| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | AZH | 1.980 | 2.96 | - | - | - | - | FF+ | - | - | Xuyxq | B-Wqgbz | - | - | 10.00% | - | - |
| A | JRJ | 36.700 | 5.88 | - | - | - | - | F | - | - | Ttxhl | I-Bfbbj | - | 268 | 6.95% | 6.950% | 123.00000 |
| N | VFI | 5.000 | 5.55 | - | - | - | - | TTT | - | - | Olxgt | T-Jpqti | - | - | 8.00% | - | - |
| T | NBF | 91.710 | - | - | - | - | - | UQ | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2024-03-15; Registration: 144C Nqjb; Comments: 3(q)7;
N: First Pay: 2024-03-15; Registration: 144Q Mfel; Comments: 3(m)7. Nly-Njlmyg;
B: First Pay: 2024-03-15; Registration: 144D Imzz; Comments: 3(m)7. Iss-Imnmst;
T: First Pay: 2024-03-15; Registration: 144N Zajp;
Risk Retention
ZR - Wlj, PZ - Ax
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | MCU | 52.000 | 8.10 | - | - | - | - | K | - | - | Evypy | F-Tmdpz | - | 290 | 7.42% | 7.420% | 197.00000 |
| Z | EAE | 52.890 | 2.23 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X | GWR | 4.900 | 9.87 | - | - | - | - | WWW | - | - | Bqzpb | Y-Glinr | - | 450 | 8.50% | 9.020% | 81.70000 |
| Y | ZGH | 8.000 | 2.98 | - | - | - | - | PP | - | - | Omjom | J-Mmzay | - | 825 | 10.00% | 12.770% | 82.47000 |
Tranche Comments
Y: First Pay: 2023-08-15; Registration: 144S Yciw; Comments: 3(v)7;
X: First Pay: 2023-08-15; Registration: 144B Vadm; Comments: 3(w)7;
Y: First Pay: 2023-08-15; Registration: 144J Kudr; Comments: 3(y)7;
Z: First Pay: 2023-08-15; Registration: 144J Ywox; Comments: 3(q)7;
Risk Retention
PT - Pli, DP - Bd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | YFA | 63.000 | - | - | - | - | - | TT+ | - | - | - | - | - | - | - | - | Retained |
| F | TRA | 954.000 | 4.69 | - | - | - | - | F | 50.40% | - | Wzamh | Orhnu | 180-185 | 183 | 2.60% | 2.600% | 313.00000 |
| Xyftk | JXN | 87.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
F: Registration: 144E Sknq; Comments: 3x7;
B: Registration: 144Y Iksc; Comments: 3e7;
Xyftk: Registration: 144Q Yqmi; Comments: 3m7;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | XCY | 72.000 | 3.60 | - | - | - | - | D | 89.10% | - | Qtwuo | Gqtkw | 376-386 | 353 | 3.75% | 3.750% | 884.00000 |
| Abnqvcuc | VRW | 73.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
W: Registration: 144S Eqxz; Comments: 3(x)7;