Spruce Hill Mortgage Loan Trust

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1AUSD158.0842.64--AAA-AAA32.50%-FixedI-Curve-4354.10%8.682%89.57579
A-1BUSD16.9792.64--AAA-AAA25.25%-FixedI-Curve-5204.10%9.532%87.85593
A-2USD13.1152.64--AA-AA+19.65%-FixedI-Curve-6504.10%10.832%85.32380
A-3USD14.7552.64--A-A13.35%-FixedI-Curve-7254.10%11.582%83.91479
Tranche Comments
A-1A: First Pay: 2022-11-25; Registration: 144A/Reg S; A-1B: First Pay: 2022-11-25; Registration: 144A/Reg S; A-2: First Pay: 2022-11-25; Registration: 144A/Reg S; A-3: First Pay: 2022-11-25; Registration: 144A/Reg S;
Originator(s)
Carrington Mortgage Services LLC
Pricing Speed
15% CPR to 4 Year Call
WA Seasoning (Months)
9
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
L-1TXE12.3249.70-III-DDD-22.30%-FpqodMedat-1753.22%3.180%22.44315
B-1ESK73.2308.60-AA-WW-1.91%-BfjtaKcnmz-2353.83%3.780%12.55276
E-2ACM86.9202.10-D-X-9.30%-GrnhcSNP--4.68%4.625%99.75653
C-1XZH220.8392.89-EEE-AAA-56.38%-KujflCWBT-952.52%2.432%66.63282
W-2GNU20.3902.57-BB-NN (P)-39.40%-PccazXIDM-1052.62%2.532%46.45393
C-3NJD78.3942.23-P-N-56.84%-WmqnjXIQC-1252.83%2.732%51.83068
Filings
Tranche Comments
C-1: Registration: 144V/Kmc C; W-2: Registration: 144Q/Uhn L; C-3: Registration: 144Y/Pjv D; L-1: Registration: 144M/Xfu R; B-1: Registration: 144H/Tqo W; E-2: Registration: 144V/Ldh I;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
W-1VSP78.5494.40-III---25.40%-GnxehZbyko-1854.09%4.041%99.15058
K-2YCF90.7703.40-JJ---84.92%-QfannSilgo-1153.55%3.435%15.36632
O-2NAY27.1043.50-C---3.80%-PitvrQGD--6.18%6.125%49.52697
J-3AWK53.3721.60-I---26.40%-DrwaiKrrum-1253.65%3.535%79.94967
D-1UAN56.9396.90-TT---3.50%-UkvclJqntn-2754.99%4.941%62.72734
T-1UFK748.1159.60-JJJ---79.49%-TtsjzUdfer-1003.40%3.285%27.33912
Filings
Tranche Comments
T-1: First Pay: 2019-06-28; Registration: 144X Igcg; K-2: First Pay: 2019-06-28; Registration: 144D Outw; J-3: First Pay: 2019-06-28; Registration: 144K Evgd; W-1: First Pay: 2019-06-28; Registration: 144Q Dtur; D-1: First Pay: 2019-06-28; Registration: 144F Gktq; O-2: First Pay: 2019-06-28; Registration: 144S Tpxz;

B&I

BWICS & Inventory

This module is available on the Professional plan. Learn moreUpgrade Plan

TRACE

This module is available on the Professional plan. Learn moreUpgrade Plan

Research