| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 139.311 | 0.38 | - | AAA | - | AAA | - | - | - | Fixed | I-Curve | 95-100 | 85 | 6.170% | 6.256% | 99.99805 |
| B | USD | 45.030 | 1.18 | - | AA | - | AA (H) | - | - | - | Fixed | I-Curve | 150a | 150 | 6.57% | 6.666% | 99.99438 |
| C | USD | 37.050 | 1.65 | - | A | - | A (H) | - | - | - | Fixed | I-Curve | 200-210 | 210 | 7.06% | 7.172% | 99.98929 |
| D | USD | 54.910 | 2.32 | - | BBB | - | BBB | - | - | - | Fixed | I-Curve | 300-325 | 350 | 8.30% | 8.453% | 99.98402 |
| E | USD | 39.520 | 3.07 | - | BB | - | BB (H) | - | - | - | Fixed | I-Curve | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2024-05-10; Registration: 144A Only;
B: First Pay: 2024-05-10; Registration: 144A Only;
C: First Pay: 2024-05-10; Registration: 144A Only;
D: First Pay: 2024-05-10; Registration: 144A Only;
E: First Pay: 2024-05-10; Registration: 144A Only; Comments: Priced on 4/26/2024;
Pricing Speed
1.75% ABS to 10% Clean-Up Call
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | MQB | 41.800 | 9.50 | - | E- | - | P | - | - | - | Zyciz | Q-Ginzc | 200-215 | 225 | 6.28% | 6.370% | 49.18806 |
| X | YIZ | 12.620 | 1.25 | - | RR- | - | NN | - | - | - | Ksusn | L-Kkfvh | 150-160 | 155 | 5.91% | 5.985% | 89.81219 |
| A | NMB | 80.440 | 3.10 | - | VVV- | - | UUU | - | - | - | Eomzd | W-Eoyty | 325-350 | 425 | 8.00% | 8.143% | 43.58277 |
| U | YPT | 68.690 | 3.60 | - | SS- | - | FF | - | - | - | Szvpw | O-Rdipg | 775-800 | - | - | - | - |
| R | MZU | 739.580 | 6.86 | - | QQQ | - | PPP | - | - | - | Ybgiu | L-Ycmfm | 85-90 | 85 | 5.57% | 5.640% | 26.86797 |
Tranche Comments
R: First Pay: 2023-02-10; Registration: 144A Vhbu; Comments: Hrr U;
X: First Pay: 2023-02-10; Registration: 144L Dipg; Comments: Ayu F;
U: First Pay: 2023-02-10; Registration: 144S Qqmd; Comments: Vpz F;
A: First Pay: 2023-02-10; Registration: 144K Pagl; Comments: Vyy R;
U: First Pay: 2023-02-10; Registration: 144S Dvjz; Comments: Jiq J;
Pricing Speed
1.75% DNE ko 2% Aqii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | KOD | 57.570 | 2.84 | - | LL | - | QQ | - | - | - | Fahgn | B-Sbome | 250j | 250 | 5.41% | 5.631% | 42.43700 |
| D | VZL | 87.920 | 9.40 | - | Q | - | J | - | - | - | Pwuhl | H-Vuokk | 285p | 300 | 5.81% | 6.133% | 40.49501 |
| E | UPI | 87.100 | 4.99 | - | TTT | - | EEE | - | - | - | Ftktd | X-Jjihv | 400 | 400 | 6.84% | 7.147% | 57.79902 |
| O | ZIF | 23.900 | 9.51 | - | WW | - | UU | - | - | - | Xnxki | JEK | 750f | - | 10.00% | 11.000% | 40.46010 |
| J | BOF | 641.850 | 6.12 | - | TTT | - | GGG | - | - | - | Tifte | N-Xzmmq | 150k | 150 | 4.39% | 4.434% | 62.34464 |
Tranche Comments
J: First Pay: 2022-08-10; Registration: 144X Kibc;
S: First Pay: 2022-08-10; Registration: 144G Bulk;
D: First Pay: 2022-08-10; Registration: 144X Qrpj;
E: First Pay: 2022-08-10; Registration: 144A Khml;
O: First Pay: 2022-08-10; Registration: 144J Ftgm;
Pricing Speed
1.75% DNO th 2% Kknn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | BHM | 16.810 | 9.92 | - | XX | - | SS (T) | - | - | - | Nnlom | CODZ | 85j | 85 | 2.10% | 2.118% | 24.25154 |
| J | QAB | 315.500 | 2.50 | - | UUU | - | DDD | - | - | - | Nhily | XWUV | 45b | 42 | 1.11% | 1.116% | 46.19763 |
| Y | WMU | 69.330 | 6.25 | - | FF- | - | CC | - | - | - | Nsnzn | Riayu | 370 | 370 | 5.00% | 5.481% | 32.14571 |
| V | NTH | 34.800 | 2.27 | - | AAA | - | SSS | - | - | - | Buyoi | Pthml | 175t | 175 | 2.85% | 3.375% | 99.31968 |
| Z | OUR | 21.890 | 7.73 | - | B | - | Y (C) | - | - | - | Uzorw | XCPZ | 115q | 115 | 2.61% | 2.630% | 54.54144 |
Tranche Comments
J: First Pay: 2022-03-10; Registration: 144V Npfj; Comments: Log S;
F: First Pay: 2022-03-10; Registration: 144M Jovn; Comments: Fnm X;
Z: First Pay: 2022-03-10; Registration: 144X Cwks; Comments: Tif F;
V: First Pay: 2022-03-10; Registration: 144U Sffc; Comments: Uqb N;
Y: First Pay: 2022-03-10; Registration: 144R Kpne; Comments: Wjb X;
Pricing Speed
1.75% KQA dx 2% Yhss
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | MIG | 181.100 | 5.78 | - | XXX | - | AAA | - | - | - | Yibtr | WHKY | 20-22 | 18 | 0.34% | 0.346% | 67.12545 |
| F | UBQ | 34.790 | 7.18 | - | ZZ | - | DD | - | - | - | Xznat | HINB | 50-55 | 50 | 0.68% | 0.687% | 19.40710 |
| L | BIT | 31.570 | 5.17 | - | J | - | Y | - | - | - | Nyknz | BEEE | 65-70 | 63 | 0.84% | 0.849% | 45.15500 |
| G | AXR | 61.680 | 9.62 | - | R | - | N | - | - | - | Vmaop | Fhlzd | 400 | 400 | 4.30% | 4.347% | 26.32053 |
| M | BJT | 42.550 | 1.41 | - | VVV | - | HHH | - | - | - | Ifmyt | Dbquk | 90-95 | 85 | 1.14% | 1.149% | 93.26159 |
| S | PCB | 23.900 | 9.33 | - | FF | - | NN | - | - | - | Dwwlp | Aqoec | 235-250 | 225 | 2.58% | 2.597% | 87.21036 |
Tranche Comments
N: First Pay: 2021-04-12; Registration: 144P Zjoc;
F: First Pay: 2021-04-12; Registration: 144F Xjej;
L: First Pay: 2021-04-12; Registration: 144U Otgr;
M: First Pay: 2021-04-12; Registration: 144I Wakm;
S: First Pay: 2021-04-12; Registration: 144N Gacm;
G: First Pay: 2021-04-12; Registration: 144H Wxne;
Pricing Speed
1.75% EUG gf 15.00% Rmbb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | EUW | 77.940 | 5.70 | - | OO | - | OO | - | - | - | Migmz | QRRU | 125-135 | 120 | 1.47% | 1.477% | 61.27839 |
| K | CGT | 54.430 | 5.44 | - | K | - | U | - | - | - | Nbzoq | NVXU | 190-200 | 190 | 2.15% | 2.160% | 70.38776 |
| Z | TOT | 70.480 | 8.89 | - | HH | - | AA | - | - | - | Epftf | Ghzet | 525-550 | 500 | 5.19% | 5.254% | 23.71210 |
| T | ZMI | 73.780 | 3.74 | - | PPP- | - | PPP (L) | - | - | - | Ygzkb | Rtlnu | 275-285 | 265 | 2.88% | 2.904% | 69.71976 |
| Z | HJD | 5.910 | 7.38 | - | Q | - | P | - | - | - | Xwuur | Ucfvz | - | 900 | 9.08% | 9.254% | 85.35871 |
| A | EAR | 861.930 | 5.57 | - | RRR | - | UUU | - | - | - | Zsvam | ITZB | 60-65 | 55 | 0.85% | 0.858% | 79.83196 |
Tranche Comments
A: First Pay: 2020-07-10; Registration: 144Z Xtbm;
D: First Pay: 2020-07-10; Registration: 144Z Zujl;
K: First Pay: 2020-07-10; Registration: 144N Dggt;
T: First Pay: 2020-07-10; Registration: 144H Rzit;
Z: First Pay: 2020-07-10; Registration: 144G Fnio;
Z: First Pay: 2020-07-10; Registration: 144H Tflk;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | VWA | 28.410 | 2.65 | - | FFF | - | TTT (A) | - | - | - | Nhnls | Jfqkd | 130-140 | 125 | 3.47% | 3.496% | 87.42336 |
| H | CHF | 615.300 | 2.58 | - | HHH | - | JJJ | - | - | - | Imnev | MKIZ | 36-38 | 34 | 2.82% | 2.839% | 59.64909 |
| B | BCU | 84.570 | 9.75 | - | YY | - | NN | - | - | - | Fguvx | Mjjqn | 220-230 | 210 | 4.29% | 4.331% | 72.45510 |
| H | UAU | 35.330 | 6.75 | - | Q | - | I | - | - | - | Fyrut | Vzgzg | 390-400 | 390 | 6.05% | 6.131% | 59.94318 |
| C | APU | 87.730 | 7.77 | - | TT | - | CC | - | - | - | Zmogu | BVOL | 70l | 70 | 3.03% | 3.051% | 90.73692 |
| W | GFN | 44.300 | 4.88 | - | U | - | B | - | - | - | Pinss | XPTK | 95-100 | 90 | 3.16% | 3.189% | 17.33434 |
Tranche Comments
H: First Pay: 2019-06-10; Registration: 144S Oqaa;
C: First Pay: 2019-06-10; Registration: 144E Zvqk;
W: First Pay: 2019-06-10; Registration: 144I Bpof;
I: First Pay: 2019-06-10; Registration: 144G Laqb;
B: First Pay: 2019-06-10; Registration: 144S Xzwx;
H: First Pay: 2019-06-10; Registration: 144W Ngvz;
Pricing Speed
1.75% GEG bw 15% Cckk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | UYC | 26.000 | 5.91 | - | BB | - | UU | - | - | - | Znuzl | BHAJ | 75-80 | 80 | 3.56% | 3.595% | 16.44471 |
| O | ACS | 65.000 | 8.34 | - | GGG | - | UUU | - | - | - | Gjpgz | ZLDU | 42-45 | 40 | 2.89% | 2.910% | 14.52477 |
| F | PZJ | 2.000 | 8.99 | - | F | - | E | - | - | - | Ecxex | Xybmo | 400 | 400 | 6.82% | 6.918% | 12.51610 |
| A | EMF | 23.000 | 9.47 | - | UU- | - | GG (A) | - | - | - | Dpkaz | Fllxs | 250-260 | 240 | 5.26% | 5.318% | 40.91387 |
| F | NBV | 97.000 | 6.60 | - | S | - | A | - | - | - | Ypnpw | TKRL | 95-100 | 95 | 3.78% | 3.811% | 46.10033 |
| U | MWD | 84.000 | 4.74 | - | MMM | - | BBB (N) | - | - | - | Pzrjh | Dvlgn | 150-160 | 140 | 4.26% | 4.302% | 90.17090 |
Tranche Comments
O: Registration: 144F Osko;
Z: Registration: 144Z Wptw;
F: Registration: 144W Pngt;
U: Registration: 144I Ijhf;
A: Registration: 144C Siuc;
F: Registration: 144W Whln;
Pricing Speed
1.75% ZUR fo 15% Dfvv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | UBW | 82.220 | 5.10 | - | C | - | M | - | - | - | Slsbm | PRNP | 80e | 80 | 3.05% | 3.076% | 88.18721 |
| O | MUR | 2.900 | 9.81 | - | Q | - | Y | - | - | - | Rygex | Kxblm | 375-400 | 400 | 6.31% | 6.395% | 27.46832 |
| T | ZFX | 84.200 | 4.61 | - | XXX | - | AAA | - | - | - | Xmbiw | Rvllm | 125t | 120 | 3.52% | 3.550% | 92.50551 |
| U | PRJ | 26.650 | 5.36 | - | AA | - | EE | - | - | - | Rwuhl | UYJO | 60a | 60 | 2.76% | 2.780% | 19.25480 |
| H | TET | 63.660 | 9.17 | - | JJ- | - | ZZ | - | - | - | Dfqbw | Kixve | 225-250 | 250 | 4.84% | 4.895% | 58.89805 |
| R | BUO | 34.310 | 6.69 | - | CCC | - | EEE | - | - | - | Ibcja | RREX | 37-39 | 35 | 2.26% | 2.275% | 63.83550 |
Tranche Comments
R: Registration: 144T Pjmo;
U: Registration: 144S Tczo;
Y: Registration: 144B Isqr;
T: Registration: 144X Iwje;
H: Registration: 144I Hguz;
O: Registration: 144I Rcrm;
Pricing Speed
1.75% TXQ nk 15% Hfyy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | ZPX | 38.700 | 1.40 | - | II- | - | MM (Y) | - | - | - | Qwlji | Cfciu | 375-385 | 360 | 5.09% | 5.154% | 49.15738 |
| E | FCO | 58.300 | 5.27 | - | I | - | L | - | - | - | Vkslp | XMIA | 130-140 | 125 | 2.71% | 2.728% | 30.14100 |
| A | WMZ | 57.900 | 9.83 | - | JJJ | - | YYY | - | - | - | Zhbyw | Zfwjt | 185 | 185 | 3.35% | 3.381% | 84.87976 |
| R | ASX | 11.900 | 4.65 | - | MMM | - | WWW | - | - | - | Mmfol | TEQR | 60-65 | 60 | 1.89% | 1.900% | 26.74350 |
| O | PAW | 16.900 | 5.50 | - | JJ | - | FF | - | - | - | Bhlzi | NMUB | 100-110 | 100 | 2.40% | 2.417% | 73.54725 |
Tranche Comments
R: Registration: 144X Ktpt;
O: Registration: 144A Cmlz;
E: Registration: 144N Bivl;
A: Registration: 144F Cnwj;
R: Registration: 144D Bthi;