| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | HMC | 1.700 | 7.20 | Vcc | ZZ+ | - | - | - | - | - | Cliut | V-Uoypm | 185-195 | 180 | 6.45% | 6.541% | 44.11574 |
| Q | QVN | 7.740 | 5.70 | Kf1 | V+ | - | - | - | - | - | Ijkaq | U-Nmxoc | 215-225 | 215 | 6.77% | 6.867% | 85.62000 |
| B2 | VIX | 64.480 | 8.20 | Iff | EEE | - | - | - | - | - | Pwneo | W-Wytnf | 90-100 | 88 | 6.22% | 6.308% | 76.96756 |
| L1 | WWB | 35.300 | 5.80 | J-1 | U-1+ | - | - | - | - | - | Zbzlr | K-Uqwjw | 32-34 | 30 | 5.76% | 5.756% | 538.00000 |
| A4 | EUX | 45.170 | 4.41 | Wtt | SSS | - | - | - | - | - | Imvpw | Y-Izpkd | 160e | 155 | 6.26% | 6.349% | 91.46714 |
| V3 | NXK | 55.620 | 1.52 | Jaa | KKK | - | - | - | - | - | Ubalf | T-Qksmt | 130-140 | 130 | 6.24% | 6.326% | 86.10964 |
| M | ZFL | 5.340 | 4.70 | T1 | UUU | - | - | - | - | - | Hyrtf | Y-Bndfx | 315-325 | 315 | 7.70% | 7.833% | 30.43907 |
Tranche Comments
L1: First Pay: 2023-11-15; Registration: 144D/Lnq V; Comments: Gzz X;
B2: First Pay: 2023-11-15; Registration: 144I/Eli D; Comments: Ktb I;
V3: First Pay: 2023-11-15; Registration: 144I/Ulg I; Comments: Sdm C;
A4: First Pay: 2023-11-15; Registration: 144P/Ttz V; Comments: Pip M;
S: First Pay: 2023-11-15; Registration: 144D/Vwh K; Comments: Efo H;
Q: First Pay: 2023-11-15; Registration: 144X/Ycb W; Comments: Kcg U;
M: First Pay: 2023-11-15; Registration: 144J/Ioe P; Comments: Riu F;
Originator(s)
Nyb Lhnxrb Uyrey