| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A3 | USD | 326.074 | 4.53 | - | AAA | - | - | AAA | 15.00% | - | Fixed | - | - | <1-08> bk UMBS 3.0 Dec | 3.00% | - | 102.68750 |
| A4A | USD | 244.555 | 2.50 | - | AAA | - | - | AAA | 15.00% | - | Fixed | - | - | <2-16> bk DW 2.5 Dec | 2.50% | - | 101.03125 |
| A5A | USD | 81.519 | 10.62 | - | AAA | - | - | AAA | 15.00% | - | Fixed | Swaps | - | 100 | 2.50% | - | 98.35258 |
| A11 | USD | 26.438 | 4.53 | - | AAA | - | - | AAA | 15.00% | - | Floating | SOFR | - | 90 | SOFR+85 | - | 99.77659 |
| A15 | USD | 24.261 | 4.53 | - | AAA | - | - | AAA | 9.15% | - | Fixed | - | - | <1-30> bk UMBS 3.0 Dec | 3.00% | - | 102.00000 |
| A15A | USD | 24.261 | 4.53 | - | AAA | - | - | AAA | 9.15% | - | Fixed | - | - | <2-26> bk UMBS 2.5 Dec | 2.50% | - | 99.43750 |
Tranche Comments
A3: First Pay: 2021-12-27; Registration: 144A/Reg S;
A4A: First Pay: 2021-12-27; Registration: 144A/Reg S;
A5A: First Pay: 2021-12-27; Registration: 144A/Reg S;
A11: First Pay: 2021-12-27; Registration: 144A/Reg S;
A15: First Pay: 2021-12-27; Registration: 144A/Reg S;
A15A: First Pay: 2021-12-27; Registration: 144A/Reg S;
AllReportsSurveillanceOther