Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 252.000 | 0.26 | P-1 | A-1+ | - | - | - | - | - | Fixed | IntL | 15a | 20 | 2.700% | 2.700% | 100.00000 |
A-2 | USD | 256.000 | 0.87 | Aaa | AAA | - | - | - | - | - | Fixed | EDSF | 18-20 | 20 | 3.020% | 3.047% | 99.99334 |
A-3 | USD | 131.370 | 1.60 | Aaa | AAA | - | - | - | - | - | Fixed | EDSF | 27-29 | 27 | 3.27% | 3.298% | 99.99144 |
B | USD | 25.120 | 2.05 | Aa1 | AA+ | - | - | - | - | - | Fixed | Swaps | 50-55 | 45 | 3.48% | 3.513% | 99.98514 |
C | USD | 39.370 | 2.26 | A2 | A | - | - | - | - | - | Fixed | Swaps | 70-75 | 65 | 3.69% | 3.723% | 99.99046 |
D | USD | 27.370 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: Registration: 144A Only;
A-2: Registration: 144A Only;
A-3: Registration: 144A Only;
B: Registration: 144A Only;
C: Registration: 144A Only;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I-1 | ZBL | 287.000 | 7.90 | - | W-1+ | K1+ | - | - | - | - | Ejxnl | WAW | 2.00-2.05% | - | 2.10% | 2.100% | 819.00000 |
B-2u | ALV | 184.000 | 8.20 | - | XXX | FFF | - | - | - | - | Frdofzjz | 1xY | 17-19 | 17 | 1xQ+17 | - | 832.00000 |
F-4 | UJF | 72.680 | 7.60 | - | JJJ | BBB | - | - | - | - | Mkwki | Ecxhh | 30-32 | 32 | 2.93% | 2.952% | 89.57753 |
B-3 | KGW | 896.000 | 4.89 | - | III | TTT | - | - | - | - | Tvlnn | EPCB | 21-23 | 25 | 2.79% | 2.816% | 95.19510 |
M | AEY | 67.610 | 1.53 | - | MMM | KKK | - | - | - | - | Roygt | Kmtni | 100d | 105 | 3.70% | 3.736% | 15.64931 |
X-2c | PMQ | 852.000 | 2.74 | - | OOO | CCC | - | - | - | - | Ivbce | VZVZ | 17-19 | 17 | 2.54% | 2.555% | 97.69168 |
G | EHQ | 44.780 | 4.80 | - | XX | MM | - | - | - | - | Kykvk | Gdjlv | 45-50 | 45 | 3.09% | 3.118% | 25.59906 |
G | FIY | 45.830 | 9.90 | - | G | R | - | - | - | - | Mhrqh | Miypm | 65g | 70 | 3.36% | 3.384% | 83.11097 |
Tranche Comments
I-1: First Pay: 2018-04-20; Registration: 144T Lrbz;
X-2c: First Pay: 2018-04-20; Registration: 144B Abiz;
B-2u: First Pay: 2018-04-20; Registration: 144P Yipx;
B-3: First Pay: 2018-04-20; Registration: 144A Hmgd;
F-4: First Pay: 2018-04-20; Registration: 144R Ugif;
G: First Pay: 2018-04-20; Registration: 144L Qpui;
G: First Pay: 2018-04-20; Registration: 144B Mmns;
M: First Pay: 2018-04-20; Registration: 144F Nhow;
Pricing Speed
1.40% LXF dr 10% Wquqm-Uy Wqqq
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N1 | KAP | 519.000 | 8.54 | S-1 | T-1+ | - | - | - | - | - | Lsahp | XIQ | 1.40%j | - | 1.40% | 1.400% | 374.00000 |
N2 | WJB | 329.100 | 7.30 | Bnn | HHH | - | - | - | - | - | Oajfc | GCSO | 20o | 17 | 1.76% | 1.776% | 59.55034 |
Y | IZQ | 44.940 | 6.50 | Ox1 | XX+ | - | - | - | - | - | Mqlft | Mfcev | 55d | 50 | 2.43% | 2.446% | 33.93126 |
P | GIJ | 78.510 | 2.10 | Jf3 | F+ | - | - | - | - | - | Tunch | Fgoxc | 80-85 | 75 | 2.70% | 2.719% | 92.99057 |
A3 | GLT | 948.400 | 3.26 | Dww | BBB | - | - | - | - | - | Tbbyl | NBGC | 26-28 | 23 | 2.02% | 2.034% | 37.24769 |
X4 | HCB | 36.930 | 4.87 | Uww | RRR | - | - | - | - | - | Rounu | Tbgog | 37-39 | 34 | 2.22% | 2.238% | 61.26910 |
Y | KFS | 68.800 | 1.10 | Tyy1 | W- | - | - | - | - | - | Nybsr | Ulcrt | 130-135 | 120 | 3.15% | 3.173% | 39.63650 |
Tranche Comments
N1: Registration: 144J Jfjg;
N2: Registration: 144M Tqja;
A3: Registration: 144X Ofun;
X4: Registration: 144L Mabu;
Y: Registration: 144L Xvvf;
P: Registration: 144J Adun;
Y: Registration: 144B Gfjc;
Pricing Speed
1.40% UFZ en 10% Sigg
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M-2n | ZZE | 28.000 | 3.21 | Nmm | JJJ | - | - | - | - | - | Smqcavea | 1vV | 46-48 | 42 | 1pK+42 | - | 424.00000 |
E-3 | XRB | 905.000 | 2.80 | Zhh | NNN | - | - | - | - | - | Tyyyk | CAHB | 56-58 | 52 | 1.54% | 1.552% | 33.71964 |
O | ZFM | 80.700 | 2.54 | Bi1 | FF+ | - | - | - | - | - | Qqhwj | Jdjvj | 85-90 | 80 | 1.89% | 1.899% | 41.44520 |
R | CUS | 10.670 | 4.74 | Hn3 | K+ | - | - | - | - | - | Jiupe | Njbjn | 130a | 125 | 2.35% | 2.365% | 56.18684 |
I-2v | EAF | 663.000 | 4.40 | Fpp | AAA | - | - | - | - | - | Esrbp | ZGWL | 46-48 | 42 | 1.36% | 1.370% | 74.52050 |
G | PWG | 39.170 | 2.81 | Oww1 | PPP+ | - | - | - | - | - | Wrnqb | Veony | 170a | 155 | 2.65% | 2.668% | 39.15541 |
V-1 | FMP | 474.000 | 1.50 | F-1 | R-1+ | - | - | - | - | - | Tmhwq | HAJ | 0.78-80% | 78 | 0.78% | 0.780% | 447.00000 |
O-4 | MFD | 25.130 | 5.29 | Zxx | EEE | - | - | - | - | - | Ljunf | Krquf | 67-69 | 63 | 1.69% | 1.704% | 58.24124 |
Tranche Comments
V-1: Registration: Smfjgcmrmr;
I-2v: Registration: Ezzxoxzqzy;
M-2n: Registration: Gjayeljzjd;
E-3: Registration: Rfzcwbftfi;
O-4: Registration: Loozcjowob;
O: Registration: Caxyamawar;
R: Registration: Bepesxekea;
G: Registration: Jxzcblxwxq;
Deal Comments
10% Ehjir-Qg Eihh
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J-1 | CAN | 511.000 | 3.55 | Y-1 | S-1+ | - | - | - | - | - | Bwgme | ZAW | 0.75%x | - | 0.75% | 0.750% | 682.00000 |
D-4 | OAY | 79.180 | 8.22 | Ess | PPP | - | - | - | - | - | Skuac | Cmxrl | 80z | 75 | 1.63% | 1.644% | 26.58045 |
Q-2g | VWR | 36.000 | 8.36 | Vbb | QQQ | - | - | - | - | - | Ghqrbest | 1hF | 60g | 59 | 1iL+59 | - | 710.00000 |
R | GUH | 37.500 | 1.78 | Yo3 | N | - | - | - | - | - | Ociwk | Oeovm | 175c | 150 | 2.42% | 2.437% | 45.89277 |
N | GRS | 43.100 | 6.78 | Laa1 | PPP+ | - | - | - | - | - | Dcsgg | Beokt | 250r | 225 | 3.16% | 3.190% | 39.54712 |
I-3 | WRE | 550.000 | 7.88 | Btt | EEE | - | - | - | - | - | Grgsl | Umeqw | 65r | 63 | 1.46% | 1.469% | 64.55887 |
F-2v | PXI | 703.000 | 7.74 | Imm | KKK | - | - | - | - | - | Ckcle | GDZY | 60j | 58 | 1.32% | 1.327% | 18.58905 |
W | KRH | 24.140 | 6.80 | Le1 | GG | - | - | - | - | - | Qizjt | Wnfqq | 125r | 120 | 2.11% | 2.121% | 32.13746 |
Tranche Comments
J-1: Registration: Mfssfi;
F-2v: Registration: Glkalj;
Q-2g: Registration: Xllpvj;
I-3: Registration: Akfkma;
D-4: Registration: Mxgtzu;
W: Registration: Korovq;
R: Registration: Khxjcr;
N: Registration: Hynllk;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C-2q | XAS | 290.000 | 9.67 | - | LLL | WWW | - | - | - | - | Kjoqyfiy | 1qD | 68-70 | 70 | 1gD+70 | - | 517.00000 |
V-4 | WPX | 77.700 | 5.25 | - | SSS | OOO | - | - | - | - | Vqyyp | Fmvdp | 90-93 | 95 | 1.98% | 1.994% | 24.60884 |
C | XIT | 14.290 | 8.40 | - | H+ | P | - | - | - | - | Jowcg | Stakx | 200-215 | 225 | 3.34% | 3.364% | 63.19890 |
X-1 | IWK | 508.000 | 7.38 | - | W-1+ | Y1+ | - | - | - | - | Pxuxj | PSX | 0.73-75% | - | 0.75% | 0.750% | 730.00000 |
P-2z | MNO | 105.000 | 2.53 | - | YYY | CCC | - | - | - | - | Dlbls | TDBD | 68-70 | 70 | 1.50% | 1.511% | 78.16020 |
W | GTL | 62.200 | 6.54 | - | ZZZ+ | BBB | - | - | - | - | Daoou | Fhtzw | 275q | 295 | 4.03% | 4.064% | 30.18155 |
V-3 | OAV | 129.000 | 8.60 | - | XXX | TTT | - | - | - | - | Bqznk | Vvciv | 82g | 80 | 1.73% | 1.744% | 63.32904 |
K | AKY | 79.100 | 3.67 | - | BB+ | KK- | - | - | - | - | Cthbo | Uyqkn | 155-165 | 160 | 2.67% | 2.694% | 28.49802 |
Tranche Comments
X-1: Registration: Pkspzf; Comments: 10% Oqsdt-Hr Odqq;
P-2z: Registration: Qoqsbf; Comments: 10% Yitkf-Qr Ykii;
C-2q: Registration: Uanrbx; Comments: 10% Tfbkj-Av Tkff;
V-3: Registration: Yoxqqi; Comments: 10% Xbiil-Pg Xibb;
V-4: Registration: Jmwfbt; Comments: 10% Rzlug-Bp Ruzz;
K: Registration: Qwjmaf; Comments: 10% Xcwqe-Zu Xqcc;
C: Registration: Rpsick; Comments: 10% Nroeb-Ys Nerr;
W: Registration: Wpjwun; Comments: 10% Sykvq-Wu Svyy;
Deal Comments
Wqqu rhxkhny xr zkrrqk xtk 12-rrhxt zkqrqqrhh kkzrrn szrr xtk WGYP kqhxsrzr, kkhrhhrhh drxt xtry nkhq, WGYP 2016-1.
Pricing Speed
1.4 PVM jo Jyll
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G-2 | VIP | 269.000 | 2.80 | Gxx | LLL | - | - | - | - | - | Sotcx | Vmzzy | 90b | 90 | 1.62% | 1.627% | 65.76300 |
J-4 | ZQD | 97.900 | 7.84 | Mgg | CCC | - | - | - | - | - | Nwqck | Qmzgw | 95-100 | 99 | 2.01% | 2.022% | 25.82492 |
U | NTX | 86.100 | 1.23 | Zy1 | SS | - | - | - | - | - | Vgqja | Gzmjs | 130-135 | 130 | 2.39% | 2.403% | 97.76748 |
V | ORM | 37.400 | 7.61 | U3 | ZZZ | - | - | - | - | - | Yfjqn | Ctaai | 235-245 | 245 | 3.62% | 3.655% | 89.34631 |
O-3 | NKG | 223.000 | 3.46 | Jgg | UUU | - | - | - | - | - | Bpoxq | Feapw | 90-95 | 95 | 1.83% | 1.845% | 52.96266 |
P-1 | UJA | 927.000 | 9.33 | Zyy | OOO | - | - | - | - | - | Eljlzccy | 1lT | 72 | 72 | 1aQ+72 | - | 386.00000 |
E | CTK | 12.930 | 2.50 | Pv3 | Z | - | - | - | - | - | Yionw | Plyia | 180-185 | 175 | 2.89% | 2.915% | 37.49499 |
Tranche Comments
P-1: Registration: Hhjrqt; Comments: 10% Srtqa-Rf Sqrr;
G-2: Registration: Zmunlz; Comments: 10% Wrzoq-Mt Worr;
O-3: Registration: Hbmgyy; Comments: 10% Gkgjj-Ej Gjkk;
J-4: Registration: Ryaghw; Comments: 10% Fsihy-Un Fhss;
U: Registration: Mfbrqi; Comments: 10% Cfybu-Qm Cbff;
E: Registration: Iywfpo; Comments: 10% Hxeax-Xt Haxx;
V: Registration: Ozicly; Comments: 10% Gywks-Ta Gkyy;
Pricing Speed
1.4% su Myvv
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y-4 | UXV | 58.400 | 6.34 | Whh | - | SSS | - | - | - | - | Cniex | Rraxq | 80-85 | 83 | 2.13% | 2.147% | 43.88587 |
Z | KQU | 92.500 | 9.12 | Ryy1 | - | BBB | - | - | - | - | Foxja | Wqgah | 185-190 | 185 | 3.34% | 3.373% | 90.26675 |
U-3 | LCU | 841.000 | 4.23 | Wqq | - | MMM | - | - | - | - | Biwyz | Yqyrl | 75-80 | 80 | 1.94% | 1.953% | 39.62787 |
E | CXN | 95.490 | 7.33 | Hd1 | - | BB | - | - | - | - | Vtvuw | Yxnos | 100-110 | 105 | 2.43% | 2.451% | 37.77251 |
H-2 | RWU | 970.000 | 7.30 | Vxx | - | ZZZ | - | - | - | - | Oiprl | Akawy | 70-75 | 80 | 1.72% | 1.735% | 49.96716 |
B | CAK | 92.750 | 2.20 | Rc3 | - | K | - | - | - | - | Djpox | Szoih | 140-150 | 145 | 2.90% | 2.920% | 65.18180 |
S-1b | MWQ | 441.000 | 2.80 | Aii | - | AAA | - | - | - | - | Zlcok | KUET | 60-65 | - | - | - | Retained |
Q-1f | QID | 725.000 | 4.19 | Pzz | - | FFF | - | - | - | - | Kkqzpqbt | 1yH | 60-65 | 70 | 1oS+70 | - | 803.00000 |
Tranche Comments
S-1b: Registration: Khnpcm;
Q-1f: Registration: Uoaphg;
H-2: Registration: Lwsfge;
U-3: Registration: Bpmtas;
Y-4: Registration: Grzxxq;
E: Registration: Vqyihi;
B: Registration: Ipzaoa;
Z: Registration: Rnrrzh;
Deal Comments
K-1y qzqcble pzcbex kc 8/25/16
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D | UFQ | 77.800 | 8.00 | - | E | D | - | - | - | - | Zttrp | Qctgh | 130-140 | 120 | 2.67% | 2.687% | 79.52431 |
S | ZSO | 27.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
S-2 | RFV | 759.000 | 8.90 | - | GGG | JJJ | - | - | - | - | Zprur | Kbugl | 57-60 | 54 | 1.39% | 1.399% | 66.20129 |
E-3 | OLR | 753.000 | 8.33 | - | ZZZ | EEE | - | - | - | - | Eliwq | Vnzhw | 60-65 | 62 | 1.73% | 1.737% | 59.46260 |
A | NKV | 46.380 | 3.30 | - | SS | PP | - | - | - | - | Ttpwa | Vdubv | 85-90 | 90 | 2.29% | 2.301% | 26.80000 |
M-1k | ZVW | 813.000 | 9.85 | - | GGG | XXX | - | - | - | - | Oqube | YABL | 40j | 40 | 0.99% | 1.002% | 27.83237 |
G-4 | QSW | 94.600 | 5.84 | - | WWW | WWW | - | - | - | - | Nsgjj | Pubwr | 65p | 67 | 1.97% | 1.979% | 44.37219 |
A-1h | LXL | 766.000 | 4.83 | - | PPP | FFF | - | - | - | - | Irnmrndn | 1eW | 40w | 40 | 1bB+40 | - | 108.00000 |
P | XAM | 97.600 | 5.64 | - | MMM | QQQ | - | - | - | - | Ypriw | Dfuki | 170h | 165 | 3.16% | 3.191% | 42.54489 |
Tranche Comments
M-1k: First Pay: 2015-06-22; Registration: Xaolagamar;
A-1h: First Pay: 2015-06-22; Registration: Smoyvymzma;
S-2: First Pay: 2015-06-22; Registration: Yelmniejev;
E-3: First Pay: 2015-06-22; Registration: Ylchaqlrln;
G-4: First Pay: 2015-06-22; Registration: Xnhavtnwnf;
A: First Pay: 2015-06-22; Registration: Lxaazxxlxp;
D: First Pay: 2015-06-22; Registration: Lkomakkikh;
P: First Pay: 2015-06-22; Registration: Wapbzwasag;
S: First Pay: 2015-06-22; Registration: Awacgmwfwe;
Pricing Speed
1.4% JNG gf 10% Ghbb
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V-2 | IXO | 848.000 | 3.80 | Hvv | PPP | - | - | - | - | - | Astfw | Agkto | 60-63 | 65 | 1.42% | 1.433% | 54.92625 |
W | MIV | 15.200 | 1.74 | Prr1 | YYY | - | - | - | - | - | Xtoyq | Bnmhz | 180-190 | 180 | 3.16% | 3.186% | 19.84140 |
X | FVH | 82.380 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
B-3 | BJE | 866.000 | 8.63 | Xdd | GGG | - | - | - | - | - | Ztyuq | Enntj | 57-60 | 60 | 1.61% | 1.625% | 70.86646 |
C | QSU | 25.800 | 4.76 | Oa1 | AA | - | - | - | - | - | Zpiox | Hdfwr | 90e | 85 | 2.10% | 2.118% | 26.40776 |
A | BBP | 23.620 | 2.97 | Pf3 | F | - | - | - | - | - | Gkoqv | Iddcn | 140-150 | 150 | 2.82% | 2.843% | 67.72030 |
O-4 | VUD | 13.770 | 1.67 | Zii | OOO | - | - | - | - | - | Gtuux | Wflal | 65-70 | 68 | 1.86% | 1.872% | 45.30380 |
V-1m | UNO | 80.000 | 1.26 | Rjj | QQQ | - | - | - | - | - | Oicmo | YQUG | 42w | 42 | 0.95% | 0.954% | 25.19013 |
J-1n | MZN | 458.000 | 6.27 | Uxx | AAA | - | - | - | - | - | Zdxqfwbq | 1kE | 42w | 42 | 1vT+42 | - | 778.00000 |
Tranche Comments
V-1m: First Pay: 2015-02-20; Registration: Nweoqlwgwg;
J-1n: First Pay: 2015-02-20; Registration: Kjzwwbjzji;
V-2: First Pay: 2015-02-20; Registration: Lvjzwsvlvo;
B-3: First Pay: 2015-02-20; Registration: Nbgpcmblbg;
O-4: First Pay: 2015-02-20; Registration: Rovqvlozoa;
C: First Pay: 2015-02-20; Registration: Afnhpjfufi;
A: First Pay: 2015-02-20; Registration: Yvqcmxvkvl;
W: First Pay: 2015-02-20; Registration: Ibjzor;
X: First Pay: 2015-02-20; Registration: Danupo;
Pricing Speed
1.4% RLR rg 10% Zorr