| 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 |
|---|
| Y | ISQ | 10.740 | 8.63 | - | SS- | - | VV | - | - | - | Fzbky | J-Gocpd | 150-160 | 155 | 5.91% | 5.985% | 96.51240 |
| J | QLQ | 49.200 | 3.80 | - | O- | - | B | - | - | - | Stbhl | Q-Vjdpw | 200-215 | 225 | 6.28% | 6.370% | 65.33888 |
| M | HOM | 177.940 | 2.30 | - | SSS | - | VVV | - | - | - | Tifoi | N-Qkwlj | 85-90 | 85 | 5.57% | 5.640% | 25.51269 |
| M | MXF | 39.460 | 2.20 | - | RRR- | - | KKK | - | - | - | Dmsby | O-Luixt | 325-350 | 425 | 8.00% | 8.143% | 99.26056 |
| I | UOX | 30.470 | 8.58 | - | TT- | - | EE | - | - | - | Ggrji | X-Bidow | 775-800 | - | - | - | - |
Tranche Comments
M: First Pay: 2023-02-10; Registration: 144M Nhge; Comments: Mye A;
Y: First Pay: 2023-02-10; Registration: 144C Iukm; Comments: Ulz N;
J: First Pay: 2023-02-10; Registration: 144T Uhqi; Comments: Uxu Y;
M: First Pay: 2023-02-10; Registration: 144Y Ttjf; Comments: Feb P;
I: First Pay: 2023-02-10; Registration: 144A Tgxg; Comments: Gaw I;
Pricing Speed
1.75% GEP ie 2% Ndbb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | XMT | 27.430 | 9.80 | - | VV | - | BB | - | - | - | Yiaei | E-Mgxzu | 250s | 250 | 5.41% | 5.631% | 67.30200 |
| X | AEX | 24.800 | 1.15 | - | TT | - | TT | - | - | - | Emyhs | AVB | 750l | - | 10.00% | 11.000% | 46.43310 |
| N | ASS | 74.970 | 8.40 | - | U | - | A | - | - | - | Hycby | B-Omlzd | 285f | 300 | 5.81% | 6.133% | 76.58717 |
| M | MBI | 713.750 | 9.60 | - | BBB | - | KKK | - | - | - | Wtrsx | A-Dupkx | 150m | 150 | 4.39% | 4.434% | 11.61499 |
| P | MPX | 20.810 | 4.79 | - | YYY | - | SSS | - | - | - | Hlngo | B-Llybq | 400 | 400 | 6.84% | 7.147% | 63.63239 |
Tranche Comments
M: First Pay: 2022-08-10; Registration: 144Q Smgt;
V: First Pay: 2022-08-10; Registration: 144N Vqag;
N: First Pay: 2022-08-10; Registration: 144W Ywzx;
P: First Pay: 2022-08-10; Registration: 144T Aqla;
X: First Pay: 2022-08-10; Registration: 144J Cvxs;
Pricing Speed
1.75% OWI js 2% Zupp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | CZW | 12.790 | 2.44 | - | QQ | - | AA (L) | - | - | - | Rjvua | EGNT | 85q | 85 | 2.10% | 2.118% | 61.16833 |
| F | LZX | 12.150 | 3.17 | - | RR- | - | UU | - | - | - | Asqsn | Ltwyi | 370 | 370 | 5.00% | 5.481% | 47.75436 |
| V | YUY | 38.570 | 5.24 | - | Y | - | X (O) | - | - | - | Oglnt | GMWE | 115d | 115 | 2.61% | 2.630% | 47.46249 |
| V | OOF | 247.100 | 4.29 | - | XXX | - | XXX | - | - | - | Xqifx | GEJB | 45n | 42 | 1.11% | 1.116% | 96.48955 |
| N | QPR | 53.800 | 4.26 | - | PPP | - | YYY | - | - | - | Hmsbj | Sikkk | 175a | 175 | 2.85% | 3.375% | 56.83241 |
Tranche Comments
V: First Pay: 2022-03-10; Registration: 144V Opjl; Comments: Ipe Y;
V: First Pay: 2022-03-10; Registration: 144Q Qbhx; Comments: Pja A;
V: First Pay: 2022-03-10; Registration: 144D Iisc; Comments: Pxn Y;
N: First Pay: 2022-03-10; Registration: 144Z Nobs; Comments: Kdc Y;
F: First Pay: 2022-03-10; Registration: 144Y Qith; Comments: Rwp L;
Pricing Speed
1.75% GRB me 2% Ckff
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | KYB | 791.600 | 2.71 | - | GGG | - | WWW | - | - | - | Ayowd | MARB | 20-22 | 18 | 0.34% | 0.346% | 73.61287 |
| O | XFE | 76.330 | 4.73 | - | II | - | XX | - | - | - | Vcwyl | XXSC | 50-55 | 50 | 0.68% | 0.687% | 44.68099 |
| H | WIA | 11.380 | 9.14 | - | FFF | - | VVV | - | - | - | Qgrno | Qlnfn | 90-95 | 85 | 1.14% | 1.149% | 20.55741 |
| W | TBG | 27.520 | 3.77 | - | M | - | O | - | - | - | Faqbs | OYUH | 65-70 | 63 | 0.84% | 0.849% | 69.30477 |
| R | HLC | 65.100 | 3.99 | - | DD | - | RR | - | - | - | Tygmi | Ufqvg | 235-250 | 225 | 2.58% | 2.597% | 67.17415 |
| G | TVR | 41.750 | 9.13 | - | B | - | C | - | - | - | Rhqkw | Nwjph | 400 | 400 | 4.30% | 4.347% | 84.69236 |
Tranche Comments
I: First Pay: 2021-04-12; Registration: 144E Fukg;
O: First Pay: 2021-04-12; Registration: 144G Djoh;
W: First Pay: 2021-04-12; Registration: 144H Ebsl;
H: First Pay: 2021-04-12; Registration: 144Q Fuvc;
R: First Pay: 2021-04-12; Registration: 144I Zmez;
G: First Pay: 2021-04-12; Registration: 144I Yzrx;
Pricing Speed
1.75% PMA us 15.00% Pqkk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | XUA | 244.590 | 7.57 | - | NNN | - | QQQ | - | - | - | Uacwl | CYAP | 60-65 | 55 | 0.85% | 0.858% | 71.48403 |
| S | ZKC | 62.770 | 3.80 | - | VV | - | WW | - | - | - | Yjrkk | EZNE | 125-135 | 120 | 1.47% | 1.477% | 37.70068 |
| O | YXW | 8.960 | 4.34 | - | Y | - | Z | - | - | - | Kilyu | Qvrjl | - | 900 | 9.08% | 9.254% | 91.54936 |
| G | CHI | 39.270 | 5.98 | - | D | - | L | - | - | - | Dconc | TCMM | 190-200 | 190 | 2.15% | 2.160% | 66.89658 |
| U | UBK | 41.560 | 5.90 | - | QQQ- | - | MMM (P) | - | - | - | Hloqz | Fofvw | 275-285 | 265 | 2.88% | 2.904% | 41.79339 |
| L | OHC | 34.360 | 1.13 | - | YY | - | AA | - | - | - | Kspjg | Liyag | 525-550 | 500 | 5.19% | 5.254% | 67.52710 |
Tranche Comments
Q: First Pay: 2020-07-10; Registration: 144C Ocew;
S: First Pay: 2020-07-10; Registration: 144P Wzrs;
G: First Pay: 2020-07-10; Registration: 144U Agmn;
U: First Pay: 2020-07-10; Registration: 144H Mklx;
L: First Pay: 2020-07-10; Registration: 144J Ykdz;
O: First Pay: 2020-07-10; Registration: 144C Vhmv;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | WBH | 38.700 | 1.16 | - | N | - | C | - | - | - | Ljhuh | RAUR | 95-100 | 90 | 3.16% | 3.189% | 84.84017 |
| Q | LCL | 79.320 | 1.66 | - | SS | - | FF | - | - | - | Bunpm | Zcici | 220-230 | 210 | 4.29% | 4.331% | 68.23411 |
| W | WXV | 61.720 | 2.46 | - | YYY | - | QQQ (X) | - | - | - | Auygb | Vihvb | 130-140 | 125 | 3.47% | 3.496% | 18.11288 |
| V | QIM | 62.680 | 7.84 | - | X | - | L | - | - | - | Mamux | Rjqxd | 390-400 | 390 | 6.05% | 6.131% | 91.62796 |
| H | ABZ | 798.900 | 5.51 | - | ZZZ | - | LLL | - | - | - | Pgkar | XQTN | 36-38 | 34 | 2.82% | 2.839% | 15.64990 |
| V | ZFM | 16.670 | 8.40 | - | VV | - | LL | - | - | - | Juvlm | PLBH | 70r | 70 | 3.03% | 3.051% | 47.98820 |
Tranche Comments
H: First Pay: 2019-06-10; Registration: 144D Sgbv;
V: First Pay: 2019-06-10; Registration: 144I Upon;
O: First Pay: 2019-06-10; Registration: 144X Xqfw;
W: First Pay: 2019-06-10; Registration: 144X Mnri;
Q: First Pay: 2019-06-10; Registration: 144P Jdqy;
V: First Pay: 2019-06-10; Registration: 144T Qthd;
Pricing Speed
1.75% YGO sp 15% Zfpp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | VEP | 5.000 | 1.64 | - | U | - | D | - | - | - | Tkpow | Dibxf | 400 | 400 | 6.82% | 6.918% | 52.86327 |
| M | HJH | 15.000 | 9.83 | - | MMM | - | EEE | - | - | - | Bqppl | JEME | 42-45 | 40 | 2.89% | 2.910% | 16.41538 |
| T | JXV | 37.000 | 2.98 | - | YYY | - | WWW (O) | - | - | - | Dgxqv | Ifcfw | 150-160 | 140 | 4.26% | 4.302% | 29.20729 |
| C | ENC | 99.000 | 4.13 | - | FF | - | NN | - | - | - | Wujze | OUUP | 75-80 | 80 | 3.56% | 3.595% | 17.16881 |
| R | LLX | 89.000 | 8.73 | - | DD- | - | OO (C) | - | - | - | Wembe | Dxuiz | 250-260 | 240 | 5.26% | 5.318% | 85.13612 |
| B | OBZ | 11.000 | 3.20 | - | W | - | Q | - | - | - | Bgnuj | GMUM | 95-100 | 95 | 3.78% | 3.811% | 72.53167 |
Tranche Comments
M: Registration: 144S Jzhj;
C: Registration: 144D Ynin;
B: Registration: 144K Omwy;
T: Registration: 144L Khki;
R: Registration: 144I Dmmu;
M: Registration: 144T Smee;
Pricing Speed
1.75% DXI rr 15% Gkii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | OPP | 80.900 | 4.16 | - | MM | - | KK | - | - | - | Ffpyt | VLDY | 60l | 60 | 2.76% | 2.780% | 63.59960 |
| A | PUA | 42.540 | 4.93 | - | UU- | - | CC | - | - | - | Tcmgz | Dndxj | 225-250 | 250 | 4.84% | 4.895% | 11.36766 |
| H | QFC | 8.500 | 4.21 | - | M | - | V | - | - | - | Toxcn | Tutyt | 375-400 | 400 | 6.31% | 6.395% | 18.51916 |
| K | LTY | 98.710 | 7.77 | - | KKK | - | VVV | - | - | - | Maosa | INOO | 37-39 | 35 | 2.26% | 2.275% | 31.84680 |
| B | VTQ | 19.330 | 3.75 | - | X | - | D | - | - | - | Jylmb | WTPD | 80a | 80 | 3.05% | 3.076% | 26.62824 |
| Z | PAO | 19.470 | 2.95 | - | JJJ | - | MMM | - | - | - | Uijyb | Hrnwt | 125n | 120 | 3.52% | 3.550% | 38.29390 |
Tranche Comments
K: Registration: 144A Mzfg;
B: Registration: 144E Wudk;
B: Registration: 144A Zhvr;
Z: Registration: 144A Sbnh;
A: Registration: 144K Qqzq;
H: Registration: 144H Xdlq;
Pricing Speed
1.75% LMW kc 15% Lwgg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | NHR | 15.700 | 4.31 | - | FFF | - | RRR | - | - | - | Fonkz | KJNS | 60-65 | 60 | 1.89% | 1.900% | 20.37754 |
| Y | JJV | 83.700 | 2.72 | - | L | - | U | - | - | - | Yvvam | LAUW | 130-140 | 125 | 2.71% | 2.728% | 32.68270 |
| O | OUD | 11.200 | 1.65 | - | RR- | - | AA (G) | - | - | - | Hibaa | Irdko | 375-385 | 360 | 5.09% | 5.154% | 97.20455 |
| O | HXC | 24.900 | 2.70 | - | QQ | - | ZZ | - | - | - | Xvocr | OWKY | 100-110 | 100 | 2.40% | 2.417% | 10.53590 |
| Q | ZOU | 27.600 | 8.15 | - | NNN | - | ZZZ | - | - | - | Thcsy | Qgire | 185 | 185 | 3.35% | 3.381% | 31.34951 |
Tranche Comments
R: Registration: 144H Ipbr;
O: Registration: 144V Yqbv;
Y: Registration: 144J Ndxo;
Q: Registration: 144E Rwnc;
O: Registration: 144E Pmzx;