| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A3 | USD | 372.467 | 4.80 | Aaa | - | - | - | AAA | 15.00% | - | Fixed | - | - | 2-16bk DecUMBS2.5 | 2.50% | - | 100.03125 |
| A4 | USD | 15.000 | 2.68 | Aaa | - | - | - | AAA | 15.00% | - | Fixed | - | - | 2-20bk DecDW2.5 | 2.50% | - | 100.93750 |
| A5 | USD | 30.000 | 11.17 | Aaa | - | - | - | AAA | 15.00% | - | Fixed | Swaps | - | 105 | 2.50% | 2.660% | 98.43512 |
| A9 | USD | 123.117 | 4.80 | Aaa | - | - | - | AAA | 15.00% | - | Floating | SOFR | - | 95 | SOFR+95 | - | 99.99524 |
| A15 | USD | 52.505 | 4.80 | Aa1 | - | - | - | AAA | 7.75% | - | Fixed | - | - | 3-12bk DecUMBS2.5 | 2.50% | - | 99.15625 |
Tranche Comments
A3: First Pay: 2021-12-27; Registration: 144A/Reg S;
A4: First Pay: 2021-12-27; Registration: 144A/Reg S;
A5: First Pay: 2021-12-27; Registration: 144A/Reg S;
A9: First Pay: 2021-12-27; Registration: 144A/Reg S;
A15: First Pay: 2021-12-27; Registration: 144A/Reg S;
Risk Retention
Sponsor will retain 5% Eligible Vertical Interest (EVI) in accordance with US Credit Risk Retention Rules
AllReportsSurveillanceOther