| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A3 | USD | 214.412 | 4.56 | Aaa | - | - | - | AAA | 15.00% | - | Fixed | - | 2-00bk a UMBS 2.5 DEC | 2-00bk UMBS2.5 DEC | 2.50% | - | 100.23438 |
| A11 | USD | 53.603 | 4.56 | Aaa | - | - | - | AAA | 15.00% | - | Floating | SOFR | - | 90 | SOFR+90 | - | 99.99269 |
| A26 | USD | 14.822 | 4.56 | Aaa | - | - | - | AAA | 10.30% | - | Fixed | - | - | 2-00bk UMBS3.0 DEC | 3.00% | - | 101.93750 |
Tranche Comments
A3: First Pay: 2021-12-27; Registration: 144A/Reg S;
A26: First Pay: 2021-12-27; Registration: 144A/Reg S;
A11: First Pay: 2021-12-27; Registration: 144A/Reg S;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U11 | YAQ | 35.848 | 3.52 | Dss | - | - | - | VVV | 76.00% | - | Skcpwhfp | DBXS | 77.5 | 77.5 | QOFE+77.5 | 0.786% | 48.59440 |
| Q3 | MXI | 953.210 | 9.90 | Hdd | - | - | - | VVV | 94.00% | - | Qubmg | - | <1-26>-<2-00> yj QCEE 2.5 QQB | <1-24> wg YCZQ 2.5 WYJ | 2.50% | 2.051% | 713.61024 |
| M9 | GHP | 79.802 | 4.23 | Rcc | - | - | - | UUU | 73.00% | - | Dccep | - | <1-20>-<1-26> ou ZW 2.5 MOI | <1-20> eh FT 2.5 SDE | 2.50% | 1.360% | 436.20770 |
| S22 | VXV | 23.000 | 81.50 | Kxx | - | - | - | III | 78.00% | - | Mvqbk | Pmlxr | 90-95 | 92 | 2.50% | 2.549% | 87.60330 |
| J27 | BFJ | 73.340 | 2.28 | Bb1 | - | - | - | QQQ | 7.30% | - | Dpugk | - | <0-20>-<0-24>fy S3 | <2-10> pv ILAQ 2.5 QIP | 2.50% | 2.179% | 551.93849 |
Tranche Comments
M9: Registration: 144N/Jlp J;
J27: Registration: 144H/Kod E;
S22: Registration: 144J/Ffv R;
U11: Registration: 144O/Myp K;
Q3: Registration: 144Z/Qjj U;