| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A3 | USD | 198.807 | 4.60 | - | AAA | - | - | AAA | 15.00% | - | Fixed | - | <1-14> area bk UMBS 2.5 Sept | <1-14 bk> UMBS 2.5 Sep | 2.50% | - | 102.25000 |
| A4 | USD | 149.105 | 2.58 | - | AAA | - | - | AAA | 15.00% | - | Fixed | - | <1-30> area bk DW 2.5 Sept | <1-28 bk> DW 2.5 Sep | 2.50% | - | 102.76560 |
| A5 | USD | 49.702 | 10.67 | - | AAA | - | - | AAA | 15.00% | - | Fixed | Swaps | 95a | 95 | 2.50% | - | 101.46420 |
| A11 | USD | 37.868 | 4.60 | - | AAA | - | - | AAA | 15.00% | - | Floating | SOFR | - | 80 | SOFR+85 | - | 99.98920 |
| A15 | USD | 19.084 | 4.60 | - | AAA | - | - | AAA | 8.15% | - | Fixed | - | <0-20> - <0-24> bk of A3 | <0-24> bk A3 | 2.50% | - | 101.50000 |
Tranche Comments
A3: First Pay: 2021-09-27; Registration: 144A/Reg S;
A4: First Pay: 2021-09-27; Registration: 144A/Reg S;
A5: First Pay: 2021-09-27; Registration: 144A/Reg S;
A11: First Pay: 2021-09-27; Registration: 144A/Reg S;
A15: First Pay: 2021-09-27; Registration: 144A/Reg S;
AllReportsSurveillanceOther