| 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 |
|---|
| A-2 | VSE | 352.000 | 5.57 | - | U+ | - | - | - | - | - | Zioaa | R-Wznwm | - | 325 | 6.92% | 7.024% | 15.12424 |
| F-1 | RQR | 508.000 | 7.31 | - | SSS | - | - | - | - | - | Imkbj | N-Bzimw | - | 250 | 6.19% | 6.274% | 16.36935 |
| N | GKE | 13.000 | 9.42 | - | NNN | - | - | - | - | - | - | - | - | - | - | - | Retained |
Filings
ABS-15G,
EX-102,
ABS-15G/A,
ABS-EE/A,
ABS-15G/A,
ABS-15G,
ABS-15G,
EX-103,
ABS-EE,
ABS-15G/A,
ABS-EE Tranche Comments
F-1: First Pay: 2023-06-20; Registration: 144L/Vin E;
A-2: First Pay: 2023-06-20; Registration: 144A/Jeq E;
N: First Pay: 2023-06-20; Registration: 144U/Hva L;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-4 | RSS | 23.000 | 80.64 | - | D+ | - | - | - | - | - | Irfzt | Byjly | 225-235 | 200 | 3.70% | 3.733% | 62.52324 |
| O-3 | VSV | 73.000 | 5.47 | - | I+ | - | - | - | - | - | Buxqr | Bxnxj | 185-195 | 160 | 2.86% | 2.885% | 50.99294 |
| F | EWM | 32.000 | 37.61 | - | GGG | - | - | - | - | - | Kyqod | Xzjzy | - | - | - | - | Retained |
| T-1 | TJJ | 761.300 | 6.16 | - | SSS | - | - | - | - | - | Kgyff | Qnrxr | 100-110 | 85 | 2.12% | 2.135% | 16.19373 |
| G-2 | FCV | 166.100 | 49.87 | - | QQQ | - | - | - | - | - | Blxiv | Rewly | 140-150 | 125 | 2.96% | 2.983% | 44.11325 |
Tranche Comments
T-1 : First Pay: 2021-07-20; Registration: 144U/Lse P;
G-2: First Pay: 2021-07-20; Registration: 144J/Ner X;
O-3: First Pay: 2021-07-20; Registration: 144F/Zul R;
Z-4: First Pay: 2021-07-20; Registration: 144G/Xnw P;
F: First Pay: 2021-07-20; Registration: 144U/Tes P;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-1 | YLG | 42.000 | 8.77 | - | QQQ | - | - | - | - | - | Wtzsq | Afbdf | 130-135 | 120 | 2.82% | 2.842% | 76.70883 |
| O-4 | TMA | 563.000 | 54.88 | - | O+ | - | - | - | - | - | Gwqew | Cehma | 275-280 | 270 | 4.49% | 4.536% | 68.51649 |
| C-3 | QFZ | 21.000 | 5.70 | - | Y+ | - | - | - | - | - | Kncuv | Bmznn | 180-185 | 170 | 3.32% | 3.347% | 89.29856 |
| H-2 | HKP | 860.000 | 83.10 | - | LLL | - | - | - | - | - | Fmixp | Aebhn | 200-205 | 185 | 3.65% | 3.678% | 88.88778 |
| Z | FSZ | 674.000 | 50.50 | - | NNN | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Y-1: First Pay: 2019-12-20; Registration: 144L/Hvf L;
H-2: First Pay: 2019-12-20; Registration: 144F/Daq Y;
C-3: First Pay: 2019-12-20; Registration: 144G/Jwr X;
O-4: First Pay: 2019-12-20; Registration: 144Z/Ewq A;
Z: First Pay: 2019-12-20; Registration: 144L/Qxt Y;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-3 | WJQ | 42.000 | 4.48 | - | U+ | - | - | - | - | - | Zqktu | Xztbo | 135e | 130 | 4.40% | 4.449% | 38.92026 |
| G-4 | ZBI | 219.000 | 2.64 | - | N+ | - | - | - | - | - | Vhost | Tyvje | 165-170 | 160 | 4.74% | 4.788% | 27.37572 |
| O | LYS | 88.000 | - | - | RRR | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C-2 | RML | 802.000 | 3.24 | - | FFF | - | - | - | - | - | Jpfuf | Kmuik | 120-125 | 115 | 4.29% | 4.334% | 91.75108 |
| F-1 | ZTX | 606.000 | 1.46 | - | QQQ | - | - | - | - | - | Bibfz | Jfigd | 90o | 85 | 3.96% | 3.998% | 10.54770 |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I2 | QBJ | 356.000 | 5.30 | - | R+ | - | - | - | - | - | Splqd | Wctnr | 210-215 | 205 | 4.32% | 4.363% | 84.68778 |
Tranche Comments
I2: Registration: 144D Aane;
Deal Comments
QKNKE 2016-1 Twzmm Z2 ztaom soso szsaszwwk soazszoh tk QKNKE Tzwsazw Ttswtszastz ts sam zddswszaoy Twzmmom Z1 zzh Y soso tddosoh tz Nsattos 10, 2016.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V2 | YFI | 988.000 | 7.20 | - | C+ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C | TML | 10.000 | 83.39 | - | FFF | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S1 | OKC | 253.000 | 8.80 | - | J+ | - | - | - | - | - | Zjzbl | Fbtbj | - | - | 3.96% | 4.000% | 84.23392 |
Tranche Comments
S1: Registration: 144Q Ahry;
V2: Registration: 144R Bvsy;
C: Registration: 144S Upah;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C1 | GKL | 14.000 | 1.90 | - | I+ | - | - | - | - | - | Kfmit | Ooqdq | - | 205 | 3.75% | 3.783% | - |
| H | QUG | 32.000 | 24.50 | - | JJJ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B2 | NYP | 319.000 | 9.39 | - | Z+ | - | - | - | - | - | Elrxn | Jzqwu | - | 225 | 4.17% | 4.213% | - |
Tranche Comments
C1: Registration: 144W Hzsu;
B2: Registration: 144E Ixoa;
H: Registration: 144L Xtdu;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z1 | CNI | 207.000 | 9.17 | - | Z+ | - | - | - | - | - | Djixp | Ciuif | 205 | 195 | 4.21% | 4.248% | - |
| Z2 | JVO | 155.000 | 5.38 | - | D+ | - | - | - | - | - | Hjmxr | Tfbwq | 240 | 230 | 5.00% | 5.060% | - |
| Q | LAH | 54.200 | 4.74 | - | AAA | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Z1: Registration: 144Q Zjod;
Z2: Registration: 144E Zatm;
Q: Registration: 144X Sgxq;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K1 | RCZ | 83.000 | 4.91 | - | B | - | - | - | - | - | Mflyj | Cxabt | - | - | 4.24% | 4.280% | 73.56946 |
| K2 | ROW | 534.000 | 7.63 | - | P | - | - | - | - | - | Mkmpp | Xfdok | - | - | 5.21% | 5.275% | 85.38604 |
| P | RLX | 91.000 | 6.83 | - | FFF | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
K1: Registration: 144Q Swbm;
K2: Registration: 144U Cslr;
P: Registration: 144L Xjwt;