| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | TVD | 11.848 | - | XW | - | XX | - | - | 87.00% | - | Isymhvux | YHFB | 160-165 | 165 | HGUQ+165 | - | - |
| J1 | LJH | 70.600 | - | EI | - | KKK- | - | - | 33.00% | - | Xkzciriu | VIIZ | 275-280 | 280 | IWEN+280 | - | - |
| J1 | TPN | 775.200 | - | Cjj | - | SW | - | - | 97.00% | - | Oqxxfdwd | SWBE | 131 | 131 | HCVY+131 | - | - |
| L | ZWL | 92.100 | - | NH | - | M | - | - | 63.00% | - | Lhzrwdzp | QGXJ | 175-180 | 180 | KXAB+180 | - | - |
| L2 | WKD | 8.825 | - | FP | - | TTT | - | - | 45.13% | - | Fveoyebo | SECA | 150-155 | 155 | DAFG+155 | - | - |
| N | ZET | 22.500 | - | HQ | - | EE- | - | - | 4.00% | - | Ojhecodp | LHAN | 500-510 | 500 | BWVI+500 | - | - |
| Jje | PGL | 20.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A2 | IMZ | 4.800 | - | DG | - | LLL- | - | - | 92.00% | - | Ufbcyqlv | QGTH | 390-395 | 395 | MAVG+395 | - | - |
| T | WTV | 3.400 | - | V3 | - | II | - | - | 8.82% | - | Yybxjhlj | YQMG | - | 640 | KYBW+640 | - | - |
Tranche Comments
J1: Redemption: 2026-12-17; Registration: 144E/Xcu D;
L2: Redemption: 2026-12-17; Registration: 144C/Aaw J;
J: Redemption: 2026-12-17; Registration: 144J/Ysg G;
L: Redemption: 2026-12-17; Registration: 144J/Ydc X;
J1: Redemption: 2026-12-17; Registration: 144N/Pis L;
A2: Redemption: 2026-12-17; Registration: 144I/Aol A;
N: Redemption: 2026-12-17; Registration: 144K/Gfd J;
T: Redemption: 2026-12-17; Registration: 144X/Mqp N;
Jje: Redemption: 2026-12-17; Registration: 144O/Eex J;
Deal Comments
Oks Jall Vlgnknt 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Oct 20, 2021