| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J3 | PHA | 594.835 | 9.21 | Vyy | - | - | - | BBB | 56.00% | - | Tgiye | - | 2-00hd t ZOVG 2.5 ULV | 2-00dh UKII2.5 NDP | 2.50% | - | 116.29034 |
| O26 | LHJ | 94.679 | 5.98 | Uee | - | - | - | RRR | 50.70% | - | Jwbpo | - | - | 2-00vb FYAK3.0 FXQ | 3.00% | - | 351.16320 |
| O11 | BTV | 50.631 | 7.63 | Iyy | - | - | - | OOO | 12.00% | - | Iwmxekqi | TUJQ | - | 90 | AUXY+90 | - | 29.72924 |
Tranche Comments
J3: First Pay: 2021-12-27; Registration: 144I/Oau Z;
O11: First Pay: 2021-12-27; Registration: 144T/Vdf D;
O26: First Pay: 2021-12-27; Registration: 144Y/Gyq P;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N22 | ASL | 81.000 | 30.30 | Yee | - | - | - | RRR | 13.00% | - | Ottiy | Aunma | 90-95 | 92 | 2.50% | 2.549% | 61.45727 |
| S9 | OHF | 32.942 | 2.41 | Pjj | - | - | - | HHH | 36.00% | - | Jzckr | - | <1-20>-<1-26> ip VO 2.5 JGI | <1-20> oh AG 2.5 PPA | 2.50% | 1.360% | 594.17600 |
| F27 | AYI | 30.310 | 1.21 | Mr1 | - | - | - | CCC | 1.60% | - | Ttchk | - | <0-20>-<0-24>dz G3 | <2-10> ru ALYH 2.5 EAT | 2.50% | 2.179% | 609.37003 |
| X3 | NYW | 987.527 | 5.25 | Hpp | - | - | - | UUU | 56.00% | - | Qtxuv | - | <1-26>-<2-00> az GOIE 2.5 HGZ | <1-24> sl HETY 2.5 YHG | 2.50% | 2.051% | 354.68403 |
| A11 | FPT | 48.430 | 2.51 | Ttt | - | - | - | NNN | 20.00% | - | Jordbojf | TDIE | 77.5 | 77.5 | XITV+77.5 | 0.786% | 88.43440 |
Tranche Comments
X3: Registration: 144L/Ehg H;
S9: Registration: 144I/Wph Z;
N22: Registration: 144J/Bwa D;
A11: Registration: 144J/Zki K;
F27: Registration: 144J/Zhu Y;