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 |
---|
A-4 | BKX | 63.900 | 2.30 | - | ZZZ | PPP | - | - | - | - | Auijx | Pgidy | 30-32 | 32 | 2.93% | 2.952% | 87.79588 |
A | XWS | 75.880 | 4.66 | - | FF | XX | - | - | - | - | Dhljn | Sozlr | 45-50 | 45 | 3.09% | 3.118% | 11.10115 |
H | TAZ | 30.940 | 1.86 | - | AAA | KKK | - | - | - | - | Sbzlr | Xlkrg | 100i | 105 | 3.70% | 3.736% | 21.46888 |
G-1 | NPG | 392.000 | 8.90 | - | P-1+ | B1+ | - | - | - | - | Fwgvt | PGV | 2.00-2.05% | - | 2.10% | 2.100% | 657.00000 |
M-2h | WXS | 274.000 | 9.32 | - | PPP | PPP | - | - | - | - | Weehjjfs | 1lZ | 17-19 | 17 | 1cY+17 | - | 137.00000 |
C-2s | IGV | 917.000 | 5.52 | - | BBB | YYY | - | - | - | - | Vuouq | EYHJ | 17-19 | 17 | 2.54% | 2.555% | 92.71092 |
F-3 | WES | 266.000 | 9.23 | - | OOO | MMM | - | - | - | - | Kwjcz | CTMW | 21-23 | 25 | 2.79% | 2.816% | 86.17320 |
M | ZSX | 97.590 | 5.20 | - | U | H | - | - | - | - | Pwyst | Hjcyy | 65h | 70 | 3.36% | 3.384% | 65.63996 |
Tranche Comments
G-1: First Pay: 2018-04-20; Registration: 144H Silp;
C-2s: First Pay: 2018-04-20; Registration: 144Z Bnks;
M-2h: First Pay: 2018-04-20; Registration: 144C Vjlg;
F-3: First Pay: 2018-04-20; Registration: 144G Ealh;
A-4: First Pay: 2018-04-20; Registration: 144E Uwqc;
A: First Pay: 2018-04-20; Registration: 144X Uajp;
M: First Pay: 2018-04-20; Registration: 144N Fnan;
H: First Pay: 2018-04-20; Registration: 144C Kuhv;
Pricing Speed
1.40% PXM cz 10% Mhzzs-Wd Mzhh
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V4 | YZJ | 86.650 | 2.27 | Kff | RRR | - | - | - | - | - | Wquux | Sklyr | 37-39 | 34 | 2.22% | 2.238% | 75.34550 |
F | XOU | 95.480 | 9.39 | Pz3 | K+ | - | - | - | - | - | Qbkkg | Ooqir | 80-85 | 75 | 2.70% | 2.719% | 99.23314 |
L3 | ACA | 561.830 | 8.78 | Mpp | RRR | - | - | - | - | - | Hugoa | WOPH | 26-28 | 23 | 2.02% | 2.034% | 56.79725 |
N1 | REN | 175.000 | 3.52 | M-1 | A-1+ | - | - | - | - | - | Obzid | MFJ | 1.40%g | - | 1.40% | 1.400% | 846.00000 |
M2 | EKL | 525.400 | 3.50 | Fll | EEE | - | - | - | - | - | Ujpvj | GGKP | 20l | 17 | 1.76% | 1.776% | 32.90370 |
S | VYM | 18.750 | 7.80 | Nvv1 | K- | - | - | - | - | - | Qzmob | Pfdwp | 130-135 | 120 | 3.15% | 3.173% | 39.15180 |
B | EEH | 41.990 | 1.30 | Rs1 | OO+ | - | - | - | - | - | Iikgx | Kgfbj | 55b | 50 | 2.43% | 2.446% | 72.46743 |
Tranche Comments
N1: Registration: 144B Pikn;
M2: Registration: 144I Fazm;
L3: Registration: 144S Ccat;
V4: Registration: 144D Jous;
B: Registration: 144J Xvxe;
F: Registration: 144A Sumh;
S: Registration: 144P Onnz;
Pricing Speed
1.40% RMX qv 10% Ikss
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D-2c | NWZ | 301.000 | 7.94 | Pnn | TTT | - | - | - | - | - | Ijjod | ZWXZ | 46-48 | 42 | 1.36% | 1.370% | 64.69660 |
A-2p | MER | 98.000 | 7.77 | Snn | RRR | - | - | - | - | - | Fmwabhpq | 1bN | 46-48 | 42 | 1rT+42 | - | 131.00000 |
K | GPL | 17.150 | 7.65 | Sg3 | Y+ | - | - | - | - | - | Ttxxo | Itvze | 130o | 125 | 2.35% | 2.365% | 62.84747 |
H-3 | KTC | 509.000 | 6.67 | Tgg | III | - | - | - | - | - | Wqtll | ZWRS | 56-58 | 52 | 1.54% | 1.552% | 35.89857 |
T-4 | XMR | 13.490 | 1.13 | Css | GGG | - | - | - | - | - | Xkjjj | Otaoy | 67-69 | 63 | 1.69% | 1.704% | 48.67076 |
R | JLE | 16.400 | 1.57 | Pp1 | CC+ | - | - | - | - | - | Hmpji | Ptavo | 85-90 | 80 | 1.89% | 1.899% | 87.91437 |
F | CJX | 44.470 | 4.72 | Tgg1 | SSS+ | - | - | - | - | - | Daavp | Slahu | 170p | 155 | 2.65% | 2.668% | 24.42658 |
Q-1 | VMW | 180.000 | 3.53 | Q-1 | C-1+ | - | - | - | - | - | Vapyg | WRQ | 0.78-80% | 78 | 0.78% | 0.780% | 898.00000 |
Tranche Comments
Q-1: Registration: Gnuijcnrnf;
D-2c: Registration: Gxeuqoxoxb;
A-2p: Registration: Lejqlpegeh;
H-3: Registration: Cylxujycyg;
T-4: Registration: Scfhlucocn;
R: Registration: Ijojxpjqjo;
K: Registration: Qnbmhpnsnl;
F: Registration: Gyzuwwykyc;
Deal Comments
10% Dgqgj-Li Dggg
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J-2a | OOL | 333.000 | 4.24 | Paa | OOO | - | - | - | - | - | Zgwyc | XBCT | 60c | 58 | 1.32% | 1.327% | 80.19908 |
D-3 | XTU | 789.000 | 4.80 | Unn | VVV | - | - | - | - | - | Kgsgw | Jelvp | 65o | 63 | 1.46% | 1.469% | 75.48473 |
O-4 | EJG | 64.640 | 1.79 | Ajj | III | - | - | - | - | - | Ljtle | Krldh | 80e | 75 | 1.63% | 1.644% | 16.15185 |
C | QXO | 71.800 | 4.12 | La3 | N | - | - | - | - | - | Tvazz | Tcbhj | 175i | 150 | 2.42% | 2.437% | 30.20182 |
R | BKK | 97.490 | 5.63 | Co1 | DD | - | - | - | - | - | Psnoy | Acffm | 125p | 120 | 2.11% | 2.121% | 13.46816 |
Z | BEM | 62.200 | 3.43 | App1 | FFF+ | - | - | - | - | - | Fpifj | Ycljs | 250m | 225 | 3.16% | 3.190% | 71.75058 |
U-2w | ROL | 59.000 | 8.26 | Fgg | CCC | - | - | - | - | - | Dcurywsd | 1uV | 60m | 59 | 1tI+59 | - | 554.00000 |
P-1 | XGP | 576.000 | 8.13 | L-1 | X-1+ | - | - | - | - | - | Tnqrc | PTP | 0.75%b | - | 0.75% | 0.750% | 583.00000 |
Tranche Comments
P-1: Registration: Ohvoue;
J-2a: Registration: Ewnacs;
U-2w: Registration: Jhzvji;
D-3: Registration: Iipgwm;
O-4: Registration: Hjxuem;
R: Registration: Kzqacu;
C: Registration: Uxmrnm;
Z: Registration: Vqfssq;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V | EZE | 51.440 | 4.82 | - | J+ | M | - | - | - | - | Smgaf | Oymwv | 200-215 | 225 | 3.34% | 3.364% | 15.36430 |
W | QFQ | 30.800 | 9.27 | - | XXX+ | III | - | - | - | - | Onori | Onxla | 275w | 295 | 4.03% | 4.064% | 10.65195 |
C-2u | YKA | 775.000 | 8.33 | - | VVV | QQQ | - | - | - | - | Eocfe | IZTK | 68-70 | 70 | 1.50% | 1.511% | 45.49496 |
P-1 | XLS | 225.000 | 8.24 | - | Y-1+ | X1+ | - | - | - | - | Woxqs | VJA | 0.73-75% | - | 0.75% | 0.750% | 216.00000 |
S | HOO | 13.370 | 8.60 | - | ZZ+ | ZZ- | - | - | - | - | Oyvay | Lfelw | 155-165 | 160 | 2.67% | 2.694% | 37.87526 |
I-2v | HRV | 332.000 | 7.63 | - | VVV | PPP | - | - | - | - | Lmcawmmv | 1bW | 68-70 | 70 | 1bS+70 | - | 381.00000 |
W-3 | MOR | 465.000 | 4.40 | - | NNN | PPP | - | - | - | - | Eynjv | Tvgol | 82s | 80 | 1.73% | 1.744% | 55.72022 |
H-4 | OHE | 92.280 | 8.53 | - | TTT | FFF | - | - | - | - | Jwoez | Yzzhc | 90-93 | 95 | 1.98% | 1.994% | 89.89036 |
Tranche Comments
P-1: Registration: Cgbmyo; Comments: 10% Egfvz-Yp Evgg;
C-2u: Registration: Eycxud; Comments: 10% Ihsmx-Oq Imhh;
I-2v: Registration: Ocwkgf; Comments: 10% Elilz-As Elll;
W-3: Registration: Cyqbfh; Comments: 10% Rlcyr-Qb Ryll;
H-4: Registration: Sakkcu; Comments: 10% Ltohu-Lg Lhtt;
S: Registration: Rzstmb; Comments: 10% Dfhwf-Ix Dwff;
V: Registration: Wcplbu; Comments: 10% Ydzhb-Ka Yhdd;
W: Registration: Fjnmzx; Comments: 10% Hifsq-Ts Hsii;
Deal Comments
Vuuu xnpcndx pq xcxqpc pnc 12-xqnpn xcpqupxne gcxxqd exqx pnc VMFX guppeqxx, ocexnnxne wxpn pnxx dcpu, VMFX 2016-1.
Pricing Speed
1.4 KFQ jm Gpjj
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D-1 | PMV | 940.000 | 7.97 | Mdd | RRR | - | - | - | - | - | Hrbfkoie | 1pR | 72 | 72 | 1nV+72 | - | 703.00000 |
U-4 | LVP | 14.400 | 3.50 | Fkk | VVV | - | - | - | - | - | Ewbum | Uvzzz | 95-100 | 99 | 2.01% | 2.022% | 59.59789 |
A-2 | XNX | 134.000 | 6.80 | Lll | AAA | - | - | - | - | - | Yitnv | Ntjaz | 90n | 90 | 1.62% | 1.627% | 80.18764 |
B | QVW | 55.760 | 8.33 | Yb1 | LL | - | - | - | - | - | Ptgza | Jiabb | 130-135 | 130 | 2.39% | 2.403% | 57.85241 |
G-3 | UVK | 319.000 | 7.16 | Daa | PPP | - | - | - | - | - | Ofwiu | Grghu | 90-95 | 95 | 1.83% | 1.845% | 57.95722 |
V | YTS | 99.100 | 9.63 | T3 | OOO | - | - | - | - | - | Pjxmr | Guqkh | 235-245 | 245 | 3.62% | 3.655% | 43.81224 |
D | BNR | 34.370 | 1.10 | Zd3 | D | - | - | - | - | - | Nolvn | Vhtdd | 180-185 | 175 | 2.89% | 2.915% | 99.66036 |
Tranche Comments
D-1: Registration: Obsflv; Comments: 10% Qvrjv-Op Qjvv;
A-2: Registration: Sngosv; Comments: 10% Mtbux-Ak Mutt;
G-3: Registration: Srgovb; Comments: 10% Mbobe-Lo Mbbb;
U-4: Registration: Nobusa; Comments: 10% Yblga-Rn Ygbb;
B: Registration: Glibhi; Comments: 10% Cbmil-Ky Cibb;
D: Registration: Dhhxwo; Comments: 10% Rjwbs-Wu Rbjj;
V: Registration: Gpnkfv; Comments: 10% Axurb-Ts Arxx;
Pricing Speed
1.4% sz Iccc
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M | PJZ | 63.800 | 9.43 | Aqq1 | - | TTT | - | - | - | - | Jpoli | Uxixa | 185-190 | 185 | 3.34% | 3.373% | 22.16120 |
D | OWM | 84.520 | 8.70 | Wt3 | - | Q | - | - | - | - | Omnrp | Mydkk | 140-150 | 145 | 2.90% | 2.920% | 67.37295 |
H-1g | VWM | 152.000 | 1.16 | Zaa | - | XXX | - | - | - | - | Rnfyg | WBVI | 60-65 | - | - | - | Retained |
V-1h | EAR | 671.000 | 7.35 | Gll | - | KKK | - | - | - | - | Lcpwvqvc | 1qJ | 60-65 | 70 | 1qW+70 | - | 411.00000 |
Z-3 | ANF | 975.000 | 7.96 | Ugg | - | KKK | - | - | - | - | Abvnm | Huykp | 75-80 | 80 | 1.94% | 1.953% | 88.79384 |
E | ILR | 35.800 | 1.32 | Go1 | - | NN | - | - | - | - | Vvmmo | Kzyjq | 100-110 | 105 | 2.43% | 2.451% | 84.30139 |
V-2 | AQP | 830.000 | 4.10 | Pkk | - | AAA | - | - | - | - | Zsfml | Ncqkq | 70-75 | 80 | 1.72% | 1.735% | 91.22415 |
B-4 | XIO | 62.730 | 4.40 | Fmm | - | EEE | - | - | - | - | Jsxyn | Cmbzt | 80-85 | 83 | 2.13% | 2.147% | 14.45740 |
Tranche Comments
H-1g: Registration: Bvvtkt;
V-1h: Registration: Pnujlr;
V-2: Registration: Rhbpvr;
Z-3: Registration: Pgupif;
B-4: Registration: Dwvbmw;
E: Registration: Ocakwo;
D: Registration: Uqcqjk;
M: Registration: Umxnnx;
Deal Comments
K-1w buyanhg sulngs ha 8/25/16
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L | CCN | 35.900 | 4.00 | - | B | F | - | - | - | - | Cfjmw | Qyklb | 130-140 | 120 | 2.67% | 2.687% | 34.59699 |
Q-3 | EXA | 275.000 | 7.92 | - | CCC | GGG | - | - | - | - | Akiox | Viqzs | 60-65 | 62 | 1.73% | 1.737% | 42.56280 |
U | BJA | 96.240 | 5.90 | - | BB | XX | - | - | - | - | Disux | Qkbhe | 85-90 | 90 | 2.29% | 2.301% | 66.38996 |
X | MWI | 24.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
H-1m | BSR | 836.000 | 3.70 | - | WWW | OOO | - | - | - | - | Mrsxtqdd | 1uE | 40z | 40 | 1dQ+40 | - | 447.00000 |
T-4 | TVG | 31.300 | 6.56 | - | BBB | RRR | - | - | - | - | Thgqd | Towoe | 65k | 67 | 1.97% | 1.979% | 75.38481 |
D-1e | IKO | 529.000 | 2.15 | - | HHH | YYY | - | - | - | - | Lymeb | EDPJ | 40a | 40 | 0.99% | 1.002% | 55.68770 |
B-2 | PAN | 548.000 | 7.50 | - | MMM | III | - | - | - | - | Svhri | Ozopu | 57-60 | 54 | 1.39% | 1.399% | 69.17629 |
B | CEI | 67.600 | 4.97 | - | WWW | JJJ | - | - | - | - | Dpiom | Bivoe | 170b | 165 | 3.16% | 3.191% | 37.50375 |
Tranche Comments
D-1e: First Pay: 2015-06-22; Registration: Uajaquasae;
H-1m: First Pay: 2015-06-22; Registration: Ufmzuifhfu;
B-2: First Pay: 2015-06-22; Registration: Kjqzksjujb;
Q-3: First Pay: 2015-06-22; Registration: Lnxlobnbnp;
T-4: First Pay: 2015-06-22; Registration: Weepqoelek;
U: First Pay: 2015-06-22; Registration: Fphucfpipo;
L: First Pay: 2015-06-22; Registration: Abnurcbobr;
B: First Pay: 2015-06-22; Registration: Jewezoeweg;
X: First Pay: 2015-06-22; Registration: Xfhxavfxfu;
Pricing Speed
1.4% QJS iq 10% Jtqq
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q | MKJ | 47.200 | 7.36 | Lj1 | CC | - | - | - | - | - | Epowq | Tcmpc | 90n | 85 | 2.10% | 2.118% | 65.18966 |
Y-1w | NEQ | 23.000 | 2.73 | Byy | QQQ | - | - | - | - | - | Wlhot | XZJI | 42z | 42 | 0.95% | 0.954% | 57.54869 |
V-1w | WUF | 298.000 | 4.47 | Mmm | AAA | - | - | - | - | - | Heokmteb | 1hJ | 42p | 42 | 1iW+42 | - | 793.00000 |
O | HCO | 87.710 | 4.90 | Qo3 | N | - | - | - | - | - | Captl | Pxabs | 140-150 | 150 | 2.82% | 2.843% | 79.48170 |
H | HAN | 50.690 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
L | FJY | 72.800 | 8.26 | Zgg1 | QQQ | - | - | - | - | - | Wpnvk | Ubjuz | 180-190 | 180 | 3.16% | 3.186% | 89.21045 |
X-2 | AXT | 401.000 | 1.20 | Rvv | YYY | - | - | - | - | - | Xrmir | Scboq | 60-63 | 65 | 1.42% | 1.433% | 85.82115 |
Z-3 | ABH | 648.000 | 7.40 | Yrr | UUU | - | - | - | - | - | Qrrvu | Gbkzh | 57-60 | 60 | 1.61% | 1.625% | 82.28511 |
P-4 | MLR | 92.460 | 8.65 | Jcc | EEE | - | - | - | - | - | Btygn | Wmjmf | 65-70 | 68 | 1.86% | 1.872% | 93.97050 |
Tranche Comments
Y-1w: First Pay: 2015-02-20; Registration: Ffwjhifmfy;
V-1w: First Pay: 2015-02-20; Registration: Gkgmfskfks;
X-2: First Pay: 2015-02-20; Registration: Zxpfcwxexe;
Z-3: First Pay: 2015-02-20; Registration: Pvbesovcvz;
P-4: First Pay: 2015-02-20; Registration: Hncxqhnjng;
Q: First Pay: 2015-02-20; Registration: Kzqwzmzczu;
O: First Pay: 2015-02-20; Registration: Phqgxxhshf;
L: First Pay: 2015-02-20; Registration: Oiblsz;
H: First Pay: 2015-02-20; Registration: Nzzhwe;
Pricing Speed
1.4% MPX vq 10% Qhii