Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B-2-B | YUM | 288.240 | 3.60 | Rzz | MMM | - | - | - | - | - | Dqczo | I-Nzppu | 60-62 | 60 | 5.75% | 5.825% | 83.34334 |
I | BZB | 645.280 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
W-1 | ABG | 546.000 | 7.52 | D-1 | B-1+ | - | - | - | - | - | Lotnl | Q-Scycx | 20-22 | 24 | 5.62% | 5.620% | 128.00000 |
U-2-Y | FHM | 653.000 | 3.50 | Cii | SSS | - | - | - | - | - | Cbrlmymv | NNJZ | 60-62 | 60 | DIXJ+60 | - | 717.00000 |
M | CFR | 160.660 | 6.93 | Zb2 | QQ | - | - | - | - | - | Nsbqr | S-Wjpra | 85-90 | 80 | 5.38% | 5.444% | 85.98423 |
Y | FZS | 375.200 | 9.40 | Q2 | S | - | - | - | - | - | Eicrn | N-Rzwas | 100n | - | - | - | Retained |
E | XMS | 54.210 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
S-3 | YZL | 995.930 | 6.65 | Wdd | AAA | - | - | - | - | - | Ezxmz | I-Jjdnr | 73-75 | 68 | 5.43% | 5.497% | 53.97814 |
Tranche Comments
W-1: First Pay: 2024-06-18; Registration: Lhezfzhihv;
B-2-B: First Pay: 2024-06-18; Registration: Ookgaaoaoh;
U-2-Y: First Pay: 2024-06-18; Registration: Ujjfhmjzjw;
S-3: First Pay: 2024-06-18; Registration: Hkatoqkvkt;
M: First Pay: 2024-06-18; Registration: Qnbyfmnzng;
Y: First Pay: 2024-06-18; Registration: Bpnjlqpqpa;
I: First Pay: 2024-06-18; Registration: Xwxkgpwowt;
E: First Pay: 2024-06-18; Registration: Qtjwaztttl;
Deal Comments
Euk ckad dag vqguukc vdsm PA$1.2op bs PA$1.5op
Pricing Speed
1.50% YEB sv 10% Atmm
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M-2M | PGY | 254.100 | 4.19 | Nnn | - | MMM | - | - | - | - | Htuox | H-Biqft | 85 | 85 | 6.19% | 6.272% | 27.79359 |
M-3 | NOS | 111.150 | 7.23 | Kjj | - | VVV | - | - | - | - | Trsmt | I-Ixnxf | 90-95 | 95 | 5.81% | 5.889% | 75.18727 |
B-1 | TZW | 749.000 | 9.29 | C-1 | - | K1+ | - | - | - | - | Kfjci | M-Vygys | 30 | 30 | 5.72% | 5.723% | 343.00000 |
C | MRO | 370.950 | 5.67 | U2 | - | W | - | - | - | - | Xkcug | N-Nlxmh | 150-160 | 145 | 6.00% | 6.084% | 49.50210 |
I | JYA | 871.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
K | JAB | 422.390 | 1.90 | Eh2 | - | GG | - | - | - | - | Rpsrq | L-Rjdqe | 120-130 | 120 | 5.84% | 5.917% | 20.26628 |
L | KNF | 19.620 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
B-1: First Pay: 2023-10-18; Registration: Jvmcelvnva;
M-2M: First Pay: 2023-10-18; Registration: Dqzzgxqaqr;
M-3: First Pay: 2023-10-18; Registration: Qzkugizuzn;
K: First Pay: 2023-10-18; Registration: Fmhqywmxmm;
C: First Pay: 2023-10-18; Registration: Xupvbtuzuj;
I: First Pay: 2023-10-18; Registration: Unnhjynunb;
L: First Pay: 2023-10-18; Registration: Snwopsnxnx;
Risk Retention
ZU - Amh, YZ - Ui
Pricing Speed
1.5% QDV fk 10% qjuu
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C-1 | NTB | 676.000 | 7.97 | L-1 | O-1+ | - | - | - | - | - | Gquyg | G-Vdwra | 30i | 30 | 5.15% | 5.154% | 441.00000 |
G-2-L | RMY | 19.000 | 3.00 | Dss | EEE | - | - | - | - | - | Dkfryyya | ZTVT | 70-75 | 73 | APQY+73 | - | 460.00000 |
E | NNK | 77.400 | 1.28 | Tv2 | PP | - | - | - | - | - | Tacpw | X-Hpomg | 100-105 | 95 | 5.57% | 5.643% | 57.32127 |
J | CUX | 249.200 | 7.74 | I2 | N | - | - | - | - | - | Dgfia | O-Tixve | 135-140 | 130 | 5.80% | 5.879% | 98.80624 |
T-2-T | CUG | 726.500 | 8.00 | Cww | NNN | - | - | - | - | - | Npzku | J-Wwpow | 70-75 | 73 | 5.84% | 5.912% | 44.35853 |
Y | ZZM | 62.460 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
M | RXT | 169.570 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
I-3 | HEK | 535.730 | 8.30 | Zpp | ZZZ | - | - | - | - | - | Gkgki | O-Wkohv | 75-80 | 78 | 5.62% | 5.690% | 17.37325 |
Tranche Comments
C-1: First Pay: 2023-04-18; Registration: Ofwiuhfefy;
T-2-T: First Pay: 2023-04-18; Registration: Ckeppvkfkt;
G-2-L: First Pay: 2023-04-18; Registration: Onbvvnnjnl;
I-3: First Pay: 2023-04-18; Registration: Wxkycpxaxa;
E: First Pay: 2023-04-18; Registration: Yhuywihyhf;
J: First Pay: 2023-04-18; Registration: Skqgbpkjkb;
M: First Pay: 2023-04-18; Registration: Yhkkmphoha;
Y: First Pay: 2023-04-18; Registration: Smsmjcmsmj;
Risk Retention
BP - Aza, HB - Yy
Pricing Speed
1.5% ZWT tr 10% QbilsXj Qlbb
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U-2-U | ZCQ | 274.100 | 4.18 | Dww | FFF | - | - | - | - | - | Zzqsl | O-Pgjos | 120-130 | 120 | 4.20% | 4.245% | 64.34372 |
L | EGF | 20.990 | 4.33 | Kh2 | ZZ | - | - | - | - | - | Dufpn | S-Kkbon | 145-155 | 135 | 4.81% | 4.866% | 19.15540 |
F-3 | VWA | 115.300 | 2.95 | Vvv | XXX | - | - | - | - | - | Ckkpc | V-Laujc | 110-120 | 100 | 4.38% | 4.430% | 21.53118 |
D | LIG | 506.950 | 3.48 | K2 | Y | - | - | - | - | - | Eiiin | D-Yqrrc | 190-200 | 185 | 5.32% | 5.380% | 59.30687 |
J | ZLF | 77.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Q-1 | QQX | 724.000 | 7.56 | K-1 | I-1+ | - | - | - | - | - | Hhqfw | B-Ywgyw | - | 60 | 2.19% | 2.192% | 416.00000 |
V-2-W | YWB | 560.000 | 6.28 | Ptt | TTT | - | - | - | - | - | Zzhoawyq | TPPX | 115-125 | 115 | HWFH+115 | - | 382.00000 |
R | WSX | 211.560 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
D: First Pay: 2022-07-18; Registration: Lnghaqnlnk;
J: First Pay: 2022-07-18; Registration: Obuvxobhbh;
L: First Pay: 2022-07-18; Registration: Veckgleses;
R: First Pay: 2022-07-18; Registration: Mqbwqcqtqc;
U-2-U: First Pay: 2022-07-18; Registration: Lebyxaegeq;
F-3: First Pay: 2022-07-18; Registration: Ngoxgzgygl;
V-2-W: First Pay: 2022-07-18; Registration: Jwmjokwkwe;
Q-1: First Pay: 2022-07-18; Registration: Ywpfggwywp; Comments: Unh-puemhv;
Deal Comments
Eck jkvl yvv eqvgjkj kqab TPG$1,128.78b pa TPG$1,311.52b
Pricing Speed
1.50% RYG xr 10.00% Pall
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S-1 | RYE | 801.000 | 9.61 | W-1 | - | S1+ | - | - | - | - | Eawgk | XwiL | 20u | 25 | 0.90% | 0.903% | 219.00000 |
K | EIN | 48.990 | 7.69 | Ns2 | - | UU | - | - | - | - | Fqjwr | Omhkd | 80-85 | 80 | 2.77% | 2.792% | 61.98407 |
S-3 | YEX | 183.440 | 9.70 | Vll | - | EEE | - | - | - | - | Wqbgq | Vwnux | 50-55 | 55 | 2.45% | 2.471% | 78.80823 |
N | LOD | 44.610 | 6.51 | Ixx2 | - | VVV | - | - | - | - | Qjxei | Trjir | - | 125 | 3.23% | 3.254% | 73.69029 |
R | LAR | 498.300 | 4.75 | K2 | - | D | - | - | - | - | Fmpvq | Khkdd | 100-110 | 100 | 2.98% | 3.002% | 43.17060 |
P | ZQD | 50.950 | 9.53 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
N-2 | OBU | 505.000 | 1.67 | Qss | - | AAA | - | - | - | - | Iqgzd | PCYL | 50-55 | 60 | 2.05% | 2.065% | 88.32946 |
Tranche Comments
S-1: First Pay: 2022-04-18; Registration: Jvbzqcvtva;
N-2: First Pay: 2022-04-18; Registration: Nxuijpxgxt;
S-3: First Pay: 2022-04-18; Registration: Eqykbiqiqj;
K: First Pay: 2022-04-18; Registration: Ehqwpghhha;
R: First Pay: 2022-04-18; Registration: Lnvzgwneng;
N: First Pay: 2022-04-18; Registration: Qmnwxompmf;
P: First Pay: 2022-04-18; Registration: Emgobgmamb;
Risk Retention
LZ - Bvma ML - Yp
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E | ASK | 70.400 | 1.32 | Mf2 | - | - | V | - | - | - | Ifvib | Ljzxb | 50-55 | 45 | 1.41% | 1.419% | 35.93133 |
E | IVA | 29.330 | - | Rqq3 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
G-1 | ZYB | 426.400 | 7.66 | B-1 | - | - | J-1 K | - | - | - | Hutkc | XsfN | 5-8 | 6 | 0.18% | 0.183% | 617.00000 |
O | EXQ | 79.000 | - | D3 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
F | OOY | 15.400 | 8.83 | Cbb | - | - | XX | - | - | - | Ygtml | Ojxck | 35-40 | 30 | 1.17% | 1.182% | 65.37532 |
U-2 | LPQ | 331.000 | 1.82 | Dii | - | - | YYY | - | - | - | Mwqkt | CGQE | 18-20 | 15 | 0.41% | 0.412% | 55.65860 |
I-3 | QKF | 790.880 | 2.96 | Qbb | - | - | GGG | - | - | - | Drkgi | Oecgb | 16-18 | 11 | 0.76% | 0.767% | 90.79095 |
Tranche Comments
F: First Pay: 2021-12-20; Registration: Cbeuyhbfbi;
I-3: First Pay: 2021-12-20; Registration: Nlscftlals;
E: First Pay: 2021-12-20; Registration: Lmeybimjmj;
O: First Pay: 2021-12-20; Registration: Ncpvbqczct;
E: First Pay: 2021-12-20; Registration: Uykwzmyeyv;
G-1: First Pay: 2021-12-20; Registration: Wqapgeqmqh;
U-2: First Pay: 2021-12-20; Registration: Hwwusuwhwu;
Pricing Speed
1.50% ZEG uxtz t 10% fiwtw-cu ftii
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F | QVQ | 58.950 | 2.70 | Om2 | QQ | - | - | - | - | - | Wsmrg | Rzkne | 35-40 | 30 | 0.69% | 0.694% | 14.87322 |
J-3 | UJN | 623.480 | 5.72 | Wrr | NNN | - | - | - | - | - | Wnbny | Ufepi | 14-16 | 10 | 0.34% | 0.348% | 83.34190 |
B | IMR | 79.110 | 9.59 | Rmm2 | PPP | - | - | - | - | - | Unltf | Lzolj | - | 70 | 1.29% | 1.299% | 49.82545 |
E | QCT | 21.540 | 5.75 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
T-1 | UAK | 218.000 | 8.59 | I-1 | U-1+ | - | - | - | - | - | Eoycn | KfsM | 2-4 | 2 | 0.14% | 0.135% | 695.00000 |
A-2 | CGG | 432.940 | 4.21 | Zbb | NNN | - | - | - | - | - | Jttne | YLIJ | 14-16 | 12 | 0.26% | 0.264% | 70.64728 |
H | VYV | 824.460 | 9.16 | I2 | R | - | - | - | - | - | Icuxe | Lkgzf | 55-60 | 50 | 1.01% | 1.019% | 60.29580 |
Tranche Comments
T-1: First Pay: 2021-07-19; Registration: Rlunyalflh;
A-2: First Pay: 2021-07-19; Registration: Zucmzmuluq;
J-3: First Pay: 2021-07-19; Registration: Ewfikgwfwm;
F: First Pay: 2021-07-19; Registration: Wqcfbiqrqc;
H: First Pay: 2021-07-19; Registration: Weuoweenea;
B: First Pay: 2021-07-19; Registration: Jpunbppopg;
E: First Pay: 2021-07-19; Registration: Yhuuaphphz;
Risk Retention
QG-Iuvq ZQ-Rr
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-2 | JFJ | 218.000 | 6.96 | - | XXX | SSS | - | - | - | - | Mbfif | AIMQ | 14-16 | 11 | 0.28% | 0.282% | 51.41192 |
U-3 | GFB | 210.990 | 4.00 | - | GGG | DDD | - | - | - | - | Hlmbx | Urzvv | 18-20 | 15 | 0.37% | 0.371% | 18.12326 |
G | YED | 781.160 | 6.28 | - | RRR | VVV | - | - | - | - | Glbau | Ujxoi | 75-80 | 70 | 1.21% | 1.222% | 17.88837 |
K | CFF | 73.650 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
T | WBN | 168.550 | 9.28 | - | OO | OO | - | - | - | - | Yftnf | Qyhtp | 35-40 | 35 | 0.68% | 0.690% | 45.85232 |
W-1 | ZSE | 426.400 | 3.78 | - | A-1+ | L1+ | - | - | - | - | Bkazn | EnyA | 3-5 | 1 | 0.16% | 0.160% | 847.00000 |
E | ZNV | 599.290 | 6.18 | - | I | O | - | - | - | - | Vbntb | Hwqcl | 50-55 | 45 | 0.89% | 0.892% | 61.52592 |
Tranche Comments
W-1: First Pay: 2021-04-19; Registration: Oulzqguuul;
A-2: First Pay: 2021-04-19; Registration: Mpoljbpipq;
U-3: First Pay: 2021-04-19; Registration: Ulynqelmlj;
T: First Pay: 2021-04-19; Registration: Bvjznkvivh;
E: First Pay: 2021-04-19; Registration: Nxancfxjxh;
G: First Pay: 2021-04-19; Registration: Rzfwkvzszu;
K: First Pay: 2021-04-19; Registration: Uuqgexukud;
Risk Retention
FZ - Djru AF - Ap
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F | MBR | 59.670 | 5.29 | Hkk2 | - | - | YYY | - | - | - | Qrhze | Bmiim | 125-130 | 115 | 1.49% | 1.504% | 97.21380 |
B | FGA | 750.000 | 7.95 | A2 | - | - | N | - | - | - | Njutk | Mttqx | 80-85 | 73 | 1.06% | 1.064% | 56.69099 |
A-3 | NQP | 929.600 | 4.58 | Vll | - | - | WWW | - | - | - | Wfnrp | Zcwgp | 31-33 | 27 | 0.53% | 0.537% | 25.25920 |
D | TEP | 51.190 | 7.43 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Y-2 | MQE | 941.000 | 3.83 | Xxx | - | - | MMM | - | - | - | Hlxvr | IKJI | 22-24 | 20 | 0.42% | 0.424% | 67.97061 |
X | XYE | 68.000 | 5.23 | Yh2 | - | - | NN | - | - | - | Whykq | Vmknw | 50-55 | 47 | 0.76% | 0.771% | 30.20797 |
D-1 | XIY | 438.000 | 5.80 | G-1 | - | - | X-1 N | - | - | - | Mjshn | VqsK | 5-7 | 5 | 0.22% | 0.219% | 204.00000 |
Tranche Comments
Y-2: First Pay: 2020-12-18; Registration: Yclawncpcq;
D: First Pay: 2020-12-18; Registration: Oeauonegem;
F: First Pay: 2020-12-18; Registration: Mjnbjwjajx;
B: First Pay: 2020-12-18; Registration: Ypyahzphpo;
D-1: First Pay: 2020-12-18; Registration: Ebhkmbboba;
X: First Pay: 2020-12-18; Registration: Qwgaxuwqwa;
A-3: First Pay: 2020-12-18; Registration: Bckoncclce;
Risk Retention
FU-Gkkj QF-Dy
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M | QVO | 55.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
S | MJH | 53.530 | 5.38 | - | OOO | VVV | - | - | - | - | Uiyqz | Xcdro | 200-215 | 190 | 2.13% | 2.146% | 21.50184 |
D-1 | MLL | 867.000 | 5.97 | - | B-1+ | Y1+ | - | - | - | - | Xglga | BunN | 5-10 | 5 | 0.26% | 0.261% | 910.00000 |
T-2O | HOZ | 83.000 | 9.60 | - | UUU | JJJ | - | - | - | - | Zzrxqrvv | 1fT | 40-45 | 35 | 1aK+35 | - | 925.00000 |
G-2G | WZA | 236.000 | 6.40 | - | FF | RRR | - | - | - | - | Gfopw | YMZS | 40-45 | 35 | 0.60% | 0.605% | 81.30590 |
Z-3 | LTM | 239.600 | 2.10 | - | OOO | HHH | - | - | - | - | Apszm | Ynloe | 50f | 45 | 0.66% | 0.669% | 85.75295 |
J | ILY | 24.140 | 2.90 | - | CC | RR | - | - | - | - | Lblqn | Ybfdt | 90b | 75 | 0.97% | 0.973% | 58.26264 |
R | CSR | 93.570 | 3.78 | - | O | C | - | - | - | - | Sqrpe | Xmanf | 140-150 | 125 | 1.48% | 1.486% | 71.95745 |
Tranche Comments
T-2O: First Pay: 2020-08-18; Registration: Tynbyqykyx;
Z-3: First Pay: 2020-08-18; Registration: Bnmmbwnuno;
G-2G: First Pay: 2020-08-18; Registration: Mqjbxsqpqg;
D-1: First Pay: 2020-08-18; Registration: Iwpimmwbwu;
M: First Pay: 2020-08-18; Registration: Mxpmkmxbxm;
J: First Pay: 2020-08-18; Registration: Qfoqoufmfq;
S: First Pay: 2020-08-18; Registration: Gcpbvococu;
R: First Pay: 2020-08-18; Registration: Hzyaplzbzx;
Risk Retention
MCu CKCy KMu TE