| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A3 | USD | 552.271 | 4.79 | Aaa | - | - | - | AAA | 15.00% | - | Fixed | - | - | 2-02bk NovUMBS2.5 | 2.50% | - | 100.62500 |
| A6A | USD | 23.834 | 2.00 | Aaa | - | - | - | AAA | 15.00% | - | Fixed | Swaps | - | 100 | 2.50% | 1.689% | 101.42758 |
| A7 | USD | 15.191 | 9.18 | Aaa | - | - | - | AAA | 15.00% | - | Fixed | Swaps | - | 100 | 2.50% | 2.530% | 99.69610 |
| A9 | USD | 112.628 | 4.79 | Aaa | - | - | - | AAA | 15.00% | - | Floating | SOFR | - | 95 | SOFR+95 | - | 99.99942 |
| A15 | USD | 62.127 | 4.79 | Aa1 | - | - | - | AAA | 7.50% | - | Fixed | - | - | 2-30bk NovUMBS 2.5 | 2.50% | - | 99.75000 |
Tranche Comments
A3: First Pay: 2021-11-26; Registration: 144A Only;
A6A: First Pay: 2021-11-26; Registration: 144A Only;
A7: First Pay: 2021-11-26; Registration: 144A Only;
A9: First Pay: 2021-11-26; Registration: 144A Only;
A15: First Pay: 2021-11-26; Registration: 144A Only;
Risk Retention
Sponsor will retain 5% Eligible Vertical Interest (EVI) in accordance with US Credit Risk Retention Rules
AllReportsSurveillanceOther