| 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 |
|---|
| J3 | JGC | 941.637 | 7.85 | Boo | - | - | - | NNN | 73.00% | - | Hnsng | - | <1-26>-<2-00> rz WXZS 2.5 ZWX | <1-24> ni BTAT 2.5 BBX | 2.50% | 2.051% | 333.78745 |
| R11 | MVK | 12.203 | 3.67 | Rtt | - | - | - | OOO | 13.00% | - | Mbmkfzhr | JTZM | 77.5 | 77.5 | HYKM+77.5 | 0.786% | 16.43340 |
| S27 | XCQ | 42.160 | 5.55 | Rd1 | - | - | - | NNN | 3.90% | - | Lliku | - | <0-20>-<0-24>md B3 | <2-10> yp CGIH 2.5 ICG | 2.50% | 2.179% | 562.44768 |
| P9 | FOA | 50.399 | 3.85 | Yxx | - | - | - | FFF | 86.00% | - | Awxjv | - | <1-20>-<1-26> tf MM 2.5 VOS | <1-20> bm LC 2.5 RLC | 2.50% | 1.360% | 573.31230 |
| G22 | ONI | 22.000 | 60.30 | Kqq | - | - | - | PPP | 67.00% | - | Hqwzl | Qhagx | 90-95 | 92 | 2.50% | 2.549% | 61.85415 |
Tranche Comments
J3: Registration: 144E/Byr S;
P9: Registration: 144X/Dii E;
G22: Registration: 144T/Kaf A;
R11: Registration: 144Q/Rdk W;
S27: Registration: 144W/Eis B;