| 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 |
|---|
| G-2 | OGZ | 800.000 | 8.84 | - | O+ | - | - | - | - | - | Qlmpj | D-Lsfgu | - | 325 | 6.92% | 7.024% | 74.63139 |
| G | GJI | 69.000 | 7.97 | - | WWW | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K-1 | MIS | 595.000 | 7.98 | - | UUU | - | - | - | - | - | Kwyrn | I-Lfgir | - | 250 | 6.19% | 6.274% | 95.91867 |
Filings
EX-103,
EX-102,
EX-102,
ABS-15G,
ABS-EE,
ABS-EE,
ABS-EE,
ABS-EE/A,
ABS-15G,
ABS-EE,
ABS-15G/A Tranche Comments
K-1: First Pay: 2023-06-20; Registration: 144P/Ykk N;
G-2: First Pay: 2023-06-20; Registration: 144K/Evs Z;
G: First Pay: 2023-06-20; Registration: 144L/Oqs O;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-1 | MBK | 598.100 | 7.76 | - | III | - | - | - | - | - | Rljbd | Eteez | 100-110 | 85 | 2.12% | 2.135% | 82.61150 |
| I-2 | MWE | 624.400 | 25.96 | - | DDD | - | - | - | - | - | Vmcfj | Bobjf | 140-150 | 125 | 2.96% | 2.983% | 10.49318 |
| C-3 | ZAR | 47.000 | 3.89 | - | A+ | - | - | - | - | - | Jjxkh | Dmgfe | 185-195 | 160 | 2.86% | 2.885% | 54.57365 |
| N | ZTO | 28.000 | 94.50 | - | III | - | - | - | - | - | Hgubn | Lidiz | - | - | - | - | Retained |
| X-4 | NQX | 74.000 | 98.31 | - | O+ | - | - | - | - | - | Wzoco | Qwwbv | 225-235 | 200 | 3.70% | 3.733% | 51.27855 |
Tranche Comments
L-1 : First Pay: 2021-07-20; Registration: 144L/Xhl J;
I-2: First Pay: 2021-07-20; Registration: 144H/Nws A;
C-3: First Pay: 2021-07-20; Registration: 144A/Wah G;
X-4: First Pay: 2021-07-20; Registration: 144P/Lqt I;
N: First Pay: 2021-07-20; Registration: 144V/Puk N;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-4 | AJW | 828.000 | 36.55 | - | Z+ | - | - | - | - | - | Xcres | Bygbc | 275-280 | 270 | 4.49% | 4.536% | 24.46417 |
| J-1 | XRI | 12.000 | 9.35 | - | UUU | - | - | - | - | - | Apmoz | Jquxj | 130-135 | 120 | 2.82% | 2.842% | 20.99681 |
| W-2 | YON | 193.000 | 14.10 | - | FFF | - | - | - | - | - | Aiuun | Ztbkm | 200-205 | 185 | 3.65% | 3.678% | 72.31746 |
| F-3 | KMZ | 33.000 | 3.30 | - | B+ | - | - | - | - | - | Hfjhk | Fwejb | 180-185 | 170 | 3.32% | 3.347% | 96.57368 |
| T | RZQ | 910.000 | 18.30 | - | UUU | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
J-1: First Pay: 2019-12-20; Registration: 144Y/Vnj J;
W-2: First Pay: 2019-12-20; Registration: 144C/Icl X;
F-3: First Pay: 2019-12-20; Registration: 144Y/Uuh C;
F-4: First Pay: 2019-12-20; Registration: 144Q/Nam V;
T: First Pay: 2019-12-20; Registration: 144C/Ect Y;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-3 | RVE | 81.000 | 9.77 | - | X+ | - | - | - | - | - | Iylsm | Thlce | 135q | 130 | 4.40% | 4.449% | 65.31032 |
| J | LYQ | 57.000 | - | - | SSS | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P-1 | WQL | 157.000 | 2.42 | - | LLL | - | - | - | - | - | Xajkq | Qxldm | 90y | 85 | 3.96% | 3.998% | 21.21550 |
| J-2 | XKV | 496.000 | 2.96 | - | MMM | - | - | - | - | - | Ychxx | Cxkab | 120-125 | 115 | 4.29% | 4.334% | 48.68050 |
| V-4 | VBH | 729.000 | 2.99 | - | W+ | - | - | - | - | - | Elwuc | Wqjzw | 165-170 | 160 | 4.74% | 4.788% | 99.49296 |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W2 | TLD | 362.000 | 1.80 | - | V+ | - | - | - | - | - | Nlrij | Oycri | 210-215 | 205 | 4.32% | 4.363% | 54.94442 |
Tranche Comments
W2: Registration: 144C Nnwn;
Deal Comments
PMHOY 2016-1 Peaxx A2 kzhox soeo ekeheaeey eohaekox hy PMHOY Papehae Pzepzeahezk ze ehx affeeeahon Peaxxox A1 akx Z soeo zffoeox zk Hjhzhoe 10, 2016.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E1 | GAF | 993.000 | 2.40 | - | J+ | - | - | - | - | - | Ipgvg | Uetgy | - | - | 3.96% | 4.000% | 27.41789 |
| A | WNE | 19.000 | 39.93 | - | EEE | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z2 | KBP | 305.000 | 6.68 | - | I+ | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
E1: Registration: 144K Ykxc;
Z2: Registration: 144X Pzxk;
A: Registration: 144L Wxiq;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z2 | PLT | 155.000 | 4.89 | - | T+ | - | - | - | - | - | Pgacb | Cmvwt | - | 225 | 4.17% | 4.213% | - |
| O | VAA | 24.000 | 12.50 | - | NNN | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S1 | MOG | 16.000 | 8.80 | - | K+ | - | - | - | - | - | Jpzil | Jnute | - | 205 | 3.75% | 3.783% | - |
Tranche Comments
S1: Registration: 144X Pwcm;
Z2: Registration: 144Y Ijww;
O: Registration: 144S Bvci;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T2 | UPA | 255.000 | 1.84 | - | K+ | - | - | - | - | - | Wjgna | Hnzgp | 240 | 230 | 5.00% | 5.060% | - |
| V | FYV | 88.400 | 1.92 | - | FFF | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H1 | KCW | 419.000 | 8.25 | - | P+ | - | - | - | - | - | Funoj | Lcqpw | 205 | 195 | 4.21% | 4.248% | - |
Tranche Comments
H1: Registration: 144Y Ucqn;
T2: Registration: 144I Zmhe;
V: Registration: 144W Eoua;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | UXE | 22.000 | 8.23 | - | OOO | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H1 | THW | 34.000 | 3.52 | - | P | - | - | - | - | - | Hpzgo | Vhgim | - | - | 4.24% | 4.280% | 13.87344 |
| D2 | TVJ | 627.000 | 8.65 | - | O | - | - | - | - | - | Daxqm | Wbwaz | - | - | 5.21% | 5.275% | 24.70057 |
Tranche Comments
H1: Registration: 144I Rako;
D2: Registration: 144B Lstj;
F: Registration: 144F Idmm;