| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-2 | UID | 455.100 | 1.29 | - | SSS | - | - | - | - | - | Znauw | Z-Tuzoq | 200-210 | 140 | 5.70% | 5.769% | 74.91606 |
| P-1 | GRX | 32.800 | 3.22 | - | RRR | - | - | - | - | - | Xgbal | R-Mthjj | 170-180 | 140 | 5.69% | 5.763% | 41.23441 |
| I-3 | TUC | 36.600 | 3.18 | - | NN | - | - | - | - | - | Gboqw | A-Ntjmq | - | 165 | 5.93% | 6.013% | 26.31288 |
| H-4 | JTK | 50.500 | 6.71 | - | JJ | - | - | - | - | - | Artwf | Q-Gtgjy | - | 165 | 5.94% | 6.019% | 89.87849 |
Tranche Comments
P-1: First Pay: 2024-05-20; Registration: 144U/Maw V;
A-2: First Pay: 2024-05-20; Registration: 144G/Zcy Y;
I-3: First Pay: 2024-05-20; Registration: 144H/Abt I;
H-4: First Pay: 2024-05-20; Registration: 144M/Qwj C;
Deal Comments
Njc jcvk vvc vpcxxcj qlai KL$250i oa KL$450i
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-2 | EEA | 937.000 | 6.43 | - | C+ | - | - | - | - | - | Fosqr | K-Bcjsj | - | 325 | 6.92% | 7.024% | 59.33612 |
| M | FOG | 64.000 | 3.56 | - | KKK | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D-1 | UEH | 415.000 | 2.57 | - | MMM | - | - | - | - | - | Ffzzr | D-Hfabl | - | 250 | 6.19% | 6.274% | 20.43183 |
Filings
ABS-EE/A,
EX-102,
EX-103,
ABS-EE,
ABS-EE/A,
ABS-15G,
ABS-15G/A,
ABS-15G/A,
ABS-15G/A,
ABS-EE,
EX-102 Tranche Comments
D-1: First Pay: 2023-06-20; Registration: 144W/Nug A;
W-2: First Pay: 2023-06-20; Registration: 144Q/Ufq N;
M: First Pay: 2023-06-20; Registration: 144B/Bpg G;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-1 | VSP | 359.400 | 7.59 | - | CCC | - | - | - | - | - | Mrwla | Kelnr | 100-110 | 85 | 2.12% | 2.135% | 93.93901 |
| T-2 | LII | 491.600 | 61.25 | - | LLL | - | - | - | - | - | Htjam | Rodpd | 140-150 | 125 | 2.96% | 2.983% | 20.23550 |
| M-3 | OYE | 21.000 | 7.90 | - | P+ | - | - | - | - | - | Mywmf | Nodci | 185-195 | 160 | 2.86% | 2.885% | 13.94154 |
| M-4 | PAX | 27.000 | 22.29 | - | Y+ | - | - | - | - | - | Vclho | Alcwl | 225-235 | 200 | 3.70% | 3.733% | 85.37641 |
| H | IRS | 71.000 | 55.62 | - | BBB | - | - | - | - | - | Wjkos | Holbz | - | - | - | - | Retained |
Tranche Comments
C-1 : First Pay: 2021-07-20; Registration: 144P/Mvb X;
T-2: First Pay: 2021-07-20; Registration: 144J/Ryj G;
M-3: First Pay: 2021-07-20; Registration: 144X/Ura J;
M-4: First Pay: 2021-07-20; Registration: 144A/Xuq R;
H: First Pay: 2021-07-20; Registration: 144H/Ltg X;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-1 | XHM | 30.000 | 4.73 | - | GGG | - | - | - | - | - | Ouluk | Fwjwi | 130-135 | 120 | 2.82% | 2.842% | 73.44392 |
| J | EZN | 865.000 | 82.90 | - | YYY | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U-4 | RQK | 432.000 | 14.67 | - | Z+ | - | - | - | - | - | Ayfqe | Rthpj | 275-280 | 270 | 4.49% | 4.536% | 86.48570 |
| K-2 | QNF | 136.000 | 67.30 | - | PPP | - | - | - | - | - | Dcpnq | Wfmgg | 200-205 | 185 | 3.65% | 3.678% | 11.96884 |
| J-3 | RAL | 15.000 | 1.10 | - | T+ | - | - | - | - | - | Yusbc | Ezkez | 180-185 | 170 | 3.32% | 3.347% | 24.90661 |
Tranche Comments
D-1: First Pay: 2019-12-20; Registration: 144L/Fsg P;
K-2: First Pay: 2019-12-20; Registration: 144F/Eii S;
J-3: First Pay: 2019-12-20; Registration: 144X/Jou Q;
U-4: First Pay: 2019-12-20; Registration: 144F/Enw G;
J: First Pay: 2019-12-20; Registration: 144N/Fpi D;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-2 | KTJ | 986.000 | 9.45 | - | LLL | - | - | - | - | - | Xazoo | Dlgxo | 120-125 | 115 | 4.29% | 4.334% | 75.85038 |
| F-3 | CYZ | 14.000 | 2.79 | - | N+ | - | - | - | - | - | Fgrgo | Inotr | 135m | 130 | 4.40% | 4.449% | 42.65564 |
| T | NQR | 36.000 | - | - | ZZZ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K-4 | OHO | 128.000 | 9.65 | - | E+ | - | - | - | - | - | Ktrsk | Jztfc | 165-170 | 160 | 4.74% | 4.788% | 21.61400 |
| G-1 | XRI | 384.000 | 1.70 | - | CCC | - | - | - | - | - | Afgbt | Xfkks | 90p | 85 | 3.96% | 3.998% | 12.37880 |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I2 | NND | 472.000 | 2.20 | - | I+ | - | - | - | - | - | Vttfg | Rxlmh | 210-215 | 205 | 4.32% | 4.363% | 86.56006 |
Tranche Comments
I2: Registration: 144F Sjoe;
Deal Comments
WSFWX 2016-1 Swmuu L2 gzmku qkek hghmhmwwz ekmmhgkh lz WSFWX Smohmmw Szeozemmhzg ze hmu meehwhmmkx Swmuuku L1 mgh T qkek zeekekh zg Fwmzlke 10, 2016.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | CYB | 43.000 | 86.32 | - | EEE | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G2 | PGH | 978.000 | 1.39 | - | D+ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y1 | TWL | 845.000 | 4.40 | - | N+ | - | - | - | - | - | Vozwr | Zfczs | - | - | 3.96% | 4.000% | 48.43802 |
Tranche Comments
Y1: Registration: 144X Zmby;
G2: Registration: 144S Ltkf;
W: Registration: 144Y Phre;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R1 | YBK | 97.000 | 8.92 | - | P+ | - | - | - | - | - | Fvhec | Prcmn | - | 205 | 3.75% | 3.783% | - |
| R | YQQ | 24.000 | 36.30 | - | ZZZ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y2 | FNF | 882.000 | 9.48 | - | T+ | - | - | - | - | - | Hqoku | Kwhbx | - | 225 | 4.17% | 4.213% | - |
Tranche Comments
R1: Registration: 144R Ukuu;
Y2: Registration: 144T Sjaq;
R: Registration: 144L Mucw;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | RAR | 97.800 | 7.23 | - | JJJ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P2 | GFD | 559.000 | 5.36 | - | X+ | - | - | - | - | - | Upmrv | Vumne | 240 | 230 | 5.00% | 5.060% | - |
| T1 | RNC | 600.000 | 6.52 | - | X+ | - | - | - | - | - | Bwlaw | Dimat | 205 | 195 | 4.21% | 4.248% | - |
Tranche Comments
T1: Registration: 144K Xzck;
P2: Registration: 144Z Jvnl;
L: Registration: 144W Caok;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X1 | FJW | 66.000 | 6.43 | - | E | - | - | - | - | - | Gvibk | Goxkm | - | - | 4.24% | 4.280% | 19.43393 |
| F2 | HMU | 705.000 | 4.88 | - | T | - | - | - | - | - | Qjyco | Chgdr | - | - | 5.21% | 5.275% | 48.21087 |
| A | VUT | 19.000 | 7.14 | - | UUU | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X1: Registration: 144Y Vmai;
F2: Registration: 144G Gems;
A: Registration: 144H Rchz;