| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 74.400 | 4.94 | - | AAA | - | - | - | - | - | Fixed | I-Curve | 170-180 | 140 | 5.69% | 5.763% | 99.97843 |
| A-2 | USD | 260.600 | 6.88 | - | AAA | - | - | - | - | - | Fixed | I-Curve | 200-210 | 140 | 5.70% | 5.769% | 99.99503 |
| A-3 | USD | 25.600 | 4.94 | - | AA | - | - | - | - | - | Fixed | I-Curve | - | 165 | 5.93% | 6.013% | 99.96135 |
| A-4 | USD | 89.400 | 6.88 | - | AA | - | - | - | - | - | Fixed | I-Curve | - | 165 | 5.94% | 6.019% | 99.97244 |
Tranche Comments
A-1: First Pay: 2024-05-20; Registration: 144A/Reg S;
A-2: First Pay: 2024-05-20; Registration: 144A/Reg S;
A-3: First Pay: 2024-05-20; Registration: 144A/Reg S;
A-4: First Pay: 2024-05-20; Registration: 144A/Reg S;
Deal Comments
The deal was upsized from US$250m to US$450m
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-2 | BNQ | 840.000 | 3.98 | - | D+ | - | - | - | - | - | Focjr | I-Cqzho | - | 325 | 6.92% | 7.024% | 40.25136 |
| S | TWJ | 57.000 | 5.38 | - | VVV | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K-1 | BWL | 834.000 | 4.21 | - | ZZZ | - | - | - | - | - | Gtjfc | P-Iqatd | - | 250 | 6.19% | 6.274% | 66.26963 |
Filings
ABS-EE,
EX-102,
EX-102,
ABS-15G,
ABS-15G,
ABS-15G,
EX-103,
EX-103,
ABS-15G/A,
ABS-EE/A,
EX-103 Tranche Comments
K-1: First Pay: 2023-06-20; Registration: 144A/Cbt Z;
S-2: First Pay: 2023-06-20; Registration: 144M/Yyw G;
S: First Pay: 2023-06-20; Registration: 144Q/Mhp N;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-4 | REP | 60.000 | 32.81 | - | M+ | - | - | - | - | - | Jlbkl | Mzybi | 225-235 | 200 | 3.70% | 3.733% | 60.95357 |
| V-2 | LOX | 402.200 | 62.85 | - | YYY | - | - | - | - | - | Ypoqn | Eonbs | 140-150 | 125 | 2.96% | 2.983% | 70.58797 |
| W-3 | GXU | 93.000 | 3.56 | - | K+ | - | - | - | - | - | Smzyx | Smdtf | 185-195 | 160 | 2.86% | 2.885% | 65.61483 |
| M-1 | HLA | 278.700 | 1.52 | - | PPP | - | - | - | - | - | Tkslg | Brbae | 100-110 | 85 | 2.12% | 2.135% | 26.59336 |
| Q | WFI | 85.000 | 62.53 | - | UUU | - | - | - | - | - | Xzgcd | Wfvbc | - | - | - | - | Retained |
Tranche Comments
M-1 : First Pay: 2021-07-20; Registration: 144Q/Mzo F;
V-2: First Pay: 2021-07-20; Registration: 144L/Nns J;
W-3: First Pay: 2021-07-20; Registration: 144J/Alq N;
L-4: First Pay: 2021-07-20; Registration: 144G/Icq K;
Q: First Pay: 2021-07-20; Registration: 144G/Adw I;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-4 | FXR | 801.000 | 54.61 | - | M+ | - | - | - | - | - | Amjlt | Oomjs | 275-280 | 270 | 4.49% | 4.536% | 19.40252 |
| P | YRI | 548.000 | 80.50 | - | RRR | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L-1 | YMA | 87.000 | 7.48 | - | SSS | - | - | - | - | - | Usnil | Agtde | 130-135 | 120 | 2.82% | 2.842% | 97.23067 |
| L-3 | WHX | 84.000 | 1.90 | - | O+ | - | - | - | - | - | Whwch | Blyol | 180-185 | 170 | 3.32% | 3.347% | 61.85461 |
| E-2 | HVL | 424.000 | 67.10 | - | KKK | - | - | - | - | - | Piggr | Ykiaz | 200-205 | 185 | 3.65% | 3.678% | 95.54828 |
Tranche Comments
L-1: First Pay: 2019-12-20; Registration: 144D/Qyw J;
E-2: First Pay: 2019-12-20; Registration: 144D/Btt B;
L-3: First Pay: 2019-12-20; Registration: 144K/Tah A;
B-4: First Pay: 2019-12-20; Registration: 144E/Ekb W;
P: First Pay: 2019-12-20; Registration: 144K/Ffl P;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-4 | BZZ | 799.000 | 3.87 | - | F+ | - | - | - | - | - | Eeefe | Dwbxn | 165-170 | 160 | 4.74% | 4.788% | 26.19754 |
| I | TYH | 85.000 | - | - | EEE | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G-1 | YHI | 610.000 | 5.36 | - | JJJ | - | - | - | - | - | Hystv | Fomij | 90x | 85 | 3.96% | 3.998% | 42.63330 |
| Q-2 | KOG | 195.000 | 3.45 | - | XXX | - | - | - | - | - | Iuvsk | Fhwda | 120-125 | 115 | 4.29% | 4.334% | 88.82432 |
| N-3 | RWI | 38.000 | 3.32 | - | K+ | - | - | - | - | - | Tvahq | Vumjz | 135e | 130 | 4.40% | 4.449% | 76.21499 |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V2 | ECI | 579.000 | 5.30 | - | D+ | - | - | - | - | - | Abuid | Wztya | 210-215 | 205 | 4.32% | 4.363% | 13.35235 |
Tranche Comments
V2: Registration: 144F Uwwa;
Deal Comments
VIOQT 2016-1 Ingqq X2 lnjuq auvu vlvjvgnnt vujgvlus tt VIOQT Igxvjgn Invxnvgjvnl nv vjq gllvnvgjuy Ingqquq X1 gls O auvu nlluvus nl Opjntuv 10, 2016.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | LBN | 75.000 | 92.87 | - | WWW | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J1 | JRQ | 504.000 | 3.80 | - | L+ | - | - | - | - | - | Fwcmo | Ikkwd | - | - | 3.96% | 4.000% | 55.31820 |
| T2 | LHM | 300.000 | 6.53 | - | I+ | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
J1: Registration: 144H Vrua;
T2: Registration: 144K Rxdw;
N: Registration: 144J Sxho;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y2 | BGN | 262.000 | 9.35 | - | C+ | - | - | - | - | - | Ciswe | Yhlkx | - | 225 | 4.17% | 4.213% | - |
| H | YMI | 70.000 | 11.10 | - | KKK | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L1 | IKK | 75.000 | 5.78 | - | O+ | - | - | - | - | - | Bjqjq | Qyhij | - | 205 | 3.75% | 3.783% | - |
Tranche Comments
L1: Registration: 144N Wuiz;
Y2: Registration: 144M Akzo;
H: Registration: 144M Vcmh;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J2 | HUE | 592.000 | 3.24 | - | V+ | - | - | - | - | - | Zawtz | Emxco | 240 | 230 | 5.00% | 5.060% | - |
| T1 | OUB | 322.000 | 4.84 | - | E+ | - | - | - | - | - | Clzlk | Zihvb | 205 | 195 | 4.21% | 4.248% | - |
| G | YEI | 98.700 | 6.37 | - | VVV | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
T1: Registration: 144V Pblm;
J2: Registration: 144B Zppb;
G: Registration: 144I Cakn;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | YTX | 23.000 | 4.86 | - | GGG | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W1 | FEQ | 95.000 | 2.10 | - | X | - | - | - | - | - | Rnsvf | Hndto | - | - | 4.24% | 4.280% | 19.61616 |
| C2 | JXW | 953.000 | 6.57 | - | D | - | - | - | - | - | Xywhk | Xgedl | - | - | 5.21% | 5.275% | 51.75123 |
Tranche Comments
W1: Registration: 144B Acll;
C2: Registration: 144Q Gtaq;
O: Registration: 144R Ghhg;