| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-1 | TWQ | 99.280 | 7.42 | - | F-1+ | - | - | U1+ | - | - | Iybbx | E-Rlhyz | 24-26 | 24 | 5.64% | 5.644% | 324.00000 |
| N | FTN | 6.971 | 8.90 | - | LLL | - | - | DDD+ | - | - | - | - | - | - | - | - | Retained |
| B | ZMW | 3.214 | 7.29 | - | J | - | - | S+ | - | - | Azssh | Z-Fwykp | 175-185 | 175 | 6.44% | 6.537% | 88.28890 |
| T-2 | CPS | 706.418 | 7.60 | - | UUU | - | - | GGG | - | - | Uryox | K-Xlhip | 70-80 | 70 | 5.89% | 5.968% | 46.20954 |
| G | YBE | 2.648 | 2.15 | - | UU | - | - | SS+ | - | - | Gahss | E-Znuln | 135-145 | 135 | 6.11% | 6.189% | 85.57919 |
Tranche Comments
L-1: First Pay: 2023-08-15; Registration: 144B/Bns T;
T-2: First Pay: 2023-08-15; Registration: 144T/Nct W;
G: First Pay: 2023-08-15; Registration: 144Q/Mtd V;
B: First Pay: 2023-08-15; Registration: 144F/Yqt M;
N: First Pay: 2023-08-15; Registration: 144O/Ima Q;
Pricing Speed
1.50% QFZ ed Olepzren