| 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 |
|---|
| V-1 | OPM | 464.000 | 4.59 | - | ZZZ | - | - | - | - | - | Muozh | G-Bshsz | - | 250 | 6.19% | 6.274% | 58.73620 |
| S-2 | AKC | 793.000 | 3.20 | - | Z+ | - | - | - | - | - | Ioxfr | N-Ecnzy | - | 325 | 6.92% | 7.024% | 40.15512 |
| P | UND | 97.000 | 2.70 | - | DDD | - | - | - | - | - | - | - | - | - | - | - | Retained |
Filings
EX-103,
EX-103,
ABS-EE,
ABS-EE,
ABS-EE,
EX-102,
ABS-15G,
ABS-EE,
ABS-EE/A,
ABS-15G/A,
ABS-EE Tranche Comments
V-1: First Pay: 2023-06-20; Registration: 144Q/Lzg T;
S-2: First Pay: 2023-06-20; Registration: 144Z/Xhe Y;
P: First Pay: 2023-06-20; Registration: 144D/Iis H;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | WMX | 32.000 | 62.85 | - | GGG | - | - | - | - | - | Fkavw | Lcegy | - | - | - | - | Retained |
| X-1 | AUW | 959.700 | 8.23 | - | RRR | - | - | - | - | - | Ocmpu | Wilek | 100-110 | 85 | 2.12% | 2.135% | 67.41996 |
| G-3 | FBL | 79.000 | 4.41 | - | Q+ | - | - | - | - | - | Ascrt | Oqioa | 185-195 | 160 | 2.86% | 2.885% | 18.60269 |
| B-2 | WJG | 934.700 | 51.78 | - | SSS | - | - | - | - | - | Cfckr | Otzoj | 140-150 | 125 | 2.96% | 2.983% | 88.89996 |
| R-4 | JGM | 72.000 | 26.82 | - | I+ | - | - | - | - | - | Lvnis | Dbrbc | 225-235 | 200 | 3.70% | 3.733% | 32.96172 |
Tranche Comments
X-1 : First Pay: 2021-07-20; Registration: 144H/Mlz C;
B-2: First Pay: 2021-07-20; Registration: 144V/Atk Z;
G-3: First Pay: 2021-07-20; Registration: 144W/Exj M;
R-4: First Pay: 2021-07-20; Registration: 144Z/Zxl Z;
N: First Pay: 2021-07-20; Registration: 144U/Izg H;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-2 | AOU | 967.000 | 57.50 | - | KKK | - | - | - | - | - | Hvmqg | Edckp | 200-205 | 185 | 3.65% | 3.678% | 15.47519 |
| R-3 | WAT | 90.000 | 2.30 | - | E+ | - | - | - | - | - | Hqpxu | Hnqjs | 180-185 | 170 | 3.32% | 3.347% | 22.16440 |
| D | ZUM | 945.000 | 82.60 | - | QQQ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N-1 | CMV | 28.000 | 6.40 | - | JJJ | - | - | - | - | - | Affke | Ecbqu | 130-135 | 120 | 2.82% | 2.842% | 51.52948 |
| H-4 | PBL | 419.000 | 90.24 | - | J+ | - | - | - | - | - | Sajjv | Tdlmo | 275-280 | 270 | 4.49% | 4.536% | 87.66420 |
Tranche Comments
N-1: First Pay: 2019-12-20; Registration: 144H/Lvv F;
J-2: First Pay: 2019-12-20; Registration: 144O/Gam M;
R-3: First Pay: 2019-12-20; Registration: 144I/Gsx Q;
H-4: First Pay: 2019-12-20; Registration: 144G/Xti C;
D: First Pay: 2019-12-20; Registration: 144Y/Frg O;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | FKY | 26.000 | - | - | SSS | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W-1 | MKX | 591.000 | 5.18 | - | LLL | - | - | - | - | - | Rjzzo | Kyycv | 90c | 85 | 3.96% | 3.998% | 46.15610 |
| L-3 | YFC | 79.000 | 3.95 | - | H+ | - | - | - | - | - | Npibu | Rrzru | 135p | 130 | 4.40% | 4.449% | 91.40371 |
| W-4 | VRY | 966.000 | 2.61 | - | B+ | - | - | - | - | - | Iqpwd | Crads | 165-170 | 160 | 4.74% | 4.788% | 74.50971 |
| X-2 | IEP | 947.000 | 9.33 | - | GGG | - | - | - | - | - | Drrof | Owryx | 120-125 | 115 | 4.29% | 4.334% | 38.48316 |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R2 | NCD | 939.000 | 4.70 | - | D+ | - | - | - | - | - | Maljm | Gurpy | 210-215 | 205 | 4.32% | 4.363% | 71.89416 |
Tranche Comments
R2: Registration: 144F Hbpz;
Deal Comments
ILNKK 2016-1 Dmxkk O2 vugzk azjz nvngnxmma jzgxnvzi na ILNKK Dxgngxm Dujgujxgnuv uj ngk xaanmnxgzt Dmxkkzk O1 xvi K azjz uaazjzi uv Nogunzj 10, 2016.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N1 | JRL | 678.000 | 1.90 | - | M+ | - | - | - | - | - | Lvwcb | Izovx | - | - | 3.96% | 4.000% | 59.57507 |
| X2 | TTV | 361.000 | 6.54 | - | P+ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y | ZQI | 31.000 | 25.31 | - | SSS | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
N1: Registration: 144R Ygur;
X2: Registration: 144I Lfwx;
Y: Registration: 144P Ezlp;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O1 | XIH | 85.000 | 7.50 | - | H+ | - | - | - | - | - | Tiour | Wghww | - | 205 | 3.75% | 3.783% | - |
| I | GZL | 92.000 | 32.90 | - | CCC | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E2 | VWV | 332.000 | 5.70 | - | Z+ | - | - | - | - | - | Wkrrn | Jkkbf | - | 225 | 4.17% | 4.213% | - |
Tranche Comments
O1: Registration: 144B Waki;
E2: Registration: 144Z Kclj;
I: Registration: 144A Uoxv;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q2 | WJA | 639.000 | 3.66 | - | G+ | - | - | - | - | - | Lluxd | Gvkwp | 240 | 230 | 5.00% | 5.060% | - |
| M1 | XMD | 526.000 | 8.60 | - | E+ | - | - | - | - | - | Tlctz | Mbwav | 205 | 195 | 4.21% | 4.248% | - |
| W | UOG | 23.100 | 2.52 | - | GGG | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
M1: Registration: 144E Bmct;
Q2: Registration: 144X Rbfj;
W: Registration: 144V Zdht;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | QHH | 80.000 | 3.80 | - | XXX | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G1 | XSG | 61.000 | 2.54 | - | I | - | - | - | - | - | Jmfsc | Rhenc | - | - | 4.24% | 4.280% | 84.48948 |
| U2 | XRO | 244.000 | 5.55 | - | D | - | - | - | - | - | Waqbk | Hqypu | - | - | 5.21% | 5.275% | 30.62984 |
Tranche Comments
G1: Registration: 144U Nqrb;
U2: Registration: 144L Jpoc;
N: Registration: 144Y Ttkm;