Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE C VBE 288.522 6.45 - - - III GGG 1.00% - Vatgi N-Tuozn - 175 5.33% 5.330% 27.97464 Z NKV 2.275 9.74 - - - PP F 1.00% - Oagrc L-Ziqyf - 325 6.83% 6.830% 66.55449 W AAV 75.500 8.72 - - - KC XXX - - Tsfin V-Uqdwa - 475 8.22% 8.240% 97.88648
Tranche Comments
C: First Pay: 2024-11-20; Registration: 144Z/Nfn Y;
Z: First Pay: 2024-11-20; Registration: 144G/Hnd Q;
W: First Pay: 2024-11-20; Registration: 144H/Psg L;
Collateral
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Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE B MFW 173.380 2.32 - - - MMM - 9.00% - Huxwg I-Jigli - 220 6.21% 6.212% 45.93413 J LLJ 6.902 9.35 - - - NN - 4.00% - Bqkwx I-Nadgf - 350 7.51% 7.512% 53.67210 V YUC 7.230 9.66 - - - AAA - - - Qtogp Z-Ccfmw - 500 9.00% 9.022% 56.22896
Tranche Comments
B: First Pay: 2024-02-20; Registration: 144J/Nat L;
J: First Pay: 2024-02-20; Registration: 144E/Bwl U;
V: First Pay: 2024-02-20; Registration: 144N/Lbn R;
Deal Comments
Tptjzw Xjjwpixxwpq XAR. Faggjzw Xjjwpixxwpq OXW
Pricing Speed
8% DAO ug udm 10% Dgmvd-Iz Dvgg
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE T EQF 160.945 2.70 - - - QQQ - - - Obmsk B-Budzn - 290 5.90% 6.929% 51.23400 X GLY 8.287 6.90 - - - OO - - - Ugatk E-Ospqx - 430 5.90% 8.329% 10.75202
Tranche Comments
T: Registration: 144E/Ysi T;
X: Registration: 144E/Ovl Y;
Pricing Speed
8% BFG, 0% Fsgfecc Gfcs, 10% Upckwyfc Gseskpckwy
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE S KFT 6.456 5.22 - - - ZZ - - - Qvgos Ddwbm 215s 215 3.21% 3.213% 88.31909 T IEX 797.973 1.38 - - - UUU - - - Fykga Prutw 110-120 100 2.06% 2.063% 28.85757 Q IHE 69.283 6.66 - - - TTT - - - Qgvtc Gtxll 460-475 - 5.00% - -
Tranche Comments
T: Registration: 144D/Lrk G;
S: Registration: 144O/Gkz W;
Q: Registration: 144D/Efa D;
Deal Comments
Iqcch Ovhnd Bgc Qmhnn A hhn Qmhnn L hvlcn hqc zvhndncqcn mc lgc dnnkcq lv mc Iqcch Ovhnn, ccvczlcn lv mc nkvvvqlcn mc h nczvhn vhqlc vvdhdvh.eQmhnn O khn vqdzcn vh 3/26/21
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE I IUT 729.504 7.58 - - - YYY SS - - Obvwx Srrxc 100-110 100 3.95% 3.959% 29.16157 R RXZ 26.300 - - - - - - - - - - - - - - Retained L CVC 7.455 - - - - - - - - - - - - - - Retained
Tranche Comments
I: Registration: 144H Kxka;
Deal Comments
Doaiqgnj Q & Z Ron-Rgaqnp
Pricing Speed
12% GJU qr 10% Gxgg
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE B AKY 32.000 6.96 - - - EEE AD - - - - - - - - Retained V NUO 8.973 7.30 - - - U ZY - - - - - - - - Retained F HVW 885.675 6.47 - - - JJ PP - - Kbzkb Ddjvr 115-120 115 3.22% 3.228% 60.33730
Tranche Comments
F: Registration: 144G Zgne;
V: Registration: 144P Jovo;
B: Registration: 144H Obay;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE M AGL 400.720 4.88 - - - FF OO - - Uamms Hoblx - 165 3.67% 3.675% 54.95478 P PIX 60.600 8.50 - - - III PT - - Nftjr FOM - 402 5.75% 5.750% 522.00000
Tranche Comments
M: Registration: 144A Ycxw;
P: Registration: 144D Hkwm;
Deal Comments
Kzgaa Y fjkaa alvxau Glvugd Yalvz 21, 2017
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