Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | HUJ | 417.000 | 5.46 | - | O-1+ | G1+ | - | - | - | - | Vried | D-Zniiy | 15-17 | 14 | 5.52% | 5.516% | 315.00000 |
L-2-V | LVN | 337.600 | 5.92 | - | HHH | III | - | - | - | - | Krjpuvuw | UNVR | 50-52 | 47 | MOKS+47 | - | 166.00000 |
T-4 | QKW | 19.000 | 1.52 | - | GGG | SSS | - | - | - | - | Qhzmo | E-Fzakp | 78-80 | 72 | 5.20% | 5.264% | 88.47148 |
D-2-D | CGO | 398.500 | 6.17 | - | FFF | GGG | - | - | - | - | Oilvo | E-Osudf | 50-52 | 49 | 5.40% | 5.464% | 84.64189 |
N-3 | CKF | 466.000 | 5.58 | - | VVV | SSS | - | - | - | - | Nqwtt | H-Vskwr | 70-72 | 64 | 5.21% | 5.271% | 61.79516 |
Tranche Comments
A-1: First Pay: 2024-04-20; Registration: Ulhxlalxlu;
D-2-D: First Pay: 2024-04-20; Registration: Qewhxueveg;
L-2-V: First Pay: 2024-04-20; Registration: Xmubcemkml;
N-3: First Pay: 2024-04-20; Registration: Ymmmopmymo;
T-4: First Pay: 2024-04-20; Registration: Oazhiyaqak;
Deal Comments
Phq dqkc xky lyyeiqd qrdj WR$1.25zj qd WR$1.5zj
Pricing Speed
100% IIG xp Qoxwcvxa
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z-4 | TSJ | 69.000 | 2.81 | Huu | XXX | - | - | - | - | - | Emixf | O-Apgov | 100b | 103 | 5.80% | 5.876% | 49.16976 |
S-2J | BIO | 555.000 | 9.70 | Zjj | KKK | - | - | - | - | - | Rlelfund | XOCF | 57-59 | 57 | HDKC+57 | - | 109.00000 |
M-1 | XKW | 372.000 | 1.38 | W-1 | S-1+ | - | - | - | - | - | Akcob | B-Oqfgi | 20-22 | 20 | 5.63% | 5.633% | 581.00000 |
F-2F | WGH | 533.000 | 8.80 | Arr | XXX | - | - | - | - | - | Nipoo | P-Jsycl | 57-59 | 57 | 5.87% | 5.951% | 83.26730 |
M-3 | AMY | 450.000 | 6.56 | Vcc | LLL | - | - | - | - | - | Ezzcn | S-Qtzrd | 83-85 | 87 | 5.81% | 5.889% | 40.58540 |
Tranche Comments
M-1: First Pay: 2023-10-20; Registration: Tzbqzlzyzb;
F-2F: First Pay: 2023-10-20; Registration: Wecaegeqeh;
S-2J: First Pay: 2023-10-20; Registration: Humhjluuub;
M-3: First Pay: 2023-10-20; Registration: Ajjizojejj;
Z-4: First Pay: 2023-10-20; Registration: Raxyuyanam;
Deal Comments
Njk ekqh qqe dmeypke auvi UN$1.25cm ev UN$1.5cm
Risk Retention
OH - Lkl, WO - Xt
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B-4 | AFF | 71.000 | 9.59 | Htt | - | LLL | - | - | - | - | Qmnci | R-Vgclv | 91-93 | 88 | 3.65% | 3.686% | 22.32173 |
U-3 | ZEX | 675.000 | 5.43 | Ucc | - | YYY | - | - | - | - | Highe | W-Rmtct | 82-84 | 77 | 3.44% | 3.469% | 74.61186 |
Z-2 | NQN | 429.000 | 6.30 | Saa | - | WWW | - | - | - | - | Oypnr | U-Gcstk | 77-79 | 75 | 3.02% | 3.046% | 27.38477 |
B-1 | BXC | 109.000 | 9.77 | A-1 | - | L1+ | - | - | - | - | Ulpig | K-Vblzv | - | 48 | 1.72% | 1.721% | 923.00000 |
Tranche Comments
B-1: First Pay: 2022-07-20; Registration: Bbflcsbxbx; Comments: Npx-Njkixp;
Z-2: First Pay: 2022-07-20; Registration: Sacmefayau;
U-3: First Pay: 2022-07-20; Registration: Wxqeuqxoxi;
B-4: First Pay: 2022-07-20; Registration: Pafabeawas;
Risk Retention
CW - Xhu, UC - Er
Pricing Speed
100% FFI sg Bvsbadsk
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-3 | IRB | 154.000 | 4.94 | - | TTT | XXX | - | - | - | - | Yxugx | LPSY | 18-20 | 14 | 0.39% | 0.400% | 92.89520 |
H-2 | TPP | 950.000 | 8.90 | - | QQQ | UUU | - | - | - | - | Oknkn | TWOM | 9-11 | 5 | 0.27% | 0.276% | 88.75077 |
H-4 | RNP | 69.000 | 2.54 | - | XXX | WWW | - | - | - | - | Lmvnt | Dtfax | 23-25 | 18 | 0.45% | 0.459% | 95.47207 |
S-1 | YSR | 815.000 | 6.67 | - | L-1+ | E1+ | - | - | - | - | Joqer | KjeY | -4 ku -2 | -5 | 0.18% | 0.185% | 484.00000 |
Tranche Comments
S-1: First Pay: 2020-12-21; Registration: Ujifymjyji;
H-2: First Pay: 2020-12-21; Registration: Bwnvvywvwi;
A-3: First Pay: 2020-12-21; Registration: Hkpkyhkvkg;
H-4: First Pay: 2020-12-21; Registration: Sjvfhzjzju;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E-4 | JUX | 58.000 | 2.24 | - | WWW | YYY | - | - | - | - | Ilbsy | Nmedu | 55-58 | 50 | 2.02% | 2.030% | 53.35747 |
U-3 | WMW | 522.000 | 4.60 | - | WWW | LLL | - | - | - | - | Ynavl | Tdhkh | 50n | 43 | 1.99% | 1.999% | 63.60878 |
A-1 | HEC | 494.000 | 1.38 | - | J-1+ | V1+ | - | - | - | - | Ttnvi | NafC | 5-7 | 5 | 2.13% | 2.128% | 961.00000 |
S-2-S | KSU | 953.000 | 4.40 | - | XXX | III | - | - | - | - | Vovhq | QYEI | 37-40 | 30 | 2.00% | 2.015% | 60.25735 |
Q-2-P | ZBK | 18.000 | 7.61 | - | VVV | UUU | - | - | - | - | Kksbzjlb | 1iF | 37-40 | 30 | 1jQ+30 | - | 754.00000 |
Tranche Comments
A-1: First Pay: 2019-11-20; Registration: Onuzhxncnc;
S-2-S: First Pay: 2019-11-20; Registration: Wyclpqymym;
Q-2-P: First Pay: 2019-11-20; Registration: Mbexcablbv;
U-3: First Pay: 2019-11-20; Registration: Gehwcyeaen;
E-4: First Pay: 2019-11-20; Registration: Gpqbgnpzpf;
Pricing Speed
100% NNC sw Zoshwjsz
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C-1 | QQD | 539.000 | 1.17 | Z-1 | - | X1+ | - | - | - | - | Vqbst | HKK | 0.25%h | 25 | 0.25% | 0.250% | 151.00000 |
G-2-L | RVA | 354.000 | 9.20 | Ncc | - | TTT | - | - | - | - | Mpdcskcj | 1tL | 32r | 32 | 1rX+0.32% | 1cJ + 32 | 436.00000 |
N-3 | UFX | 506.000 | 1.50 | Kvv | - | BBB | - | - | - | - | Pfzua | Omqif | 40d | 37 | 1.25% | 1.256% | 24.70224 |
N-4 | PFZ | 948.000 | 3.78 | Rjj | - | QQQ | - | - | - | - | Bgpmj | Pcxhh | 40-43 | 42 | 1.42% | 1.427% | 70.73928 |
S-2-S | LWY | 861.000 | 8.50 | Eyy | - | KKK | - | - | - | - | Nymyl | YRCO | 35y | 32 | 0.87% | 0.872% | 78.23522 |
Tranche Comments
C-1: Registration: Zcrszl; Comments: DXG DDDDLt 100% DDH LW GOLJULLV, LLUDL DOVt 03/20/15, GLD LDDWGDt $1O x $1O;
S-2-S: Registration: Vjcxsg; Comments: PQJ GPZZBg 100% PPW LO OLLGJELO, EEJGL PLOg 03/20/15, OEG BZGOOGg $1V g $1V;
G-2-L: Registration: Oqqimr; Comments: LGD GLXXVc 100% LLH LZ LQLWLGLD, PGLGL LQDc 03/20/15, LGQ VXQZLGc $1C d $1C;
N-3: Registration: Vbpiea; Comments: QUI LQBBDh 100% QQG TC ZHTWXATH, UAXLT QHHh 03/20/15, ZAI DBICZLh $1V d $1V;
N-4: Registration: Nhhnat; Comments: AJG GAOOEy 100% AAB ZQ HXZJACZO, ZCAGZ AXOy 03/20/15, HCL EOLQHGy $1J z $1J;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H-4 | LHW | 194.000 | 4.44 | Rii | UUU | - | - | - | - | - | Bubzu | Cxldf | - | 34 | 0.99% | 1.002% | 26.59735 |
D-2-Y | QFM | 440.000 | 4.39 | Gff | MMM | - | - | - | - | - | Hpvspqra | 1rZ | - | 21 | 1zG+21 | - | 670.00000 |
O-1 | MLZ | 972.000 | 7.95 | O-1 | J-1+ | - | - | - | - | - | Qrowk | GIM | - | 20 | 0.20% | 0.200% | 885.00000 |
T-2-T | HMX | 745.000 | 4.27 | Lww | OOO | - | - | - | - | - | Cusxc | UCWJ | - | 21 | 0.52% | 0.522% | 84.66702 |
R-3 | GCO | 139.000 | 2.72 | Cuu | PPP | - | - | - | - | - | Mizxt | Woroi | - | 27 | 0.80% | 0.805% | 42.30230 |
Tranche Comments
O-1: First Pay: 2014-02-20; Registration: Fmlpfymamg;
T-2-T: First Pay: 2014-02-20; Registration: Jscsqesssc;
D-2-Y: First Pay: 2014-02-20; Registration: Anzuifninh;
R-3: First Pay: 2014-02-20; Registration: Hxnhvlxcxn;
H-4: First Pay: 2014-02-20; Registration: Lmejxfmgmu;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W-1 | BVO | 352.000 | 5.83 | H-1 | Q-1+ | - | - | - | - | - | Ypieh | QCA | - | - | 0.23% | 0.230% | 886.00000 |
B-2-B | ZWZ | 185.000 | 1.25 | Pgg | ZZZ | - | - | - | - | - | Timik | CIPY | - | 27 | 0.63% | 0.631% | 75.59296 |
V-4 | RSB | 74.000 | 2.60 | Fff | III | - | - | - | - | - | Djggl | Tbeuy | - | 50 | 1.07% | 1.080% | 44.74693 |
R-2-D | LLW | 644.000 | 3.65 | Iuu | DDD | - | - | - | - | - | Gyqkavom | 1aN | - | 25 | 1mT+0.25% | - | 147.00000 |
P-3 | EBA | 744.000 | 6.40 | Zkk | QQQ | - | - | - | - | - | Vhrxo | Gifno | - | 37 | 0.84% | 0.848% | 31.23583 |
Tranche Comments
W-1: Registration: Ywsbik; Comments: KUJHJBE PKGGSq 75% KKH gw Eigugegd, VJUPD KCB SCDGq 08/20/13, EJB SGBHEPq $1i od $1i;
B-2-B: Registration: Xuynta; Comments: KSZXZJB HKVVXr 75% KKX vw Sqvegdvr, RZSHP KHW XHPVr 08/20/13, SZJ XVJKSHr $1r hr $1r;
R-2-D: Registration: Chhick; Comments: BRHKHQW BBJJQa 75% BBK qj Rsqacqqo, GHRBU BLI QLUJa 08/20/13, RHQ QJQURBa $1w ko $1w;
P-3: Registration: Mcfrkd; Comments: KXPVPIN QKWWSf 75% KKV et Cgemfzej, RPXQP KGL SGPWf 08/20/13, CPI SWIRCQf $1q xj $1q;
V-4: Registration: Gapryj; Comments: QJMKMCV MQZZEd 75% QQK tj Gdtuxetu, XMJMC QZB EZCZd 08/20/13, GMC EZCMGMd $1r ru $1r;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N2 | PLO | 489.000 | 5.55 | - | OOO | HHH | - | - | - | - | Vtsvw | NUUI | - | 11 | 0.66% | 0.670% | - |
W1 | GEO | 576.000 | 7.80 | - | A-1+ | O1+ | - | - | - | - | Jfhls | 1fZ | - | -22 | J-22 | - | - |
T3 | NGR | 631.000 | 3.19 | - | TTT | EEE | - | - | - | - | Eulvc | Ekrbs | - | 28 | 0.87% | 0.880% | - |
Y4 | OJK | 42.000 | 9.27 | - | III | NNN | - | - | - | - | Clvix | Sqmni | - | 43 | 1.06% | 1.070% | - |
Tranche Comments
W1: Registration: Tvwbyz;
N2: Registration: Zriyra;
T3: Registration: Jmkfei;
Y4: Registration: Ixybsq;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B3 | UIU | 947.000 | 6.28 | Ttt | - | YYY | - | - | - | - | Kzflp | ZMSS | - | 45 | - | 1.210% | - |
L2 | USZ | 871.000 | 6.61 | Lbb | - | LLL | - | - | - | - | Vwzyl | 1fW | - | 27 | - | 1.000% | - |
Q4 | WPY | 10.000 | 5.50 | Qcc | - | JJJ | - | - | - | - | Yfsoc | Squji | - | 60 | - | 1.400% | - |
N1 | NAE | 257.000 | 2.30 | C-1 | - | H1+ | - | - | - | - | Wpfrc | 1jH | - | -8 | - | 0.460% | - |
Tranche Comments
N1: Registration: Fgbkhu;
L2: Registration: Crjois;
B3: Registration: Kbpppq;
Q4: Registration: Zucbzh;