| 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 |
|---|
| T | USJ | 86.250 | 1.60 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W | HOX | 25.000 | 9.42 | - | - | - | - | B | - | - | Xliwq | E-Bbwug | - | 290 | 7.42% | 7.420% | 139.00000 |
| D | BOI | 4.000 | 4.38 | - | - | - | - | SS | - | - | Drgjw | D-Ddlcw | - | 825 | 10.00% | 12.770% | 77.94000 |
| T | KFR | 8.700 | 6.39 | - | - | - | - | WWW | - | - | Maxqr | E-Iqipk | - | 450 | 8.50% | 9.020% | 69.50000 |
Tranche Comments
W: First Pay: 2023-08-15; Registration: 144L Egrz; Comments: 3(i)7;
T: First Pay: 2023-08-15; Registration: 144I Lkzb; Comments: 3(m)7;
D: First Pay: 2023-08-15; Registration: 144E Adzf; Comments: 3(c)7;
T: First Pay: 2023-08-15; Registration: 144W Yjjt; Comments: 3(a)7;
Risk Retention
QD - Txm, QQ - Cg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | KYE | 37.000 | - | - | - | - | - | OO+ | - | - | - | - | - | - | - | - | Retained |
| Vgwor | MYW | 36.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F | FYE | 103.000 | 1.53 | - | - | - | - | U | 24.70% | - | Jvybs | Ldjco | 180-185 | 183 | 2.60% | 2.600% | 152.00000 |
Tranche Comments
F: Registration: 144B Ifti; Comments: 3p7;
O: Registration: 144P Osbu; Comments: 3r7;
Vgwor: Registration: 144M Rtci; Comments: 3j7;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Kovrqcqq | AJF | 98.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S | RPY | 40.000 | 6.80 | - | - | - | - | R | 41.80% | - | Chakd | Oitzp | 376-386 | 353 | 3.75% | 3.750% | 752.00000 |
Tranche Comments
S: Registration: 144G Lpmv; Comments: 3(g)7;