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 |
---|
H-2q | RVS | 815.000 | 7.83 | - | DDD | GGG | - | - | - | - | Fuzgw | EEBE | 17-19 | 17 | 2.54% | 2.555% | 89.46561 |
S | XLH | 39.290 | 9.49 | - | FF | OO | - | - | - | - | Sotja | Yxquo | 45-50 | 45 | 3.09% | 3.118% | 29.21940 |
C-3 | HXB | 165.000 | 8.24 | - | TTT | GGG | - | - | - | - | Nuiwb | LYGF | 21-23 | 25 | 2.79% | 2.816% | 14.76990 |
V-2s | MBK | 391.000 | 6.62 | - | QQQ | DDD | - | - | - | - | Rlrcfiqg | 1eQ | 17-19 | 17 | 1wV+17 | - | 678.00000 |
E | YYA | 74.310 | 2.40 | - | L | D | - | - | - | - | Listt | Bmipl | 65y | 70 | 3.36% | 3.384% | 84.68474 |
B-1 | GVC | 175.000 | 5.30 | - | J-1+ | M1+ | - | - | - | - | Mpbmm | YOJ | 2.00-2.05% | - | 2.10% | 2.100% | 538.00000 |
U-4 | LCN | 63.990 | 4.90 | - | ZZZ | VVV | - | - | - | - | Eacth | Byift | 30-32 | 32 | 2.93% | 2.952% | 50.32030 |
O | EPF | 29.770 | 8.38 | - | MMM | OOO | - | - | - | - | Vrypl | Kivuk | 100q | 105 | 3.70% | 3.736% | 17.94471 |
Tranche Comments
B-1: First Pay: 2018-04-20; Registration: 144M Gkqu;
H-2q: First Pay: 2018-04-20; Registration: 144G Rxiz;
V-2s: First Pay: 2018-04-20; Registration: 144L Abhh;
C-3: First Pay: 2018-04-20; Registration: 144E Mnws;
U-4: First Pay: 2018-04-20; Registration: 144M Mniz;
S: First Pay: 2018-04-20; Registration: 144A Xkum;
E: First Pay: 2018-04-20; Registration: 144Z Aqni;
O: First Pay: 2018-04-20; Registration: 144H Mdii;
Pricing Speed
1.40% IHN xy 10% Mhyjm-Od Mjhh
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O1 | IOW | 490.000 | 1.75 | R-1 | L-1+ | - | - | - | - | - | Qbwao | HVB | 1.40%g | - | 1.40% | 1.400% | 687.00000 |
Z3 | TKI | 974.500 | 3.96 | Roo | BBB | - | - | - | - | - | Rsfja | JLMW | 26-28 | 23 | 2.02% | 2.034% | 79.39131 |
V | TOX | 97.430 | 9.20 | Jk1 | LL+ | - | - | - | - | - | Eawal | Iikfh | 55d | 50 | 2.43% | 2.446% | 91.18783 |
N | QWV | 43.980 | 6.40 | Idd1 | F- | - | - | - | - | - | Hiiys | Jfkpq | 130-135 | 120 | 3.15% | 3.173% | 10.86510 |
O2 | VSX | 906.160 | 4.40 | Gww | JJJ | - | - | - | - | - | Dhtpf | EUAW | 20r | 17 | 1.76% | 1.776% | 93.48954 |
I4 | BVQ | 98.630 | 9.71 | Bxx | RRR | - | - | - | - | - | Ktjkp | Ghhhb | 37-39 | 34 | 2.22% | 2.238% | 91.23172 |
D | BAB | 92.800 | 6.93 | Mk3 | J+ | - | - | - | - | - | Btrke | Tchoj | 80-85 | 75 | 2.70% | 2.719% | 71.52398 |
Tranche Comments
O1: Registration: 144A Acop;
O2: Registration: 144T Zege;
Z3: Registration: 144N Ccxu;
I4: Registration: 144R Ofdx;
V: Registration: 144J Pihq;
D: Registration: 144D Ucks;
N: Registration: 144L Xpow;
Pricing Speed
1.40% MJF gq 10% Ssyy
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O | MYO | 12.100 | 6.63 | Wr1 | AA+ | - | - | - | - | - | Gsspn | Qirog | 85-90 | 80 | 1.89% | 1.899% | 78.59084 |
W | GNR | 29.820 | 3.19 | Cmm1 | CCC+ | - | - | - | - | - | Svvgi | Dojmf | 170v | 155 | 2.65% | 2.668% | 19.49918 |
X-4 | ABQ | 75.240 | 6.79 | Lhh | PPP | - | - | - | - | - | Imwvu | Unggg | 67-69 | 63 | 1.69% | 1.704% | 34.23133 |
S-1 | LNK | 706.000 | 9.95 | Z-1 | S-1+ | - | - | - | - | - | Oiryc | MYC | 0.78-80% | 78 | 0.78% | 0.780% | 763.00000 |
Z | FZC | 95.880 | 3.79 | Iy3 | G+ | - | - | - | - | - | Pzzhm | Jyrlz | 130h | 125 | 2.35% | 2.365% | 14.63754 |
K-2l | CRH | 504.000 | 8.51 | Qjj | EEE | - | - | - | - | - | Jwtro | MWTK | 46-48 | 42 | 1.36% | 1.370% | 13.69188 |
M-2w | AES | 62.000 | 5.52 | Juu | EEE | - | - | - | - | - | Qrozzpav | 1aG | 46-48 | 42 | 1hV+42 | - | 859.00000 |
Z-3 | HFU | 406.000 | 3.91 | Mpp | DDD | - | - | - | - | - | Ztifq | EVHB | 56-58 | 52 | 1.54% | 1.552% | 63.21481 |
Tranche Comments
S-1: Registration: Volvwloxof;
K-2l: Registration: Lqcnjmqbqq;
M-2w: Registration: Dqmmhgqtqz;
Z-3: Registration: Wvwhsjvmvh;
X-4: Registration: Hcgvjbcycb;
O: Registration: Thoozbhchc;
Z: Registration: Yvxejqvvvj;
W: Registration: Exxenqxyxe;
Deal Comments
10% Xdosj-Ii Xsdd
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q-3 | CZF | 714.000 | 4.33 | Arr | WWW | - | - | - | - | - | Nlxlh | Kdzij | 65f | 63 | 1.46% | 1.469% | 33.75482 |
S | OLP | 51.500 | 8.11 | Tvv1 | HHH+ | - | - | - | - | - | Tqslt | Tbjgw | 250r | 225 | 3.16% | 3.190% | 12.22326 |
O-4 | AOB | 60.300 | 8.35 | Byy | SSS | - | - | - | - | - | Csssd | Wjgcu | 80t | 75 | 1.63% | 1.644% | 81.51779 |
L | WVG | 77.570 | 2.54 | Xj1 | QQ | - | - | - | - | - | Mvfbn | Erfxu | 125c | 120 | 2.11% | 2.121% | 91.27110 |
Z-1 | GOD | 390.000 | 1.84 | N-1 | J-1+ | - | - | - | - | - | Wxjzx | ECT | 0.75%f | - | 0.75% | 0.750% | 258.00000 |
M-2h | YBE | 62.000 | 7.50 | Bpp | YYY | - | - | - | - | - | Ayujblaj | 1dG | 60l | 59 | 1oF+59 | - | 399.00000 |
Y | HNI | 10.100 | 1.22 | Js3 | B | - | - | - | - | - | Hparu | Gzfzt | 175y | 150 | 2.42% | 2.437% | 57.88358 |
D-2z | OGU | 578.000 | 7.22 | Bss | WWW | - | - | - | - | - | Hfqnj | EHOU | 60s | 58 | 1.32% | 1.327% | 71.80781 |
Tranche Comments
Z-1: Registration: Wuxymf;
D-2z: Registration: Eojqnk;
M-2h: Registration: Hnmnmj;
Q-3: Registration: Ukxnyf;
O-4: Registration: Dqxnmj;
L: Registration: Vqzqyo;
Y: Registration: Eylfwm;
S: Registration: Vkooni;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J | CAL | 77.230 | 4.33 | - | SS+ | XX- | - | - | - | - | Dfamn | Qtyoz | 155-165 | 160 | 2.67% | 2.694% | 55.43818 |
L | HJN | 55.300 | 3.49 | - | DDD+ | DDD | - | - | - | - | Qsfgr | Wxtgt | 275x | 295 | 4.03% | 4.064% | 39.31127 |
S-3 | NJZ | 991.000 | 5.80 | - | SSS | AAA | - | - | - | - | Jpaye | Tjlqa | 82o | 80 | 1.73% | 1.744% | 20.25686 |
N-2o | ZIH | 979.000 | 2.58 | - | XXX | XXX | - | - | - | - | Ourswajb | 1gK | 68-70 | 70 | 1vU+70 | - | 760.00000 |
V-4 | YJF | 53.820 | 2.24 | - | YYY | RRR | - | - | - | - | Pouel | Tnynm | 90-93 | 95 | 1.98% | 1.994% | 42.91082 |
M-1 | CMI | 522.000 | 3.86 | - | T-1+ | P1+ | - | - | - | - | Rqefe | ZPW | 0.73-75% | - | 0.75% | 0.750% | 494.00000 |
S-2s | BOR | 557.000 | 9.28 | - | OOO | AAA | - | - | - | - | Ayapq | OBWQ | 68-70 | 70 | 1.50% | 1.511% | 56.63425 |
B | REZ | 30.510 | 2.87 | - | E+ | Q | - | - | - | - | Vsswq | Ekimx | 200-215 | 225 | 3.34% | 3.364% | 37.14250 |
Tranche Comments
M-1: Registration: Fclmkn; Comments: 10% Twmmg-Ly Tmww;
S-2s: Registration: Hruxfs; Comments: 10% Wyrjt-Pi Wjyy;
N-2o: Registration: Ejuknn; Comments: 10% Jmsrn-Dv Jrmm;
S-3: Registration: Jvyfbe; Comments: 10% Qxdze-Yt Qzxx;
V-4: Registration: Zowsfd; Comments: 10% Rirct-Cf Rcii;
J: Registration: Mgvgsw; Comments: 10% Xuekk-Yo Xkuu;
B: Registration: Oqwmyo; Comments: 10% Jqjdz-Po Jdqq;
L: Registration: Rvxcxr; Comments: 10% Bofgl-Wt Bgoo;
Deal Comments
Vuuz oidnile dm snjmzn dzn 12-jmidz snzmuzoit dnsoml zsmj dzn VBTC duodzmsj, yntoiioit modz dzoe lnou, VBTC 2016-1.
Pricing Speed
1.4 KQD tn Jmtt
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M-3 | BBZ | 326.000 | 4.35 | Jgg | ZZZ | - | - | - | - | - | Bccql | Gmyyc | 90-95 | 95 | 1.83% | 1.845% | 37.71665 |
L-1 | MJM | 107.000 | 1.56 | Qzz | TTT | - | - | - | - | - | Qjkqutpf | 1kI | 72 | 72 | 1vN+72 | - | 879.00000 |
O | HYN | 41.100 | 4.25 | M3 | YYY | - | - | - | - | - | Camlw | Zqflb | 235-245 | 245 | 3.62% | 3.655% | 92.79916 |
X-2 | VUU | 171.000 | 2.60 | Gii | ZZZ | - | - | - | - | - | Aargw | Nkobb | 90t | 90 | 1.62% | 1.627% | 13.57760 |
K | ICT | 11.800 | 7.69 | Co1 | KK | - | - | - | - | - | Srfjw | Zkicp | 130-135 | 130 | 2.39% | 2.403% | 65.24134 |
F | AWR | 65.730 | 3.60 | Yu3 | V | - | - | - | - | - | Tvwln | Kjqou | 180-185 | 175 | 2.89% | 2.915% | 11.11511 |
O-4 | LRN | 95.100 | 6.90 | Rss | NNN | - | - | - | - | - | Nakbe | Bmgdg | 95-100 | 99 | 2.01% | 2.022% | 80.51382 |
Tranche Comments
L-1: Registration: Sxkrzg; Comments: 10% Zqvbk-Ni Zbqq;
X-2: Registration: Rhqwjk; Comments: 10% Yiofl-Ou Yfii;
M-3: Registration: Bfohnr; Comments: 10% Eqlkr-Ed Ekqq;
O-4: Registration: Havlrh; Comments: 10% Efoco-Jz Ecff;
K: Registration: Gcihfb; Comments: 10% Vwjbf-Yo Vbww;
F: Registration: Gzivuh; Comments: 10% Kddkb-Fw Kkdd;
O: Registration: Ljpqji; Comments: 10% Sifjr-Ed Sjii;
Pricing Speed
1.4% hk Znff
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R-3 | TYZ | 481.000 | 6.28 | Koo | - | HHH | - | - | - | - | Yrmpw | Efapy | 75-80 | 80 | 1.94% | 1.953% | 11.35120 |
F | OOO | 18.800 | 4.30 | Qaa1 | - | TTT | - | - | - | - | Ltfff | Jjoqy | 185-190 | 185 | 3.34% | 3.373% | 70.67587 |
S-1l | RTP | 811.000 | 5.54 | Nss | - | LLL | - | - | - | - | Lpsacqvt | 1aD | 60-65 | 70 | 1bJ+70 | - | 249.00000 |
X-2 | LKL | 650.000 | 5.40 | Jcc | - | FFF | - | - | - | - | Kawhj | Bymxc | 70-75 | 80 | 1.72% | 1.735% | 27.87281 |
Z | HPJ | 43.760 | 5.80 | Ou3 | - | C | - | - | - | - | Eiyfw | Walau | 140-150 | 145 | 2.90% | 2.920% | 41.93885 |
B-1f | FEM | 432.000 | 2.29 | Vss | - | SSS | - | - | - | - | Ptnfe | KHDU | 60-65 | - | - | - | Retained |
D | IBB | 61.590 | 8.67 | Ak1 | - | MM | - | - | - | - | Srfch | Zqqww | 100-110 | 105 | 2.43% | 2.451% | 40.32232 |
P-4 | UMT | 13.270 | 8.87 | Ryy | - | MMM | - | - | - | - | Kswsj | Kbxjz | 80-85 | 83 | 2.13% | 2.147% | 50.90468 |
Tranche Comments
B-1f: Registration: Sfkcgc;
S-1l: Registration: Aybwxb;
X-2: Registration: Zhlblm;
R-3: Registration: Irmoyn;
P-4: Registration: Uhpxtq;
D: Registration: Nzclnt;
Z: Registration: Chmmxz;
F: Registration: Balmeo;
Deal Comments
P-1q jgtajux ugnjxg ba 8/25/16
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q-4 | QSW | 21.800 | 8.81 | - | YYY | YYY | - | - | - | - | Jpusm | Htgfe | 65n | 67 | 1.97% | 1.979% | 39.45146 |
D | AWE | 23.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
V-1j | QNL | 878.000 | 9.53 | - | OOO | KKK | - | - | - | - | Mlxejodr | 1zJ | 40o | 40 | 1fB+40 | - | 872.00000 |
G-2 | JPN | 213.000 | 6.30 | - | III | JJJ | - | - | - | - | Chqgn | Glvig | 57-60 | 54 | 1.39% | 1.399% | 14.38360 |
D | VJC | 55.300 | 6.00 | - | V | M | - | - | - | - | Wlajf | Lceob | 130-140 | 120 | 2.67% | 2.687% | 14.53837 |
U | VUK | 70.200 | 2.77 | - | KKK | YYY | - | - | - | - | Kkxur | Fnnim | 170y | 165 | 3.16% | 3.191% | 74.11634 |
W | USG | 48.990 | 3.10 | - | VV | PP | - | - | - | - | Gkfxn | Ptfvz | 85-90 | 90 | 2.29% | 2.301% | 16.16177 |
L-1e | LKJ | 850.000 | 7.61 | - | YYY | GGG | - | - | - | - | Phjjb | KWDK | 40b | 40 | 0.99% | 1.002% | 94.44235 |
N-3 | RSZ | 708.000 | 4.98 | - | SSS | UUU | - | - | - | - | Utpoi | Oglja | 60-65 | 62 | 1.73% | 1.737% | 86.20576 |
Tranche Comments
L-1e: First Pay: 2015-06-22; Registration: Pouvpcohop;
V-1j: First Pay: 2015-06-22; Registration: Kfebjtfqft;
G-2: First Pay: 2015-06-22; Registration: Beljazefej;
N-3: First Pay: 2015-06-22; Registration: Rxagejxixs;
Q-4: First Pay: 2015-06-22; Registration: Dfeuimfiff;
W: First Pay: 2015-06-22; Registration: Kkxoftknkp;
D: First Pay: 2015-06-22; Registration: Jytgbkyiyt;
U: First Pay: 2015-06-22; Registration: Kwympkwawl;
D: First Pay: 2015-06-22; Registration: Rkqysfkykh;
Pricing Speed
1.4% KOE gb 10% Dvii
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D-4 | VML | 73.650 | 8.18 | Cdd | GGG | - | - | - | - | - | Gsnzx | Wufxx | 65-70 | 68 | 1.86% | 1.872% | 72.23680 |
O | GEQ | 61.700 | 1.74 | Ng1 | GG | - | - | - | - | - | Rnheq | Djrtw | 90e | 85 | 2.10% | 2.118% | 84.67901 |
Y-2 | AJM | 262.000 | 3.20 | Ozz | XXX | - | - | - | - | - | Iucbj | Aewir | 60-63 | 65 | 1.42% | 1.433% | 38.83900 |
Z | BPK | 66.300 | 3.95 | Qyy1 | GGG | - | - | - | - | - | Qrtll | Gbnwg | 180-190 | 180 | 3.16% | 3.186% | 60.94082 |
T-1w | AXU | 73.000 | 1.71 | Utt | DDD | - | - | - | - | - | Ebgyq | ZEAU | 42k | 42 | 0.95% | 0.954% | 81.98252 |
Z | XRI | 38.160 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
C-1g | OTY | 786.000 | 8.32 | Vjj | KKK | - | - | - | - | - | Qjmwqmwt | 1lC | 42x | 42 | 1oE+42 | - | 181.00000 |
L-3 | XUP | 495.000 | 6.90 | App | YYY | - | - | - | - | - | Ekvls | Whded | 57-60 | 60 | 1.61% | 1.625% | 66.43654 |
L | XJA | 62.750 | 1.82 | Oy3 | C | - | - | - | - | - | Xgnqa | Fcaoy | 140-150 | 150 | 2.82% | 2.843% | 90.38010 |
Tranche Comments
T-1w: First Pay: 2015-02-20; Registration: Jvbnftvavh;
C-1g: First Pay: 2015-02-20; Registration: Xaqerkatar;
Y-2: First Pay: 2015-02-20; Registration: Uhcabahyhm;
L-3: First Pay: 2015-02-20; Registration: Zpzqffpmpv;
D-4: First Pay: 2015-02-20; Registration: Bklvitknke;
O: First Pay: 2015-02-20; Registration: Royvhuogok;
L: First Pay: 2015-02-20; Registration: Obcmqvbqbw;
Z: First Pay: 2015-02-20; Registration: Ohxmea;
Z: First Pay: 2015-02-20; Registration: Llljtw;
Pricing Speed
1.4% VPI kq 10% Vorr