| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P11 | OLA | 99.155 | 7.15 | Eyy | - | - | - | QQQ | 74.00% | - | Exyyxqog | MXXO | - | 90 | UOVV+90 | - | 53.25791 |
| U26 | IBR | 77.164 | 9.45 | Css | - | - | - | UUU | 34.80% | - | Bppha | - | - | 2-00xg IWQG3.0 ATV | 3.00% | - | 984.24930 |
| C3 | MCY | 966.623 | 2.90 | Hrr | - | - | - | TTT | 81.00% | - | Mvvgi | - | 2-00bs z YWOZ 2.5 GAX | 2-00py VJXW2.5 XPH | 2.50% | - | 434.67480 |
Tranche Comments
C3: First Pay: 2021-12-27; Registration: 144K/Yiz S;
P11: First Pay: 2021-12-27; Registration: 144W/Lim T;
U26: First Pay: 2021-12-27; Registration: 144Y/Mxi K;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H9 | EFV | 38.524 | 1.32 | Wll | - | - | - | RRR | 88.00% | - | Xsfra | - | <1-20>-<1-26> sm HK 2.5 ITK | <1-20> in CR 2.5 DDS | 2.50% | 1.360% | 972.31000 |
| V27 | REV | 56.359 | 8.96 | Gi1 | - | - | - | PPP | 7.30% | - | Ybzwd | - | <0-20>-<0-24>zx W3 | <2-10> le XGCO 2.5 WXO | 2.50% | 2.179% | 775.42141 |
| M3 | YHS | 656.407 | 4.89 | Fvv | - | - | - | CCC | 31.00% | - | Nrvzk | - | <1-26>-<2-00> xb VFUH 2.5 RVW | <1-24> io UHMB 2.5 JUW | 2.50% | 2.051% | 977.22516 |
| Q22 | FCK | 99.000 | 98.10 | Nyy | - | - | - | AAA | 79.00% | - | Xsxii | Kbtot | 90-95 | 92 | 2.50% | 2.549% | 72.84949 |
| X11 | FZY | 85.144 | 8.52 | Crr | - | - | - | NNN | 46.00% | - | Xfqzstkh | UHIS | 77.5 | 77.5 | LQGC+77.5 | 0.786% | 35.13790 |
Tranche Comments
M3: Registration: 144G/Tpi B;
H9: Registration: 144E/Ckm L;
Q22: Registration: 144X/Npz S;
X11: Registration: 144E/Vfr T;
V27: Registration: 144U/Uct Y;