| 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 |
|---|
| B | XXF | 53.420 | 9.67 | - | MM- | - | AA | - | - | - | Jzbau | K-Xqlop | 775-800 | - | - | - | - |
| D | UHY | 691.240 | 4.76 | - | DDD | - | QQQ | - | - | - | Bgogj | Q-Cukfo | 85-90 | 85 | 5.57% | 5.640% | 53.71329 |
| K | JVA | 29.800 | 7.80 | - | F- | - | F | - | - | - | Eunxt | Z-Tlisl | 200-215 | 225 | 6.28% | 6.370% | 38.74315 |
| A | GIB | 22.150 | 1.20 | - | MMM- | - | UUU | - | - | - | Plwhf | S-Pgrta | 325-350 | 425 | 8.00% | 8.143% | 95.29731 |
| N | TBG | 32.350 | 6.22 | - | TT- | - | OO | - | - | - | Zrlzw | D-Nymqs | 150-160 | 155 | 5.91% | 5.985% | 72.14387 |
Tranche Comments
D: First Pay: 2023-02-10; Registration: 144V Hoat; Comments: Vec X;
N: First Pay: 2023-02-10; Registration: 144B Owjl; Comments: Shr P;
K: First Pay: 2023-02-10; Registration: 144N Bvlz; Comments: Nzs A;
A: First Pay: 2023-02-10; Registration: 144M Gcrd; Comments: Hug V;
B: First Pay: 2023-02-10; Registration: 144V Vebt; Comments: Evo R;
Pricing Speed
1.75% JNM zv 2% Eqnn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | CXR | 267.500 | 7.75 | - | GGG | - | QQQ | - | - | - | Bhyyj | T-Wutha | 150r | 150 | 4.39% | 4.434% | 33.72797 |
| C | OMZ | 21.130 | 7.34 | - | EE | - | NN | - | - | - | Pniyu | K-Wwbgy | 250p | 250 | 5.41% | 5.631% | 45.62600 |
| R | TIV | 58.500 | 4.46 | - | DD | - | QQ | - | - | - | Pbwjx | BQB | 750k | - | 10.00% | 11.000% | 55.33610 |
| G | WII | 17.420 | 6.80 | - | M | - | F | - | - | - | Nkrmv | E-Hdliv | 285a | 300 | 5.81% | 6.133% | 43.53480 |
| V | IRW | 96.270 | 6.19 | - | WWW | - | III | - | - | - | Lkfmw | H-Oxdur | 400 | 400 | 6.84% | 7.147% | 13.55321 |
Tranche Comments
N: First Pay: 2022-08-10; Registration: 144T Vann;
C: First Pay: 2022-08-10; Registration: 144L Biqb;
G: First Pay: 2022-08-10; Registration: 144V Ebny;
V: First Pay: 2022-08-10; Registration: 144G Yfnj;
R: First Pay: 2022-08-10; Registration: 144R Kkma;
Pricing Speed
1.75% IDY je 2% Faaa
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | WTZ | 87.270 | 3.59 | - | OO | - | EE (C) | - | - | - | Rggrd | ETKC | 85g | 85 | 2.10% | 2.118% | 33.33545 |
| I | CYN | 497.500 | 4.28 | - | BBB | - | HHH | - | - | - | Lcpro | OZEE | 45c | 42 | 1.11% | 1.116% | 96.23310 |
| X | LLP | 10.260 | 5.51 | - | P | - | T (A) | - | - | - | Jqmis | NGQJ | 115f | 115 | 2.61% | 2.630% | 66.58858 |
| X | LLQ | 41.500 | 8.23 | - | YYY | - | QQQ | - | - | - | Qmmkk | Rbzyr | 175p | 175 | 2.85% | 3.375% | 55.62799 |
| E | PLE | 99.430 | 8.70 | - | YY- | - | SS | - | - | - | Ggopa | Lhfxd | 370 | 370 | 5.00% | 5.481% | 88.62070 |
Tranche Comments
I: First Pay: 2022-03-10; Registration: 144E Wfmj; Comments: Ysx O;
B: First Pay: 2022-03-10; Registration: 144N Cwpa; Comments: Rqw E;
X: First Pay: 2022-03-10; Registration: 144K Nxoz; Comments: Vly N;
X: First Pay: 2022-03-10; Registration: 144K Yoei; Comments: Wiq R;
E: First Pay: 2022-03-10; Registration: 144J Ixax; Comments: Bra D;
Pricing Speed
1.75% AHP di 2% Hmgg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | FAU | 65.780 | 8.54 | - | YY | - | FF | - | - | - | Yqypw | GQAL | 50-55 | 50 | 0.68% | 0.687% | 57.39986 |
| E | WCN | 21.950 | 3.89 | - | H | - | X | - | - | - | Ijcry | LYZB | 65-70 | 63 | 0.84% | 0.849% | 20.27658 |
| M | KJI | 243.300 | 7.33 | - | QQQ | - | QQQ | - | - | - | Wjuee | PJQW | 20-22 | 18 | 0.34% | 0.346% | 44.38590 |
| L | ZVD | 27.300 | 5.43 | - | CC | - | BB | - | - | - | Gwccw | Nvqtu | 235-250 | 225 | 2.58% | 2.597% | 44.38726 |
| H | LHE | 37.770 | 9.52 | - | G | - | R | - | - | - | Ogxxq | Itvyk | 400 | 400 | 4.30% | 4.347% | 90.55277 |
| E | CFU | 57.430 | 3.35 | - | SSS | - | CCC | - | - | - | Ggype | Nkdot | 90-95 | 85 | 1.14% | 1.149% | 21.85213 |
Tranche Comments
M: First Pay: 2021-04-12; Registration: 144L Fkbb;
L: First Pay: 2021-04-12; Registration: 144Y Dtwx;
E: First Pay: 2021-04-12; Registration: 144X Xqbt;
E: First Pay: 2021-04-12; Registration: 144K Usvc;
L: First Pay: 2021-04-12; Registration: 144B Ppsh;
H: First Pay: 2021-04-12; Registration: 144E Nkcg;
Pricing Speed
1.75% KOU mx 15.00% Awii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | RVK | 116.510 | 8.91 | - | ZZZ | - | UUU | - | - | - | Xcclv | KZKW | 60-65 | 55 | 0.85% | 0.858% | 47.60133 |
| F | FMD | 56.670 | 8.29 | - | Z | - | N | - | - | - | Fkshk | BDUT | 190-200 | 190 | 2.15% | 2.160% | 76.20567 |
| M | ANR | 14.220 | 9.52 | - | RRR- | - | CCC (T) | - | - | - | Onzwm | Ecgvr | 275-285 | 265 | 2.88% | 2.904% | 94.94900 |
| I | CAU | 22.220 | 2.76 | - | SS | - | NN | - | - | - | Gfnkn | Ctqkt | 525-550 | 500 | 5.19% | 5.254% | 66.32280 |
| Z | FRW | 3.290 | 3.88 | - | Z | - | V | - | - | - | Eaxrl | Fgrji | - | 900 | 9.08% | 9.254% | 99.76390 |
| Q | NUZ | 62.570 | 7.20 | - | VV | - | DD | - | - | - | Hhnqv | OQOE | 125-135 | 120 | 1.47% | 1.477% | 15.45731 |
Tranche Comments
H: First Pay: 2020-07-10; Registration: 144Y Ibaj;
Q: First Pay: 2020-07-10; Registration: 144Y Ngel;
F: First Pay: 2020-07-10; Registration: 144H Agva;
M: First Pay: 2020-07-10; Registration: 144T Jjse;
I: First Pay: 2020-07-10; Registration: 144Q Wpzr;
Z: First Pay: 2020-07-10; Registration: 144G Uqsw;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | PJO | 92.800 | 9.32 | - | J | - | Z | - | - | - | Cpmtr | HZQS | 95-100 | 90 | 3.16% | 3.189% | 16.90679 |
| D | NWZ | 316.600 | 6.88 | - | CCC | - | GGG | - | - | - | Pnkqu | IWRS | 36-38 | 34 | 2.82% | 2.839% | 84.19482 |
| V | LVV | 63.300 | 8.65 | - | II | - | WW | - | - | - | Ibjwb | ZGPY | 70p | 70 | 3.03% | 3.051% | 23.43057 |
| O | HIK | 69.580 | 4.94 | - | GGG | - | QQQ (P) | - | - | - | Efpnd | Ykwnm | 130-140 | 125 | 3.47% | 3.496% | 43.45720 |
| T | ZSP | 85.270 | 1.24 | - | V | - | N | - | - | - | Wuwpt | Gfctb | 390-400 | 390 | 6.05% | 6.131% | 24.49500 |
| U | XJN | 89.610 | 2.45 | - | MM | - | QQ | - | - | - | Kzghf | Ghvnz | 220-230 | 210 | 4.29% | 4.331% | 59.52958 |
Tranche Comments
D: First Pay: 2019-06-10; Registration: 144N Majo;
V: First Pay: 2019-06-10; Registration: 144I Cxch;
D: First Pay: 2019-06-10; Registration: 144Q Idhr;
O: First Pay: 2019-06-10; Registration: 144A Vhkw;
U: First Pay: 2019-06-10; Registration: 144P Hhjg;
T: First Pay: 2019-06-10; Registration: 144F Hqcw;
Pricing Speed
1.75% ZXH rh 15% Ubrr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | IBL | 24.000 | 9.19 | - | FFF | - | ZZZ (P) | - | - | - | Nqyuh | Biqmb | 150-160 | 140 | 4.26% | 4.302% | 49.56852 |
| V | FOP | 77.000 | 3.94 | - | OO- | - | ZZ (U) | - | - | - | Tohzw | Dynls | 250-260 | 240 | 5.26% | 5.318% | 76.23166 |
| N | PCU | 39.000 | 4.70 | - | H | - | Z | - | - | - | Rwtze | HXMF | 95-100 | 95 | 3.78% | 3.811% | 42.52723 |
| T | LLC | 96.000 | 1.54 | - | XX | - | FF | - | - | - | Qcswr | AXHX | 75-80 | 80 | 3.56% | 3.595% | 92.40355 |
| M | ZSG | 9.000 | 3.47 | - | S | - | E | - | - | - | Apjky | Mfazz | 400 | 400 | 6.82% | 6.918% | 53.39256 |
| G | NSD | 13.000 | 8.36 | - | RRR | - | LLL | - | - | - | Pgjpv | CKXN | 42-45 | 40 | 2.89% | 2.910% | 67.27234 |
Tranche Comments
G: Registration: 144S Xqbl;
T: Registration: 144E Hkvy;
N: Registration: 144G Sarc;
Q: Registration: 144L Lney;
V: Registration: 144F Eqlk;
M: Registration: 144P Drii;
Pricing Speed
1.75% GJI qt 15% Ukii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | RLX | 27.890 | 5.39 | - | O | - | H | - | - | - | Lfbuo | JXCH | 80e | 80 | 3.05% | 3.076% | 88.90236 |
| D | OZI | 28.900 | 2.17 | - | UU | - | II | - | - | - | Ivoqr | YLYL | 60t | 60 | 2.76% | 2.780% | 88.65010 |
| W | VFK | 40.510 | 9.28 | - | GGG | - | VVV | - | - | - | Ipsmk | YABM | 37-39 | 35 | 2.26% | 2.275% | 95.51860 |
| I | KLP | 4.100 | 2.36 | - | E | - | S | - | - | - | Wktyr | Ptzra | 375-400 | 400 | 6.31% | 6.395% | 20.30927 |
| L | NKH | 47.890 | 2.96 | - | YYY | - | DDD | - | - | - | Irybf | Muxqr | 125h | 120 | 3.52% | 3.550% | 91.15263 |
| Z | NGZ | 25.300 | 9.89 | - | II- | - | JJ | - | - | - | Fkmob | Rkxak | 225-250 | 250 | 4.84% | 4.895% | 11.56509 |
Tranche Comments
W: Registration: 144Z Khzo;
D: Registration: 144V Grzd;
T: Registration: 144C Swhu;
L: Registration: 144E Aanp;
Z: Registration: 144R Tqrk;
I: Registration: 144A Fqkb;
Pricing Speed
1.75% JGY yp 15% Xvhh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | KOW | 92.200 | 3.48 | - | JJJ | - | WWW | - | - | - | Apsuz | Fjyoh | 185 | 185 | 3.35% | 3.381% | 29.10557 |
| W | QMH | 63.900 | 6.75 | - | Q | - | A | - | - | - | Jrefe | JZOR | 130-140 | 125 | 2.71% | 2.728% | 33.48330 |
| O | YQB | 63.400 | 8.42 | - | WW- | - | AA (Q) | - | - | - | Typvm | Pdyeg | 375-385 | 360 | 5.09% | 5.154% | 47.37893 |
| R | CQK | 56.400 | 3.10 | - | YY | - | QQ | - | - | - | Ykzzu | GYNC | 100-110 | 100 | 2.40% | 2.417% | 47.11203 |
| J | PPL | 52.700 | 3.40 | - | AAA | - | AAA | - | - | - | Wvugp | MJAQ | 60-65 | 60 | 1.89% | 1.900% | 38.11815 |
Tranche Comments
J: Registration: 144C Bcvb;
R: Registration: 144S Nlel;
W: Registration: 144E Dzmr;
O: Registration: 144L Jofd;
O: Registration: 144E Rend;