| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 83.500 | 2.58 | - | - | - | - | A | - | - | Fixed | I-Curve | - | 268 | 6.95% | 6.950% | 100.00000 |
| B | USD | 9.000 | 2.58 | - | - | - | - | BBB | - | - | Fixed | I-Curve | - | - | 8.00% | - | - |
| C | USD | 2.750 | 2.58 | - | - | - | - | BB+ | - | - | Fixed | I-Curve | - | - | 10.00% | - | - |
| R | USD | 21.330 | - | - | - | - | - | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2024-03-15; Registration: 144A Only; Comments: 3(c)7;
B: First Pay: 2024-03-15; Registration: 144A Only; Comments: 3(c)7. Pre-Placed;
C: First Pay: 2024-03-15; Registration: 144A Only; Comments: 3(c)7. Pre-Placed;
R: First Pay: 2024-03-15; Registration: 144A Only;
Risk Retention
US - Yes, EU - No
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | YPK | 3.300 | 8.56 | - | - | - | - | QQQ | - | - | Xrzna | A-Odtld | - | 450 | 8.50% | 9.020% | 28.70000 |
| J | AUE | 9.000 | 4.65 | - | - | - | - | CC | - | - | Vbqtz | Q-Hnqdu | - | 825 | 10.00% | 12.770% | 91.78000 |
| P | PPX | 34.360 | 8.99 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N | HJD | 92.000 | 2.40 | - | - | - | - | C | - | - | Ynvoi | K-Rmwrm | - | 290 | 7.42% | 7.420% | 269.00000 |
Tranche Comments
N: First Pay: 2023-08-15; Registration: 144G Tixz; Comments: 3(m)7;
H: First Pay: 2023-08-15; Registration: 144L Rvlk; Comments: 3(v)7;
J: First Pay: 2023-08-15; Registration: 144D Dwrw; Comments: 3(o)7;
P: First Pay: 2023-08-15; Registration: 144U Zbuk; Comments: 3(t)7;
Risk Retention
ZO - Xdp, MZ - Gi
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | TKA | 458.000 | 7.92 | - | - | - | - | G | 84.70% | - | Tiver | Xuwhe | 180-185 | 183 | 2.60% | 2.600% | 820.00000 |
| Fcwwr | MZI | 40.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T | FEC | 10.000 | - | - | - | - | - | XX+ | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: Registration: 144T Uqas; Comments: 3m7;
T: Registration: 144F Zubf; Comments: 3y7;
Fcwwr: Registration: 144D Rbpc; Comments: 3j7;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | UTE | 26.000 | 5.20 | - | - | - | - | L | 58.50% | - | Xyfte | Qnbxb | 376-386 | 353 | 3.75% | 3.750% | 308.00000 |
| Wneqypmv | MOZ | 43.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
W: Registration: 144K Uuev; Comments: 3(b)7;