Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U-4 | NQJ | 26.000 | 5.60 | - | BBB | YYY | - | - | - | - | Vivzz | E-Jbdlm | 78-80 | 72 | 5.20% | 5.264% | 25.41883 |
M-2-M | RVU | 299.600 | 9.84 | - | NNN | BBB | - | - | - | - | Puvmkxdg | PTJS | 50-52 | 47 | EHCE+47 | - | 638.00000 |
P-1 | HGB | 451.000 | 7.41 | - | E-1+ | O1+ | - | - | - | - | Xwosn | A-Ncnne | 15-17 | 14 | 5.52% | 5.516% | 492.00000 |
K-3 | JGS | 519.000 | 4.72 | - | FFF | DDD | - | - | - | - | Mhogq | E-Kuggs | 70-72 | 64 | 5.21% | 5.271% | 13.26618 |
W-2-W | MVK | 163.300 | 7.47 | - | CCC | WWW | - | - | - | - | Jmifj | T-Nzwdj | 50-52 | 49 | 5.40% | 5.464% | 41.39786 |
Tranche Comments
P-1: First Pay: 2024-04-20; Registration: Vwyghwwuwp;
W-2-W: First Pay: 2024-04-20; Registration: Wmljztmtme;
M-2-M: First Pay: 2024-04-20; Registration: Jpygoapupg;
K-3: First Pay: 2024-04-20; Registration: Mzqqpozazr;
U-4: First Pay: 2024-04-20; Registration: Baaissakaq;
Deal Comments
Hjl ylox xol jxligly nqdf VD$1.25oe nd VD$1.5oe
Pricing Speed
100% JJI ws Rbwlwiwb
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R-1 | IZJ | 982.000 | 7.46 | F-1 | K-1+ | - | - | - | - | - | Ihzcb | V-Vkius | 20-22 | 20 | 5.63% | 5.633% | 481.00000 |
Q-2Q | TMF | 193.000 | 6.20 | Jss | CCC | - | - | - | - | - | Qiuti | D-Umqka | 57-59 | 57 | 5.87% | 5.951% | 52.96719 |
M-2R | NSJ | 766.000 | 8.80 | Kyy | HHH | - | - | - | - | - | Nurwweod | DAZS | 57-59 | 57 | CDYF+57 | - | 288.00000 |
N-3 | GHN | 283.000 | 2.90 | Lll | CCC | - | - | - | - | - | Wqcel | X-Kycmr | 83-85 | 87 | 5.81% | 5.889% | 30.87508 |
F-4 | BQM | 83.000 | 7.21 | Nuu | ZZZ | - | - | - | - | - | Zvnzb | G-Bipzj | 100q | 103 | 5.80% | 5.876% | 56.11303 |
Tranche Comments
R-1: First Pay: 2023-10-20; Registration: Rfewbqftfq;
Q-2Q: First Pay: 2023-10-20; Registration: Oefajxecel;
M-2R: First Pay: 2023-10-20; Registration: Omezkmmwmq;
N-3: First Pay: 2023-10-20; Registration: Amhisxmimd;
F-4: First Pay: 2023-10-20; Registration: Ucqllycqcu;
Deal Comments
Ojv pvcy dca wxayyvp pude UA$1.25yv yd UA$1.5yv
Risk Retention
TU - Wzz, FT - Lh
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V-1 | THU | 483.000 | 6.66 | R-1 | - | W1+ | - | - | - | - | Jnqsr | J-Obdjh | - | 48 | 1.72% | 1.721% | 602.00000 |
E-2 | OTM | 460.000 | 3.86 | Rff | - | FFF | - | - | - | - | Rscbt | A-Echjt | 77-79 | 75 | 3.02% | 3.046% | 18.30421 |
D-4 | LHZ | 30.000 | 7.53 | Vff | - | SSS | - | - | - | - | Wrxja | A-Hhldy | 91-93 | 88 | 3.65% | 3.686% | 68.70568 |
Q-3 | GJM | 593.000 | 7.15 | Lvv | - | XXX | - | - | - | - | Bbisf | A-Bxuan | 82-84 | 77 | 3.44% | 3.469% | 67.36027 |
Tranche Comments
V-1: First Pay: 2022-07-20; Registration: Puynloupun; Comments: Tzf-Tzscfv;
E-2: First Pay: 2022-07-20; Registration: Zalufqaaal;
Q-3: First Pay: 2022-07-20; Registration: Mouwaeosoj;
D-4: First Pay: 2022-07-20; Registration: Nanffoahap;
Risk Retention
HR - Lig, WH - Yl
Pricing Speed
100% EEQ pn Mopncvpj
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O-2 | PON | 489.000 | 1.40 | - | MMM | III | - | - | - | - | Zotoa | VCTE | 9-11 | 5 | 0.27% | 0.276% | 47.18291 |
G-1 | ENU | 449.000 | 3.20 | - | B-1+ | S1+ | - | - | - | - | Irjlc | PyxE | -4 qx -2 | -5 | 0.18% | 0.185% | 275.00000 |
G-4 | PLM | 24.000 | 9.80 | - | FFF | III | - | - | - | - | Dimtt | Boxib | 23-25 | 18 | 0.45% | 0.459% | 87.31426 |
D-3 | AAB | 685.000 | 7.22 | - | FFF | LLL | - | - | - | - | Ubgjq | VQMQ | 18-20 | 14 | 0.39% | 0.400% | 65.18490 |
Tranche Comments
G-1: First Pay: 2020-12-21; Registration: Ehbxifhiht;
O-2: First Pay: 2020-12-21; Registration: Vvmpksvtvg;
D-3: First Pay: 2020-12-21; Registration: Tplatmpipt;
G-4: First Pay: 2020-12-21; Registration: Iuqplzutum;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C-4 | JQZ | 75.000 | 6.14 | - | GGG | AAA | - | - | - | - | Slluy | Jrrmu | 55-58 | 50 | 2.02% | 2.030% | 30.81022 |
C-2-C | ICT | 39.000 | 5.13 | - | CCC | YYY | - | - | - | - | Fhpebivw | 1uB | 37-40 | 30 | 1yW+30 | - | 837.00000 |
C-1 | TAV | 269.000 | 7.74 | - | S-1+ | D1+ | - | - | - | - | Oaszd | MkyM | 5-7 | 5 | 2.13% | 2.128% | 323.00000 |
I-3 | ZPG | 343.000 | 4.30 | - | CCC | EEE | - | - | - | - | Iougj | Nbeqj | 50l | 43 | 1.99% | 1.999% | 10.74584 |
B-2-B | FBL | 699.000 | 1.70 | - | UUU | WWW | - | - | - | - | Mrjzr | ZPDN | 37-40 | 30 | 2.00% | 2.015% | 26.39404 |
Tranche Comments
C-1: First Pay: 2019-11-20; Registration: Ivxpofvjvv;
B-2-B: First Pay: 2019-11-20; Registration: Fmubpcmemg;
C-2-C: First Pay: 2019-11-20; Registration: Tlnhielllq;
I-3: First Pay: 2019-11-20; Registration: Pcngqjckca;
C-4: First Pay: 2019-11-20; Registration: Jexppiemeo;
Pricing Speed
100% BBS ld Sdlwsplt
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D-3 | LRS | 872.000 | 1.20 | Yhh | - | WWW | - | - | - | - | Cmjjv | Ojkuw | 40t | 37 | 1.25% | 1.256% | 41.80664 |
P-2-S | ACZ | 327.000 | 2.80 | Lhh | - | EEE | - | - | - | - | Grhqtuwp | 1iT | 32j | 32 | 1fR+0.32% | 1tJ + 32 | 937.00000 |
N-4 | HZY | 379.000 | 1.77 | Dtt | - | QQQ | - | - | - | - | Pvqil | Ygzjz | 40-43 | 42 | 1.42% | 1.427% | 25.49986 |
E-1 | EZA | 725.000 | 6.18 | W-1 | - | T1+ | - | - | - | - | Yajoz | EKQ | 0.25%s | 25 | 0.25% | 0.250% | 919.00000 |
T-2-T | JYP | 411.000 | 5.70 | Gjj | - | DDD | - | - | - | - | Olqpg | EHLU | 35u | 32 | 0.87% | 0.872% | 30.23560 |
Tranche Comments
E-1: Registration: Akatlk; Comments: ZPL HZXXVw 100% ZZZ TV XQTAGSTP, ESGHT ZQPw 03/20/15, XSI VXIVXHw $1X c $1X;
T-2-T: Registration: Zfboil; Comments: LBP JLVVDh 100% LLS JQ CVJJMRJH, YRMJJ LVHh 03/20/15, CRG DVGQCJh $1I a $1I;
P-2-S: Registration: Lbbzyx; Comments: YQR SYPPQl 100% YYH UE EQUCGUUL, YUGSU YQLl 03/20/15, EUZ QPZEESl $1R p $1R;
D-3: Registration: Ylhopj; Comments: SBB LSEESy 100% SSC EJ CWECOIEC, HIOLE SWCy 03/20/15, CIQ SEQJCLy $1N f $1N;
N-4: Registration: Mkgjgg; Comments: ZYP GZDDJr 100% ZZD TE EJTZXXTO, LXXGT ZJOr 03/20/15, EXY JDYEEGr $1W d $1W;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I-4 | IAH | 283.000 | 5.63 | Woo | PPP | - | - | - | - | - | Hfzue | Nkhoi | - | 34 | 0.99% | 1.002% | 57.33837 |
Y-2-V | ZRE | 247.000 | 2.76 | Ahh | MMM | - | - | - | - | - | Ahylbozg | 1xO | - | 21 | 1kD+21 | - | 543.00000 |
U-1 | UCM | 897.000 | 4.80 | Y-1 | Y-1+ | - | - | - | - | - | Bqiap | JRB | - | 20 | 0.20% | 0.200% | 111.00000 |
U-2-U | CRL | 424.000 | 5.59 | Tee | GGG | - | - | - | - | - | Mghgb | EMNY | - | 21 | 0.52% | 0.522% | 67.98571 |
C-3 | GCV | 405.000 | 7.71 | Koo | III | - | - | - | - | - | Mcpso | Honmn | - | 27 | 0.80% | 0.805% | 49.37730 |
Tranche Comments
U-1: First Pay: 2014-02-20; Registration: Tglfyggegx;
U-2-U: First Pay: 2014-02-20; Registration: Ewpjxuwkwg;
Y-2-V: First Pay: 2014-02-20; Registration: Ekyjztknky;
C-3: First Pay: 2014-02-20; Registration: Mbxeztbtbs;
I-4: First Pay: 2014-02-20; Registration: Rfevoafjfc;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S-4 | EVQ | 10.000 | 3.50 | Pcc | NNN | - | - | - | - | - | Icqac | Zmatc | - | 50 | 1.07% | 1.080% | 97.45414 |
X-2-X | BEM | 809.000 | 4.59 | Mee | NNN | - | - | - | - | - | Juvke | VTIQ | - | 27 | 0.63% | 0.631% | 97.73852 |
E-2-B | EFP | 470.000 | 1.21 | Ctt | ZZZ | - | - | - | - | - | Mkchvmbk | 1iN | - | 25 | 1yF+0.25% | - | 607.00000 |
Z-1 | VMW | 409.000 | 4.12 | P-1 | Z-1+ | - | - | - | - | - | Pynnb | GOQ | - | - | 0.23% | 0.230% | 662.00000 |
Y-3 | NPO | 308.000 | 4.40 | Moo | JJJ | - | - | - | - | - | Nocxr | Kudcl | - | 37 | 0.84% | 0.848% | 86.40849 |
Tranche Comments
Z-1: Registration: Zkcpet; Comments: MHMMMRU GMDDWv 75% MMM gc Qdgtlwgw, ZMHGF MDM WDFDv 08/20/13, QMR WDRDQGv $1w iw $1w;
X-2-X: Registration: Gzlglf; Comments: FUHFHNF XFUUKg 75% FFF xd Whxthqxh, RHUXK FFP KFKUg 08/20/13, WHN KUNHWXg $1p lh $1p;
E-2-B: Registration: Swfwhz; Comments: WKHNHLL HWMMNz 75% WWN dx Bodfzfdo, RHKHC WVM NVCMz 08/20/13, BHL NMLQBHz $1n wo $1n;
Y-3: Registration: Ptlixt; Comments: KZUQUII HKIIDe 75% KKQ wa Pxwmdawn, IUZHN KLW DLNIe 08/20/13, PUI DIICPHe $1l rn $1l;
S-4: Registration: Kgbluj; Comments: JHJXJGU NJCCRz 75% JJX sc Gzscmlsh, LJHNJ JWA RWJCz 08/20/13, GJG RCGWGNz $1s nh $1s;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y1 | MPV | 252.000 | 8.92 | - | H-1+ | H1+ | - | - | - | - | Nmaah | 1wX | - | -22 | A-22 | - | - |
C2 | LSW | 693.000 | 4.26 | - | HHH | UUU | - | - | - | - | Lmrfl | EVSJ | - | 11 | 0.66% | 0.670% | - |
M4 | LEP | 26.000 | 2.85 | - | OOO | FFF | - | - | - | - | Bpqji | Mdyyz | - | 43 | 1.06% | 1.070% | - |
N3 | HWR | 803.000 | 8.83 | - | EEE | JJJ | - | - | - | - | Sfxmt | Plojc | - | 28 | 0.87% | 0.880% | - |
Tranche Comments
Y1: Registration: Kpmiww;
C2: Registration: Ivzrrn;
N3: Registration: Imnnkb;
M4: Registration: Eukccz;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W3 | FCP | 656.000 | 1.80 | Ell | - | SSS | - | - | - | - | Tsymn | WLQM | - | 45 | - | 1.210% | - |
K1 | LYT | 378.000 | 1.19 | Y-1 | - | S1+ | - | - | - | - | Gzyci | 1iL | - | -8 | - | 0.460% | - |
L2 | ZVB | 749.000 | 1.81 | Gii | - | GGG | - | - | - | - | Gpgxe | 1lW | - | 27 | - | 1.000% | - |
D4 | NHV | 64.000 | 9.89 | Hqq | - | YYY | - | - | - | - | Lwvws | Zvxcn | - | 60 | - | 1.400% | - |
Tranche Comments
K1: Registration: Uroizg;
L2: Registration: Lqghke;
W3: Registration: Owcpgd;
D4: Registration: Baykak;