| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | GWH | 67.240 | - | - | - | - | - | AV | - | - | - | - | - | - | - | - | Retained |
| L | CFJ | 97.200 | 5.14 | - | - | - | - | S | - | - | Wlqya | B-Zupqs | - | 268 | 6.95% | 6.950% | 475.00000 |
| P | GCT | 6.140 | 8.66 | - | - | - | - | NN+ | - | - | Rhuzc | W-Xmafq | - | - | 10.00% | - | - |
| V | HCB | 5.000 | 7.50 | - | - | - | - | YYY | - | - | Otxud | O-Ybbuy | - | - | 8.00% | - | - |
Tranche Comments
L: First Pay: 2024-03-15; Registration: 144K Kwui; Comments: 3(u)7;
V: First Pay: 2024-03-15; Registration: 144P Updx; Comments: 3(q)7. Sju-Sqkqup;
P: First Pay: 2024-03-15; Registration: 144I Otfd; Comments: 3(y)7. Axi-Abqyim;
V: First Pay: 2024-03-15; Registration: 144D Tkko;
Risk Retention
HJ - Flf, JH - Rp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | TYU | 9.200 | 6.87 | - | - | - | - | DDD | - | - | Ohimj | N-Hcmgs | - | 450 | 8.50% | 9.020% | 32.30000 |
| U | RLT | 49.490 | 7.11 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K | CMP | 17.000 | 3.72 | - | - | - | - | V | - | - | Dveze | U-Kddma | - | 290 | 7.42% | 7.420% | 173.00000 |
| B | MKK | 9.000 | 7.91 | - | - | - | - | SS | - | - | Robpp | A-Gzhxs | - | 825 | 10.00% | 12.770% | 14.89000 |
Tranche Comments
K: First Pay: 2023-08-15; Registration: 144E Bpez; Comments: 3(y)7;
F: First Pay: 2023-08-15; Registration: 144P Ccgy; Comments: 3(o)7;
B: First Pay: 2023-08-15; Registration: 144V Uhnm; Comments: 3(p)7;
U: First Pay: 2023-08-15; Registration: 144V Wvsx; Comments: 3(u)7;
Risk Retention
WO - Ouk, LW - Jq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | AYG | 272.000 | 4.62 | - | - | - | - | J | 10.20% | - | Nmbua | Yglox | 180-185 | 183 | 2.60% | 2.600% | 312.00000 |
| Tlciu | YGD | 51.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I | KKU | 40.000 | - | - | - | - | - | AA+ | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Z: Registration: 144A Gcsk; Comments: 3e7;
I: Registration: 144D Jujo; Comments: 3y7;
Tlciu: Registration: 144G Ssqd; Comments: 3r7;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Zuvpohun | AUU | 39.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E | ZWS | 19.000 | 1.80 | - | - | - | - | J | 96.20% | - | Cjhuw | Gvoan | 376-386 | 353 | 3.75% | 3.750% | 593.00000 |
Tranche Comments
E: Registration: 144Z Aghr; Comments: 3(a)7;