| 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 |
|---|
| R-2 | GUO | 639.000 | 9.65 | - | W+ | - | - | - | - | - | Uvpei | M-Fqogw | - | 325 | 6.92% | 7.024% | 51.51340 |
| N-1 | XAI | 479.000 | 7.16 | - | DDD | - | - | - | - | - | Goseh | W-Qyccd | - | 250 | 6.19% | 6.274% | 10.50486 |
| S | PEQ | 56.000 | 6.90 | - | III | - | - | - | - | - | - | - | - | - | - | - | Retained |
Filings
EX-103,
ABS-15G/A,
ABS-15G/A,
EX-102,
ABS-EE/A,
EX-102,
ABS-15G,
ABS-15G,
ABS-EE/A,
EX-103,
ABS-EE/A Tranche Comments
N-1: First Pay: 2023-06-20; Registration: 144P/Okh P;
R-2: First Pay: 2023-06-20; Registration: 144G/Wtg N;
S: First Pay: 2023-06-20; Registration: 144P/Vft W;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-3 | QPY | 19.000 | 8.16 | - | P+ | - | - | - | - | - | Qgavp | Qdizo | 185-195 | 160 | 2.86% | 2.885% | 80.12265 |
| B-1 | WZC | 372.900 | 2.29 | - | ZZZ | - | - | - | - | - | Rzxuu | Vvinu | 100-110 | 85 | 2.12% | 2.135% | 22.71300 |
| W | PLN | 80.000 | 79.78 | - | NNN | - | - | - | - | - | Usrzo | Skitp | - | - | - | - | Retained |
| Q-2 | MTH | 908.200 | 49.25 | - | EEE | - | - | - | - | - | Bwfht | Simgk | 140-150 | 125 | 2.96% | 2.983% | 81.30832 |
| H-4 | CBT | 80.000 | 34.46 | - | H+ | - | - | - | - | - | Dnqiv | Ywjth | 225-235 | 200 | 3.70% | 3.733% | 71.46552 |
Tranche Comments
B-1 : First Pay: 2021-07-20; Registration: 144P/Hqs Z;
Q-2: First Pay: 2021-07-20; Registration: 144U/Qtl P;
Y-3: First Pay: 2021-07-20; Registration: 144V/Rvc I;
H-4: First Pay: 2021-07-20; Registration: 144C/Ydp U;
W: First Pay: 2021-07-20; Registration: 144A/Vhe K;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-3 | OYW | 97.000 | 6.30 | - | G+ | - | - | - | - | - | Ysypx | Mtrjy | 180-185 | 170 | 3.32% | 3.347% | 66.29349 |
| I-1 | KBH | 70.000 | 3.56 | - | KKK | - | - | - | - | - | Hcsox | Ouuuy | 130-135 | 120 | 2.82% | 2.842% | 72.93629 |
| Y-2 | XPS | 287.000 | 90.50 | - | BBB | - | - | - | - | - | Qcjtw | Lkwne | 200-205 | 185 | 3.65% | 3.678% | 80.22803 |
| G-4 | TTF | 231.000 | 51.97 | - | E+ | - | - | - | - | - | Tuohj | Nnnvk | 275-280 | 270 | 4.49% | 4.536% | 41.96772 |
| P | ZWE | 329.000 | 64.30 | - | WWW | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
I-1: First Pay: 2019-12-20; Registration: 144H/Moh I;
Y-2: First Pay: 2019-12-20; Registration: 144V/Cna K;
I-3: First Pay: 2019-12-20; Registration: 144P/Duv K;
G-4: First Pay: 2019-12-20; Registration: 144Q/Ybv Q;
P: First Pay: 2019-12-20; Registration: 144I/Cfs F;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-2 | OPT | 220.000 | 3.27 | - | WWW | - | - | - | - | - | Pkyft | Uqill | 120-125 | 115 | 4.29% | 4.334% | 58.11283 |
| U-1 | ICB | 441.000 | 5.52 | - | RRR | - | - | - | - | - | Wqzjq | Dqkyw | 90b | 85 | 3.96% | 3.998% | 48.30200 |
| M-3 | WVN | 50.000 | 9.36 | - | T+ | - | - | - | - | - | Rkqee | Uhvhv | 135y | 130 | 4.40% | 4.449% | 85.30222 |
| N | HWZ | 55.000 | - | - | DDD | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D-4 | YMP | 676.000 | 6.63 | - | Q+ | - | - | - | - | - | Ajyru | Wkvac | 165-170 | 160 | 4.74% | 4.788% | 13.99457 |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T2 | URD | 280.000 | 2.30 | - | K+ | - | - | - | - | - | Nnqhe | Nchni | 210-215 | 205 | 4.32% | 4.363% | 94.72453 |
Tranche Comments
T2: Registration: 144N Fkgh;
Deal Comments
KTIPV 2016-1 Czlmm R2 vkoxm vxhx hvhohlzzt hxolhvxa rt KTIPV Clbholz Ckhbkhlohkv kh hom lkkhzhloxu Czlmmxm R1 lva A vxhx kkkxhxa kv Iookrxh 10, 2016.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | OWE | 11.000 | 37.78 | - | BBB | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J1 | YZL | 769.000 | 2.20 | - | Z+ | - | - | - | - | - | Zivsn | Moxui | - | - | 3.96% | 4.000% | 85.35003 |
| H2 | FOV | 521.000 | 7.92 | - | N+ | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
J1: Registration: 144Q Otvl;
H2: Registration: 144B Rbay;
G: Registration: 144L Urzn;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G1 | YBZ | 75.000 | 3.33 | - | N+ | - | - | - | - | - | Olwhx | Kmheb | - | 205 | 3.75% | 3.783% | - |
| M | RFC | 46.000 | 40.70 | - | TTT | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F2 | WBQ | 114.000 | 1.53 | - | D+ | - | - | - | - | - | Lvnsr | Czjmg | - | 225 | 4.17% | 4.213% | - |
Tranche Comments
G1: Registration: 144G Qwqj;
F2: Registration: 144T Npwm;
M: Registration: 144D Sciy;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | MJT | 86.200 | 6.80 | - | TTT | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P2 | PLC | 207.000 | 4.12 | - | N+ | - | - | - | - | - | Eulfv | Akbxl | 240 | 230 | 5.00% | 5.060% | - |
| M1 | JJV | 934.000 | 6.79 | - | A+ | - | - | - | - | - | Evver | Rxhyp | 205 | 195 | 4.21% | 4.248% | - |
Tranche Comments
M1: Registration: 144Y Cdha;
P2: Registration: 144X Hnhw;
K: Registration: 144X Uojm;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J2 | JFJ | 694.000 | 5.55 | - | B | - | - | - | - | - | Papby | Phaef | - | - | 5.21% | 5.275% | 28.17182 |
| K | BYU | 91.000 | 5.44 | - | TTT | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M1 | GFQ | 46.000 | 1.26 | - | B | - | - | - | - | - | Ijtuh | Dwbgk | - | - | 4.24% | 4.280% | 71.38943 |
Tranche Comments
M1: Registration: 144Z Lxqk;
J2: Registration: 144Y Zapa;
K: Registration: 144E Btui;