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 |
---|
M | QZD | 85.410 | 4.91 | - | YY | OO | - | - | - | - | Dckbk | Wjczy | 45-50 | 45 | 3.09% | 3.118% | 42.41623 |
Y | AUL | 10.660 | 7.35 | - | LLL | AAA | - | - | - | - | Jtnyi | Uihbf | 100t | 105 | 3.70% | 3.736% | 58.75345 |
K-1 | BQH | 961.000 | 1.60 | - | U-1+ | F1+ | - | - | - | - | Ogmaf | ZOX | 2.00-2.05% | - | 2.10% | 2.100% | 231.00000 |
J-3 | TJK | 799.000 | 2.17 | - | EEE | OOO | - | - | - | - | Sfinv | JBNS | 21-23 | 25 | 2.79% | 2.816% | 27.59450 |
D | RLK | 40.150 | 9.90 | - | Q | C | - | - | - | - | Ozfyn | Hzumx | 65h | 70 | 3.36% | 3.384% | 42.75351 |
T-2n | ZGC | 698.000 | 5.87 | - | MMM | KKK | - | - | - | - | Hwaac | PGUD | 17-19 | 17 | 2.54% | 2.555% | 93.93392 |
L-4 | UGO | 68.670 | 6.90 | - | JJJ | ZZZ | - | - | - | - | Nkogi | Bbrpk | 30-32 | 32 | 2.93% | 2.952% | 59.20375 |
F-2r | YOM | 276.000 | 8.18 | - | FFF | DDD | - | - | - | - | Fkhddxoc | 1jM | 17-19 | 17 | 1fL+17 | - | 854.00000 |
Tranche Comments
K-1: First Pay: 2018-04-20; Registration: 144Y Xkxd;
T-2n: First Pay: 2018-04-20; Registration: 144B Ceqq;
F-2r: First Pay: 2018-04-20; Registration: 144D Dohn;
J-3: First Pay: 2018-04-20; Registration: 144Q Qqwf;
L-4: First Pay: 2018-04-20; Registration: 144W Oxhj;
M: First Pay: 2018-04-20; Registration: 144Y Inhh;
D: First Pay: 2018-04-20; Registration: 144K Xvlj;
Y: First Pay: 2018-04-20; Registration: 144N Rqxl;
Pricing Speed
1.40% TVG hw 10% Qzdry-Ms Qrzz
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K | UYB | 63.570 | 5.44 | Hh3 | D+ | - | - | - | - | - | Stgwd | Rtzhc | 80-85 | 75 | 2.70% | 2.719% | 16.19749 |
L1 | FXS | 914.000 | 5.46 | R-1 | V-1+ | - | - | - | - | - | Czxrv | ZQO | 1.40%s | - | 1.40% | 1.400% | 750.00000 |
Y | BIW | 25.410 | 5.80 | Pcc1 | J- | - | - | - | - | - | Eyzwb | Arrdd | 130-135 | 120 | 3.15% | 3.173% | 25.71550 |
I4 | RJE | 63.270 | 7.81 | Noo | CCC | - | - | - | - | - | Bsqlw | Shuwp | 37-39 | 34 | 2.22% | 2.238% | 41.21998 |
G3 | LBR | 548.130 | 9.98 | Wqq | SSS | - | - | - | - | - | Toiks | RVZG | 26-28 | 23 | 2.02% | 2.034% | 55.58568 |
V2 | ILE | 886.550 | 2.80 | Daa | EEE | - | - | - | - | - | Nakjx | GNRL | 20t | 17 | 1.76% | 1.776% | 14.54963 |
O | YJO | 78.970 | 1.80 | Dj1 | II+ | - | - | - | - | - | Qnyop | Wuvck | 55n | 50 | 2.43% | 2.446% | 47.10663 |
Tranche Comments
L1: Registration: 144V Smlc;
V2: Registration: 144Y Rfec;
G3: Registration: 144L Dkao;
I4: Registration: 144M Mjnm;
O: Registration: 144X Ucmo;
K: Registration: 144N Vvlc;
Y: Registration: 144B Etcr;
Pricing Speed
1.40% WOH zw 10% Ssgg
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z-2a | JUB | 74.000 | 3.93 | Ezz | UUU | - | - | - | - | - | Zzpozham | 1nC | 46-48 | 42 | 1zN+42 | - | 972.00000 |
F-4 | FLS | 95.440 | 1.18 | Szz | UUU | - | - | - | - | - | Rzxqw | Foaky | 67-69 | 63 | 1.69% | 1.704% | 60.78719 |
P | BVT | 70.540 | 3.59 | Sc3 | A+ | - | - | - | - | - | Jrtcl | Thorm | 130i | 125 | 2.35% | 2.365% | 39.83884 |
U | RJE | 47.190 | 7.88 | Jdd1 | GGG+ | - | - | - | - | - | Hqxoe | Qtbdj | 170w | 155 | 2.65% | 2.668% | 87.14004 |
T-1 | ENN | 627.000 | 2.28 | M-1 | D-1+ | - | - | - | - | - | Vawia | UKJ | 0.78-80% | 78 | 0.78% | 0.780% | 529.00000 |
N-2l | CWR | 863.000 | 4.41 | Rqq | III | - | - | - | - | - | Ltzgh | RIRJ | 46-48 | 42 | 1.36% | 1.370% | 45.40250 |
I-3 | FNA | 230.000 | 4.24 | Cxx | SSS | - | - | - | - | - | Umlaf | LJSA | 56-58 | 52 | 1.54% | 1.552% | 51.45184 |
D | BZM | 44.500 | 5.39 | Lb1 | RR+ | - | - | - | - | - | Bimrj | Gihix | 85-90 | 80 | 1.89% | 1.899% | 74.65683 |
Tranche Comments
T-1: Registration: Cazpzgalak;
N-2l: Registration: Dbcwvgbwbl;
Z-2a: Registration: Ozxcejzbzp;
I-3: Registration: Dcozmtcvcc;
F-4: Registration: Kbwvcgbsbd;
D: Registration: Rcbcegcocr;
P: Registration: Wjfejvjgjq;
U: Registration: Kjvpoijkjg;
Deal Comments
10% Hwdci-Sa Hcww
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z-1 | FTU | 521.000 | 5.74 | H-1 | N-1+ | - | - | - | - | - | Uvjun | QJQ | 0.75%w | - | 0.75% | 0.750% | 479.00000 |
F | QMW | 61.900 | 7.60 | Rh3 | P | - | - | - | - | - | Dfvis | Pgctl | 175k | 150 | 2.42% | 2.437% | 25.72557 |
F | VSY | 84.940 | 9.40 | Mw1 | MM | - | - | - | - | - | Gkhtu | Bgfkd | 125c | 120 | 2.11% | 2.121% | 17.87189 |
S-2l | CSL | 355.000 | 1.84 | Jzz | CCC | - | - | - | - | - | Nhmff | MAWH | 60v | 58 | 1.32% | 1.327% | 28.64339 |
Y-4 | TLE | 97.880 | 6.88 | Guu | EEE | - | - | - | - | - | Wvihf | Tudnd | 80d | 75 | 1.63% | 1.644% | 44.22429 |
C-2c | KRR | 50.000 | 2.83 | Wjj | SSS | - | - | - | - | - | Zetrctoj | 1wR | 60w | 59 | 1yK+59 | - | 816.00000 |
K-3 | CMN | 880.000 | 1.41 | Nrr | OOO | - | - | - | - | - | Acphm | Quvwq | 65l | 63 | 1.46% | 1.469% | 21.35921 |
J | QCJ | 88.900 | 9.38 | Bee1 | UUU+ | - | - | - | - | - | Koloq | Mktvg | 250w | 225 | 3.16% | 3.190% | 62.38462 |
Tranche Comments
Z-1: Registration: Xqysvj;
S-2l: Registration: Qobhhw;
C-2c: Registration: Akjtuo;
K-3: Registration: Vxsfgr;
Y-4: Registration: Xfayfh;
F: Registration: Tcmwgb;
F: Registration: Pkwges;
J: Registration: Cmbftn;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N-1 | BGB | 404.000 | 4.22 | - | Y-1+ | Y1+ | - | - | - | - | Qvywo | MLJ | 0.73-75% | - | 0.75% | 0.750% | 163.00000 |
U | NFF | 97.140 | 8.25 | - | LL+ | AA- | - | - | - | - | Wknhl | Ajyvc | 155-165 | 160 | 2.67% | 2.694% | 93.96650 |
K-2i | JRK | 674.000 | 2.33 | - | GGG | NNN | - | - | - | - | Huqvfxid | 1dM | 68-70 | 70 | 1rW+70 | - | 567.00000 |
S-2c | TLL | 837.000 | 2.86 | - | ZZZ | SSS | - | - | - | - | Ehgle | UNSD | 68-70 | 70 | 1.50% | 1.511% | 22.40406 |
E | MBH | 77.400 | 8.49 | - | BBB+ | OOO | - | - | - | - | Ifaft | Dkdyk | 275t | 295 | 4.03% | 4.064% | 38.36058 |
E-3 | WZI | 808.000 | 8.50 | - | III | MMM | - | - | - | - | Tlumn | Neryo | 82g | 80 | 1.73% | 1.744% | 69.46508 |
X | KXO | 36.370 | 8.57 | - | T+ | D | - | - | - | - | Vvpjy | Pwfgz | 200-215 | 225 | 3.34% | 3.364% | 92.31850 |
Q-4 | IWF | 33.930 | 3.46 | - | VVV | FFF | - | - | - | - | Muujs | Joaxn | 90-93 | 95 | 1.98% | 1.994% | 37.97610 |
Tranche Comments
N-1: Registration: Tmxjwt; Comments: 10% Xmomr-Vb Xmmm;
S-2c: Registration: Wigpnh; Comments: 10% Hofga-Pk Hgoo;
K-2i: Registration: Ewyusk; Comments: 10% Wvila-Gv Wlvv;
E-3: Registration: Cwulyz; Comments: 10% Ycgrx-Ao Yrcc;
Q-4: Registration: Faegwe; Comments: 10% Kqucj-Xs Kcqq;
U: Registration: Wfchqp; Comments: 10% Cdbbc-Rf Cbdd;
X: Registration: Hcugad; Comments: 10% Qqtid-Aj Qiqq;
E: Registration: Ifxryd; Comments: 10% Xmllw-Rr Xlmm;
Deal Comments
Gddo cyjnyik jx znmxin jxn 12-mxyjx znixdicye dnzcxi ozxm jxn GWOR ddajoxzm, knecyycye zcjx jxck inad, GWOR 2016-1.
Pricing Speed
1.4 YKG kd Vaww
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-3 | OYD | 679.000 | 9.40 | Bcc | ZZZ | - | - | - | - | - | Biuhu | Cvuaj | 90-95 | 95 | 1.83% | 1.845% | 42.69536 |
R-2 | OSX | 538.000 | 4.40 | Dqq | XXX | - | - | - | - | - | Aswvt | Rkyyl | 90v | 90 | 1.62% | 1.627% | 65.79204 |
W-4 | NSN | 84.200 | 4.58 | Ihh | LLL | - | - | - | - | - | Kfvop | Tqnbe | 95-100 | 99 | 2.01% | 2.022% | 64.45923 |
P | HXI | 82.480 | 2.50 | Jq3 | E | - | - | - | - | - | Giivz | Llqnl | 180-185 | 175 | 2.89% | 2.915% | 92.83128 |
P | OIU | 14.930 | 5.48 | My1 | FF | - | - | - | - | - | Mzpte | Vdbvh | 130-135 | 130 | 2.39% | 2.403% | 46.35334 |
Q-1 | GJP | 832.000 | 4.28 | Pll | UUU | - | - | - | - | - | Meujabcb | 1jL | 72 | 72 | 1uZ+72 | - | 913.00000 |
Z | XYY | 14.200 | 9.76 | T3 | ZZZ | - | - | - | - | - | Swkzg | Ahqzf | 235-245 | 245 | 3.62% | 3.655% | 84.67945 |
Tranche Comments
Q-1: Registration: Vhrxau; Comments: 10% Zvbot-Wm Zovv;
R-2: Registration: Gcktgw; Comments: 10% Vhxjo-Vs Vjhh;
A-3: Registration: Qxztgs; Comments: 10% Qislx-Kp Qlii;
W-4: Registration: Jbwpjy; Comments: 10% Cjqkz-Ev Ckjj;
P: Registration: Kmzwvh; Comments: 10% Nlkrm-Av Nrll;
P: Registration: Ovrszm; Comments: 10% Mywcr-Hp Mcyy;
Z: Registration: Fwfhvp; Comments: 10% Zfbtv-Mj Ztff;
Pricing Speed
1.4% ne Yyqq
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B-1h | YPD | 296.000 | 3.44 | Brr | - | YYY | - | - | - | - | Jaxym | AZWD | 60-65 | - | - | - | Retained |
V | XNJ | 86.790 | 9.10 | Da3 | - | N | - | - | - | - | Gqbrn | Hljcd | 140-150 | 145 | 2.90% | 2.920% | 99.27078 |
Y-1z | TEQ | 668.000 | 2.47 | Sqq | - | KKK | - | - | - | - | Fjwueprn | 1tP | 60-65 | 70 | 1nM+70 | - | 646.00000 |
F-2 | UWD | 348.000 | 5.60 | Cqq | - | KKK | - | - | - | - | Sislc | Cbhyz | 70-75 | 80 | 1.72% | 1.735% | 67.50438 |
M-3 | AGO | 860.000 | 8.81 | Bcc | - | HHH | - | - | - | - | Vplmx | Okurb | 75-80 | 80 | 1.94% | 1.953% | 11.72854 |
E-4 | INT | 64.140 | 8.72 | Cdd | - | EEE | - | - | - | - | Sopul | Qdxbg | 80-85 | 83 | 2.13% | 2.147% | 19.42665 |
X | XCX | 84.800 | 1.78 | Qgg1 | - | SSS | - | - | - | - | Jauwv | Uwfai | 185-190 | 185 | 3.34% | 3.373% | 63.42473 |
O | OKV | 71.440 | 9.54 | Gd1 | - | KK | - | - | - | - | Uqjiw | Pqyrq | 100-110 | 105 | 2.43% | 2.451% | 19.64429 |
Tranche Comments
B-1h: Registration: Jlyckf;
Y-1z: Registration: Yohhhn;
F-2: Registration: Wmoyah;
M-3: Registration: Nwatxu;
E-4: Registration: Ekbrst;
O: Registration: Bgrkgg;
V: Registration: Mlpznd;
X: Registration: Ickiwb;
Deal Comments
K-1u fuszwmv cuzwvm gz 8/25/16
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B-4 | FBT | 79.700 | 5.45 | - | CCC | HHH | - | - | - | - | Xcnco | Kfnxo | 65y | 67 | 1.97% | 1.979% | 63.66311 |
K | QTJ | 18.110 | 8.90 | - | MM | EE | - | - | - | - | Gucpa | Smvdg | 85-90 | 90 | 2.29% | 2.301% | 86.53546 |
Z-1l | ULK | 271.000 | 3.84 | - | KKK | FFF | - | - | - | - | Qxjvaucw | 1sR | 40i | 40 | 1pG+40 | - | 285.00000 |
P | EGP | 60.400 | 9.00 | - | T | L | - | - | - | - | Qooke | Wddbs | 130-140 | 120 | 2.67% | 2.687% | 14.88512 |
W-1l | UFJ | 404.000 | 1.31 | - | WWW | FFF | - | - | - | - | Pvsfx | AHRS | 40m | 40 | 0.99% | 1.002% | 44.28375 |
M | IQG | 57.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
L | HRW | 60.400 | 1.79 | - | MMM | ZZZ | - | - | - | - | Esfsm | Ttkqb | 170e | 165 | 3.16% | 3.191% | 81.72221 |
C-3 | GMR | 799.000 | 7.28 | - | JJJ | HHH | - | - | - | - | Kfcps | Rozin | 60-65 | 62 | 1.73% | 1.737% | 65.33358 |
L-2 | TGY | 605.000 | 4.20 | - | NNN | XXX | - | - | - | - | Tibhn | Cbovw | 57-60 | 54 | 1.39% | 1.399% | 56.84071 |
Tranche Comments
W-1l: First Pay: 2015-06-22; Registration: Zcxigncvck;
Z-1l: First Pay: 2015-06-22; Registration: Jeohnjeneq;
L-2: First Pay: 2015-06-22; Registration: Yxqaafxkxy;
C-3: First Pay: 2015-06-22; Registration: Bbquymbpbx;
B-4: First Pay: 2015-06-22; Registration: Qlonkhlulw;
K: First Pay: 2015-06-22; Registration: Onwpuyncnt;
P: First Pay: 2015-06-22; Registration: Zcwnfpcscv;
L: First Pay: 2015-06-22; Registration: Hfuajkfvfl;
M: First Pay: 2015-06-22; Registration: Fhnelohmhw;
Pricing Speed
1.4% WBW ei 10% Qvll
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R-3 | UEG | 338.000 | 1.16 | Cgg | CCC | - | - | - | - | - | Kyvpb | Qugvg | 57-60 | 60 | 1.61% | 1.625% | 65.15206 |
T-4 | OPU | 27.300 | 7.86 | Wbb | YYY | - | - | - | - | - | Qobxj | Kbtqh | 65-70 | 68 | 1.86% | 1.872% | 72.22150 |
K | IOW | 75.210 | 8.68 | Vq3 | O | - | - | - | - | - | Gyfzi | Hmxtl | 140-150 | 150 | 2.82% | 2.843% | 60.21320 |
T | BKN | 17.900 | 2.65 | Dyy1 | EEE | - | - | - | - | - | Lyzxa | Hzkze | 180-190 | 180 | 3.16% | 3.186% | 52.97579 |
M | BUW | 44.670 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
A-1f | EVR | 97.000 | 3.43 | Omm | AAA | - | - | - | - | - | Hbvja | EMJS | 42k | 42 | 0.95% | 0.954% | 38.39538 |
H-2 | NYX | 461.000 | 7.60 | Dww | AAA | - | - | - | - | - | Fkrxo | Thaqj | 60-63 | 65 | 1.42% | 1.433% | 25.57316 |
K | EVZ | 77.900 | 7.76 | Ul1 | FF | - | - | - | - | - | Kbyuk | Lognw | 90i | 85 | 2.10% | 2.118% | 15.58100 |
I-1y | YPV | 113.000 | 4.11 | Enn | EEE | - | - | - | - | - | Awrvjkhy | 1dQ | 42d | 42 | 1oS+42 | - | 466.00000 |
Tranche Comments
A-1f: First Pay: 2015-02-20; Registration: Iucfezuwus;
I-1y: First Pay: 2015-02-20; Registration: Bpgpazprpo;
H-2: First Pay: 2015-02-20; Registration: Eykollywyu;
R-3: First Pay: 2015-02-20; Registration: Byokbvykyc;
T-4: First Pay: 2015-02-20; Registration: Cogowpolok;
K: First Pay: 2015-02-20; Registration: Gkageakcks;
K: First Pay: 2015-02-20; Registration: Oxcvspxhxc;
T: First Pay: 2015-02-20; Registration: Xhnjld;
M: First Pay: 2015-02-20; Registration: Zqzzge;
Pricing Speed
1.4% RHH qs 10% Dwbb