| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U3 | WQI | 164.505 | 2.35 | Bvv | - | - | - | HHH | 56.00% | - | Sgvnv | - | 2-08->2-12ht Tfc YAQAE2.5 | 2-12mb Yli RCOPK2.5 | 2.50% | - | 406.54970 |
| Q4 | PEY | 83.733 | 9.43 | Dxx | - | - | - | TTT | 29.00% | - | Allqy | - | 2-16->2-20dm Cgl CN2.5 | 2-20to Ilm IE2.5 | 2.50% | - | 959.63531 |
| T15 | BRY | 38.470 | 1.17 | Sp1 | - | - | - | III | 9.30% | - | Kslbo | - | - | 3-12oq Nko HFFRD2.5 | 2.50% | - | 35.37770 |
| R11 | BCL | 36.246 | 7.80 | Vee | - | - | - | ZZZ | 68.00% | - | Rpbfbhen | DSBT | - | 100 | NPDY+100 | - | 88.89594 |
| S5 | ZHZ | 73.000 | 51.40 | Whh | - | - | - | BBB | 64.00% | - | Upuuo | Ozxyf | 105 | 105 | 2.50% | 2.666% | 14.30942 |
Tranche Comments
U3: First Pay: 2021-12-27; Registration: 144L/Mfg C;
Q4: First Pay: 2021-12-27; Registration: 144X/Cck N;
S5: First Pay: 2021-12-27; Registration: 144J/Zqd B;
R11: First Pay: 2021-12-27; Registration: 144B/Aqw I;
T15: First Pay: 2021-12-27; Registration: 144G/Geo G;