| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D4 | HFV | 51.600 | 6.80 | - | - | - | CC (S) | - | 8.20% | - | Pijrt | YKH | 4.875-5.000% | - | 4.70% | 4.750% | 77.54111 |
| F5 | TIZ | 77.200 | 3.70 | - | - | - | B | - | 6.20% | - | Rvwlt | NWC | 6.375-6.500% | - | 6.00% | 6.250% | 39.18118 |
| F3 | HBK | 94.800 | 7.40 | - | - | - | NNN (K) | - | 90.55% | - | Qoqmx | Cbrwp | 275n | 250 | 3.69% | 3.718% | 20.54098 |
| J1 | ZZW | 33.300 | 5.80 | - | - | - | MM (J) | - | 14.99% | - | Zqjwi | Drvhh | 135-145 | 145 | 2.57% | 2.580% | 78.94477 |
| Y | OUY | 412.500 | 5.97 | - | - | - | TTT | - | 40.98% | - | Iwsvq | YLZR | 80-85 | 75 | 1.26% | 1.262% | 68.35233 |
| Y2 | VFW | 15.100 | 4.50 | - | - | - | C (C) | - | 60.50% | - | Tlrex | Swqtt | 185-195 | 195 | 3.15% | 3.168% | 23.21163 |
Tranche Comments
Y: First Pay: 2021-12-27; Registration: 144Z/Vmv C;
J1: First Pay: 2021-12-27; Registration: 144W/Atp C;
Y2: First Pay: 2021-12-27; Registration: 144J/Jdt V;
F3: First Pay: 2021-12-27; Registration: 144T/Tct Y;
D4: First Pay: 2021-12-27; Registration: 144U/Fxe L;
F5: First Pay: 2021-12-27; Registration: 144U Oeud;