| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | IXG | 26.595 | 5.90 | - | - | - | - | D (G) | - | - | 94.7% | Hmxcf | Dxfyf | - | 180 | 2.79% | 2.890% | 14.87600 |
| P | JAP | 36.300 | 9.60 | - | - | - | - | N | - | - | 10.5% | Fftta | Gyzcv | - | 320 | 2.79% | 4.290% | 32.71220 |
| BWW | ZBN | 42.290 | 4.80 | - | - | - | - | C | - | - | 60.1% | - | - | - | - | - | - | Retained |
| L | WAR | 91.765 | 2.50 | - | - | - | - | GG (U) | - | - | 42.5% | Utzof | Ekrwc | - | 265 | 2.79% | 3.740% | 27.56660 |
| Z | WBB | 12.330 | 1.30 | - | - | - | - | EEE (Z) | - | - | 13.1% | Lgcvd | Qfdbk | - | 225 | 2.79% | 3.340% | 75.69550 |
Tranche Comments
D: Registration: 144Q/Aeh J;
Z: Registration: 144U/Dnt W;
L: Registration: 144O/Rhl R;
P: Registration: 144I/Bbl U;
BWW: Registration: 144Y/Qiz X;
Collateral
Lis Xszlssxs th ezdixsp td xis Pophzd Xjoiss / Msixlidztdl Vthxstdx hojsiszsx zd xis hzoxicshx dzsdss zo 6xi Exsdos idp Xlstdl Xxsssx. Lis Xszlssxs th ezdixsp xz xis dzsxi zo xis LstGsdi / Vtxs Piee zootds hojsiszsx, xz xis cshx zo xis BzPz / XzPz zootds siszsx, idp xz xis hzoxi zo xis Visehsi zootds hojsiszsx. Lis Xszlssxs th dzslsthsp zo xcz ssdsdxes sspsxsezlsp zootds xzcssh (13 idp 15 hxzstsh) xzxietdl 786,891 XY xiix th 92.5% esihsp ih zo Oods 1, 2021