| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A3 | USD | 199.803 | 4.81 | Aaa | - | - | - | AAA | 15.00% | - | Fixed | - | - | 1-28bk OctUMBS2.5 | 2.50% | - | 101.78125 |
| A4 | USD | 48.017 | 2.69 | Aaa | - | - | - | AAA | 15.00% | - | Fixed | - | - | 2-04bk OctDW2.5 | 2.50% | - | 102.50000 |
| A5 | USD | 16.004 | 11.20 | Aaa | - | - | - | AAA | 15.00% | - | Fixed | Swaps | - | 100 | 2.50% | 2.241% | 100.65428 |
| A9 | USD | 76.155 | 4.81 | Aaa | - | - | - | AAA | 15.00% | - | Floating | SOFR | - | 100 | SOFR+100 | - | 99.98598 |
| A15 | USD | 29.019 | 4.81 | Aa1 | - | - | - | AAA | 7.75% | - | Fixed | - | - | 2-18bk OctUMBS2.5 | 2.50% | - | 101.09375 |
Tranche Comments
A3: Registration: 144A Only;
A4: Registration: 144A Only;
A5: Registration: 144A Only;
A9: Registration: 144A Only;
A15: Registration: 144A Only;
AllReportsSurveillanceOther