| 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 |
|---|
| Z | BBL | 9.000 | 6.62 | - | - | - | - | MM | - | - | Biotv | L-Ytazd | - | 825 | 10.00% | 12.770% | 33.40000 |
| X | ZGO | 37.480 | 6.37 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P | XSR | 55.000 | 4.29 | - | - | - | - | R | - | - | Jprwl | S-Rcwfo | - | 290 | 7.42% | 7.420% | 256.00000 |
| O | NCZ | 5.700 | 4.77 | - | - | - | - | SSS | - | - | Ejcli | H-Isjqt | - | 450 | 8.50% | 9.020% | 21.50000 |
Tranche Comments
P: First Pay: 2023-08-15; Registration: 144Q Ksle; Comments: 3(i)7;
O: First Pay: 2023-08-15; Registration: 144V Fasv; Comments: 3(z)7;
Z: First Pay: 2023-08-15; Registration: 144Y Wpjv; Comments: 3(s)7;
X: First Pay: 2023-08-15; Registration: 144F Jhvh; Comments: 3(x)7;
Risk Retention
JG - Cbs, GJ - Uf
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | OPE | 44.000 | - | - | - | - | - | PP+ | - | - | - | - | - | - | - | - | Retained |
| Jwuvx | QFT | 16.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X | JZS | 518.000 | 4.57 | - | - | - | - | X | 11.30% | - | Opshl | Ixoum | 180-185 | 183 | 2.60% | 2.600% | 598.00000 |
Tranche Comments
X: Registration: 144H Qebk; Comments: 3e7;
D: Registration: 144E Ogjo; Comments: 3p7;
Jwuvx: Registration: 144M Zkun; Comments: 3m7;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | HPV | 93.000 | 9.10 | - | - | - | - | S | 79.80% | - | Dvwow | Pxcji | 376-386 | 353 | 3.75% | 3.750% | 302.00000 |
| Uxqzrone | UXB | 87.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
C: Registration: 144E Yqbv; Comments: 3(z)7;