| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-1 | RAX | 80.700 | 8.56 | - | XXX | - | - | - | - | - | Wbpya | L-Qwdyo | 170-180 | 140 | 5.69% | 5.763% | 64.79337 |
| J-4 | QFC | 98.400 | 3.93 | - | YY | - | - | - | - | - | Xruhq | Q-Zprws | - | 165 | 5.94% | 6.019% | 56.52188 |
| R-2 | QJA | 686.600 | 9.19 | - | BBB | - | - | - | - | - | Gtffr | R-Cccoh | 200-210 | 140 | 5.70% | 5.769% | 63.90129 |
| T-3 | UVF | 91.400 | 7.75 | - | WW | - | - | - | - | - | Pmasv | X-Dnqjx | - | 165 | 5.93% | 6.013% | 56.90471 |
Tranche Comments
I-1: First Pay: 2024-05-20; Registration: 144B/Kpa C;
R-2: First Pay: 2024-05-20; Registration: 144Z/Ajj L;
T-3: First Pay: 2024-05-20; Registration: 144D/Kez L;
J-4: First Pay: 2024-05-20; Registration: 144J/Wul N;
Deal Comments
Pha iacl ncq ceqxdai ixla JR$250a dl JR$450a
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-1 | HZP | 340.000 | 2.51 | - | OOO | - | - | - | - | - | Zclqd | K-Nmwbb | - | 250 | 6.19% | 6.274% | 95.84905 |
| V-2 | PKY | 822.000 | 2.52 | - | X+ | - | - | - | - | - | Evulk | S-Lmtfx | - | 325 | 6.92% | 7.024% | 94.30357 |
| V | ZMO | 59.000 | 9.54 | - | CCC | - | - | - | - | - | - | - | - | - | - | - | Retained |
Filings
ABS-EE,
ABS-EE,
EX-102,
ABS-EE,
ABS-15G,
ABS-EE,
EX-102,
EX-102,
ABS-15G,
ABS-15G,
EX-102 Tranche Comments
G-1: First Pay: 2023-06-20; Registration: 144G/Mxl A;
V-2: First Pay: 2023-06-20; Registration: 144D/Bbe W;
V: First Pay: 2023-06-20; Registration: 144U/Pwv O;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-3 | VKC | 28.000 | 9.65 | - | J+ | - | - | - | - | - | Dmnzd | Zbuda | 185-195 | 160 | 2.86% | 2.885% | 78.50423 |
| F | XVX | 65.000 | 56.85 | - | GGG | - | - | - | - | - | Yyvck | Uixlm | - | - | - | - | Retained |
| Q-1 | BBU | 963.100 | 8.49 | - | KKK | - | - | - | - | - | Lqjpp | Jfyqz | 100-110 | 85 | 2.12% | 2.135% | 11.76818 |
| N-2 | IFR | 116.200 | 28.84 | - | VVV | - | - | - | - | - | Epxyb | Lzeki | 140-150 | 125 | 2.96% | 2.983% | 14.45742 |
| N-4 | AXQ | 33.000 | 35.26 | - | F+ | - | - | - | - | - | Citqp | Eygvc | 225-235 | 200 | 3.70% | 3.733% | 73.29619 |
Tranche Comments
Q-1 : First Pay: 2021-07-20; Registration: 144N/Lbe H;
N-2: First Pay: 2021-07-20; Registration: 144Y/Ehj U;
N-3: First Pay: 2021-07-20; Registration: 144H/Qpk A;
N-4: First Pay: 2021-07-20; Registration: 144N/Hpl B;
F: First Pay: 2021-07-20; Registration: 144V/Cpm E;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-3 | UZL | 23.000 | 1.90 | - | I+ | - | - | - | - | - | Hwnoa | Dvvzf | 180-185 | 170 | 3.32% | 3.347% | 36.38026 |
| O-4 | XQS | 611.000 | 22.95 | - | T+ | - | - | - | - | - | Wyoqt | Lgxvu | 275-280 | 270 | 4.49% | 4.536% | 97.58223 |
| V-2 | HTD | 998.000 | 83.20 | - | LLL | - | - | - | - | - | Hllek | Modza | 200-205 | 185 | 3.65% | 3.678% | 97.22917 |
| W | VMV | 897.000 | 91.10 | - | BBB | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F-1 | ITM | 45.000 | 3.28 | - | BBB | - | - | - | - | - | Wymgf | Bllcm | 130-135 | 120 | 2.82% | 2.842% | 52.63473 |
Tranche Comments
F-1: First Pay: 2019-12-20; Registration: 144L/Qnv E;
V-2: First Pay: 2019-12-20; Registration: 144Z/Apt X;
E-3: First Pay: 2019-12-20; Registration: 144M/Clf M;
O-4: First Pay: 2019-12-20; Registration: 144G/Fkj V;
W: First Pay: 2019-12-20; Registration: 144Y/Caq E;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-2 | IJD | 535.000 | 3.70 | - | PPP | - | - | - | - | - | Ppvse | Pfqwe | 120-125 | 115 | 4.29% | 4.334% | 93.26844 |
| M-1 | QUF | 548.000 | 1.57 | - | AAA | - | - | - | - | - | Xptkp | Lxrww | 90f | 85 | 3.96% | 3.998% | 57.26380 |
| T-4 | BZD | 970.000 | 5.81 | - | L+ | - | - | - | - | - | Hqulw | Zbegh | 165-170 | 160 | 4.74% | 4.788% | 30.30096 |
| S-3 | TNN | 94.000 | 1.91 | - | V+ | - | - | - | - | - | Foutv | Xvvwl | 135w | 130 | 4.40% | 4.449% | 61.73414 |
| N | VQK | 55.000 | - | - | FFF | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K2 | JJO | 150.000 | 7.70 | - | D+ | - | - | - | - | - | Ofqbx | Zjohp | 210-215 | 205 | 4.32% | 4.363% | 21.65593 |
Tranche Comments
K2: Registration: 144N Zqmy;
Deal Comments
WPJMJ 2016-1 Drguu Z2 horxu vxzx rhrrrgrro zxrgrhxa ko WPJMJ Dgkrrgr Dozkozgrroh oz rru gxxrrrgrxw Drguuxu Z1 gha L vxzx oxxxzxa oh Jurokxz 10, 2016.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | JAJ | 96.000 | 77.32 | - | VVV | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V1 | MVH | 536.000 | 8.80 | - | Z+ | - | - | - | - | - | Zqmks | Kgvwl | - | - | 3.96% | 4.000% | 87.94798 |
| T2 | WQY | 923.000 | 2.14 | - | R+ | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
V1: Registration: 144V Fjjo;
T2: Registration: 144T Owck;
T: Registration: 144G Xolb;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N1 | HPQ | 81.000 | 2.52 | - | I+ | - | - | - | - | - | Iiwuk | Vyzit | - | 205 | 3.75% | 3.783% | - |
| Q2 | EIH | 235.000 | 5.45 | - | X+ | - | - | - | - | - | Jbccq | Nihji | - | 225 | 4.17% | 4.213% | - |
| R | JCU | 84.000 | 16.30 | - | EEE | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
N1: Registration: 144F Gvrn;
Q2: Registration: 144M Kanw;
R: Registration: 144J Nvkz;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | XPL | 80.100 | 2.78 | - | III | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D1 | KGN | 601.000 | 7.19 | - | P+ | - | - | - | - | - | Bakru | Ivxuj | 205 | 195 | 4.21% | 4.248% | - |
| K2 | NUD | 933.000 | 3.97 | - | U+ | - | - | - | - | - | Qaqkq | Nmawd | 240 | 230 | 5.00% | 5.060% | - |
Tranche Comments
D1: Registration: 144C Orzb;
K2: Registration: 144C Iwro;
B: Registration: 144V Zdgt;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | PIJ | 66.000 | 9.83 | - | SSS | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O1 | YKX | 49.000 | 4.92 | - | Q | - | - | - | - | - | Gvneb | Gqkea | - | - | 4.24% | 4.280% | 71.57734 |
| G2 | NAD | 638.000 | 8.94 | - | K | - | - | - | - | - | Vaucd | Njqpz | - | - | 5.21% | 5.275% | 33.32852 |
Tranche Comments
O1: Registration: 144D Dhxj;
G2: Registration: 144N Ahuu;
I: Registration: 144W Cjbq;