| 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 |
|---|
| A | TQI | 11.830 | 2.27 | - | XX- | - | NN | - | - | - | Oblch | D-Bqdax | 150-160 | 155 | 5.91% | 5.985% | 48.97828 |
| M | FXS | 77.170 | 2.90 | - | RRR- | - | TTT | - | - | - | Zpqnn | G-Itfjy | 325-350 | 425 | 8.00% | 8.143% | 85.33834 |
| K | QLR | 81.770 | 6.70 | - | UU- | - | LL | - | - | - | Sammq | O-Dxriv | 775-800 | - | - | - | - |
| K | UQE | 71.800 | 5.90 | - | L- | - | C | - | - | - | Okhcs | Z-Vjhvr | 200-215 | 225 | 6.28% | 6.370% | 35.91997 |
| G | IFU | 350.690 | 4.93 | - | RRR | - | GGG | - | - | - | Kqvip | W-Qoufz | 85-90 | 85 | 5.57% | 5.640% | 71.29923 |
Tranche Comments
G: First Pay: 2023-02-10; Registration: 144X Avgp; Comments: Gei B;
A: First Pay: 2023-02-10; Registration: 144M Mgby; Comments: Hei S;
K: First Pay: 2023-02-10; Registration: 144Y Lvwu; Comments: Lpr X;
M: First Pay: 2023-02-10; Registration: 144A Vxxk; Comments: Mtw K;
K: First Pay: 2023-02-10; Registration: 144B Upkl; Comments: Iko Y;
Pricing Speed
1.75% GBB iy 2% Aymm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | RHZ | 52.860 | 8.83 | - | DDD | - | III | - | - | - | Xfifn | A-Okwli | 400 | 400 | 6.84% | 7.147% | 65.28329 |
| D | KTV | 836.950 | 9.33 | - | AAA | - | SSS | - | - | - | Efzta | B-Lhtux | 150v | 150 | 4.39% | 4.434% | 85.63112 |
| M | MFN | 50.390 | 6.68 | - | CC | - | HH | - | - | - | Mtlid | L-Amadn | 250q | 250 | 5.41% | 5.631% | 28.29100 |
| H | XCK | 32.650 | 5.60 | - | X | - | C | - | - | - | Imftp | A-Roclr | 285k | 300 | 5.81% | 6.133% | 89.81514 |
| L | EXX | 84.700 | 9.79 | - | MM | - | ZZ | - | - | - | Ewcln | RTY | 750q | - | 10.00% | 11.000% | 57.55750 |
Tranche Comments
D: First Pay: 2022-08-10; Registration: 144T Mtri;
M: First Pay: 2022-08-10; Registration: 144D Mrxf;
H: First Pay: 2022-08-10; Registration: 144S Djer;
V: First Pay: 2022-08-10; Registration: 144P Oqxo;
L: First Pay: 2022-08-10; Registration: 144X Ueqi;
Pricing Speed
1.75% JNK mh 2% Kyww
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | CJB | 450.300 | 9.11 | - | HHH | - | QQQ | - | - | - | Wzzys | EAJB | 45l | 42 | 1.11% | 1.116% | 57.58156 |
| L | UNU | 86.340 | 8.11 | - | WW | - | II (K) | - | - | - | Ggvmg | YKPL | 85o | 85 | 2.10% | 2.118% | 15.43964 |
| A | HZH | 26.600 | 4.55 | - | UUU | - | FFF | - | - | - | Onsyb | Obauq | 175n | 175 | 2.85% | 3.375% | 53.85097 |
| C | XBH | 62.630 | 3.45 | - | T | - | O (O) | - | - | - | Olhsr | OQEK | 115g | 115 | 2.61% | 2.630% | 99.75856 |
| E | WBP | 10.250 | 7.85 | - | TT- | - | XX | - | - | - | Yjgut | Cidxd | 370 | 370 | 5.00% | 5.481% | 45.27671 |
Tranche Comments
R: First Pay: 2022-03-10; Registration: 144Q Xavy; Comments: Hbk S;
L: First Pay: 2022-03-10; Registration: 144C Koig; Comments: Mrp C;
C: First Pay: 2022-03-10; Registration: 144G Qpgj; Comments: Wud P;
A: First Pay: 2022-03-10; Registration: 144H Avad; Comments: Pil D;
E: First Pay: 2022-03-10; Registration: 144V Yiaz; Comments: Kff A;
Pricing Speed
1.75% MFI et 2% Xcss
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | UWU | 18.450 | 1.41 | - | RR | - | FF | - | - | - | Hsxcc | YDUP | 50-55 | 50 | 0.68% | 0.687% | 58.21040 |
| M | QBZ | 393.500 | 4.34 | - | PPP | - | WWW | - | - | - | Dkmrr | CPBP | 20-22 | 18 | 0.34% | 0.346% | 31.72158 |
| T | ZMZ | 64.500 | 1.39 | - | KK | - | TT | - | - | - | Qwvbw | Mvjgl | 235-250 | 225 | 2.58% | 2.597% | 22.86497 |
| T | TMM | 77.540 | 9.26 | - | N | - | H | - | - | - | Mkzyl | Efebh | 400 | 400 | 4.30% | 4.347% | 29.75253 |
| U | VIL | 33.620 | 5.35 | - | III | - | AAA | - | - | - | Lzhlr | Rogcb | 90-95 | 85 | 1.14% | 1.149% | 39.19631 |
| R | FZW | 14.390 | 5.53 | - | Z | - | B | - | - | - | Snwje | ZHSM | 65-70 | 63 | 0.84% | 0.849% | 60.46587 |
Tranche Comments
M: First Pay: 2021-04-12; Registration: 144R Tzjq;
Y: First Pay: 2021-04-12; Registration: 144T Lkwh;
R: First Pay: 2021-04-12; Registration: 144D Copl;
U: First Pay: 2021-04-12; Registration: 144E Wnaw;
T: First Pay: 2021-04-12; Registration: 144Q Wrdb;
T: First Pay: 2021-04-12; Registration: 144B Oilu;
Pricing Speed
1.75% IAE du 15.00% Svyy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | WQR | 41.400 | 2.62 | - | F | - | S | - | - | - | Souiu | XMNM | 190-200 | 190 | 2.15% | 2.160% | 64.13539 |
| O | JUH | 34.190 | 9.57 | - | CC | - | BB | - | - | - | Nmogh | Qeddr | 525-550 | 500 | 5.19% | 5.254% | 42.24420 |
| J | QSM | 20.320 | 4.60 | - | DD | - | CC | - | - | - | Gukwu | GBWY | 125-135 | 120 | 1.47% | 1.477% | 85.70533 |
| K | ITL | 9.570 | 7.82 | - | Q | - | O | - | - | - | Sjkaw | Jgtjj | - | 900 | 9.08% | 9.254% | 93.59436 |
| J | GBX | 149.180 | 6.32 | - | MMM | - | PPP | - | - | - | Wfzka | UGYP | 60-65 | 55 | 0.85% | 0.858% | 92.79691 |
| Q | QHS | 28.370 | 6.59 | - | AAA- | - | DDD (T) | - | - | - | Xocei | Etddu | 275-285 | 265 | 2.88% | 2.904% | 42.52410 |
Tranche Comments
J: First Pay: 2020-07-10; Registration: 144L Kxij;
J: First Pay: 2020-07-10; Registration: 144W Quok;
X: First Pay: 2020-07-10; Registration: 144K Hdkr;
Q: First Pay: 2020-07-10; Registration: 144D Vnbz;
O: First Pay: 2020-07-10; Registration: 144Q Foty;
K: First Pay: 2020-07-10; Registration: 144Q Lroq;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | IZG | 604.600 | 1.52 | - | PPP | - | JJJ | - | - | - | Mvjvt | XEGM | 36-38 | 34 | 2.82% | 2.839% | 31.11087 |
| R | CYC | 43.640 | 5.56 | - | AAA | - | XXX (Y) | - | - | - | Sobuw | Nugks | 130-140 | 125 | 3.47% | 3.496% | 10.15371 |
| M | OCN | 57.600 | 1.60 | - | K | - | I | - | - | - | Uicpz | KTBI | 95-100 | 90 | 3.16% | 3.189% | 15.27921 |
| E | OOV | 66.320 | 7.62 | - | FF | - | JJ | - | - | - | Juxcz | UUZI | 70e | 70 | 3.03% | 3.051% | 41.17836 |
| L | EGW | 25.810 | 7.42 | - | D | - | M | - | - | - | Ccglc | Tqtlx | 390-400 | 390 | 6.05% | 6.131% | 75.80966 |
| F | MXH | 44.880 | 8.47 | - | VV | - | NN | - | - | - | Swnbm | Lgdbh | 220-230 | 210 | 4.29% | 4.331% | 28.35070 |
Tranche Comments
Z: First Pay: 2019-06-10; Registration: 144S Xncd;
E: First Pay: 2019-06-10; Registration: 144Q Nzmu;
M: First Pay: 2019-06-10; Registration: 144D Rxqd;
R: First Pay: 2019-06-10; Registration: 144M Bjeg;
F: First Pay: 2019-06-10; Registration: 144Z Qjpf;
L: First Pay: 2019-06-10; Registration: 144E Kgnn;
Pricing Speed
1.75% YPP ys 15% Xcll
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | ZYH | 49.000 | 3.52 | - | YYY | - | CCC (D) | - | - | - | Tccht | Klnpw | 150-160 | 140 | 4.26% | 4.302% | 65.72151 |
| K | BWJ | 9.000 | 5.86 | - | I | - | A | - | - | - | Ybuxt | Ggmcz | 400 | 400 | 6.82% | 6.918% | 64.79236 |
| O | FVA | 38.000 | 5.89 | - | FF- | - | NN (X) | - | - | - | Mqatd | Jtkbl | 250-260 | 240 | 5.26% | 5.318% | 37.56127 |
| S | YRI | 99.000 | 4.33 | - | EE | - | II | - | - | - | Eniuc | BIMW | 75-80 | 80 | 3.56% | 3.595% | 14.59438 |
| H | ECS | 53.000 | 7.10 | - | BBB | - | YYY | - | - | - | Nhhuo | RCTK | 42-45 | 40 | 2.89% | 2.910% | 74.79716 |
| A | HMS | 63.000 | 2.80 | - | G | - | B | - | - | - | Xvazs | YIQV | 95-100 | 95 | 3.78% | 3.811% | 15.99727 |
Tranche Comments
H: Registration: 144W Aagh;
S: Registration: 144J Bxpi;
A: Registration: 144P Cfxe;
Z: Registration: 144U Rtni;
O: Registration: 144G Rmgz;
K: Registration: 144K Pxil;
Pricing Speed
1.75% FHH et 15% Qdxx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | ZQW | 2.200 | 9.57 | - | K | - | M | - | - | - | Srvos | Entwc | 375-400 | 400 | 6.31% | 6.395% | 93.46986 |
| W | UIS | 91.520 | 8.54 | - | ZZ- | - | II | - | - | - | Bnypd | Xylpe | 225-250 | 250 | 4.84% | 4.895% | 54.35191 |
| W | EXO | 71.710 | 5.50 | - | WW | - | FF | - | - | - | Ncnpf | JXMF | 60c | 60 | 2.76% | 2.780% | 11.76070 |
| Q | MUQ | 91.850 | 6.14 | - | R | - | J | - | - | - | Kgiuj | MVHK | 80w | 80 | 3.05% | 3.076% | 90.96585 |
| V | JLL | 95.660 | 7.21 | - | ZZZ | - | RRR | - | - | - | Dvopx | Wobfy | 125y | 120 | 3.52% | 3.550% | 13.70127 |
| M | NAK | 69.750 | 2.38 | - | NNN | - | SSS | - | - | - | Yahjp | WOYG | 37-39 | 35 | 2.26% | 2.275% | 43.36970 |
Tranche Comments
M: Registration: 144W Anvr;
W: Registration: 144B Nfeg;
Q: Registration: 144T Cniq;
V: Registration: 144G Eunw;
W: Registration: 144A Znab;
I: Registration: 144B Mjxh;
Pricing Speed
1.75% DNW ty 15% Numm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | YLN | 10.600 | 5.14 | - | M | - | I | - | - | - | Ycijl | EEOX | 130-140 | 125 | 2.71% | 2.728% | 44.23750 |
| S | HWQ | 63.300 | 9.61 | - | OOO | - | XXX | - | - | - | Tizbd | GHHT | 60-65 | 60 | 1.89% | 1.900% | 96.37974 |
| N | WLY | 69.700 | 2.68 | - | BBB | - | RRR | - | - | - | Myqsb | Lezca | 185 | 185 | 3.35% | 3.381% | 22.57925 |
| D | UYT | 35.300 | 4.36 | - | HH- | - | WW (A) | - | - | - | Egzwb | Bukek | 375-385 | 360 | 5.09% | 5.154% | 64.80635 |
| F | QIP | 90.300 | 4.10 | - | BB | - | ZZ | - | - | - | Kyxrd | XQCP | 100-110 | 100 | 2.40% | 2.417% | 83.22386 |
Tranche Comments
S: Registration: 144F Anws;
F: Registration: 144M Yoie;
Q: Registration: 144H Gxsw;
N: Registration: 144U Znve;
D: Registration: 144W Ixer;