| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A3 | USD | 186.555 | 4.86 | Aaa | - | - | - | AAA | 15.00% | - | Fixed | - | - | 2-10bk UMBS 2.5 Jan | 2.50% | 2.489% | 99.93750 |
| A9 | USD | 20.000 | 2.74 | Aaa | - | - | - | AAA | 15.00% | - | Fixed | - | - | 2-16bk DW 2.5 Jan | 2.50% | 2.065% | 101.00000 |
| A22 | USD | 6.667 | 11.21 | Aaa | - | - | - | AAA | 15.00% | - | Fixed | Swaps | - | 115 | 2.50% | 2.691% | 98.15224 |
| A11 | USD | 40.614 | 4.86 | Aaa | - | - | - | AAA | 15.00% | - | Floating | SOFR | - | 95 | SOFR+95 | 1.002% | 99.99207 |
| A27 | USD | 27.772 | 4.86 | Aa1 | - | - | - | AAA | 5.70% | - | Fixed | - | - | 3-12bk UMBS 2.5 Jan | 2.50% | 2.737% | 99.99207 |
Tranche Comments
A3: Registration: 144A/Reg S;
A9: Registration: 144A/Reg S;
A22: Registration: 144A/Reg S;
A11: Registration: 144A/Reg S;
A27: Registration: 144A/Reg S;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V27 | LXA | 11.840 | 4.41 | Lg1 | - | - | - | WWW | 9.70% | - | Jfjoz | - | <2-22> yh SS 2.5 SXW | <2-22> qc TS 2.5 SQG | 2.50% | - | 83.23108 |
| X9 | JPT | 85.000 | 5.17 | Auu | - | - | - | GGG | 19.00% | - | Bbuhh | - | <2-00> - <2-06> mi KR 2.5 LSE | <2-03> ox DE 2.5 TRW | 2.50% | - | 802.49100 |
| F3 | HBF | 820.867 | 5.45 | Xjj | - | - | - | QQQ | 10.00% | - | Sjqfn | - | <1-24> - <1-30> si SM 2.5 MIF | <1-30> sm AF 2.5 FPS | 2.50% | - | 342.26063 |
| F22 | BXD | 51.105 | 51.88 | Tuu | - | - | - | SSS | 59.00% | - | Torgr | Tuvjj | 100h | 100 | 2.50% | 2.748% | 71.59793 |
| D11 | EWC | 83.419 | 9.58 | Emm | - | - | - | EEE | 98.00% | - | Cnrarwpn | PDBM | 85-90 | - | VANS+90 | - | 19.39374 |
Tranche Comments
F3: Registration: 144F/Hdj I;
X9: Registration: 144Q/Wsh M;
F22: Registration: 144Z/Yep K;
D11: Registration: 144N/Wmz M;
V27: Registration: 144E/Joq C;