| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S11 | ZJC | 60.876 | 1.32 | Qvv | - | - | - | DDD | 66.00% | - | Wdehhiss | EIZM | - | 90 | SBDA+90 | - | 73.85817 |
| M3 | YMI | 648.377 | 1.50 | Gjj | - | - | - | WWW | 29.00% | - | Wpttj | - | 2-00tc i JYHS 2.5 JTR | 2-00gw AYQR2.5 TBW | 2.50% | - | 906.83228 |
| Z26 | NHD | 95.174 | 4.96 | Xll | - | - | - | XXX | 54.80% | - | Inklk | - | - | 2-00hl YJRB3.0 HEA | 3.00% | - | 685.53030 |
Tranche Comments
M3: First Pay: 2021-12-27; Registration: 144F/Bky K;
S11: First Pay: 2021-12-27; Registration: 144U/Opx T;
Z26: First Pay: 2021-12-27; Registration: 144Q/Xzu T;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H27 | NFB | 71.483 | 4.45 | Ao1 | - | - | - | WWW | 6.80% | - | Witnh | - | <0-20>-<0-24>mw A3 | <2-10> uf EZYC 2.5 BED | 2.50% | 2.179% | 900.55183 |
| E9 | HNB | 22.630 | 9.61 | Doo | - | - | - | GGG | 15.00% | - | Gboos | - | <1-20>-<1-26> zz GY 2.5 ROX | <1-20> ch EC 2.5 ZWG | 2.50% | 1.360% | 254.50780 |
| J3 | KFJ | 957.142 | 2.25 | Aee | - | - | - | JJJ | 22.00% | - | Gkffj | - | <1-26>-<2-00> fs ULRB 2.5 JUF | <1-24> vo TWMV 2.5 ETH | 2.50% | 2.051% | 808.80188 |
| W11 | CQB | 75.953 | 7.58 | Raa | - | - | - | DDD | 32.00% | - | Cduawtwt | ZLNV | 77.5 | 77.5 | CLSF+77.5 | 0.786% | 26.39770 |
| I22 | WQG | 45.000 | 88.80 | Aii | - | - | - | GGG | 28.00% | - | Ozben | Dbtcr | 90-95 | 92 | 2.50% | 2.549% | 69.75558 |
Tranche Comments
J3: Registration: 144U/Tvn O;
E9: Registration: 144H/Tlg J;
I22: Registration: 144U/Jkj L;
W11: Registration: 144Q/Gyi Y;
H27: Registration: 144A/Evy C;