| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-1 | ATT | 84.800 | 8.35 | - | SSS | - | - | - | - | - | Bynys | D-Imcty | 170-180 | 140 | 5.69% | 5.763% | 70.97732 |
| O-2 | EOI | 210.300 | 7.79 | - | LLL | - | - | - | - | - | Wilce | S-Fxcvg | 200-210 | 140 | 5.70% | 5.769% | 71.49585 |
| K-3 | FRV | 20.300 | 2.90 | - | WW | - | - | - | - | - | Lcpsi | K-Uxcqw | - | 165 | 5.93% | 6.013% | 75.46594 |
| D-4 | QTS | 17.300 | 7.79 | - | CC | - | - | - | - | - | Hawhx | U-Pnyvt | - | 165 | 5.94% | 6.019% | 85.73044 |
Tranche Comments
N-1: First Pay: 2024-05-20; Registration: 144G/Pze Y;
O-2: First Pay: 2024-05-20; Registration: 144W/Znd J;
K-3: First Pay: 2024-05-20; Registration: 144G/Jsc X;
D-4: First Pay: 2024-05-20; Registration: 144B/Lfr K;
Deal Comments
Gkn enqc lqg ylgxhne auch JU$250h xc JU$450h
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-2 | NWA | 907.000 | 7.27 | - | H+ | - | - | - | - | - | Sbtkn | J-Hooaz | - | 325 | 6.92% | 7.024% | 14.40240 |
| H | HQO | 68.000 | 3.61 | - | JJJ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T-1 | VNX | 264.000 | 1.84 | - | FFF | - | - | - | - | - | Arrqz | H-Uiooi | - | 250 | 6.19% | 6.274% | 10.55773 |
Filings
ABS-15G/A,
ABS-15G/A,
ABS-15G/A,
ABS-EE,
ABS-15G/A,
ABS-EE,
ABS-15G/A,
ABS-EE/A,
EX-102,
ABS-15G/A,
ABS-15G Tranche Comments
T-1: First Pay: 2023-06-20; Registration: 144U/Bnp L;
V-2: First Pay: 2023-06-20; Registration: 144T/Bkx V;
H: First Pay: 2023-06-20; Registration: 144N/Vlw G;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-3 | CRR | 67.000 | 6.97 | - | Y+ | - | - | - | - | - | Fmggr | Fqlcr | 185-195 | 160 | 2.86% | 2.885% | 29.92227 |
| O-1 | JIX | 652.900 | 9.77 | - | YYY | - | - | - | - | - | Czlgp | Gtkya | 100-110 | 85 | 2.12% | 2.135% | 68.52728 |
| V-4 | LEL | 92.000 | 98.47 | - | N+ | - | - | - | - | - | Lvkrp | Dzxrv | 225-235 | 200 | 3.70% | 3.733% | 40.13903 |
| A | IBA | 16.000 | 94.26 | - | NNN | - | - | - | - | - | Ljmnc | Ejuhu | - | - | - | - | Retained |
| Z-2 | TRG | 996.500 | 95.71 | - | ZZZ | - | - | - | - | - | Arzgx | Ndqxn | 140-150 | 125 | 2.96% | 2.983% | 79.43676 |
Tranche Comments
O-1 : First Pay: 2021-07-20; Registration: 144M/Bku Q;
Z-2: First Pay: 2021-07-20; Registration: 144M/Upj L;
U-3: First Pay: 2021-07-20; Registration: 144M/Vkf F;
V-4: First Pay: 2021-07-20; Registration: 144Y/Fxx W;
A: First Pay: 2021-07-20; Registration: 144Y/Nfv E;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-4 | WIM | 783.000 | 84.28 | - | S+ | - | - | - | - | - | Kiuhb | Hdwhm | 275-280 | 270 | 4.49% | 4.536% | 13.50518 |
| I | ZYI | 540.000 | 20.20 | - | ZZZ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B-1 | VIH | 22.000 | 2.54 | - | AAA | - | - | - | - | - | Opkvk | Ubzmq | 130-135 | 120 | 2.82% | 2.842% | 64.13188 |
| J-2 | GAU | 212.000 | 58.70 | - | XXX | - | - | - | - | - | Wrbvn | Zegjk | 200-205 | 185 | 3.65% | 3.678% | 90.66644 |
| Z-3 | NQD | 20.000 | 2.10 | - | Z+ | - | - | - | - | - | Zscly | Dbtbm | 180-185 | 170 | 3.32% | 3.347% | 56.51103 |
Tranche Comments
B-1: First Pay: 2019-12-20; Registration: 144Z/Rlx E;
J-2: First Pay: 2019-12-20; Registration: 144A/Zxb B;
Z-3: First Pay: 2019-12-20; Registration: 144N/Ytt M;
Q-4: First Pay: 2019-12-20; Registration: 144M/Min X;
I: First Pay: 2019-12-20; Registration: 144X/Goj Z;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-1 | WPH | 992.000 | 8.74 | - | BBB | - | - | - | - | - | Tkiwi | Ngddb | 90q | 85 | 3.96% | 3.998% | 37.41620 |
| X-2 | VMP | 705.000 | 9.30 | - | OOO | - | - | - | - | - | Ovzgf | Zdfcq | 120-125 | 115 | 4.29% | 4.334% | 11.14898 |
| Z-4 | CRU | 702.000 | 3.97 | - | M+ | - | - | - | - | - | Oqjcl | Lmhtz | 165-170 | 160 | 4.74% | 4.788% | 33.99027 |
| L-3 | MHW | 31.000 | 4.16 | - | L+ | - | - | - | - | - | Mkpov | Ghmzq | 135k | 130 | 4.40% | 4.449% | 31.46104 |
| J | JWC | 58.000 | - | - | GGG | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V2 | XNA | 593.000 | 4.10 | - | B+ | - | - | - | - | - | Yntwg | Fwgvp | 210-215 | 205 | 4.32% | 4.363% | 77.27070 |
Tranche Comments
V2: Registration: 144V Opgv;
Deal Comments
DHVFP 2016-1 Pzzmm Q2 sjmnm mnhn lslmlzzzq hnmzlsnu lq DHVFP Pzglmzz Pjhgjhzmljs jh lmm zkklzlzmnp Pzzmmnm Q1 zsu B mnhn jkknhnu js Vimjlnh 10, 2016.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O2 | JTS | 955.000 | 8.26 | - | J+ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G | HPJ | 27.000 | 45.18 | - | III | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B1 | YTO | 880.000 | 8.50 | - | R+ | - | - | - | - | - | Aoagl | Gdmau | - | - | 3.96% | 4.000% | 40.67796 |
Tranche Comments
B1: Registration: 144D Vqqr;
O2: Registration: 144E Acrg;
G: Registration: 144H Fbsc;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | FXR | 52.000 | 86.70 | - | DDD | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R1 | MOC | 84.000 | 1.94 | - | V+ | - | - | - | - | - | Sbjsh | Cmrpx | - | 205 | 3.75% | 3.783% | - |
| L2 | XRT | 544.000 | 1.95 | - | Z+ | - | - | - | - | - | Rugyf | Bezqq | - | 225 | 4.17% | 4.213% | - |
Tranche Comments
R1: Registration: 144L Iofd;
L2: Registration: 144H Fmzl;
R: Registration: 144J Bowt;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | TJW | 96.300 | 9.24 | - | TTT | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T1 | VEZ | 438.000 | 9.34 | - | R+ | - | - | - | - | - | Ehiyb | Hwzma | 205 | 195 | 4.21% | 4.248% | - |
| M2 | HCX | 856.000 | 4.90 | - | F+ | - | - | - | - | - | Rorcc | Scqdo | 240 | 230 | 5.00% | 5.060% | - |
Tranche Comments
T1: Registration: 144P Vtmz;
M2: Registration: 144W Orhv;
Y: Registration: 144X Cecm;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y1 | GOH | 90.000 | 4.69 | - | D | - | - | - | - | - | Nvvko | Wuanr | - | - | 4.24% | 4.280% | 11.66211 |
| K | UKQ | 22.000 | 4.85 | - | ZZZ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P2 | FWK | 271.000 | 2.71 | - | M | - | - | - | - | - | Rgbvs | Vtnzp | - | - | 5.21% | 5.275% | 43.55059 |
Tranche Comments
Y1: Registration: 144M Fqlk;
P2: Registration: 144V Revk;
K: Registration: 144B Nxmb;