Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M-3 | QGV | 288.000 | 8.10 | - | QQQ | WWW | - | - | - | - | Lzwuc | T-Cltcj | 70-72 | 64 | 5.21% | 5.271% | 39.14043 |
S-2-Y | IZW | 258.200 | 1.24 | - | RRR | UUU | - | - | - | - | Jrehmzer | NDHW | 50-52 | 47 | YUWE+47 | - | 725.00000 |
B-4 | MTR | 93.000 | 5.86 | - | NNN | MMM | - | - | - | - | Objlh | O-Kdnwt | 78-80 | 72 | 5.20% | 5.264% | 53.10435 |
A-1 | IQN | 762.000 | 8.51 | - | G-1+ | K1+ | - | - | - | - | Hfgcb | Z-Jsdch | 15-17 | 14 | 5.52% | 5.516% | 819.00000 |
P-2-P | VMG | 399.400 | 3.47 | - | BBB | VVV | - | - | - | - | Xyput | U-Gpmzh | 50-52 | 49 | 5.40% | 5.464% | 27.33083 |
Tranche Comments
A-1: First Pay: 2024-04-20; Registration: Cnwezunrnx;
P-2-P: First Pay: 2024-04-20; Registration: Dmypywmrmy;
S-2-Y: First Pay: 2024-04-20; Registration: Vmakagmnmj;
M-3: First Pay: 2024-04-20; Registration: Jezfupeoej;
B-4: First Pay: 2024-04-20; Registration: Iexuoqenez;
Deal Comments
Jzy eyyg eyg dcggkye ezdc IX$1.25dk pd IX$1.5dk
Pricing Speed
100% ZZX tj Uqtoxwty
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N-2N | OBP | 209.000 | 3.30 | Fss | LLL | - | - | - | - | - | Armmz | L-Aklos | 57-59 | 57 | 5.87% | 5.951% | 73.99427 |
T-2D | EQX | 533.000 | 6.30 | Oee | VVV | - | - | - | - | - | Vflbmhcl | BAGO | 57-59 | 57 | XEIS+57 | - | 139.00000 |
F-1 | WBG | 491.000 | 8.75 | G-1 | V-1+ | - | - | - | - | - | Napfi | Q-Uuhty | 20-22 | 20 | 5.63% | 5.633% | 213.00000 |
F-3 | KYS | 429.000 | 8.96 | Qll | III | - | - | - | - | - | Csrew | E-Biwnb | 83-85 | 87 | 5.81% | 5.889% | 81.34408 |
Q-4 | ULN | 87.000 | 8.63 | Baa | BBB | - | - | - | - | - | Mcamx | F-Akbvv | 100w | 103 | 5.80% | 5.876% | 54.37219 |
Tranche Comments
F-1: First Pay: 2023-10-20; Registration: Tmwyzymzml;
N-2N: First Pay: 2023-10-20; Registration: Lzbqglzbzi;
T-2D: First Pay: 2023-10-20; Registration: Ewljftwlwa;
F-3: First Pay: 2023-10-20; Registration: Ragfaxaaao;
Q-4: First Pay: 2023-10-20; Registration: Qwnwlawbwx;
Deal Comments
Tqy jyyf iys lqsvyyj dglh XD$1.25vf il XD$1.5vf
Risk Retention
ZX - Dve, MZ - Gt
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L-3 | NQS | 585.000 | 3.42 | Ess | - | TTT | - | - | - | - | Gkshd | K-Kdxbp | 82-84 | 77 | 3.44% | 3.469% | 40.83379 |
R-1 | KYT | 490.000 | 3.91 | G-1 | - | B1+ | - | - | - | - | Sgtpn | P-Bhdqy | - | 48 | 1.72% | 1.721% | 809.00000 |
J-2 | JFT | 729.000 | 5.85 | Hii | - | XXX | - | - | - | - | Ezjjc | I-Wuwoa | 77-79 | 75 | 3.02% | 3.046% | 77.24075 |
F-4 | TOU | 52.000 | 6.89 | Gpp | - | AAA | - | - | - | - | Hsayu | Q-Iuuav | 91-93 | 88 | 3.65% | 3.686% | 58.27820 |
Tranche Comments
R-1: First Pay: 2022-07-20; Registration: Ixvgmixlxo; Comments: Oyf-Opqmfm;
J-2: First Pay: 2022-07-20; Registration: Lvvvsqvsvp;
L-3: First Pay: 2022-07-20; Registration: Ckqhmokekp;
F-4: First Pay: 2022-07-20; Registration: Gpbiktptpx;
Risk Retention
VA - Pec, KV - Fe
Pricing Speed
100% QQY zz Jwznzvzu
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E-1 | PQE | 540.000 | 9.56 | - | X-1+ | S1+ | - | - | - | - | Nijlm | DmmM | -4 na -2 | -5 | 0.18% | 0.185% | 467.00000 |
B-2 | IOC | 313.000 | 7.70 | - | NNN | PPP | - | - | - | - | Ebmyg | MHGI | 9-11 | 5 | 0.27% | 0.276% | 53.63222 |
V-4 | HAM | 26.000 | 9.99 | - | YYY | CCC | - | - | - | - | Xglbj | Hvavd | 23-25 | 18 | 0.45% | 0.459% | 48.47659 |
O-3 | BRO | 823.000 | 3.52 | - | III | MMM | - | - | - | - | Frurm | WKCF | 18-20 | 14 | 0.39% | 0.400% | 64.68433 |
Tranche Comments
E-1: First Pay: 2020-12-21; Registration: Cqpnqwqpqk;
B-2: First Pay: 2020-12-21; Registration: Hlkmlbljly;
O-3: First Pay: 2020-12-21; Registration: Rxvhcbxlxi;
V-4: First Pay: 2020-12-21; Registration: Pehlqxeieb;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V-2-S | WRB | 44.000 | 1.46 | - | KKK | CCC | - | - | - | - | Oppvkbuf | 1eM | 37-40 | 30 | 1zX+30 | - | 710.00000 |
J-4 | UAN | 99.000 | 7.22 | - | MMM | PPP | - | - | - | - | Jpuli | Hvyxs | 55-58 | 50 | 2.02% | 2.030% | 34.78995 |
V-2-V | JKJ | 385.000 | 6.70 | - | ZZZ | UUU | - | - | - | - | Jhcnj | PEEX | 37-40 | 30 | 2.00% | 2.015% | 65.39863 |
B-3 | HBC | 529.000 | 7.80 | - | UUU | DDD | - | - | - | - | Qfsja | Vznnr | 50c | 43 | 1.99% | 1.999% | 13.14038 |
U-1 | WKM | 797.000 | 6.47 | - | G-1+ | U1+ | - | - | - | - | Mgxnr | BobU | 5-7 | 5 | 2.13% | 2.128% | 915.00000 |
Tranche Comments
U-1: First Pay: 2019-11-20; Registration: Sybpjzyoyu;
V-2-V: First Pay: 2019-11-20; Registration: Dhqpkuhchv;
V-2-S: First Pay: 2019-11-20; Registration: Yoxlvnoloh;
B-3: First Pay: 2019-11-20; Registration: Bwznaowywz;
J-4: First Pay: 2019-11-20; Registration: Iwpwjuwbwn;
Pricing Speed
100% OOQ bt Kqbjnrbc
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T-3 | JGC | 358.000 | 8.10 | Qgg | - | FFF | - | - | - | - | Yrsan | Uzbyj | 40n | 37 | 1.25% | 1.256% | 28.87449 |
I-1 | GMK | 668.000 | 5.18 | B-1 | - | A1+ | - | - | - | - | Ezmeb | SJP | 0.25%h | 25 | 0.25% | 0.250% | 955.00000 |
A-4 | VRC | 646.000 | 9.43 | Nnn | - | YYY | - | - | - | - | Lzjct | Dioxp | 40-43 | 42 | 1.42% | 1.427% | 61.53075 |
Q-2-Q | KOP | 525.000 | 5.20 | Eee | - | KKK | - | - | - | - | Dcjqv | PPUT | 35d | 32 | 0.87% | 0.872% | 71.93625 |
T-2-I | RXC | 127.000 | 9.90 | Odd | - | NNN | - | - | - | - | Nqemrydk | 1zW | 32u | 32 | 1cZ+0.32% | 1hV + 32 | 912.00000 |
Tranche Comments
I-1: Registration: Zwzngw; Comments: AWA XAZZHo 100% AAZ QJ MPQLSDQQ, ADSXQ APQo 03/20/15, MDX HZXJMXo $1O d $1O;
Q-2-Q: Registration: Xczanh; Comments: RWU DRRRPy 100% RRX DR JGDZAVDQ, RVADD RGQy 03/20/15, JVM PRMRJDy $1U k $1U;
T-2-I: Registration: Zbxkid; Comments: BWH CBJJTr 100% BBV GJ CWGLPWGR, WWPCG BWRr 03/20/15, CWS TJSJCCr $1T n $1T;
T-3: Registration: Hpxlpv; Comments: JOX GJEERu 100% JJC TQ OOTCWQTR, XQWGT JORu 03/20/15, OQN RENQOGu $1K i $1K;
A-4: Registration: Qeomwe; Comments: AEC ZAGGJo 100% AAT HC EBHCGJHA, JJGZH ABAo 03/20/15, EJT JGTCEZo $1Q o $1Q;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q-1 | ZAY | 404.000 | 4.99 | M-1 | H-1+ | - | - | - | - | - | Tcnkx | UBX | - | 20 | 0.20% | 0.200% | 488.00000 |
Q-4 | IPJ | 972.000 | 9.79 | Rgg | YYY | - | - | - | - | - | Buuur | Nlngm | - | 34 | 0.99% | 1.002% | 26.22512 |
N-2-E | JEV | 898.000 | 8.25 | Zoo | UUU | - | - | - | - | - | Eelvjhyf | 1hB | - | 21 | 1qD+21 | - | 745.00000 |
A-2-A | PQI | 773.000 | 5.27 | Srr | CCC | - | - | - | - | - | Lflkw | UJUZ | - | 21 | 0.52% | 0.522% | 91.60648 |
D-3 | GKX | 350.000 | 1.56 | Wkk | OOO | - | - | - | - | - | Jcsuo | Fwmym | - | 27 | 0.80% | 0.805% | 85.58780 |
Tranche Comments
Q-1: First Pay: 2014-02-20; Registration: Bpyvzxpapg;
A-2-A: First Pay: 2014-02-20; Registration: Gzkfxhzyzf;
N-2-E: First Pay: 2014-02-20; Registration: Rvmwbmvcvi;
D-3: First Pay: 2014-02-20; Registration: Qvmxikvvva;
Q-4: First Pay: 2014-02-20; Registration: Qfaxcmfjfl;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U-2-K | QWK | 881.000 | 1.82 | Eff | TTT | - | - | - | - | - | Shpucjsa | 1uL | - | 25 | 1cT+0.25% | - | 867.00000 |
D-1 | XCR | 885.000 | 4.28 | E-1 | W-1+ | - | - | - | - | - | Eygil | AUL | - | - | 0.23% | 0.230% | 353.00000 |
H-4 | QCX | 92.000 | 9.30 | Zff | ZZZ | - | - | - | - | - | Zofkx | Bhllu | - | 50 | 1.07% | 1.080% | 69.54858 |
Q-2-Q | PMQ | 837.000 | 4.10 | Ezz | HHH | - | - | - | - | - | Acvpl | TQNP | - | 27 | 0.63% | 0.631% | 39.91526 |
F-3 | XTI | 600.000 | 9.40 | Lcc | FFF | - | - | - | - | - | Tgvtf | Eonwn | - | 37 | 0.84% | 0.848% | 76.42689 |
Tranche Comments
D-1: Registration: Rabhsj; Comments: HPBCBJX WHCCZj 75% HHC dj Kwdgvfdx, MBPWL HUM ZULCj 08/20/13, KBJ ZCJOKWj $1k vx $1k;
Q-2-Q: Registration: Yhorpq; Comments: BQXWXRR EBJJCj 75% BBW hs Elheoahd, NXQEB BEV CEBJj 08/20/13, EXR CJRXEEj $1x cd $1x;
U-2-K: Registration: Vhnzsr; Comments: WGKXKVN KWQQRd 75% WWX zx Ifzcdnzx, QKGKJ WTG RTJQd 08/20/13, IKV RQVIIKd $1a lx $1a;
F-3: Registration: Wpwvfl; Comments: UVDDDWV DUZZXx 75% UUD gd Wwgazogw, WDVDE UKD XKEZx 08/20/13, WDW XZWOWDx $1l vw $1l;
H-4: Registration: Daugav; Comments: ZIHPHJI AZPPQc 75% ZZP pf Wwpjofpa, CHIAS ZUY QUSPc 08/20/13, WHJ QPJAWAc $1s la $1s;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L2 | NCQ | 429.000 | 1.11 | - | WWW | RRR | - | - | - | - | Abjmi | XQAL | - | 11 | 0.66% | 0.670% | - |
U3 | YSA | 915.000 | 8.79 | - | ZZZ | WWW | - | - | - | - | Dgcbv | Mfirl | - | 28 | 0.87% | 0.880% | - |
N4 | ARK | 40.000 | 7.84 | - | FFF | NNN | - | - | - | - | Fozzv | Lwums | - | 43 | 1.06% | 1.070% | - |
R1 | KRD | 384.000 | 5.76 | - | Z-1+ | W1+ | - | - | - | - | Piykt | 1aC | - | -22 | Y-22 | - | - |
Tranche Comments
R1: Registration: Ilamsx;
L2: Registration: Fhnxio;
U3: Registration: Noaqlu;
N4: Registration: Xrogob;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A3 | WBQ | 290.000 | 7.64 | Gtt | - | SSS | - | - | - | - | Wlqgc | XCHB | - | 45 | - | 1.210% | - |
H1 | VRT | 513.000 | 1.45 | C-1 | - | B1+ | - | - | - | - | Ghibm | 1nG | - | -8 | - | 0.460% | - |
W2 | RZD | 633.000 | 3.28 | Fkk | - | VVV | - | - | - | - | Tnlqd | 1bB | - | 27 | - | 1.000% | - |
I4 | WFG | 37.000 | 1.16 | Tzz | - | BBB | - | - | - | - | Suvsg | Ekggr | - | 60 | - | 1.400% | - |
Tranche Comments
H1: Registration: Zmhtmp;
W2: Registration: Hjfmyj;
A3: Registration: Rwmkkq;
I4: Registration: Zjrmtr;