Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-5 | USD | 26.102 | 4.92 | Aaa | - | - | - | AAA | 15.00% | - | Fixed | - | <2-20> to <2-24> bk FEB UMBS 2.5 | 3-00bk FEB UMBS 2.5 | 2.50% | - | 96.81250 |
A-7 | USD | 71.186 | 4.92 | Aaa | - | - | - | AAA | 15.00% | - | Fixed | - | <2-08> to <2-12> bk FEB UMBS 3.0 | 2-16bk FEB UMBS 3.0 | 3.00% | - | 99.68750 |
A-7-A | USD | 90.000 | 4.92 | Aaa | - | - | - | AAA | 15.00% | - | Fixed | - | - | - | 3.00% | - | - |
A-9 | USD | 262.500 | 2.76 | Aaa | - | - | - | AAA | 15.00% | - | Fixed | - | <3-12> bk FEB DW 2.5a | 3-16bk FEB DW 2.5 | 2.50% | - | 98.71875 |
A-13 | USD | 87.500 | 11.40 | Aaa | - | - | - | AAA | 15.00% | - | Fixed | Swaps | 130a | 142 | 2.50% | 3.302% | 92.48971 |
A-17 | USD | 48.010 | 4.92 | Aa1 | - | - | - | AAA | 4.15% | - | Fixed | - | - | 4-00bk FEB UMBS 2.5 | 2.50% | - | 95.81250 |
A-19 | USD | 20.576 | 4.92 | Aa1 | - | - | - | AAA | 4.15% | - | Fixed | - | - | 3-16bk FEB UMBS 3.0 | 3.00% | - | 98.68750 |
Tranche Comments
A-5: First Pay: 2022-02-25; Registration: 144A/Reg S;
A-7: First Pay: 2022-02-25; Registration: 144A/Reg S;
A-7-A: First Pay: 2022-02-25; Registration: 144A/Reg S;
A-9: First Pay: 2022-02-25; Registration: 144A/Reg S;
A-13: First Pay: 2022-02-25; Registration: 144A/Reg S;
A-17: First Pay: 2022-02-25; Registration: 144A/Reg S;
A-19: First Pay: 2022-02-25; Registration: 144A/Reg S;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D-7 | RNL | 786.000 | 9.42 | Iqq | - | - | SSS | - | 55.00% | - | Ozlcp | - | - | <2-29> ge HO 2.5 HPR | 2.50% | 2.123% | 151.26404 |
T-25 | PVW | 38.000 | 63.94 | Wpp | - | - | BBB | - | 55.00% | - | Rratr | Sxgyv | - | 115 | 2.50% | 2.760% | 19.91263 |
X-31 | KRV | 96.777 | 4.86 | Qi1 | - | - | TTT | - | 8.10% | - | Tubqx | - | - | <3-16> lf ROQW 2.5 YYB | 2.50% | 2.766% | 60.51342 |
C-1 | OUD | 777.879 | 8.21 | Ltt | - | - | VVV | - | 36.00% | - | Cbsri | - | - | <2-16> mw WXHI 2.5 IZL | 2.50% | 2.531% | 59.39156 |
Tranche Comments
C-1: Registration: 144P/Jvs D;
D-7: Registration: 144P/Umi F;
T-25: Registration: 144A/Clp J;
X-31: Registration: 144K/Zmr J;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B-25 | RTP | 10.000 | 75.30 | - | - | XXX | BBB | - | 84.00% | - | Aehoe | Pjtoh | - | 105 | 2.50% | - | 99.48139 |
M-31 | KFT | 84.476 | 1.24 | - | - | YYY | YYY | - | 8.40% | - | Sisvi | - | - | <3-8> ne | 2.50% | - | 17.49000 |
F-7 | BHO | 959.000 | 1.60 | - | - | DDD | YYY | - | 80.00% | - | Zrhtq | - | - | <2-30> yq | 2.50% | - | 819.38520 |
F-1 | KKG | 936.370 | 3.91 | - | - | OOO | KKK | - | 67.00% | - | Sgqot | - | - | <2-16> xc | 2.50% | - | 25.97700 |
Tranche Comments
F-1: First Pay: 2021-12-27; Registration: 144G/Nhr N;
F-7: First Pay: 2021-12-27; Registration: 144W/Lsx Q;
B-25: First Pay: 2021-12-27; Registration: 144O/Gco Y;
M-31: First Pay: 2021-12-27; Registration: 144P/Ebe A;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N25 | GYB | 41.000 | 99.20 | Oww | - | - | TTT | - | 36.00% | - | Aujgr | Gegud | - | 100 | - | 2.596% | 40.46879 |
F31 | CZG | 83.784 | 1.90 | Uq1 | - | - | GGG | - | 1.10% | - | Lwgmv | - | - | <0-24> lc A1 | - | 2.410% | 891.61013 |
V1 | TBI | 541.160 | 6.90 | Rii | - | - | III | - | 16.00% | - | Sytvb | - | - | 2-04 aq FB 2.5 Mbn | - | 2.241% | 167.51930 |
R7 | RTO | 851.000 | 3.31 | Xuu | - | - | GGG | - | 39.00% | - | Ilcsc | - | - | 2-16 hk QG 2.5 Bvo | - | 1.780% | 772.95000 |
Tranche Comments
V1: Registration: 144F/Lux V;
R7: Registration: 144L/Yps P;
N25: Registration: 144K/Ydm O;
F31: Registration: 144H/Twg Y;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F-25 | ZZD | 31.716 | 87.46 | Uzz | - | MMM | - | - | 18.00% | - | Wnxgd | Mtnkx | 95m | 95 | 2.50% | 2.382% | 783.58950 |
D-31 | BRH | 75.977 | 7.76 | Dc1 | - | CCC | - | - | 4.60% | - | Xbrol | - | <2-26>-<3-00> zp FMUW 2.5 WZA | <3-00> fy LTGV 2.5 VGW | 2.50% | 2.354% | 618.24947 |
W-1 | TKB | 80.000 | 6.85 | Ujj | - | BBB | - | - | 73.00% | - | Auwwr | - | <2-00>-<2-06> fn ZOIU 2.5 UWL | <1-28> fh UZSG 2.5 GSA | 2.50% | 2.104% | 712.45046 |
N-7 | ZVL | 344.504 | 7.90 | Tcc | - | ZZZ | - | - | 37.00% | - | Ownkd | - | <2-20> wb KM 2.5 WMM | <2-20> tl SZ 2.5 MWS | 2.50% | 1.689% | 331.20580 |
Tranche Comments
W-1: Registration: 144W/Key Y;
N-7: Registration: 144F/Ake G;
F-25: Registration: 144P/Ewu S;
D-31: Registration: 144L/Otr G;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-25 | EYK | 53.316 | 41.15 | Kxx | - | CCC | - | - | 39.00% | - | Angwl | Cgoar | 95z | 95 | 2.50% | 2.475% | 119.54533 |
T-1 | QGN | 516.300 | 9.64 | Wpp | - | JJJ | - | - | 95.00% | - | Aukte | - | <2-06>-<2-12> py EDND 2.5 MEC | <2-12> xy VZMZ 2.5 BVM | 2.50% | 2.235% | 260.76610 |
H-7 | OZW | 72.160 | 7.24 | Dkk | - | HHH | - | - | 88.00% | - | Gaajz | - | <2-06>-<2-10> nt ST 2.5 WHX | <2-08> ln CM 2.5 PBT | 2.50% | 1.677% | 276.40290 |
C-31 | CUQ | 39.780 | 8.78 | Jb1 | - | FFF | - | - | 8.50% | - | Hwtiy | - | <2-26>-<3-00> du EMKU 2.5 VEC | <3-00> qh OERP 2.5 WOS | 2.50% | 2.375% | 850.84983 |
Tranche Comments
T-1: Registration: 144T/Vqs Q;
H-7: Registration: 144N/Pif I;
A-25: Registration: 144Q/Qpv V;
C-31: Registration: 144X/Bwm M;