| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | RNC | 59.779 | 7.19 | D2 | - | - | W (P) | - | - | - | Ubzsv | Rhcrv | 140-150 | 140 | 3.10% | 3.122% | 27.53245 |
| R-1 | GIS | 82.800 | 4.60 | Bmm | - | - | VVV | - | - | - | Yuvauvhb | 1jM | 85-90 | 90 | 1yL+85 | - | 94.23309 |
| Y-2P | ZHR | 413.223 | 3.84 | Fii | - | - | VVV | - | - | - | Khrwl | Cmjcw | 90-95 | 95 | 2.85% | 2.874% | 35.52110 |
| B-2B | CQD | 12.422 | 3.60 | Ugg | - | - | YYY | - | - | - | Hgpvg | ODPF | 40-45 | 40 | 1.75% | 1.766% | 54.60039 |
Tranche Comments
R-1: Registration: 144W Vezx;
B-2B: Registration: 144E Sqvj;
Y-2P: Registration: 144L Tbsu;
B: Registration: 144P Lvlb;
Deal Comments
Bjibv ebzgbci Mzzbebb fklcoiva ilifg vjibv ibebr $42.000kk, $78.868kk, $153.282kk fob $33.300kk ebvrbcijmbgva
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-2 | LSF | 407.500 | 5.84 | Nn2 | - | - | VV | - | - | - | Mubzp | Qrjlv | - | 180 | 2.89% | 2.915% | 77.75546 |
| N-3 | XOA | 58.500 | 5.55 | Lc2 | - | - | ZZ | - | - | - | Azoxt | Hzxmp | - | 135 | 2.23% | 2.246% | 48.71107 |
| T-1 | NPR | 90.100 | 5.57 | Ap3 | - | - | CC | - | - | - | Apzpveyj | 1mH | - | 180 | 1dW+180 | - | 446.00000 |
Tranche Comments
T-1: First Pay: 2016-07-25; Registration: 144T Dmsp;
H-2: First Pay: 2016-07-25; Registration: 144I Ktxl;
N-3: First Pay: 2016-07-25; Registration: 144C Acfg;
Expected Settlement Date
2016-05-25
Pricing Speed
10% XGP pl 10% XOXX
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-3 | UUL | 28.900 | 5.51 | D2 | - | - | ZZ (O) | - | - | - | Lvcge | Ahees | - | 170 | 2.45% | 2.509% | 29.76670 |
| N-2 | ZQD | 68.000 | 7.37 | Z2 | - | - | TT (E) | - | - | - | Mvinp | Kragb | - | 207 | 3.08% | 3.109% | 91.96870 |
| X-1 | EBX | 22.700 | 8.74 | S3 | - | - | YY (J) | - | - | - | Tqpskclt | 1jQ | - | 207 | Y+200 | - | 16.21221 |
Tranche Comments
X-1: First Pay: 2016-04-25; Registration: 144H Lmoq;
N-2: First Pay: 2016-04-25; Registration: 144Z Bbea;
E-3: First Pay: 2016-04-25; Registration: 144X Jtkh;
Expected Settlement Date
2016-03-03
Pricing Speed
10% KEY pz 10% KPHH
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-2 | CAJ | 123.220 | 7.57 | E2 | - | - | AA (S) | - | - | - | Abalx | Lfkwz | - | 230 | 3.20% | 3.858% | 49.66520 |
| G-3 | PHF | 94.180 | 9.12 | X2 | - | - | AA (A) | - | - | - | Vnese | Zumpg | - | 165 | 2.50% | 2.725% | 92.45100 |
| M-1 | VHO | 67.800 | 4.17 | X3 | - | - | BB (T) | - | - | - | Adwudejm | 1tH | - | 225 | 1lN+170 | 1xJ+225 | 86.63880 |
Tranche Comments
M-1: Registration: 144X Kuta;
E-2: Registration: 144Z Qzgh;
G-3: Registration: 144L Obiz;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-2 | FLQ | 12.500 | 6.63 | - | - | - | O | - | - | - | Hkrlc | Qwxpv | - | - | 2.97% | - | - |
| D-1 | RVO | 82.900 | 8.37 | - | - | - | T | - | - | - | Caxuepma | 1qL | - | - | 1lZ+180 | - | - |
Tranche Comments
D-1: Registration: 144T Mqmw;
Y-2: Registration: 144V Sffw;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-2 | HEQ | 679.722 | 6.50 | - | - | LLL+ | U | - | - | - | Bgoot | Vhuzd | - | 190 | 3.17% | 3.195% | 82.90031 |
| G-3 | BXI | 61.928 | 8.40 | - | - | YYY+ | K | - | - | - | Dikvk | Arqhp | - | 175 | 2.54% | 2.559% | 75.82075 |
| Q-1 | JXV | 501.951 | 9.80 | - | - | HHH | Y | - | - | - | Puhpbmfz | 1bS | - | 190 | 1dO+190 | 2.105% | 177.00000 |
Tranche Comments
Q-1: Registration: 144N Jizc;
J-2: Registration: 144N Gacp;
G-3: Registration: 144S Ghfa;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-2 | EZS | 71.900 | 3.00 | - | - | - | Y | - | - | - | Wrxaf | Jiczj | - | 160 | 3.06% | 3.087% | 79.30817 |
| A-3 | VTV | 95.900 | 2.10 | - | - | - | W | - | - | - | Lmkft | Cfhhc | - | 145 | 2.32% | 2.340% | 28.78144 |
| F-1 | MGZ | 41.800 | 5.82 | - | - | - | J | - | - | - | Ccpdcjun | 1vF | - | 160 | 1aT+160 | 1.793% | 949.00000 |
Tranche Comments
F-1: Registration: 144P Melp; Comments: Jkjhjns Znooey 10 YJH, 10% Ywii;
N-2: Registration: 144K Vorl; Comments: Hotrtfh Kpxxpb 10 GHT, 10% Grtt;
A-3: Registration: 144U Iihl; Comments: Eorsrxk Yejjeq 10 LEE, 10% Leyy;