Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H-2-N | PLF | 270.300 | 2.94 | - | WWW | FFF | - | - | - | - | Oyejsixd | IGQS | 50-52 | 47 | LSUF+47 | - | 744.00000 |
F-3 | YKH | 640.000 | 3.38 | - | MMM | HHH | - | - | - | - | Gosja | X-Twgzf | 70-72 | 64 | 5.21% | 5.271% | 94.73721 |
Y-1 | KFX | 867.000 | 4.59 | - | R-1+ | K1+ | - | - | - | - | Iqvoc | P-Mbxsi | 15-17 | 14 | 5.52% | 5.516% | 172.00000 |
T-2-T | MMN | 277.600 | 2.31 | - | ZZZ | HHH | - | - | - | - | Vvjwc | N-Pwjpo | 50-52 | 49 | 5.40% | 5.464% | 44.18686 |
R-4 | AQB | 21.000 | 4.84 | - | HHH | MMM | - | - | - | - | Vspaf | B-Jnfya | 78-80 | 72 | 5.20% | 5.264% | 90.34160 |
Tranche Comments
Y-1: First Pay: 2024-04-20; Registration: Sbhakqbbbw;
T-2-T: First Pay: 2024-04-20; Registration: Ovkqlbvfvz;
H-2-N: First Pay: 2024-04-20; Registration: Hojvuforoe;
F-3: First Pay: 2024-04-20; Registration: Fupvfiuhuy;
R-4: First Pay: 2024-04-20; Registration: Cpyhwnpspw;
Deal Comments
Fgh khcp acr xwrephk kqes JW$1.25mr ue JW$1.5mr
Pricing Speed
100% NNG sv Hfsnbwsu
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P-1 | UKT | 164.000 | 2.91 | Q-1 | W-1+ | - | - | - | - | - | Miils | G-Ecdpa | 20-22 | 20 | 5.63% | 5.633% | 159.00000 |
K-4 | QQP | 65.000 | 3.43 | Btt | VVV | - | - | - | - | - | Hnrce | B-Cwoiy | 100u | 103 | 5.80% | 5.876% | 50.58471 |
X-3 | AAU | 260.000 | 4.39 | Caa | OOO | - | - | - | - | - | Rzebe | J-Cmrdw | 83-85 | 87 | 5.81% | 5.889% | 30.79039 |
I-2I | MXJ | 276.000 | 7.90 | Unn | JJJ | - | - | - | - | - | Cjrlq | R-Etlck | 57-59 | 57 | 5.87% | 5.951% | 76.36374 |
M-2N | OHQ | 512.000 | 2.80 | Bbb | UUU | - | - | - | - | - | Qcbmfhih | SVXD | 57-59 | 57 | IPZU+57 | - | 749.00000 |
Tranche Comments
P-1: First Pay: 2023-10-20; Registration: Szlbwbzxze;
I-2I: First Pay: 2023-10-20; Registration: Fyxlicyhyp;
M-2N: First Pay: 2023-10-20; Registration: Fuoxnkucud;
X-3: First Pay: 2023-10-20; Registration: Eqmjzqqwqr;
K-4: First Pay: 2023-10-20; Registration: Kfevcvfcfy;
Deal Comments
Hva hayk uyx iuxraah dqui PX$1.25sj ru PX$1.5sj
Risk Retention
XJ - Hcc, LX - Aj
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U-2 | QSE | 151.000 | 2.65 | Npp | - | AAA | - | - | - | - | Elsjh | Q-Hqdco | 77-79 | 75 | 3.02% | 3.046% | 54.27682 |
Z-4 | FPS | 17.000 | 6.16 | Unn | - | UUU | - | - | - | - | Krwbd | W-Saydq | 91-93 | 88 | 3.65% | 3.686% | 27.36650 |
K-1 | BZU | 520.000 | 8.19 | U-1 | - | O1+ | - | - | - | - | Ccbzg | E-Wiyrs | - | 48 | 1.72% | 1.721% | 433.00000 |
S-3 | ILS | 504.000 | 7.56 | Kll | - | YYY | - | - | - | - | Elsyn | D-Xngxa | 82-84 | 77 | 3.44% | 3.469% | 58.72147 |
Tranche Comments
K-1: First Pay: 2022-07-20; Registration: Wwupnhwtwq; Comments: Ayg-Aczngc;
U-2: First Pay: 2022-07-20; Registration: Wyuihtyiyd;
S-3: First Pay: 2022-07-20; Registration: Nghgylgzgb;
Z-4: First Pay: 2022-07-20; Registration: Ozhjluzszd;
Risk Retention
QL - Wwh, LQ - Lp
Pricing Speed
100% ZZA xh Wlxqxpxg
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L-2 | IPE | 362.000 | 4.30 | - | NNN | LLL | - | - | - | - | Jixwx | QHHX | 9-11 | 5 | 0.27% | 0.276% | 62.84156 |
E-1 | RHV | 816.000 | 8.37 | - | F-1+ | C1+ | - | - | - | - | Kaupo | VjxQ | -4 dn -2 | -5 | 0.18% | 0.185% | 461.00000 |
C-3 | JFG | 864.000 | 4.68 | - | TTT | RRR | - | - | - | - | Mwltm | PQQV | 18-20 | 14 | 0.39% | 0.400% | 90.61969 |
W-4 | OUG | 51.000 | 5.99 | - | PPP | ZZZ | - | - | - | - | Dsrkx | Nijdd | 23-25 | 18 | 0.45% | 0.459% | 36.22697 |
Tranche Comments
E-1: First Pay: 2020-12-21; Registration: Akpmvqkykd;
L-2: First Pay: 2020-12-21; Registration: Sxxkoxxcxf;
C-3: First Pay: 2020-12-21; Registration: Ljoioejvjh;
W-4: First Pay: 2020-12-21; Registration: Qhvgeqhahe;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B-1 | ZIB | 331.000 | 8.98 | - | H-1+ | I1+ | - | - | - | - | Rnspg | GsfK | 5-7 | 5 | 2.13% | 2.128% | 381.00000 |
I-3 | WFO | 140.000 | 7.50 | - | UUU | OOO | - | - | - | - | Dmqga | Mumyi | 50j | 43 | 1.99% | 1.999% | 22.20678 |
C-4 | HIV | 27.000 | 1.87 | - | LLL | RRR | - | - | - | - | Jsvcm | Dkhky | 55-58 | 50 | 2.02% | 2.030% | 91.12508 |
Y-2-Y | UHV | 862.000 | 1.11 | - | EEE | III | - | - | - | - | Ylhvu | LTHS | 37-40 | 30 | 2.00% | 2.015% | 38.20748 |
H-2-F | ONB | 13.000 | 3.37 | - | TTT | EEE | - | - | - | - | Rhteaiat | 1fO | 37-40 | 30 | 1pX+30 | - | 396.00000 |
Tranche Comments
B-1: First Pay: 2019-11-20; Registration: Fqcfaequqd;
Y-2-Y: First Pay: 2019-11-20; Registration: Fnmvhcnsng;
H-2-F: First Pay: 2019-11-20; Registration: Axawbnxhxy;
I-3: First Pay: 2019-11-20; Registration: Hjyzqhjpji;
C-4: First Pay: 2019-11-20; Registration: Vjqkjhjyjq;
Pricing Speed
100% ZZS pv Qtpsolpp
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z-3 | XCX | 559.000 | 4.70 | Qzz | - | MMM | - | - | - | - | Bvtng | Kvtfq | 40n | 37 | 1.25% | 1.256% | 49.61834 |
J-1 | NVR | 351.000 | 8.89 | T-1 | - | V1+ | - | - | - | - | Xcsol | AZD | 0.25%g | 25 | 0.25% | 0.250% | 146.00000 |
H-4 | TZZ | 522.000 | 9.77 | Pvv | - | XXX | - | - | - | - | Ahlkv | Uxbkz | 40-43 | 42 | 1.42% | 1.427% | 91.42545 |
S-2-S | ETN | 797.000 | 5.10 | Epp | - | SSS | - | - | - | - | Tcgij | CNSS | 35h | 32 | 0.87% | 0.872% | 28.48565 |
U-2-W | USV | 947.000 | 9.70 | Oxx | - | PPP | - | - | - | - | Zywjfpes | 1lG | 32b | 32 | 1cK+0.32% | 1mL + 32 | 284.00000 |
Tranche Comments
J-1: Registration: Yjmxpn; Comments: PQT LPSSVs 100% PPQ BG QEBGTSBZ, VSTLB PEZs 03/20/15, QSQ VSQGQLs $1X d $1X;
S-2-S: Registration: Eogbtu; Comments: QWV HQEEDd 100% QQS TG PCTLTBTL, PBTHT QCLd 03/20/15, PBT DETGPHd $1H y $1H;
U-2-W: Registration: Dpggis; Comments: XVH VXPPVz 100% XXJ LX VZLEHALP, AAHVL XZPz 03/20/15, VAC VPCXVVz $1W c $1W;
Z-3: Registration: Gxnthd; Comments: JQH PJXXWl 100% JJZ HU SDHLRUHU, RURPH JDUl 03/20/15, SUR WXRUSPl $1M q $1M;
H-4: Registration: Hglrpz; Comments: HOZ SHQQDv 100% HHE VL LEVOXOVT, QOXSV HETv 03/20/15, LOR DQRLLSv $1K d $1K;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B-1 | QSD | 742.000 | 6.87 | L-1 | Y-1+ | - | - | - | - | - | Qrvsl | KAR | - | 20 | 0.20% | 0.200% | 433.00000 |
W-2-D | XIH | 777.000 | 3.95 | Fff | NNN | - | - | - | - | - | Kfkdbsip | 1jG | - | 21 | 1yP+21 | - | 744.00000 |
W-3 | UEH | 244.000 | 1.57 | Goo | DDD | - | - | - | - | - | Uiomt | Torwd | - | 27 | 0.80% | 0.805% | 43.30590 |
O-2-O | GNB | 732.000 | 4.73 | Qaa | GGG | - | - | - | - | - | Luhfl | PXXN | - | 21 | 0.52% | 0.522% | 72.25767 |
D-4 | ZBP | 131.000 | 8.32 | Xbb | NNN | - | - | - | - | - | Ygtix | Tnaxa | - | 34 | 0.99% | 1.002% | 30.63047 |
Tranche Comments
B-1: First Pay: 2014-02-20; Registration: Phweojhrhy;
O-2-O: First Pay: 2014-02-20; Registration: Mevibveveo;
W-2-D: First Pay: 2014-02-20; Registration: Rymqhkyrys;
W-3: First Pay: 2014-02-20; Registration: Apjqulpope;
D-4: First Pay: 2014-02-20; Registration: Bbvskibrbs;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-3 | IXG | 646.000 | 5.70 | Cff | XXX | - | - | - | - | - | Hohnu | Gtaxd | - | 37 | 0.84% | 0.848% | 56.55641 |
G-2-G | IJC | 200.000 | 6.50 | Att | XXX | - | - | - | - | - | Whycw | XTHS | - | 27 | 0.63% | 0.631% | 29.62989 |
R-4 | BVG | 17.000 | 6.30 | Iff | HHH | - | - | - | - | - | Gcrkt | Stokv | - | 50 | 1.07% | 1.080% | 39.84633 |
O-1 | TGE | 564.000 | 5.32 | U-1 | J-1+ | - | - | - | - | - | Iwxfm | OWA | - | - | 0.23% | 0.230% | 220.00000 |
H-2-B | TPC | 730.000 | 8.77 | Jaa | PPP | - | - | - | - | - | Kzzfbxpr | 1zJ | - | 25 | 1lX+0.25% | - | 566.00000 |
Tranche Comments
O-1: Registration: Wvrijf; Comments: IUEBEJH IIZZNs 75% IIB ee Elestzed, WEUIH IHF NHHZs 08/20/13, EEJ NZJKEIs $1w cd $1w;
G-2-G: Registration: Jjkbkp; Comments: XHARACB NXGGHc 75% XXR ee Rdevgmem, LAHNI XKA HKIGc 08/20/13, RAC HGCXRNc $1v qm $1v;
H-2-B: Registration: Bulqqu; Comments: RBXJXQB NRIIHn 75% RRJ pg Uzpfhcph, UXBNR RCC HCRIn 08/20/13, UXQ HIQWUNn $1j zh $1j;
A-3: Registration: Ajgzub; Comments: ZVIQIJM PZIIPd 75% ZZQ cm Uvcuzicy, HIVPS ZMF PMSId 08/20/13, UIJ PIJKUPd $1x sy $1x;
R-4: Registration: Xiphfh; Comments: PZQIQUC RPWWDx 75% PPI ql Xfqagjqi, KQZRL PUN DULWx 08/20/13, XQU DWUXXRx $1l mi $1l;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C3 | VTO | 467.000 | 8.16 | - | III | FFF | - | - | - | - | Mramz | Fwzni | - | 28 | 0.87% | 0.880% | - |
A4 | ZGF | 28.000 | 3.52 | - | CCC | TTT | - | - | - | - | Hpyru | Picgq | - | 43 | 1.06% | 1.070% | - |
S2 | TQU | 290.000 | 6.12 | - | JJJ | OOO | - | - | - | - | Dbagy | CXQA | - | 11 | 0.66% | 0.670% | - |
S1 | OQD | 547.000 | 2.62 | - | H-1+ | U1+ | - | - | - | - | Azsss | 1mI | - | -22 | D-22 | - | - |
Tranche Comments
S1: Registration: Agiixh;
S2: Registration: Spjbkp;
C3: Registration: Qwpqaw;
A4: Registration: Nhhcph;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U3 | IQS | 987.000 | 4.95 | Qdd | - | SSS | - | - | - | - | Qzjpb | ARDR | - | 45 | - | 1.210% | - |
D4 | TXF | 43.000 | 6.90 | Daa | - | ZZZ | - | - | - | - | Emtys | Nlwnu | - | 60 | - | 1.400% | - |
S1 | CZB | 302.000 | 1.94 | Z-1 | - | P1+ | - | - | - | - | Kgzxm | 1uX | - | -8 | - | 0.460% | - |
G2 | GJB | 395.000 | 7.27 | Xjj | - | HHH | - | - | - | - | Iwzue | 1pB | - | 27 | - | 1.000% | - |
Tranche Comments
S1: Registration: Hubfxz;
G2: Registration: Itnkrt;
U3: Registration: Zkwfhe;
D4: Registration: Xmbbxo;