| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | BWH | 85.000 | 6.50 | - | - | B- | - | - | 41.00% | - | Oxppzpfe | EBDE | - | 425 | QOHX+425 | - | - |
| B-1 | NLR | 66.000 | 3.60 | - | - | VV | - | - | 64.50% | - | Ykbfldbe | MQJE | - | 325 | BDDX+325 | - | - |
| H-2 | NXX | 98.000 | 8.70 | - | - | JJ | - | - | 24.50% | - | Zjwut | - | - | - | 6.00% | - | - |
| Q | FXV | 87.000 | 4.60 | - | - | HH- | - | - | 6.00% | - | - | - | - | - | - | - | Retained |
| Q-2 | PLV | 34.000 | 9.70 | - | - | NNN | - | - | 67.00% | - | Olrqhkqz | GVLL | - | 290 | THQF+290 | - | - |
| Ngvlpl | JMT | 46.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L-1 | TIW | 506.000 | 9.80 | - | - | HHH | - | - | 42.00% | - | Kqfamcxm | DHMI | - | 222 | GCHM+222 | - | - |
| Z | ZFY | 27.000 | 7.00 | - | - | KKK- | - | - | 90.00% | - | Jpeoftur | IYNG | - | 631 | DOYN+631 | - | - |
Tranche Comments
L-1: Redemption: 2023-08-26;
Q-2: Redemption: 2023-08-26;
B-1: Redemption: 2023-08-26;
H-2: Redemption: 2023-08-26;
A: Redemption: 2023-08-26;
Z: Redemption: 2023-08-26;
Q: Redemption: 2023-08-26;
Ngvlpl: Redemption: 2023-08-26;
Deal Comments
Xsx Iacc Rjubspd 1.00