| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M4 | CGX | 43.000 | 2.60 | Hbb | - | - | - | YYY | 29.00% | - | Fntko | - | - | 2-20nf PufPE2.5 | 2.50% | - | 243.66640 |
| V15 | UGA | 99.514 | 2.70 | Ck1 | - | - | - | VVV | 8.18% | - | Nizvi | - | - | 3-12no KplFJLL2.5 | 2.50% | - | 47.41945 |
| Q9 | JYJ | 669.136 | 9.50 | Abb | - | - | - | NNN | 97.00% | - | Skuysfxu | BOCQ | - | 95 | DOGJ+95 | - | 21.83858 |
| H3 | AQG | 977.898 | 6.70 | Wqq | - | - | - | OOO | 19.00% | - | Nnnja | - | - | 2-16od PglTWIN2.5 | 2.50% | - | 701.69250 |
| X5 | ZOY | 26.000 | 23.58 | Zqq | - | - | - | AAA | 52.00% | - | Itkqb | Twlfl | - | 105 | 2.50% | 2.660% | 54.19521 |
Tranche Comments
H3: First Pay: 2021-12-27; Registration: 144U/Xbk K;
M4: First Pay: 2021-12-27; Registration: 144L/Eue B;
X5: First Pay: 2021-12-27; Registration: 144I/Mpp S;
Q9: First Pay: 2021-12-27; Registration: 144K/Zfg Y;
V15: First Pay: 2021-12-27; Registration: 144F/Nup T;
Risk Retention
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