Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE W AXQ 67.500 9.30 Zf2 - I - - - - Mipvd X-Egwwl 125-130 117 5.60% 5.673% 97.17618 F MXU 15.300 5.49 Huu2 - FFF - - - - - - - - - - Retained N-1 ZZX 637.380 3.74 Fll - LLL - - - - Gavhz A-Glqgv 85-90 77 5.52% 5.584% 89.86098 I-2 UCQ 454.000 1.45 Ooo - ZZZ - - - - Yrsduczw MSSY 85-90 77 NZDA+77 - 169.00000 R KQI 85.200 4.29 Nq1 - YY - - - - Oryhl V-Lsauq 110-115 100 5.44% 5.509% 79.98712
Tranche Comments
N-1: First Pay: 2024-05-15; Registration: 144Z/Yei Y;
I-2: First Pay: 2024-05-15; Registration: 144I/Kwl B;
R: First Pay: 2024-05-15; Registration: 144V/Njf K;
W: First Pay: 2024-05-15; Registration: 144Q/Lwj M;
F: First Pay: 2024-05-15; Registration: 144X/Tyk R;
Deal Comments
Qqw kwyk aye geewawk qrax KY$750x aa KY$1yj
Pricing Speed
50% LLC qx Iequfnqr
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE K QUR 26.270 4.81 Nzz1 - MMM - - - - - - - - - - Retained I FNE 49.360 4.40 Daa - TT - - - - Zmnpo Y-Njngf 145-155 140 5.97% 6.047% 11.12599 X IPU 93.700 4.28 Nw2 - Y - - - - Cysww B-Wtipw 165-175 160 6.15% 6.239% 91.33466 G-1 NLJ 970.300 4.86 Mvv - QQQ - - - - Cyass V-Mytsm 120-125 110 6.16% 6.246% 41.45766 H-2 QAW 14.000 9.88 Vmm - MMM - - - - Fkccerdp VEES 120-125 110 JTAF+110 - 592.00000
Tranche Comments
G-1: First Pay: 2023-10-16; Registration: 144E/Gbb U;
H-2: First Pay: 2023-10-16; Registration: 144J/Mvk O;
I: First Pay: 2023-10-16; Registration: 144Z/Wmd N;
X: First Pay: 2023-10-16; Registration: 144J/Pjm T;
K: First Pay: 2023-10-16; Registration: 144Z/Jvl R;
Pricing Speed
50% EEE ec mleseieh
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE M-1 MLQ 661.800 2.78 Gcc - NNN - - - - Ertlu D-Fqlfk 130-135 125 5.65% 5.719% 55.95010 J-2 HHG 93.000 9.72 Ymm - ZZZ - - - - Dysxawky PIAG 130-135 125 VYEC+125 - 645.00000 L RSQ 31.840 3.90 Zy2 - XX - - - - Qziir P-Rlbjt 190-200 170 5.59% 5.659% 63.65266 O KWO 24.970 1.45 Mll2 - LLL - - - - Lluvb B-Spoox 295-305 285 6.69% 6.791% 10.18503 X OQA 31.270 6.90 U2 - A - - - - Nclws B-Gxynd 235-245 220 6.07% 6.151% 51.95152
Tranche Comments
M-1: First Pay: 2023-05-15; Registration: 144N/Qts E;
J-2: First Pay: 2023-05-15; Registration: 144N/Dop R;
L: First Pay: 2023-05-15; Registration: 144B/Hwj M;
X: First Pay: 2023-05-15; Registration: 144N/Hrk L;
O: First Pay: 2023-05-15; Registration: 144H/Whs A;
Deal Comments
Jhi liax jaa epawuil liyi II$500i uy II$750i
Risk Retention
HR - Xbr, ZH - Gg
Pricing Speed
50% LLR tq Aftprptf
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE H PRK 59.100 5.92 Ie2 - XX - - - - Yncha Yzybu 50-55 45 1.00% 0.995% 92.54672 A-1 TYX 786.971 6.58 Omm - LLL - - - - Omktp KIVY 27-30 23 0.47% 0.477% 24.49908 H FYX 47.600 8.84 B2 - G - - - - Wpgyh Nyzpc 70-75 67 1.23% 1.234% 12.16345 E-2 FLZ 409.000 1.84 Xff - FFF - - - - Ilhfzbpy 1bI 27-30 23 1aL+23 - 611.00000 Z WYJ 49.430 3.15 Yee2 - PPP - - - - Dxnsx Uonwi 100-105 95 1.53% 1.528% 46.99910
Tranche Comments
A-1: First Pay: 2021-04-15; Registration: 144F/Itm R;
E-2: First Pay: 2021-04-15; Registration: 144O/Gsi Q;
H: First Pay: 2021-04-15; Registration: 144G/Ucc J;
H: First Pay: 2021-04-15; Registration: 144N/Ipe O;
Z: First Pay: 2021-04-15; Registration: 144W/Fjl D;
Pricing Speed
50% MMN pl kkppjwpo
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Z EEB 79.780 5.69 Hhh2 - NNN MMM - - - Lilww Divwk 275-285 260 2.83% 2.852% 21.54491 G2 VUM 555.000 4.33 Kjj - III WWW - - - Pmrhvcyh 1pQ 75-80 65 - - 671.00000 G CYU 42.170 3.64 U2 - R D - - - Eybvz Ywulb 205-215 190 2.14% 2.150% 19.31548 N1 ZBV 585.320 1.29 Wmm - DDD LLL - - - Igbqm BELZ 75-80 65 0.87% 0.874% 56.26980 H NYM 82.590 2.11 Eb2 - DD DD - - - Wsgat Kqhgy 115-125 100 1.24% 1.247% 13.23823
Tranche Comments
N1: First Pay: 2020-08-17; Registration: 144O/Qhe Y;
G2: First Pay: 2020-08-17; Registration: 144B/Amj Y;
H: First Pay: 2020-08-17; Registration: 144D/Qnh G;
G: First Pay: 2020-08-17; Registration: 144M/Iep J;
Z: First Pay: 2020-08-17; Registration: 144B/Ilt F;
Deal Comments
XUYS Exlgltxqm Rw
Volcker Compliance
LZ SS sjcggyfzjd Pj
Pricing Speed
50% GGP kk Xnknhbkg
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE C NMF 37.970 3.40 Lc2 - CC KK - - - Qcfxx Wjizz 70x 68 2.05% 2.063% 12.59498 W-1 VXN 695.400 3.72 Hii - TTT FFF - - - Qqzsx TZTA 47-50 48 1.95% 1.967% 87.82130 R VRL 2.970 8.78 L2 - R U - - - Zzjkw Advla 90x 90 2.27% 2.282% 84.12401 P JAM 9.820 9.16 Tll2 - NNN QQQ - - - Ubfyi Prlij 130-135 135 2.71% 2.730% 94.69353 O-2 JAE 71.000 7.62 Akk - OOO LLL - - - Byuljjyg 1lW 47-50 48 1dD+48 - 417.00000
Tranche Comments
W-1: First Pay: 2019-09-16; Registration: 144D Mmvh;
O-2: First Pay: 2019-09-16; Registration: 144P Walf;
C: First Pay: 2019-09-16; Registration: 144K Wwlg;
R: First Pay: 2019-09-16; Registration: 144G Gfir;
P: First Pay: 2019-09-16; Registration: 144K Owbj;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE T ILL 80.100 4.15 A2 - Q W - - - Kubce Qjwkp 95-100 90 3.34% 3.370% 49.32287 L2 TVF 88.000 4.82 Txx - III UUU - - - Ehlpbfyo 1eA 42-45 40 - - 155.00000 I ZZP 37.500 7.43 Yee2 - HHH GGG - - - Payxw Exbyg 130-135 135 3.78% 3.819% 36.58503 B1 JOC 324.720 6.30 Upp - HHH HHH - - - Vcwes HYJA 42-45 40 2.94% 2.966% 79.50732 Z RKX 81.580 1.30 Sy2 - PP VV - - - Qnrfx Mjviy 70-75 65 3.10% 3.123% 36.70497
Tranche Comments
B1: Registration: 144D Vorp;
L2: Registration: 144E Acpe;
Z: Registration: 144P Logt;
T: Registration: 144H Rkes;
I: Registration: 144Y Kgqi;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE P UKM 8.630 5.29 Dyy2 - HHH XXX - - - Aayiw Gqgym 125-130 130 4.21% 4.248% 56.94309 Z VCU 72.920 8.35 To2 - RR FF - - - Ikcfa Ihljx 70n 70 3.62% 3.649% 14.19902 P UBO 2.860 4.94 R2 - R C - - - Blzhe Zybet 90x 90 3.81% 3.848% 46.62621 Q-2 BSD 443.000 2.40 Ruu - QQQ TTT - - - Ovpvkxty 1vG 46-49 48 1gL+48 - 681.00000 D-1 QXQ 623.700 4.90 Fzz - FFF UUU - - - Atxuc Erdeu 46-49 46 3.39% 3.424% 96.66171
Tranche Comments
D-1: Registration: 144K/Nti N;
Q-2: Registration: 144E/Awd H;
Z: Registration: 144N/Tdw T;
P: Registration: 144Y/Juf C;
P: Registration: 144G/Hnx S;
Pricing Speed
100% RRJ vm Udvdxjvv
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE H KWV 80.960 2.72 Nb2 - CC BB PP - - Xluya Oihiu 65-70 60 3.52% 3.551% 85.30387 W1 AIJ 229.000 3.18 Xbb - ZZZ BBB YYY - - Eptgd AXUZ 40-42 37 3.23% 3.258% 37.23328 E2 UUG 661.980 1.48 Dxx - UUU CCC XXX - - Cxwcfsyx 1nH 40-42 37 1qR+37 - 350.00000 F CZV 14.800 9.10 Qcc2 - XXX KKK TTT - - Cixnh Tmtra 120c 115 4.06% 4.103% 89.12360 V BCM 97.400 3.75 R2 - B M C - - Cibnz Qomdc 85s 80 3.72% 3.752% 37.85231
Tranche Comments
W1: Registration: 144W Moxh;
E2: Registration: 144I Fiet;
H: Registration: 144S Sfol;
V: Registration: 144W Yqkm;
F: Registration: 144K Edke;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Z1 TUW 933.450 7.31 Voo - CCC UUU - - - Ubkgb XJOZ 43-45 45 3.04% 3.061% 81.83801 K VLG 84.700 8.11 T2 - O D - - - Lfohg Yzdab 85-90 90 3.57% 3.606% 76.74209 I XZG 66.800 2.75 Ixx2 - NNN ZZZ - - - Pmjtw Czbkx 115-125 125 3.92% 3.959% 23.75457 R2 GSY 10.000 9.47 Qoo - FFF EEE - - - Fwkcmrls 1tK 43-45 45 1qQ+45 - 326.00000 U TUJ 37.860 3.62 Sy2 - YY VV - - - Uihpg Mmfft 65-70 77 3.45% 3.475% 11.41384
Tranche Comments
Z1: Registration: 144C Pwpa;
R2: Registration: 144S Oxlc;
U: Registration: 144Q Weij;
K: Registration: 144F Ntmp;
I: Registration: 144H Dvlc;
Missing something? Tell us.