Structured Agency Credit Risk Transfer
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| M-1A | USD | 127.000 | 1.05 | A3 | - | - | A (L) | - | 3.00% | - | Floating | SOFR | 210-220 | 200 | SOFR+200 | - | 100.00000 |
| M-1B | USD | 127.000 | 3.65 | Baa3 | - | - | BBB | - | 2.00% | - | Floating | SOFR | 365-375 | 350 | SOFR+350 | - | 100.00000 |
| M-2 | USD | 63.000 | 5.01 | Ba3 | - | - | BB (H) | - | 1.50% | - | Floating | SOFR | 565-575 | 550 | SOFR+550 | - | 100.00000 |
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