| 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 |
|---|
| M | ECT | 54.120 | 3.10 | - | OOO- | - | QQQ | - | - | - | Zhsfi | T-Bnppj | 325-350 | 425 | 8.00% | 8.143% | 82.18579 |
| P | NNQ | 97.390 | 5.98 | - | AA- | - | OO | - | - | - | Ywyre | J-Yipgd | 150-160 | 155 | 5.91% | 5.985% | 47.94467 |
| J | EFC | 64.300 | 7.60 | - | V- | - | D | - | - | - | Otced | X-Oshdu | 200-215 | 225 | 6.28% | 6.370% | 81.62577 |
| W | YXV | 18.480 | 5.74 | - | BB- | - | RR | - | - | - | Awkvg | A-Vuoni | 775-800 | - | - | - | - |
| A | POM | 993.470 | 3.92 | - | PPP | - | ZZZ | - | - | - | Ygpob | P-Eadln | 85-90 | 85 | 5.57% | 5.640% | 24.31821 |
Tranche Comments
A: First Pay: 2023-02-10; Registration: 144N Aumg; Comments: Vjf Y;
P: First Pay: 2023-02-10; Registration: 144N Ahqw; Comments: Ekp W;
J: First Pay: 2023-02-10; Registration: 144F Adsx; Comments: Mea C;
M: First Pay: 2023-02-10; Registration: 144D Zqib; Comments: Rnx I;
W: First Pay: 2023-02-10; Registration: 144B Wboh; Comments: Jwn P;
Pricing Speed
1.75% GFB mp 2% Lgff
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | TEL | 89.100 | 1.18 | - | II | - | RR | - | - | - | Qybuy | GKT | 750i | - | 10.00% | 11.000% | 79.94770 |
| L | LVV | 995.630 | 3.47 | - | NNN | - | LLL | - | - | - | Gixuo | J-Ifiyw | 150q | 150 | 4.39% | 4.434% | 63.84172 |
| N | UFA | 29.420 | 3.70 | - | V | - | V | - | - | - | Aswtd | I-Fgjim | 285f | 300 | 5.81% | 6.133% | 62.10089 |
| H | VJR | 22.210 | 1.64 | - | MMM | - | UUU | - | - | - | Cfupi | V-Szmcm | 400 | 400 | 6.84% | 7.147% | 19.63239 |
| O | NCP | 65.850 | 7.77 | - | RR | - | QQ | - | - | - | Ecmrv | I-Pnagg | 250b | 250 | 5.41% | 5.631% | 48.86100 |
Tranche Comments
L: First Pay: 2022-08-10; Registration: 144D Jrpi;
O: First Pay: 2022-08-10; Registration: 144Z Irhr;
N: First Pay: 2022-08-10; Registration: 144P Ksbu;
H: First Pay: 2022-08-10; Registration: 144I Mkpm;
S: First Pay: 2022-08-10; Registration: 144H Wqtk;
Pricing Speed
1.75% YEY zm 2% Evhh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | ETF | 831.700 | 9.35 | - | PPP | - | XXX | - | - | - | Nnypp | JZZR | 45z | 42 | 1.11% | 1.116% | 73.89743 |
| X | PQW | 10.780 | 6.69 | - | YY | - | TT (A) | - | - | - | Mcbge | CXQD | 85k | 85 | 2.10% | 2.118% | 12.26268 |
| P | QVR | 86.200 | 9.20 | - | BBB | - | VVV | - | - | - | Cglxv | Vuija | 175w | 175 | 2.85% | 3.375% | 32.14973 |
| X | XKV | 20.710 | 5.53 | - | G | - | C (G) | - | - | - | Omfwl | ETEN | 115v | 115 | 2.61% | 2.630% | 11.66948 |
| R | MOO | 40.460 | 5.45 | - | QQ- | - | JJ | - | - | - | Vjncg | Lhfkw | 370 | 370 | 5.00% | 5.481% | 43.29520 |
Tranche Comments
N: First Pay: 2022-03-10; Registration: 144G Chie; Comments: Msf V;
X: First Pay: 2022-03-10; Registration: 144P Vuif; Comments: Gyp J;
X: First Pay: 2022-03-10; Registration: 144C Tolt; Comments: Stu C;
P: First Pay: 2022-03-10; Registration: 144A Mxmq; Comments: Yqi W;
R: First Pay: 2022-03-10; Registration: 144M Rxsj; Comments: Roe Q;
Pricing Speed
1.75% FDL gu 2% Gdrr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | MED | 33.260 | 7.31 | - | KKK | - | ZZZ | - | - | - | Yvasb | Kqgch | 90-95 | 85 | 1.14% | 1.149% | 14.28373 |
| M | HWG | 94.750 | 3.29 | - | BB | - | II | - | - | - | Tclqb | XYPO | 50-55 | 50 | 0.68% | 0.687% | 21.47532 |
| G | ZRN | 984.200 | 1.89 | - | GGG | - | DDD | - | - | - | Suzeg | OZXA | 20-22 | 18 | 0.34% | 0.346% | 64.74680 |
| Y | VEL | 88.620 | 3.14 | - | I | - | T | - | - | - | Syjai | Diqrt | 400 | 400 | 4.30% | 4.347% | 74.42842 |
| C | POH | 29.600 | 4.60 | - | YY | - | DD | - | - | - | Drfiw | Hxuyl | 235-250 | 225 | 2.58% | 2.597% | 98.84513 |
| H | WWD | 84.800 | 4.75 | - | P | - | B | - | - | - | Uwgib | XDSI | 65-70 | 63 | 0.84% | 0.849% | 68.54756 |
Tranche Comments
G: First Pay: 2021-04-12; Registration: 144P Fhxr;
M: First Pay: 2021-04-12; Registration: 144W Erxy;
H: First Pay: 2021-04-12; Registration: 144K Hmdi;
L: First Pay: 2021-04-12; Registration: 144J Tevr;
C: First Pay: 2021-04-12; Registration: 144Q Ouav;
Y: First Pay: 2021-04-12; Registration: 144J Mgam;
Pricing Speed
1.75% XQE fv 15.00% Vfee
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | EZI | 74.520 | 9.44 | - | B | - | L | - | - | - | Sszyf | HXVO | 190-200 | 190 | 2.15% | 2.160% | 43.64337 |
| E | PZS | 76.230 | 1.37 | - | EEE- | - | EEE (A) | - | - | - | Zlrgd | Dfauo | 275-285 | 265 | 2.88% | 2.904% | 22.60976 |
| K | NSU | 16.630 | 4.70 | - | YY | - | OO | - | - | - | Pabzt | CVHP | 125-135 | 120 | 1.47% | 1.477% | 25.80195 |
| M | CZW | 263.520 | 9.48 | - | SSS | - | OOO | - | - | - | Vlzpd | JTCC | 60-65 | 55 | 0.85% | 0.858% | 23.55591 |
| R | VRT | 68.800 | 1.13 | - | WW | - | HH | - | - | - | Aicxh | Forru | 525-550 | 500 | 5.19% | 5.254% | 57.95750 |
| J | AMN | 5.330 | 6.12 | - | L | - | G | - | - | - | Znvxy | Ruhkn | - | 900 | 9.08% | 9.254% | 22.84909 |
Tranche Comments
M: First Pay: 2020-07-10; Registration: 144J Bwvc;
K: First Pay: 2020-07-10; Registration: 144W Mbbo;
T: First Pay: 2020-07-10; Registration: 144J Cjrf;
E: First Pay: 2020-07-10; Registration: 144W Tzpj;
R: First Pay: 2020-07-10; Registration: 144W Vcvk;
J: First Pay: 2020-07-10; Registration: 144U Fmmy;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | AZD | 406.100 | 1.99 | - | HHH | - | GGG | - | - | - | Gggwy | VLWP | 36-38 | 34 | 2.82% | 2.839% | 93.39155 |
| Z | CMG | 72.700 | 3.40 | - | D | - | V | - | - | - | Xcxzm | XNOV | 95-100 | 90 | 3.16% | 3.189% | 50.69621 |
| B | FVF | 86.520 | 3.77 | - | OO | - | XX | - | - | - | Eblhi | AOTT | 70s | 70 | 3.03% | 3.051% | 18.57289 |
| R | WLS | 32.530 | 4.16 | - | H | - | W | - | - | - | Htsza | Yocob | 390-400 | 390 | 6.05% | 6.131% | 84.45130 |
| B | BEX | 36.880 | 2.86 | - | BBB | - | TTT (C) | - | - | - | Pmool | Vlyfo | 130-140 | 125 | 3.47% | 3.496% | 21.96058 |
| Q | KVW | 26.760 | 4.36 | - | ZZ | - | JJ | - | - | - | Nfilw | Ewfuh | 220-230 | 210 | 4.29% | 4.331% | 52.95057 |
Tranche Comments
O: First Pay: 2019-06-10; Registration: 144E Ewhd;
B: First Pay: 2019-06-10; Registration: 144J Avue;
Z: First Pay: 2019-06-10; Registration: 144B Prhl;
B: First Pay: 2019-06-10; Registration: 144H Nxis;
Q: First Pay: 2019-06-10; Registration: 144W Ndle;
R: First Pay: 2019-06-10; Registration: 144M Fuxa;
Pricing Speed
1.75% NDU vx 15% Ojbb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | FBN | 49.000 | 3.70 | - | U | - | R | - | - | - | Ffxuk | CTHE | 95-100 | 95 | 3.78% | 3.811% | 95.69448 |
| U | XAH | 5.000 | 4.21 | - | G | - | N | - | - | - | Quosn | Yvfju | 400 | 400 | 6.82% | 6.918% | 35.87556 |
| Q | HZL | 12.000 | 3.93 | - | TTT | - | AAA | - | - | - | Yrnkb | PXJC | 42-45 | 40 | 2.89% | 2.910% | 67.60835 |
| K | IAC | 93.000 | 8.58 | - | XX | - | OO | - | - | - | Tuxqb | OJCJ | 75-80 | 80 | 3.56% | 3.595% | 31.24073 |
| V | GMK | 49.000 | 7.48 | - | RRR | - | HHH (E) | - | - | - | Qowwr | Bttdr | 150-160 | 140 | 4.26% | 4.302% | 58.55175 |
| Q | XAG | 26.000 | 6.14 | - | DD- | - | FF (X) | - | - | - | Flzgi | Nrcly | 250-260 | 240 | 5.26% | 5.318% | 52.79092 |
Tranche Comments
Q: Registration: 144X Poue;
K: Registration: 144D Nohi;
N: Registration: 144I Gerz;
V: Registration: 144K Nsqm;
Q: Registration: 144L Krxx;
U: Registration: 144U Ahvs;
Pricing Speed
1.75% QRF fv 15% Nntt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | IXG | 24.760 | 9.56 | - | OOO | - | AAA | - | - | - | Zqywd | Nmivw | 125c | 120 | 3.52% | 3.550% | 43.54809 |
| O | OJP | 52.570 | 4.46 | - | PPP | - | NNN | - | - | - | Jhikn | AMUI | 37-39 | 35 | 2.26% | 2.275% | 44.23380 |
| E | KCP | 9.200 | 1.48 | - | A | - | U | - | - | - | Wrpfd | Zdhht | 375-400 | 400 | 6.31% | 6.395% | 62.35742 |
| T | OQC | 14.340 | 9.34 | - | M | - | Q | - | - | - | Itpbs | CEOW | 80l | 80 | 3.05% | 3.076% | 28.29142 |
| H | ZTO | 40.960 | 9.26 | - | AA | - | QQ | - | - | - | Rggob | IGAL | 60k | 60 | 2.76% | 2.780% | 77.73260 |
| G | FTT | 30.820 | 9.76 | - | CC- | - | JJ | - | - | - | Qfywq | Femyf | 225-250 | 250 | 4.84% | 4.895% | 19.34588 |
Tranche Comments
O: Registration: 144G Ynel;
H: Registration: 144L Kehj;
T: Registration: 144B Ydxh;
Q: Registration: 144F Xurd;
G: Registration: 144D Gmiw;
E: Registration: 144R Cuzn;
Pricing Speed
1.75% EOZ wj 15% Zymm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | CEI | 27.900 | 5.60 | - | MM | - | XX | - | - | - | Uybxb | BPQE | 100-110 | 100 | 2.40% | 2.417% | 15.40405 |
| I | EKP | 74.100 | 2.45 | - | TTT | - | PPP | - | - | - | Hqhfw | Nfvti | 185 | 185 | 3.35% | 3.381% | 19.14817 |
| G | QST | 54.900 | 7.78 | - | D | - | G | - | - | - | Lgcyt | WTLA | 130-140 | 125 | 2.71% | 2.728% | 24.86620 |
| G | WTB | 94.100 | 2.93 | - | FFF | - | WWW | - | - | - | Hijzk | ADOW | 60-65 | 60 | 1.89% | 1.900% | 58.64273 |
| I | HOS | 49.200 | 8.63 | - | SS- | - | AA (A) | - | - | - | Bmgzp | Kwdkl | 375-385 | 360 | 5.09% | 5.154% | 60.80182 |
Tranche Comments
G: Registration: 144D Mwre;
P: Registration: 144I Xsdn;
G: Registration: 144A Sdbw;
I: Registration: 144S Cxpa;
I: Registration: 144N Baxl;