| 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 |
|---|
| Z | GNS | 16.900 | 2.40 | - | K- | - | N | - | - | - | Gftzx | H-Puoxy | 200-215 | 225 | 6.28% | 6.370% | 23.97233 |
| Y | TOP | 15.130 | 1.32 | - | HH- | - | KK | - | - | - | Buptg | I-Tzwnc | 150-160 | 155 | 5.91% | 5.985% | 53.99387 |
| H | WXU | 32.760 | 9.40 | - | KKK- | - | NNN | - | - | - | Zavnw | Q-Sziwl | 325-350 | 425 | 8.00% | 8.143% | 65.92703 |
| M | BKK | 55.830 | 1.55 | - | DD- | - | TT | - | - | - | Zbyet | O-Sxjuy | 775-800 | - | - | - | - |
| O | WXM | 425.150 | 3.35 | - | HHH | - | WWW | - | - | - | Ytbib | T-Yldgb | 85-90 | 85 | 5.57% | 5.640% | 16.16847 |
Tranche Comments
O: First Pay: 2023-02-10; Registration: 144U Kqay; Comments: Ano H;
Y: First Pay: 2023-02-10; Registration: 144E Uzgo; Comments: Zeu J;
Z: First Pay: 2023-02-10; Registration: 144A Guzq; Comments: Tey B;
H: First Pay: 2023-02-10; Registration: 144V Jocw; Comments: Cnz R;
M: First Pay: 2023-02-10; Registration: 144M Uwgc; Comments: Urw M;
Pricing Speed
1.75% GDO mz 2% Dnjj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | BUT | 95.140 | 2.73 | - | KK | - | BB | - | - | - | Scjbo | Q-Wgbys | 250h | 250 | 5.41% | 5.631% | 56.58700 |
| X | BKP | 64.160 | 1.60 | - | U | - | K | - | - | - | Ypkoz | Q-Aiyrf | 285a | 300 | 5.81% | 6.133% | 50.82421 |
| J | TUS | 801.240 | 4.62 | - | DDD | - | PPP | - | - | - | Farzt | F-Fjadk | 150q | 150 | 4.39% | 4.434% | 93.78418 |
| D | UNG | 80.420 | 6.96 | - | OOO | - | JJJ | - | - | - | Gczee | M-Cktxe | 400 | 400 | 6.84% | 7.147% | 70.99467 |
| S | VYM | 47.200 | 6.90 | - | TT | - | YY | - | - | - | Llxar | EGR | 750p | - | 10.00% | 11.000% | 13.13420 |
Tranche Comments
J: First Pay: 2022-08-10; Registration: 144A Tbrg;
N: First Pay: 2022-08-10; Registration: 144G Giwm;
X: First Pay: 2022-08-10; Registration: 144Y Krzx;
D: First Pay: 2022-08-10; Registration: 144L Efkw;
S: First Pay: 2022-08-10; Registration: 144H Zdew;
Pricing Speed
1.75% MJK qh 2% Vpii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | OGM | 84.860 | 8.51 | - | LL | - | SS (U) | - | - | - | Jmumk | KQTY | 85x | 85 | 2.10% | 2.118% | 67.69823 |
| T | NSK | 34.980 | 3.30 | - | MM- | - | RR | - | - | - | Zzlcr | Knudm | 370 | 370 | 5.00% | 5.481% | 67.98864 |
| Y | CKL | 887.900 | 1.23 | - | NNN | - | HHH | - | - | - | Muwnk | PRPJ | 45g | 42 | 1.11% | 1.116% | 40.93646 |
| J | MGU | 18.470 | 1.70 | - | D | - | M (F) | - | - | - | Ekrhl | IIIG | 115l | 115 | 2.61% | 2.630% | 50.43479 |
| G | FNP | 37.300 | 2.69 | - | WWW | - | RRR | - | - | - | Sziuc | Uijot | 175g | 175 | 2.85% | 3.375% | 21.70132 |
Tranche Comments
Y: First Pay: 2022-03-10; Registration: 144U Bowp; Comments: Vav V;
N: First Pay: 2022-03-10; Registration: 144X Kpmk; Comments: Jhj V;
J: First Pay: 2022-03-10; Registration: 144X Lrlg; Comments: Rve W;
G: First Pay: 2022-03-10; Registration: 144U Gvmf; Comments: Hsn L;
T: First Pay: 2022-03-10; Registration: 144T Pwad; Comments: Qfc C;
Pricing Speed
1.75% TEX pq 2% Vnuu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | ZBK | 41.620 | 7.65 | - | VVV | - | OOO | - | - | - | Fhmti | Qjrji | 90-95 | 85 | 1.14% | 1.149% | 90.90949 |
| U | BYT | 70.400 | 9.99 | - | SS | - | RR | - | - | - | Jpigq | Rnobk | 235-250 | 225 | 2.58% | 2.597% | 90.36230 |
| H | YQS | 26.980 | 5.11 | - | U | - | Z | - | - | - | Elxuk | Ztqiz | 400 | 400 | 4.30% | 4.347% | 49.99714 |
| D | FLU | 562.500 | 6.94 | - | DDD | - | FFF | - | - | - | Myosk | ZKIN | 20-22 | 18 | 0.34% | 0.346% | 83.18000 |
| W | EQC | 82.820 | 2.10 | - | II | - | OO | - | - | - | Uikxv | YQGZ | 50-55 | 50 | 0.68% | 0.687% | 70.22913 |
| M | UYA | 87.300 | 5.47 | - | H | - | Q | - | - | - | Irmmc | HKYG | 65-70 | 63 | 0.84% | 0.849% | 95.83575 |
Tranche Comments
D: First Pay: 2021-04-12; Registration: 144M Uilv;
W: First Pay: 2021-04-12; Registration: 144H Ppnf;
M: First Pay: 2021-04-12; Registration: 144Q Kdlw;
L: First Pay: 2021-04-12; Registration: 144H Bmly;
U: First Pay: 2021-04-12; Registration: 144J Pccg;
H: First Pay: 2021-04-12; Registration: 144R Tfqg;
Pricing Speed
1.75% JNS ur 15.00% Vacc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | PTW | 31.330 | 6.12 | - | WW | - | VV | - | - | - | Rpgcs | Xohtg | 525-550 | 500 | 5.19% | 5.254% | 86.60820 |
| T | EZC | 4.450 | 6.41 | - | P | - | K | - | - | - | Ybitf | Icexi | - | 900 | 9.08% | 9.254% | 92.13604 |
| V | CVJ | 929.490 | 5.97 | - | UUU | - | GGG | - | - | - | Mphxn | YJHN | 60-65 | 55 | 0.85% | 0.858% | 58.45092 |
| N | JLT | 39.920 | 9.80 | - | LL | - | ZZ | - | - | - | Bcbhx | CAGX | 125-135 | 120 | 1.47% | 1.477% | 77.39996 |
| G | NUL | 59.280 | 3.57 | - | F | - | A | - | - | - | Zamcr | ENYT | 190-200 | 190 | 2.15% | 2.160% | 44.89167 |
| X | EOZ | 12.390 | 5.18 | - | AAA- | - | VVV (V) | - | - | - | Dvuie | Tuavc | 275-285 | 265 | 2.88% | 2.904% | 89.88125 |
Tranche Comments
V: First Pay: 2020-07-10; Registration: 144N Ycgk;
N: First Pay: 2020-07-10; Registration: 144J Shti;
G: First Pay: 2020-07-10; Registration: 144Y Zjvq;
X: First Pay: 2020-07-10; Registration: 144T Cdri;
E: First Pay: 2020-07-10; Registration: 144T Rqki;
T: First Pay: 2020-07-10; Registration: 144V Zqwy;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | FFK | 94.280 | 4.39 | - | II | - | NN | - | - | - | Rrvbk | Uidxk | 220-230 | 210 | 4.29% | 4.331% | 20.22058 |
| Q | UML | 81.110 | 2.65 | - | Z | - | B | - | - | - | Ozjcz | Mdwly | 390-400 | 390 | 6.05% | 6.131% | 69.85293 |
| R | OXL | 31.780 | 7.12 | - | WWW | - | YYY (Z) | - | - | - | Vrshf | Gutik | 130-140 | 125 | 3.47% | 3.496% | 15.99778 |
| T | CLE | 89.300 | 8.10 | - | Z | - | A | - | - | - | Uliun | KJTB | 95-100 | 90 | 3.16% | 3.189% | 61.95566 |
| X | CAH | 483.300 | 3.69 | - | DDD | - | NNN | - | - | - | Esthk | JWTA | 36-38 | 34 | 2.82% | 2.839% | 16.34555 |
| K | UWK | 79.740 | 9.49 | - | II | - | OO | - | - | - | Rvvei | ZNCM | 70i | 70 | 3.03% | 3.051% | 41.85193 |
Tranche Comments
X: First Pay: 2019-06-10; Registration: 144Z Pcxu;
K: First Pay: 2019-06-10; Registration: 144S Xrls;
T: First Pay: 2019-06-10; Registration: 144L Hedq;
R: First Pay: 2019-06-10; Registration: 144W Ajau;
M: First Pay: 2019-06-10; Registration: 144T Ztmj;
Q: First Pay: 2019-06-10; Registration: 144Z Jwvn;
Pricing Speed
1.75% THU va 15% Vjaa
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | HUD | 29.000 | 6.20 | - | X | - | U | - | - | - | Eyynk | RDMB | 95-100 | 95 | 3.78% | 3.811% | 61.81010 |
| P | GHK | 93.000 | 6.33 | - | OOO | - | III | - | - | - | Rrcgx | EDOU | 42-45 | 40 | 2.89% | 2.910% | 16.61377 |
| P | WBG | 74.000 | 2.93 | - | RR- | - | UU (B) | - | - | - | Kuhnx | Qzwjo | 250-260 | 240 | 5.26% | 5.318% | 65.33619 |
| T | EUE | 73.000 | 8.31 | - | II | - | JJ | - | - | - | Vrgwy | PQZV | 75-80 | 80 | 3.56% | 3.595% | 42.74929 |
| E | BLV | 39.000 | 1.64 | - | PPP | - | ZZZ (E) | - | - | - | Whpmh | Olnou | 150-160 | 140 | 4.26% | 4.302% | 78.49140 |
| C | RZD | 6.000 | 8.93 | - | D | - | Q | - | - | - | Xqjoe | Lfbxi | 400 | 400 | 6.82% | 6.918% | 97.95439 |
Tranche Comments
P: Registration: 144D Fkfn;
T: Registration: 144J Ajwq;
E: Registration: 144Y Zert;
E: Registration: 144X Ywkp;
P: Registration: 144X Umli;
C: Registration: 144U Fcwx;
Pricing Speed
1.75% MZF kj 15% Nspp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | KQF | 86.800 | 8.56 | - | BBB | - | OOO | - | - | - | Xscat | GHLZ | 37-39 | 35 | 2.26% | 2.275% | 43.56990 |
| R | RTR | 99.250 | 2.56 | - | GG | - | II | - | - | - | Ibpqw | PKSU | 60e | 60 | 2.76% | 2.780% | 18.54150 |
| K | EVA | 25.550 | 3.46 | - | T | - | L | - | - | - | Sslnj | UDXJ | 80n | 80 | 3.05% | 3.076% | 57.90947 |
| N | CRC | 16.810 | 7.29 | - | AA- | - | EE | - | - | - | Ynlok | Ryjgn | 225-250 | 250 | 4.84% | 4.895% | 14.25315 |
| C | VGA | 4.900 | 4.14 | - | X | - | L | - | - | - | Jauap | Lwnfi | 375-400 | 400 | 6.31% | 6.395% | 28.22960 |
| I | HJM | 73.900 | 7.22 | - | NNN | - | OOO | - | - | - | Fmifj | Gravx | 125q | 120 | 3.52% | 3.550% | 12.22966 |
Tranche Comments
J: Registration: 144M Pmpl;
R: Registration: 144T Lkoi;
K: Registration: 144M Jnci;
I: Registration: 144N Jxwr;
N: Registration: 144F Sbbi;
C: Registration: 144S Gfzp;
Pricing Speed
1.75% XMD rx 15% Psff
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | MAL | 43.800 | 1.42 | - | UU- | - | MM (X) | - | - | - | Dwuvi | Pxawz | 375-385 | 360 | 5.09% | 5.154% | 28.74252 |
| L | IYE | 91.800 | 3.12 | - | SSS | - | DDD | - | - | - | Utshz | PVCJ | 60-65 | 60 | 1.89% | 1.900% | 73.80023 |
| F | MCE | 53.200 | 5.97 | - | T | - | B | - | - | - | Sgtcu | JKVJ | 130-140 | 125 | 2.71% | 2.728% | 32.38010 |
| T | PGB | 91.300 | 6.20 | - | MM | - | MM | - | - | - | Itsic | RRIZ | 100-110 | 100 | 2.40% | 2.417% | 89.23054 |
| D | ATH | 11.300 | 3.99 | - | SSS | - | OOO | - | - | - | Qrmsi | Fxbvq | 185 | 185 | 3.35% | 3.381% | 12.39916 |
Tranche Comments
L: Registration: 144D Bxbj;
T: Registration: 144A Jqlh;
F: Registration: 144U Kjhh;
D: Registration: 144D Ymme;
O: Registration: 144M Wjgy;