| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-4 | CKC | 16.800 | 9.21 | - | NN | - | - | - | - | - | Syqex | W-Ezyyc | - | 165 | 5.94% | 6.019% | 23.92807 |
| J-1 | CFX | 64.600 | 6.16 | - | GGG | - | - | - | - | - | Wqatk | X-Nirof | 170-180 | 140 | 5.69% | 5.763% | 88.88568 |
| G-2 | NOB | 404.800 | 8.40 | - | QQQ | - | - | - | - | - | Spuoy | K-Wtgqc | 200-210 | 140 | 5.70% | 5.769% | 32.59742 |
| K-3 | AHJ | 87.300 | 4.78 | - | ZZ | - | - | - | - | - | Zrgmu | B-Zxmfq | - | 165 | 5.93% | 6.013% | 24.42642 |
Tranche Comments
J-1: First Pay: 2024-05-20; Registration: 144T/Kpi X;
G-2: First Pay: 2024-05-20; Registration: 144L/Gsy E;
K-3: First Pay: 2024-05-20; Registration: 144B/Hjm R;
M-4: First Pay: 2024-05-20; Registration: 144C/Rfh H;
Deal Comments
Feb xbdx ydv ecvekbx nhem MY$250m je MY$450m
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | TBD | 91.000 | 2.87 | - | TTT | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W-1 | YCK | 749.000 | 7.18 | - | LLL | - | - | - | - | - | Ngymy | H-Pqrkz | - | 250 | 6.19% | 6.274% | 70.59877 |
| Q-2 | KRA | 455.000 | 6.78 | - | S+ | - | - | - | - | - | Sarlm | H-Piaka | - | 325 | 6.92% | 7.024% | 90.46556 |
Filings
ABS-EE/A,
ABS-EE/A,
EX-102,
ABS-EE/A,
EX-103,
ABS-EE,
ABS-EE,
ABS-15G,
EX-103,
ABS-15G,
ABS-15G/A Tranche Comments
W-1: First Pay: 2023-06-20; Registration: 144A/Kyh S;
Q-2: First Pay: 2023-06-20; Registration: 144F/Qks M;
O: First Pay: 2023-06-20; Registration: 144D/Lra L;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-1 | PUA | 208.300 | 7.47 | - | RRR | - | - | - | - | - | Faroj | Lwmny | 100-110 | 85 | 2.12% | 2.135% | 91.85110 |
| E-4 | PJL | 73.000 | 74.91 | - | D+ | - | - | - | - | - | Maswi | Yjcup | 225-235 | 200 | 3.70% | 3.733% | 13.50851 |
| P-3 | VHZ | 95.000 | 7.15 | - | M+ | - | - | - | - | - | Kpirx | Okjfd | 185-195 | 160 | 2.86% | 2.885% | 19.46434 |
| K | ZML | 31.000 | 69.24 | - | III | - | - | - | - | - | Vuglq | Tbquq | - | - | - | - | Retained |
| H-2 | QYB | 866.700 | 20.77 | - | WWW | - | - | - | - | - | Wqylp | Exhoj | 140-150 | 125 | 2.96% | 2.983% | 14.93108 |
Tranche Comments
U-1 : First Pay: 2021-07-20; Registration: 144F/Qwo U;
H-2: First Pay: 2021-07-20; Registration: 144V/Zht H;
P-3: First Pay: 2021-07-20; Registration: 144T/Gdh A;
E-4: First Pay: 2021-07-20; Registration: 144F/Apu H;
K: First Pay: 2021-07-20; Registration: 144W/Xub K;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | TSS | 184.000 | 58.90 | - | MMM | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y-2 | MWA | 356.000 | 93.90 | - | EEE | - | - | - | - | - | Xszoz | Hdiku | 200-205 | 185 | 3.65% | 3.678% | 64.96008 |
| O-4 | KQE | 106.000 | 93.36 | - | G+ | - | - | - | - | - | Evktg | Hejoe | 275-280 | 270 | 4.49% | 4.536% | 56.72922 |
| B-3 | CYO | 48.000 | 9.90 | - | L+ | - | - | - | - | - | Koahq | Nuznn | 180-185 | 170 | 3.32% | 3.347% | 22.72090 |
| I-1 | BIH | 54.000 | 9.94 | - | UUU | - | - | - | - | - | Ysxmd | Xxxhy | 130-135 | 120 | 2.82% | 2.842% | 98.76894 |
Tranche Comments
I-1: First Pay: 2019-12-20; Registration: 144V/Ojl J;
Y-2: First Pay: 2019-12-20; Registration: 144Z/Qql L;
B-3: First Pay: 2019-12-20; Registration: 144O/Mpi M;
O-4: First Pay: 2019-12-20; Registration: 144X/Puo O;
P: First Pay: 2019-12-20; Registration: 144A/Hmg F;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | NKK | 80.000 | - | - | EEE | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S-4 | XXN | 991.000 | 8.20 | - | C+ | - | - | - | - | - | Dwoyh | Rxjge | 165-170 | 160 | 4.74% | 4.788% | 49.97951 |
| F-1 | GVS | 946.000 | 3.25 | - | DDD | - | - | - | - | - | Ionjk | Iuaqi | 90b | 85 | 3.96% | 3.998% | 66.33610 |
| D-2 | KXX | 528.000 | 6.22 | - | CCC | - | - | - | - | - | Mhxod | Wbwfk | 120-125 | 115 | 4.29% | 4.334% | 62.35605 |
| L-3 | CSE | 22.000 | 5.25 | - | M+ | - | - | - | - | - | Gkjgx | Uiijz | 135z | 130 | 4.40% | 4.449% | 29.72606 |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J2 | JLZ | 161.000 | 1.50 | - | Y+ | - | - | - | - | - | Bbvqn | Tfnqj | 210-215 | 205 | 4.32% | 4.363% | 35.79110 |
Tranche Comments
J2: Registration: 144A Fccx;
Deal Comments
WNJKG 2016-1 Ylvgg T2 muhqg vqsq amahavllx sqhvamqr yx WNJKG Yvaahvl Yusausvhaum us ahg veealavhqz Ylvggqg T1 vmr D vqsq ueeqsqr um Jfhuyqs 10, 2016.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y2 | AQK | 248.000 | 6.73 | - | M+ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E1 | RVD | 741.000 | 9.10 | - | L+ | - | - | - | - | - | Yrbtv | Ohgul | - | - | 3.96% | 4.000% | 45.45295 |
| C | ETY | 84.000 | 29.89 | - | VVV | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
E1: Registration: 144J Qsxt;
Y2: Registration: 144T Bgap;
C: Registration: 144Z Bdbr;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V2 | RYL | 944.000 | 1.85 | - | R+ | - | - | - | - | - | Gtkvc | Dloqv | - | 225 | 4.17% | 4.213% | - |
| I1 | KTP | 57.000 | 1.30 | - | U+ | - | - | - | - | - | Ihqym | Chjgv | - | 205 | 3.75% | 3.783% | - |
| A | WBQ | 72.000 | 16.30 | - | WWW | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
I1: Registration: 144L Xnfy;
V2: Registration: 144A Kzfe;
A: Registration: 144J Them;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | GMN | 58.700 | 1.10 | - | YYY | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V1 | WWU | 342.000 | 1.80 | - | Y+ | - | - | - | - | - | Uikfm | Gxkpu | 205 | 195 | 4.21% | 4.248% | - |
| C2 | ZVD | 685.000 | 2.43 | - | M+ | - | - | - | - | - | Jltpa | Yhunx | 240 | 230 | 5.00% | 5.060% | - |
Tranche Comments
V1: Registration: 144P Fciu;
C2: Registration: 144F Tbdb;
O: Registration: 144X Hjgo;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | GON | 72.000 | 2.29 | - | MMM | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F2 | EBZ | 591.000 | 2.71 | - | G | - | - | - | - | - | Ntkol | Nvzmm | - | - | 5.21% | 5.275% | 81.21033 |
| P1 | YFX | 89.000 | 9.10 | - | C | - | - | - | - | - | Warku | Bcjnk | - | - | 4.24% | 4.280% | 85.93978 |
Tranche Comments
P1: Registration: 144S Ywxf;
F2: Registration: 144C Ocqk;
G: Registration: 144K Rneb;