| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | XQF | 3.830 | 7.61 | - | - | - | - | JJ+ | - | - | Upyis | L-Qgirl | - | - | 10.00% | - | - |
| I | ZCD | 20.650 | - | - | - | - | - | DP | - | - | - | - | - | - | - | - | Retained |
| C | IHS | 3.000 | 7.87 | - | - | - | - | WWW | - | - | Jsavf | K-Nlosa | - | - | 8.00% | - | - |
| T | IRN | 43.400 | 5.86 | - | - | - | - | J | - | - | Achih | Y-Akjby | - | 268 | 6.95% | 6.950% | 757.00000 |
Tranche Comments
T: First Pay: 2024-03-15; Registration: 144A Zarh; Comments: 3(p)7;
C: First Pay: 2024-03-15; Registration: 144G Qgps; Comments: 3(h)7. Zwh-Zsihhm;
A: First Pay: 2024-03-15; Registration: 144V Ndcr; Comments: 3(b)7. Kqq-Kmkbqc;
I: First Pay: 2024-03-15; Registration: 144Y Cimd;
Risk Retention
LT - Pxr, RL - Sk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | GNM | 73.620 | 3.38 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K | WYM | 2.000 | 8.86 | - | - | - | - | MM | - | - | Wbowz | R-Mxpqu | - | 825 | 10.00% | 12.770% | 86.27000 |
| N | QCV | 47.000 | 6.23 | - | - | - | - | Z | - | - | Uagrc | W-Izdzh | - | 290 | 7.42% | 7.420% | 949.00000 |
| D | POQ | 9.700 | 8.89 | - | - | - | - | AAA | - | - | Tkozv | L-Uidcb | - | 450 | 8.50% | 9.020% | 48.20000 |
Tranche Comments
N: First Pay: 2023-08-15; Registration: 144C Jumg; Comments: 3(k)7;
D: First Pay: 2023-08-15; Registration: 144N Pfmd; Comments: 3(h)7;
K: First Pay: 2023-08-15; Registration: 144K Avcx; Comments: 3(a)7;
Q: First Pay: 2023-08-15; Registration: 144R Ivno; Comments: 3(t)7;
Risk Retention
UH - Btp, ZU - Ff
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Knezh | FKS | 82.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F | YPL | 211.000 | 8.49 | - | - | - | - | W | 58.60% | - | Qpnwi | Fevrs | 180-185 | 183 | 2.60% | 2.600% | 419.00000 |
| Q | GUF | 49.000 | - | - | - | - | - | HH+ | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
F: Registration: 144Z Otml; Comments: 3d7;
Q: Registration: 144J Cdfh; Comments: 3y7;
Knezh: Registration: 144Z Uhnl; Comments: 3f7;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Vnvemxbp | ZTW | 34.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C | LVA | 84.000 | 3.60 | - | - | - | - | T | 20.60% | - | Qmwfr | Hkhnh | 376-386 | 353 | 3.75% | 3.750% | 917.00000 |
Tranche Comments
C: Registration: 144G Zuci; Comments: 3(o)7;