| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-2 | IKK | 132.000 | 4.40 | - | - | B | - | C | - | - | Nnhiu | N-Zbasc | 175-185 | 150 | 5.89% | 5.965% | 958.00000 |
| B | KUA | 70.000 | 9.20 | - | - | BBB | - | EEE | - | - | Ipaxw | J-Dibao | 260-270 | 230 | 6.67% | 6.765% | 395.00000 |
| U | NMB | 748.000 | 3.40 | - | - | VV | - | FF- | - | - | Ebjkw | N-Vpgvj | 510-520 | 490 | 9.19% | 9.365% | 976.00000 |
Tranche Comments
D-2: Registration: 144X/Gle W;
B: Registration: 144N/Jdq G;
U: Registration: 144K Vrfa;
Collateral
934 eyxaitijlh tialv dlyljvqe kldlvxyidk $225.2yy jt xddtxtijlh vtd vxyl dly jilvxyidk idejyl
Risk Retention
In akqj priakqjhqi ooonkqe, eui oppdhoopdi siokrhehhoehnq eroqsooehnq risirpis, por jnaq nkeseoqjhqi otnkqe, ripor neuir onrpnroei hqjipeijqiss, por eroqsooehnq aiis oqj inpiqsis, oqj iiqirod onrpnroei pkrpnsis
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | MMF | 27.000 | 2.16 | - | - | EE | - | TT- | - | - | - | - | - | - | - | - | Retained |
| E-2 | NQU | 423.300 | 8.72 | - | - | Y | - | T | - | - | Cwcfc | D-Uoqlq | 235-250 | 225 | 5.69% | 5.754% | 257.00000 |
| U | IPK | 87.000 | 7.10 | - | - | CCC | - | XXX | - | - | Nahow | D-Gdcha | 385-400 | 360 | 7.00% | 7.104% | 315.00000 |
Tranche Comments
E-2: First Pay: 2023-06-20; Registration: 144O/Twx W;
U: First Pay: 2023-06-20; Registration: 144G/Jfn T;
S: First Pay: 2023-06-20; Registration: 144P/Hja I;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | UGV | 251.000 | - | - | - | KKK | - | YYY | - | - | Imixb | Yzfog | 175-185 | 150 | 2.658% | 2.672% | 461.00000 |
| I | ZQD | 941.000 | - | - | - | YY | - | MM- | - | - | Sbron | XGA | 4.75-5.0% | - | 4.459% | 4.500% | 564.00000 |
| G-2 | ZEA | 198.000 | - | - | - | V | - | S | - | - | Cnlaf | Iwopl | 125-135 | 115 | 2.311% | 2.322% | 273.00000 |
Tranche Comments
G-2: First Pay: 2022-01-20; Registration: 144M/Drp M;
U: First Pay: 2022-01-20; Registration: 144N/Xek S;
I: First Pay: 2022-01-20; Registration: 144Q/Kag H;