| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | HOE | 22.000 | 9.50 | - | ZZZ | FFF | 70.00% | - | Hlldhfjm | 3kMp | - | 147 | 3pLo+147 | - | 768.00000 |
| T-J1 | YWD | 15.000 | 6.30 | - | GGG | WWW | 40.00% | - | Yzjllcdh | 3jKa | - | 147 | 3yQu+147 | - | 911.00000 |
| S-F2 | QQQ | 49.000 | 4.30 | - | GGG | JJJ | 82.00% | - | Hpojsqhw | 3eHs | - | 147 | 3iBj+147 | - | 425.00000 |
| T | QVS | 54.100 | 4.70 | - | VVV | AAA- | 15.00% | - | Zepdmxyf | 3gMw | - | 375 | 3bBp+375 | - | 532.00000 |
| Qbqakl | GXD | 65.200 | - | - | GJ | BC | - | - | - | - | - | - | - | - | Retained |
| O | ALC | 70.000 | 1.70 | - | G | X | 48.30% | - | Cdcyycwl | 3qEz | - | 260 | 3oIz+260 | - | 941.00000 |
| C | YAH | 85.100 | 7.70 | - | YY | UU | 72.63% | - | Oewlvtbw | 3oKr | - | 210 | 3xVg+210 | - | 403.00000 |
| M | YJG | 34.300 | 5.90 | - | DD- | PP- | 2.77% | - | Czpbxmml | 3kEh | - | 680 | 3mCk+664 | - | 50.00000 |
| S | JJS | 32.000 | 3.40 | - | N- | V- | 7.72% | - | Pljpwdog | 3eIw | - | 950 | 3iHt+839 | - | 14.40000 |
Tranche Comments
N: Redemption: 2026-01-15; Registration: 144F/Wng Z;
T-J1: Redemption: 2026-01-15; Registration: 144C/Ctv S;
S-F2: Redemption: 2026-01-15; Registration: 144M/Qfc L;
C: Redemption: 2026-01-15; Registration: 144F/Lkj Q;
O: Redemption: 2026-01-15; Registration: 144V/Ghy X;
T: Redemption: 2026-01-15; Registration: 144M/Rsh D;
M: Redemption: 2026-01-15; Registration: 144U/Udk U;
S: Redemption: 2026-01-15; Registration: 144N/Rte W;
Qbqakl: Redemption: 2026-01-15; Registration: 144N/Mwz J;
Deal Comments
Szu Evhh Paymzaw 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Dec 2, 2021