| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | GHD | 74.860 | - | - | - | - | - | OV | - | - | - | - | - | - | - | - | Retained |
| F | JBB | 7.000 | 3.36 | - | - | - | - | DDD | - | - | Inylu | Z-Ftfob | - | - | 8.00% | - | - |
| J | JRS | 23.800 | 7.64 | - | - | - | - | P | - | - | Cikzb | F-Glxms | - | 268 | 6.95% | 6.950% | 199.00000 |
| S | CLW | 7.500 | 7.92 | - | - | - | - | II+ | - | - | Xulah | D-Ynipz | - | - | 10.00% | - | - |
Tranche Comments
J: First Pay: 2024-03-15; Registration: 144L Oxfg; Comments: 3(j)7;
F: First Pay: 2024-03-15; Registration: 144M Deke; Comments: 3(c)7. Frc-Frqccw;
S: First Pay: 2024-03-15; Registration: 144F Sval; Comments: 3(s)7. Zvb-Zwysbv;
N: First Pay: 2024-03-15; Registration: 144C Grqf;
Risk Retention
MH - Zbi, EM - Nz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | YXN | 74.820 | 9.16 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O | VVH | 6.700 | 3.34 | - | - | - | - | YYY | - | - | Yhpig | V-Ktfxj | - | 450 | 8.50% | 9.020% | 72.30000 |
| G | OWH | 69.000 | 6.97 | - | - | - | - | B | - | - | Unwxd | F-Oimvi | - | 290 | 7.42% | 7.420% | 540.00000 |
| H | JEX | 2.000 | 1.34 | - | - | - | - | EE | - | - | Gscbp | L-Gazms | - | 825 | 10.00% | 12.770% | 25.99000 |
Tranche Comments
G: First Pay: 2023-08-15; Registration: 144F Fvxk; Comments: 3(d)7;
O: First Pay: 2023-08-15; Registration: 144Q Pzix; Comments: 3(e)7;
H: First Pay: 2023-08-15; Registration: 144H Rocj; Comments: 3(g)7;
K: First Pay: 2023-08-15; Registration: 144J Irbm; Comments: 3(q)7;
Risk Retention
AH - Bvp, RA - Dc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Zbgkt | AOG | 43.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y | XXG | 992.000 | 6.50 | - | - | - | - | B | 98.70% | - | Gulks | Zqfwd | 180-185 | 183 | 2.60% | 2.600% | 489.00000 |
| L | KLR | 39.000 | - | - | - | - | - | FF+ | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Y: Registration: 144K Citp; Comments: 3i7;
L: Registration: 144I Xkde; Comments: 3t7;
Zbgkt: Registration: 144M Gdvo; Comments: 3u7;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | IBV | 39.000 | 5.10 | - | - | - | - | Z | 94.90% | - | Mzpud | Tvrmt | 376-386 | 353 | 3.75% | 3.750% | 204.00000 |
| Xyhkbzdi | ERO | 85.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
E: Registration: 144L Urdc; Comments: 3(i)7;