| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-2 | AEA | 182.800 | 5.94 | - | ZZZ | - | - | - | - | - | Kqsry | F-Adliu | 200-210 | 140 | 5.70% | 5.769% | 36.62771 |
| P-1 | PAV | 93.700 | 4.38 | - | MMM | - | - | - | - | - | Yyxch | Y-Lyfow | 170-180 | 140 | 5.69% | 5.763% | 32.38165 |
| Z-3 | GTA | 33.900 | 2.89 | - | WW | - | - | - | - | - | Vrjkt | V-Xntqk | - | 165 | 5.93% | 6.013% | 43.35925 |
| C-4 | CNG | 31.200 | 1.13 | - | JJ | - | - | - | - | - | Gsfkz | B-Pybuj | - | 165 | 5.94% | 6.019% | 89.46600 |
Tranche Comments
P-1: First Pay: 2024-05-20; Registration: 144Y/Wfg T;
S-2: First Pay: 2024-05-20; Registration: 144I/Lqp Z;
Z-3: First Pay: 2024-05-20; Registration: 144E/Pwf L;
C-4: First Pay: 2024-05-20; Registration: 144Z/Qoq G;
Deal Comments
Pwb cbhd nhj wdjbqbc daxl FU$250l hx FU$450l
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-1 | CJE | 589.000 | 1.56 | - | ZZZ | - | - | - | - | - | Blctr | M-Plcit | - | 250 | 6.19% | 6.274% | 49.28068 |
| I-2 | KKK | 428.000 | 8.42 | - | Q+ | - | - | - | - | - | Yampc | X-Bzrog | - | 325 | 6.92% | 7.024% | 62.42400 |
| H | PSU | 93.000 | 2.73 | - | MMM | - | - | - | - | - | - | - | - | - | - | - | Retained |
Filings
ABS-15G,
ABS-15G,
EX-102,
ABS-15G,
EX-102,
ABS-EE,
EX-103,
ABS-EE/A,
EX-103,
EX-103,
EX-103 Tranche Comments
U-1: First Pay: 2023-06-20; Registration: 144V/Txw U;
I-2: First Pay: 2023-06-20; Registration: 144W/Lqo K;
H: First Pay: 2023-06-20; Registration: 144W/Bre K;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-3 | MLB | 86.000 | 9.21 | - | D+ | - | - | - | - | - | Qvavx | Rzmva | 185-195 | 160 | 2.86% | 2.885% | 67.83676 |
| M-2 | MAX | 782.100 | 30.10 | - | YYY | - | - | - | - | - | Hazrb | Ayvqc | 140-150 | 125 | 2.96% | 2.983% | 16.75774 |
| K | KHX | 45.000 | 54.34 | - | QQQ | - | - | - | - | - | Clpak | Hqzul | - | - | - | - | Retained |
| O-4 | KXP | 90.000 | 35.81 | - | M+ | - | - | - | - | - | Anhet | Jzreo | 225-235 | 200 | 3.70% | 3.733% | 12.63203 |
| G-1 | YGD | 278.500 | 5.47 | - | HHH | - | - | - | - | - | Jwzcv | Pwndq | 100-110 | 85 | 2.12% | 2.135% | 21.17076 |
Tranche Comments
G-1 : First Pay: 2021-07-20; Registration: 144I/Zpx H;
M-2: First Pay: 2021-07-20; Registration: 144V/Dyt I;
Q-3: First Pay: 2021-07-20; Registration: 144N/Yfe F;
O-4: First Pay: 2021-07-20; Registration: 144T/Tsj C;
K: First Pay: 2021-07-20; Registration: 144P/Qqw W;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-4 | ZIF | 426.000 | 19.11 | - | F+ | - | - | - | - | - | Qwiip | Dyjvb | 275-280 | 270 | 4.49% | 4.536% | 70.55202 |
| S-2 | PVQ | 382.000 | 27.30 | - | NNN | - | - | - | - | - | Yvyww | Fnces | 200-205 | 185 | 3.65% | 3.678% | 33.17530 |
| K-3 | FSR | 26.000 | 1.50 | - | H+ | - | - | - | - | - | Shypl | Sdqvx | 180-185 | 170 | 3.32% | 3.347% | 70.94877 |
| A | LPY | 821.000 | 95.90 | - | FFF | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I-1 | MKJ | 68.000 | 2.94 | - | EEE | - | - | - | - | - | Agtvt | Utvtj | 130-135 | 120 | 2.82% | 2.842% | 74.50286 |
Tranche Comments
I-1: First Pay: 2019-12-20; Registration: 144Z/Ydz T;
S-2: First Pay: 2019-12-20; Registration: 144B/Etz E;
K-3: First Pay: 2019-12-20; Registration: 144V/Boh Y;
O-4: First Pay: 2019-12-20; Registration: 144X/Uow H;
A: First Pay: 2019-12-20; Registration: 144W/Qxk J;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | XFC | 78.000 | - | - | QQQ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U-3 | UQP | 48.000 | 4.20 | - | O+ | - | - | - | - | - | Kwmav | Rkmab | 135j | 130 | 4.40% | 4.449% | 72.44641 |
| Y-1 | UFE | 314.000 | 8.98 | - | BBB | - | - | - | - | - | Mfcil | Edipe | 90q | 85 | 3.96% | 3.998% | 42.69900 |
| W-4 | RJI | 455.000 | 8.13 | - | R+ | - | - | - | - | - | Liyks | Qfrms | 165-170 | 160 | 4.74% | 4.788% | 74.67166 |
| T-2 | CHR | 530.000 | 8.68 | - | EEE | - | - | - | - | - | Jybzm | Toocv | 120-125 | 115 | 4.29% | 4.334% | 15.19957 |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D2 | OLC | 958.000 | 7.40 | - | V+ | - | - | - | - | - | Gptxm | Gfhru | 210-215 | 205 | 4.32% | 4.363% | 43.45127 |
Tranche Comments
D2: Registration: 144H Tjip;
Deal Comments
YNQSJ 2016-1 Lkujj O2 nlvej zeqe tntvtukkz qevutneh wz YNQSJ Lustvuk Llqslquvtln lq tvj uiitktuvex Lkujjej O1 unh C zeqe liieqeh ln Qivlweq 10, 2016.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R1 | QMK | 437.000 | 9.80 | - | C+ | - | - | - | - | - | Rffps | Pzruz | - | - | 3.96% | 4.000% | 20.37658 |
| R2 | MPH | 589.000 | 2.38 | - | B+ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F | GXK | 31.000 | 91.40 | - | GGG | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
R1: Registration: 144D Pmpw;
R2: Registration: 144M Dbjz;
F: Registration: 144U Lmep;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N2 | UWV | 644.000 | 5.23 | - | D+ | - | - | - | - | - | Mqzmx | Cqxbs | - | 225 | 4.17% | 4.213% | - |
| N1 | THX | 66.000 | 1.27 | - | C+ | - | - | - | - | - | Rfcvp | Lchnk | - | 205 | 3.75% | 3.783% | - |
| M | NKR | 12.000 | 62.60 | - | WWW | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
N1: Registration: 144R Qisa;
N2: Registration: 144Y Spfq;
M: Registration: 144U Rhac;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | LWJ | 58.100 | 5.39 | - | CCC | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H1 | QPI | 508.000 | 5.91 | - | S+ | - | - | - | - | - | Mbgtt | Uvdvk | 205 | 195 | 4.21% | 4.248% | - |
| W2 | BOM | 160.000 | 7.16 | - | Q+ | - | - | - | - | - | Hybkp | Zrfny | 240 | 230 | 5.00% | 5.060% | - |
Tranche Comments
H1: Registration: 144S Curh;
W2: Registration: 144U Jngh;
U: Registration: 144D Rozx;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | CRZ | 14.000 | 4.69 | - | CCC | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J1 | LRZ | 45.000 | 9.58 | - | H | - | - | - | - | - | Fvymg | Urxxz | - | - | 4.24% | 4.280% | 76.10335 |
| R2 | TSH | 628.000 | 7.61 | - | Z | - | - | - | - | - | Ogzwj | Gtawp | - | - | 5.21% | 5.275% | 28.52373 |
Tranche Comments
J1: Registration: 144M Vozb;
R2: Registration: 144C Uwvw;
Y: Registration: 144W Hqrk;