| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-2 | QOU | 83.200 | 4.40 | - | - | AAA | - | - | 72.00% | - | Hlwscqar | QMME | - | 324 | 3jJJUR+324 | - | - |
| K | PWG | 27.200 | 6.90 | - | - | RR | - | - | 74.00% | - | Risayhiz | VZPE | - | 362 | 3wMWWW+362 | - | - |
| O | GHW | 55.000 | 4.60 | - | - | D | - | - | 75.20% | - | Pxefeefb | TQFB | - | 450 | 3wYIGE+450 | - | - |
| F | FTX | 95.000 | 1.30 | - | - | OO- | - | - | 3.00% | - | Grjpjpmn | BBLC | - | 870 | 3aWTLI+870 | - | - |
| W-1 | IAY | 612.000 | 9.30 | Ass | - | UUU | - | - | 50.00% | - | Qmzecxwc | KYNF | - | 213 | 3wLKCL+213 | - | - |
| Q | ZQB | 17.000 | 6.80 | - | - | DDD- | - | - | 99.80% | - | Qpfew | - | - | - | 10.25% | - | - |
| Hlv | XFV | 27.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
W-1: First Pay: 2023-07-15; Redemption: 2024-01-15;
Z-2: First Pay: 2023-07-15; Redemption: 2024-01-15;
K: First Pay: 2023-07-15; Redemption: 2024-01-15;
O: First Pay: 2023-07-15; Redemption: 2024-01-15;
Q: First Pay: 2023-07-15; Redemption: 2024-01-15;
F: First Pay: 2023-07-15; Redemption: 2024-01-15;
Hlv: First Pay: 2023-07-15; Redemption: 2024-01-15;
Deal Comments
Axu Lqkk Ahbjxmg 1.00
Risk Retention
ZJ - Hu, OZ/ZZ - Hu