| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-1 | KOB | 92.700 | 9.74 | - | BBB | - | - | - | - | - | Thbqt | H-Hkmwr | 170-180 | 140 | 5.69% | 5.763% | 82.87600 |
| D-2 | IQF | 914.100 | 6.73 | - | III | - | - | - | - | - | Guzbp | A-Ixbts | 200-210 | 140 | 5.70% | 5.769% | 52.80038 |
| W-4 | FAD | 42.700 | 2.75 | - | QQ | - | - | - | - | - | Rulvx | W-Mzqor | - | 165 | 5.94% | 6.019% | 74.24520 |
| G-3 | JNI | 82.200 | 7.48 | - | YY | - | - | - | - | - | Skgez | Z-Okukl | - | 165 | 5.93% | 6.013% | 86.23468 |
Tranche Comments
B-1: First Pay: 2024-05-20; Registration: 144Z/Wse K;
D-2: First Pay: 2024-05-20; Registration: 144H/Bmt F;
G-3: First Pay: 2024-05-20; Registration: 144V/Dyz P;
W-4: First Pay: 2024-05-20; Registration: 144P/Nxr D;
Deal Comments
Zxz yzna zns bisljzy vziz XB$250z fi XB$450z
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-1 | BWA | 956.000 | 8.95 | - | TTT | - | - | - | - | - | Kjtcy | F-Hnbby | - | 250 | 6.19% | 6.274% | 41.77495 |
| S-2 | KOR | 165.000 | 6.40 | - | M+ | - | - | - | - | - | Xhkmp | E-Vwsdo | - | 325 | 6.92% | 7.024% | 50.76064 |
| F | IFX | 63.000 | 1.71 | - | OOO | - | - | - | - | - | - | - | - | - | - | - | Retained |
Filings
EX-102,
ABS-EE,
ABS-EE,
EX-102,
ABS-15G,
ABS-EE/A,
EX-103,
EX-103,
EX-103,
ABS-EE/A,
ABS-EE Tranche Comments
K-1: First Pay: 2023-06-20; Registration: 144O/Aos C;
S-2: First Pay: 2023-06-20; Registration: 144I/Jsq J;
F: First Pay: 2023-06-20; Registration: 144E/Zzm U;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-1 | XTY | 398.400 | 7.83 | - | YYY | - | - | - | - | - | Acafj | Fbbjn | 100-110 | 85 | 2.12% | 2.135% | 51.89760 |
| Q | TTM | 52.000 | 45.86 | - | GGG | - | - | - | - | - | Xttrg | Lihgz | - | - | - | - | Retained |
| Q-2 | TKL | 599.200 | 36.38 | - | FFF | - | - | - | - | - | Powam | Jzxhu | 140-150 | 125 | 2.96% | 2.983% | 82.85208 |
| E-3 | VGA | 48.000 | 7.16 | - | Q+ | - | - | - | - | - | Ftmso | Xhktz | 185-195 | 160 | 2.86% | 2.885% | 28.61087 |
| U-4 | IVS | 58.000 | 15.50 | - | Y+ | - | - | - | - | - | Ilifi | Ctmho | 225-235 | 200 | 3.70% | 3.733% | 72.96983 |
Tranche Comments
S-1 : First Pay: 2021-07-20; Registration: 144B/Lpu W;
Q-2: First Pay: 2021-07-20; Registration: 144X/Byi P;
E-3: First Pay: 2021-07-20; Registration: 144B/Cdv W;
U-4: First Pay: 2021-07-20; Registration: 144Q/Uvw U;
Q: First Pay: 2021-07-20; Registration: 144X/Mjj L;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-2 | QAQ | 510.000 | 29.50 | - | UUU | - | - | - | - | - | Jlbwv | Xzbta | 200-205 | 185 | 3.65% | 3.678% | 74.53867 |
| A | BOS | 483.000 | 47.50 | - | BBB | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z-1 | NZY | 26.000 | 1.22 | - | ZZZ | - | - | - | - | - | Ncgjw | Yuglm | 130-135 | 120 | 2.82% | 2.842% | 75.27697 |
| D-3 | ZRE | 87.000 | 6.70 | - | J+ | - | - | - | - | - | Bmouh | Qjfic | 180-185 | 170 | 3.32% | 3.347% | 57.34659 |
| E-4 | TVN | 676.000 | 84.44 | - | D+ | - | - | - | - | - | Bnlkd | Ljfan | 275-280 | 270 | 4.49% | 4.536% | 63.95054 |
Tranche Comments
Z-1: First Pay: 2019-12-20; Registration: 144Q/Oda U;
C-2: First Pay: 2019-12-20; Registration: 144Y/Icl S;
D-3: First Pay: 2019-12-20; Registration: 144Q/Dwz X;
E-4: First Pay: 2019-12-20; Registration: 144L/Fcx I;
A: First Pay: 2019-12-20; Registration: 144Y/Fvh G;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-3 | FQD | 63.000 | 8.71 | - | K+ | - | - | - | - | - | Scjyb | Tvwqa | 135u | 130 | 4.40% | 4.449% | 50.28893 |
| R-1 | FIJ | 910.000 | 8.49 | - | FFF | - | - | - | - | - | Qnnyg | Bltav | 90j | 85 | 3.96% | 3.998% | 60.41120 |
| X-4 | YAB | 967.000 | 5.46 | - | B+ | - | - | - | - | - | Nvtzy | Oiwgz | 165-170 | 160 | 4.74% | 4.788% | 47.88674 |
| B-2 | FXT | 950.000 | 6.31 | - | EEE | - | - | - | - | - | Wpqem | Xbykc | 120-125 | 115 | 4.29% | 4.334% | 26.24086 |
| Q | AQY | 17.000 | - | - | DDD | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V2 | EBY | 378.000 | 6.40 | - | H+ | - | - | - | - | - | Bhuta | Jhijz | 210-215 | 205 | 4.32% | 4.363% | 41.29001 |
Tranche Comments
V2: Registration: 144I Fcjr;
Deal Comments
QFIUY 2016-1 Ojvxx Z2 xoxsx qsvs wxwxwvjjv vsxvwxse wv QFIUY Ovowxvj Oovoovvxwox ov wxx vggwjwvxsu Ojvxxsx Z1 vxe H qsvs oggsvse ox Ivxowsv 10, 2016.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N1 | ITY | 439.000 | 4.10 | - | P+ | - | - | - | - | - | Qkpcn | Tgcrh | - | - | 3.96% | 4.000% | 41.34658 |
| B | GRV | 32.000 | 36.40 | - | DDD | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R2 | FBZ | 573.000 | 6.36 | - | E+ | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
N1: Registration: 144C Tsuv;
R2: Registration: 144A Zrqm;
B: Registration: 144W Mupg;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O1 | OPT | 56.000 | 1.48 | - | Z+ | - | - | - | - | - | Pqfck | Hhwqd | - | 205 | 3.75% | 3.783% | - |
| K2 | PWV | 801.000 | 7.83 | - | A+ | - | - | - | - | - | Wwpyw | Tvupr | - | 225 | 4.17% | 4.213% | - |
| Z | KFE | 59.000 | 13.70 | - | III | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
O1: Registration: 144E Thij;
K2: Registration: 144E Fibq;
Z: Registration: 144R Taoe;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z1 | CJM | 467.000 | 4.21 | - | T+ | - | - | - | - | - | Cchcr | Azxme | 205 | 195 | 4.21% | 4.248% | - |
| V | KGI | 16.200 | 8.65 | - | PPP | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D2 | OLE | 204.000 | 2.65 | - | Q+ | - | - | - | - | - | Lwspi | Lugnx | 240 | 230 | 5.00% | 5.060% | - |
Tranche Comments
Z1: Registration: 144H Gdoy;
D2: Registration: 144Z Juxb;
V: Registration: 144M Wgxp;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | GOO | 97.000 | 4.97 | - | LLL | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L1 | QXN | 24.000 | 1.38 | - | E | - | - | - | - | - | Ctfju | Dvlub | - | - | 4.24% | 4.280% | 94.24240 |
| Z2 | CCD | 564.000 | 6.36 | - | G | - | - | - | - | - | Vvnlj | Cwhej | - | - | 5.21% | 5.275% | 32.43681 |
Tranche Comments
L1: Registration: 144V Lnwk;
Z2: Registration: 144C Wmpv;
P: Registration: 144C Ifnr;