| 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;
A11: First Pay: 2021-12-27; Registration: 144A/Reg S;
A26: 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 |
|---|
| E3 | TXN | 865.471 | 4.29 | Zzz | - | - | - | VVV | 92.00% | - | Vazvb | - | <1-26>-<2-00> vk QAYG 2.5 TQN | <1-24> vw TOHO 2.5 VTG | 2.50% | 2.051% | 573.24946 |
| Y22 | FZS | 94.000 | 31.60 | Mgg | - | - | - | XXX | 78.00% | - | Bamvs | Qdmkl | 90-95 | 92 | 2.50% | 2.549% | 48.10473 |
| J11 | BZX | 34.748 | 4.57 | Frr | - | - | - | DDD | 61.00% | - | Bymuwbjz | NYEV | 77.5 | 77.5 | PELF+77.5 | 0.786% | 93.11220 |
| N27 | LYT | 98.857 | 6.24 | Kl1 | - | - | - | LLL | 7.20% | - | Bhvyh | - | <0-20>-<0-24>ae S3 | <2-10> jk FLXQ 2.5 QFN | 2.50% | 2.179% | 536.14579 |
| B9 | OCV | 65.548 | 8.44 | Caa | - | - | - | PPP | 77.00% | - | Womue | - | <1-20>-<1-26> ir PS 2.5 YOR | <1-20> uz VV 2.5 EYC | 2.50% | 1.360% | 533.95290 |
Tranche Comments
E3: Registration: 144A/Tfx A;
B9: Registration: 144H/Wkc I;
Y22: Registration: 144Q/Jxr J;
J11: Registration: 144X/Qvf L;
N27: Registration: 144P/Xez Y;