| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | QCJ | 2.000 | 1.82 | - | - | - | - | XXX | - | - | Dbnto | U-Ztgqe | - | - | 8.00% | - | - |
| H | QXD | 31.800 | 1.58 | - | - | - | - | B | - | - | Pvmjj | G-Kojsr | - | 268 | 6.95% | 6.950% | 927.00000 |
| N | FRU | 99.230 | - | - | - | - | - | QV | - | - | - | - | - | - | - | - | Retained |
| A | WLY | 8.350 | 3.99 | - | - | - | - | UU+ | - | - | Bmxcn | G-Ftdkq | - | - | 10.00% | - | - |
Tranche Comments
H: First Pay: 2024-03-15; Registration: 144P Vwko; Comments: 3(p)7;
F: First Pay: 2024-03-15; Registration: 144U Miio; Comments: 3(f)7. Qie-Qqifek;
A: First Pay: 2024-03-15; Registration: 144S Meqz; Comments: 3(g)7. Lcq-Ljcgqx;
N: First Pay: 2024-03-15; Registration: 144P Tsfe;
Risk Retention
UJ - Suv, TU - Lb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | VVP | 13.230 | 9.94 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G | OUB | 86.000 | 7.98 | - | - | - | - | B | - | - | Aragb | T-Lsfvl | - | 290 | 7.42% | 7.420% | 829.00000 |
| A | CGH | 3.000 | 1.90 | - | - | - | - | JJ | - | - | Tjygy | O-Zaroe | - | 825 | 10.00% | 12.770% | 65.75000 |
| Y | KBH | 2.200 | 7.74 | - | - | - | - | WWW | - | - | Yozfb | L-Hnraf | - | 450 | 8.50% | 9.020% | 87.70000 |
Tranche Comments
G: First Pay: 2023-08-15; Registration: 144B Nbth; Comments: 3(w)7;
Y: First Pay: 2023-08-15; Registration: 144Z Eanv; Comments: 3(n)7;
A: First Pay: 2023-08-15; Registration: 144A Dbis; Comments: 3(i)7;
U: First Pay: 2023-08-15; Registration: 144U Sztp; Comments: 3(m)7;
Risk Retention
BU - Qkh, LB - Yi
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | YQL | 31.000 | - | - | - | - | - | II+ | - | - | - | - | - | - | - | - | Retained |
| Y | TAQ | 356.000 | 4.59 | - | - | - | - | K | 75.20% | - | Nhqlx | Wgwjx | 180-185 | 183 | 2.60% | 2.600% | 491.00000 |
| Hfmco | KJS | 89.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Y: Registration: 144Z Nhru; Comments: 3f7;
A: Registration: 144Q Wvfo; Comments: 3w7;
Hfmco: Registration: 144Z Rbqv; Comments: 3q7;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | HIX | 68.000 | 5.10 | - | - | - | - | R | 61.60% | - | Zrthj | Unwld | 376-386 | 353 | 3.75% | 3.750% | 202.00000 |
| Jgwqyukl | UKW | 30.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
N: Registration: 144P Ldbh; Comments: 3(e)7;