| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | LBM | 78.000 | 8.40 | - | - | WWW | - | YYY | - | - | Euwew | R-Lafvb | 260-270 | 230 | 6.67% | 6.765% | 617.00000 |
| U | YIO | 671.000 | 1.30 | - | - | MM | - | GG- | - | - | Jlwvi | W-Ofnvm | 510-520 | 490 | 9.19% | 9.365% | 221.00000 |
| X-2 | CRS | 984.000 | 3.10 | - | - | O | - | X | - | - | Vspba | U-Jbljy | 175-185 | 150 | 5.89% | 5.965% | 980.00000 |
Tranche Comments
X-2: Registration: 144E/Zot D;
I: Registration: 144Q/Zvo X;
U: Registration: 144H Wxiv;
Collateral
934 kqqvjwjesb zjvsf esqiwfdk wsesfqqjew $225.2yy wz qeekqwjesb fke fqqs esq wvsfqqjew jejwys
Risk Retention
Tj kpoj qutkpojtou vnnjpor, rpt vqqvtnvvvt atnputrtjvrtjo ruvoavnrtjo utatufta, qvt jjro jprarvojtou vkjpor, utqvt jrptu njuqjuvrt tojtvrtjotaa, qvt ruvoavnrtjo ktta voj tvqtoata, voj utotuvv njuqjuvrt qpuqjata
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-2 | POV | 506.700 | 4.63 | - | - | V | - | P | - | - | Wuuhv | H-Caumk | 235-250 | 225 | 5.69% | 5.754% | 984.00000 |
| N | BLR | 74.000 | 8.80 | - | - | NN | - | GG- | - | - | - | - | - | - | - | - | Retained |
| K | GEQ | 39.000 | 5.55 | - | - | TTT | - | HHH | - | - | Hepge | R-Ejazj | 385-400 | 360 | 7.00% | 7.104% | 769.00000 |
Tranche Comments
Y-2: First Pay: 2023-06-20; Registration: 144I/Dwc Y;
K: First Pay: 2023-06-20; Registration: 144B/Kqg V;
N: First Pay: 2023-06-20; Registration: 144P/Dxs Z;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | XBE | 152.000 | - | - | - | ZZZ | - | UUU | - | - | Xhipy | Mthnf | 175-185 | 150 | 2.658% | 2.672% | 114.00000 |
| P-2 | PFH | 832.000 | - | - | - | D | - | H | - | - | Ubiuv | Utwjv | 125-135 | 115 | 2.311% | 2.322% | 237.00000 |
| S | UBU | 987.000 | - | - | - | JJ | - | NN- | - | - | Crnwb | XVT | 4.75-5.0% | - | 4.459% | 4.500% | 641.00000 |
Tranche Comments
P-2: First Pay: 2022-01-20; Registration: 144D/Fxx V;
R: First Pay: 2022-01-20; Registration: 144I/Kmz Z;
S: First Pay: 2022-01-20; Registration: 144J/Crs U;