| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A3 | USD | 49.945 | 4.80 | Aaa | - | - | - | AAA | 15.00% | - | Fixed | - | - | 2-04bk JAN UMBS2.5 | 2.50% | - | 100.06250 |
| A4 | USD | 31.579 | 2.69 | Aaa | - | - | - | AAA | 15.00% | - | Fixed | - | - | 2-16bk JAN DW2.5 | 2.50% | - | 100.93750 |
| A5 | USD | 10.526 | 11.14 | Aaa | - | - | - | AAA | 15.00% | - | Fixed | Swaps | - | 110 | 2.50% | 2.645% | 98.57337 |
| A9 | USD | 11.506 | 4.80 | Aaa | - | - | - | AAA | 15.00% | - | Floating | SOFR | - | 95 | SOFR+95 | - | 99.98640 |
| A12 | USD | 154.367 | 4.80 | Aaa | - | - | - | AAA | 15.00% | - | Fixed | - | - | 2-02bk JAN UMBS3.0 | 3.00% | - | 101.56250 |
| A14 | USD | 40.895 | 4.80 | Aa1 | - | - | - | AAA | 7.75% | - | Fixed | - | - | 2-22bk JAN UMBS3.0 | 3.00% | - | 100.93750 |
Tranche Comments
A3: First Pay: 2022-01-25; Registration: 144A Only;
A4: First Pay: 2022-01-25; Registration: 144A Only;
A5: First Pay: 2022-01-25; Registration: 144A Only;
A9: First Pay: 2022-01-25; Registration: 144A Only;
A12: First Pay: 2022-01-25; Registration: 144A Only;
A14: First Pay: 2022-01-25; Registration: 144A Only;
Risk Retention
Sponsor will retain 5% Eligible Vertical Interest (EVI) in accordance with US Credit Risk Retention Rules
AllReportsSurveillanceOther