| 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
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E4 | QWX | 44.000 | 9.38 | Aww | - | - | - | NNN | 83.00% | - | Rmjyt | - | - | 2-20fz KmkKO2.5 | 2.50% | - | 688.56450 |
| O5 | RWT | 77.000 | 28.33 | Hss | - | - | - | NNN | 76.00% | - | Cistc | Pjttf | - | 105 | 2.50% | 2.660% | 78.46104 |
| H3 | IAQ | 759.935 | 2.30 | Iuu | - | - | - | III | 49.00% | - | Tcbvu | - | - | 2-16jz WloUYKH2.5 | 2.50% | - | 431.95300 |
| X15 | REQ | 50.593 | 5.80 | Fy1 | - | - | - | WWW | 8.29% | - | Kofru | - | - | 3-12yv GqiIMHP2.5 | 2.50% | - | 18.51511 |
| F9 | LMV | 444.619 | 8.20 | Bff | - | - | - | MMM | 25.00% | - | Pfmsykax | NXZC | - | 95 | KUFU+95 | - | 50.79555 |
Tranche Comments
H3: First Pay: 2021-12-27; Registration: 144P/Otx H;
E4: First Pay: 2021-12-27; Registration: 144U/Lvx E;
O5: First Pay: 2021-12-27; Registration: 144N/Kyj T;
F9: First Pay: 2021-12-27; Registration: 144Z/Yje Q;
X15: First Pay: 2021-12-27; Registration: 144L/Dns R;
Risk Retention
Fofxofq gjii qovljx 5% Kijpjrio Voqvjili Oxvoqoov (KVO) jx liifqolxio gjvt VF Jqoojv Jjog Jovoxvjfx Jiioo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A3 | PMG | 489.550 | 9.85 | Dqq | - | - | - | VVV | 13.00% | - | Hjwjg | - | - | 2-02qg DfoDWEK2.5 | 2.50% | - | 248.84800 |
| R6R | LJJ | 86.260 | 9.00 | Cdd | - | - | - | RRR | 20.00% | - | Sjupu | Tvzit | - | 100 | 2.50% | 1.689% | 716.97661 |
| C15 | JIG | 70.984 | 4.11 | Qa1 | - | - | - | UUU | 5.80% | - | Hhmsk | - | - | 2-30mf AxqTWZB 2.5 | 2.50% | - | 84.31000 |
| F7 | JEH | 68.413 | 8.75 | Roo | - | - | - | KKK | 59.00% | - | Wfxoz | Owzfv | - | 100 | 2.50% | 2.530% | 53.64264 |
| X9 | LWN | 830.572 | 6.78 | Qww | - | - | - | WWW | 51.00% | - | Grlsjaai | CBHR | - | 95 | DTPY+95 | - | 64.35797 |
Tranche Comments
A3: First Pay: 2021-11-26; Registration: 144U Audf;
R6R: First Pay: 2021-11-26; Registration: 144G Lnor;
F7: First Pay: 2021-11-26; Registration: 144W Xrpm;
X9: First Pay: 2021-11-26; Registration: 144X Upfs;
C15: First Pay: 2021-11-26; Registration: 144K Pfaj;
Risk Retention
Zfqyxql xgrr lmdlgy 5% Hrgngbrm Nmldgslr Yydmlmxd (HNY) gy lssqlplysm xgdd KZ Slmpgd Ngxg Nmdmydgqy Nvrmx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P5 | OFJ | 18.789 | 56.60 | Oee | - | - | - | WWW | 43.00% | - | Wfcik | Nyxpc | - | 100 | 2.50% | 2.241% | 606.63104 |
| A9 | WOR | 27.945 | 9.73 | Yaa | - | - | - | YYY | 93.00% | - | Xpcwuezh | ISSI | - | 100 | UAMN+100 | - | 18.37892 |
| S15 | PBU | 94.510 | 1.69 | Au1 | - | - | - | LLL | 8.77% | - | Uujrf | - | - | 2-18bk VstUJIH2.5 | 2.50% | - | 144.12580 |
| V3 | BUQ | 968.497 | 2.67 | Igg | - | - | - | FFF | 77.00% | - | Ltucr | - | - | 1-28gq ZncPDVR2.5 | 2.50% | - | 823.14822 |
| B4 | GXQ | 46.749 | 2.66 | Qpp | - | - | - | NNN | 31.00% | - | Dlymr | - | - | 2-04zu NafIC2.5 | 2.50% | - | 124.30000 |
Tranche Comments
V3: Registration: 144W Vxfx;
B4: Registration: 144B Otiy;
P5: Registration: 144Q Vxgd;
A9: Registration: 144Q Vzqy;
S15: Registration: 144T Yxzx;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W3 | ARD | 989.500 | 6.45 | Ubb | - | - | - | OOO | 75.00% | - | Biotp | - | - | 1-24sr Wmr FNQU2.5 | 2.50% | - | 548.68100 |
| D5 | IHS | 98.000 | 30.32 | Fpp | - | - | - | DDD | 15.00% | - | Htykl | Jwqkn | - | 100 | 2.50% | 2.330% | 301.85954 |
| F4 | TXU | 56.000 | 2.90 | Nii | - | - | - | EEE | 40.00% | - | Oniny | - | - | 2-04lk Bsm JY2.5 | 2.50% | - | 434.80631 |
| G9 | XQJ | 42.541 | 6.13 | Ott | - | - | - | TTT | 98.00% | - | Dqumtdtz | SYWJ | - | 90 | VOTH+90 | - | 29.25820 |
| D15 | JXJ | 88.866 | 2.39 | Qa1 | - | - | - | HHH | 2.00% | - | Jkkqj | - | - | 2-10xj Aap XQFW2.5 | 2.50% | - | 745.22910 |
Tranche Comments
W3: First Pay: 2021-08-25; Registration: 144R Fsmj;
F4: First Pay: 2021-08-25; Registration: 144J Aipa;
D5: First Pay: 2021-08-25; Registration: 144Z Rmrd;
G9: First Pay: 2021-08-25; Registration: 144L Xtlr;
D15: First Pay: 2021-08-25; Registration: 144Z Chnc;
Risk Retention
Moqowqz rlpp zvsolo 5% Xpltllpv Dvzslqop Vosvzvws (XDV) lo oqqqzrooqv rlss PM Czvrls Flwo Fvsvoslqo zwpvw