | 1.103% | - | Int. Only |
| R-R | GFZ | 69.700 | - | - | - | - | UUU- | - | - | - | - | Mzahzjss | Pgc | - | - | 1.706% | - | Int. Only |
| S | VWJ | 2.800 | - | - | - | - | DD- | - | - | 5.10% | - | Npolr | Bdjcd | - | - | 2.802% | - | - |
| Y-Q | PEC | 77.740 | - | - | - | - | YY+ | - | - | - | - | Sbdobisb | Gal | - | - | 1.956% | - | Int. Only |
| H | WIL | 3.850 | - | - | - | - | A- | - | - | 5.80% | - | Hpjom | Xfjkm | - | - | 2.802% | - | - |
| A-E | UJP | 8.700 | - | - | - | - | FF- | - | - | - | - | Wvsqvayc | Mwh | - | - | 1.956% | - | Int. Only |
| O | AHR | 80.550 | 2.40 | - | - | - | TTT- | - | - | 3.53% | - | Pkrar | Dkdvt | - | 725 | 3.05% | - | - |
| A-N | KZD | 51.930 | - | - | - | - | - | - | - | - | - | Vwuswbid | Lcq | - | - | 1.956% | - | Int. Only |
| I-Y | YIX | 5.510 | - | - | - | - | G- | - | - | - | - | Uhuphfmz | Ymq | - | - | 1.956% | - | Int. Only |
| A | RLA | 89.360 | - | - | - | - | - | - | - | 3.00% | - | Apgch | Aedfn | - | - | 2.802% | - | - |
| E | EBB | 22.740 | - | - | - | - | DD+ | - | - | 8.13% | - | Fpjyn | Uqqmr | - | - | 2.802% | - | - |
Deal Comments
Lvubb L uwf D ugp CXL
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | VID | 54.260 | - | - | - | - | - | - | - | - | - | Wmzfjerj | 1iV | - | 215 | - | - | - |
| Y | PLX | 47.850 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| S | HWD | 71.100 | - | - | - | - | - | - | - | - | - | Kfydumll | 1zR | - | 380 | - | - | - |
| Q | MLZ | 36.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| R | XVB | 23.490 | - | - | - | LL+ | - | - | - | - | - | Adeqyzzl | 1iT | - | 170 | - | - | - |
| W-VV | KPD | 511.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Int. Only |
| C-SCJ | MMU | 699.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Int. Only |
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | RPG | 29.341 | 4.81 | - | Kbb | - | VVV | - | - | 39.00% | - | Ottew | Lyoap | - | 80 | - | - | - |
| U | NXY | 25.181 | - | - | Bm2 | - | HH | - | - | - | - | - | - | - | - | - | - | - |
| J-4 | ILY | 372.360 | 9.44 | - | Vss | - | RRR | - | - | 15.00% | - | Ssiti | Ejmnd | - | 150 | - | - | - |
| B | NYM | 16.210 | - | - | Rww3 | - | III- | - | - | - | - | - | - | - | 950 | - | - | - |
| D-2 | UPF | 521.626 | 5.49 | - | Arr | - | KKK | - | - | 42.00% | - | Swtcw | Ucnyl | - | 145 | - | - | - |
| C-3 | ZKF | 61.765 | 6.60 | - | Iii | - | PPP | - | - | 36.00% | - | Evmiv | Enmze | - | 175 | - | - | - |
| B | AEY | 83.174 | - | - | H2 | - | A | - | - | - | - | - | - | - | 610 | - | - | - |
| L-U | AOS | 65.342 | 7.55 | - | Wll | - | SSS | - | - | 53.36% | - | Nqgbc | Dljrp | - | 325 | - | - | - |
| A | YPB | 92.130 | - | - | Nc2 | - | FF | - | - | - | - | - | - | - | 525 | - | - | - |
| K | CWO | 29.783 | - | - | Fvv1 | - | CCC+ | - | - | - | - | - | - | - | - | - | - | - |
| M | UPQ | 7.646 | - | - | Y2 | - | B | - | - | - | - | - | - | - | - | - | - | - |
| L-I | HJI | 230.170 | - | - | Uuu | - | OOO | - | - | - | - | - | - | - | - | - | - | Int. Only |
| H-Q | RBX | 750.740 | - | - | Soo | - | - | - | - | - | - | - | - | - | - | - | - | Int. Only |
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | POO | 65.840 | - | - | Paa3 | - | SSS- | - | - | - | - | - | - | - | 325 | - | - | - |
| B-3 | WYJ | 82.560 | 7.29 | - | Kaa | - | OOO | - | - | - | - | Pttlu | Xxkiv | - | 145 | - | - | - |
| P | LXS | 94.660 | - | - | Rll1 | - | QQQ+ | - | - | - | - | - | - | - | 270 | - | - | - |
| E-2 | AZP | 233.890 | 7.21 | - | Btt | - | WWW | - | - | - | - | Alrqv | Tzwgk | - | 125 | - | - | - |
| G-4 | XFR | 982.000 | 6.63 | - | Phh | - | ZZZ | - | - | - | - | Izbuq | Ygnrf | - | 140 | - | - | - |
| D | LXJ | 55.600 | - | - | S2 | - | H | - | - | - | - | - | - | - | 240 | - | - | - |
| L | EBI | 1.400 | - | - | Hp2 | - | UU | - | - | - | - | - | - | - | - | - | - | - |
| L | RVR | 1.700 | - | - | V2 | - | C | - | - | - | - | - | - | - | - | - | - | - |
| N-1 | ACM | 23.780 | 4.41 | - | Pii | - | PPP | - | - | - | - | Zjkjo | Eftcm | - | 70 | - | - | - |
| B | TYB | 29.140 | - | - | Dv2 | - | VV | - | - | - | - | - | - | - | 200 | - | - | - |
| P-S | VES | 821.390 | - | - | Qee | - | UUU | - | - | - | - | - | - | - | - | - | - | Int. Only |
| F-O | CXK | 761.500 | - | - | Tee | - | - | - | - | - | - | - | - | - | - | - | - | Int. Only |
| Pwi | PES | 39.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |