| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 260.737 | 4.86 | Aaa | - | - | - | AAA | 15.00% | - | Fixed | - | - | <2-04> bk UMBS 3.0 | 3.00% | 3.368% | 98.34375 |
| A-4 | USD | 68.999 | 2.71 | Aaa | - | - | - | AAA | 15.00% | - | Fixed | Swaps | - | 110 | 3.00% | 2.898% | 100.10523 |
| A-7 | USD | 23.000 | 11.32 | Aaa | - | - | - | AAA | 15.00% | - | Fixed | Swaps | - | 130 | 3.00% | 3.353% | 96.72711 |
| A-F | USD | 20.529 | 4.86 | Aaa | - | - | - | AAA | 15.00% | - | Floating | SOFR | - | 90 | SOFR+90 | - | 99.99727 |
| A-19 | USD | 35.131 | 4.86 | Aa1 | - | - | - | AAA | 7.00% | - | Fixed | - | - | <3-00> bk UMBS 3.0 | 3.00% | 3.584% | 97.46875 |
Tranche Comments
A-1: Registration: 144A/Reg S;
A-4: Registration: 144A/Reg S;
A-7: Registration: 144A/Reg S;
A-F: Registration: 144A/Reg S;
A-19: Registration: 144A/Reg S;
AllReportsSurveillanceOther