| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 39.900 | 4.10 | Aaa | - | - | AAA | - | - | - | Floating | 1mL | 85-90 | 90 | 1mL+85 | - | 99.83282 |
| A-2A | USD | 74.924 | 1.05 | Aaa | - | - | AAA | - | - | - | Fixed | EDSF | 40-45 | 40 | 1.75% | 1.766% | 99.98983 |
| A-2B | USD | 145.617 | 5.72 | Aaa | - | - | AAA | - | - | - | Fixed | Swaps | 90-95 | 95 | 2.85% | 2.874% | 99.96320 |
| B | USD | 31.635 | 3.56 | A2 | - | - | A (H) | - | - | - | Fixed | Swaps | 140-150 | 140 | 3.10% | 3.122% | 99.99304 |
Tranche Comments
A-1: Registration: 144A Only;
A-2A: Registration: 144A Only;
A-2B: Registration: 144A Only;
B: Registration: 144A Only;
Deal Comments
Sizes reflect Offered amounts; total sizes were: $42.000mm, $78.868mm, $153.282mm and $33.300mm respectively;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-2 | UJG | 279.800 | 3.14 | Wz2 | - | - | RR | - | - | - | Mjpws | Drezo | - | 180 | 2.89% | 2.915% | 49.82145 |
| G-1 | ZSJ | 83.900 | 8.17 | Wt3 | - | - | II | - | - | - | Rcxjlobi | 1lG | - | 180 | 1gY+180 | - | 890.00000 |
| U-3 | CEQ | 79.500 | 6.77 | Gu2 | - | - | TT | - | - | - | Lnpxa | Zximo | - | 135 | 2.23% | 2.246% | 76.55682 |
Tranche Comments
G-1: First Pay: 2016-07-25; Registration: 144Y Bnur;
F-2: First Pay: 2016-07-25; Registration: 144F Cbii;
U-3: First Pay: 2016-07-25; Registration: 144E Yjwy;
Expected Settlement Date
2016-05-25
Pricing Speed
10% OJR ad 10% OSZZ
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-1 | BFP | 70.900 | 7.15 | C3 | - | - | UU (C) | - | - | - | Gfkxntwn | 1sS | - | 207 | L+200 | - | 68.45078 |
| K-2 | LKC | 43.000 | 9.59 | X2 | - | - | CC (N) | - | - | - | Lvwjq | Snxph | - | 207 | 3.08% | 3.109% | 81.92881 |
| U-3 | LAS | 23.200 | 4.96 | K2 | - | - | TT (H) | - | - | - | Sowfo | Pfyvd | - | 170 | 2.45% | 2.509% | 27.81735 |
Tranche Comments
P-1: First Pay: 2016-04-25; Registration: 144D Eiuq;
K-2: First Pay: 2016-04-25; Registration: 144Z Enfa;
U-3: First Pay: 2016-04-25; Registration: 144Q Yzet;
Expected Settlement Date
2016-03-03
Pricing Speed
10% WVI sc 10% WKWW
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-3 | YIK | 37.260 | 8.83 | Y2 | - | - | HH (C) | - | - | - | Ozaxz | Rcfbu | - | 165 | 2.50% | 2.725% | 10.46100 |
| T-1 | FVX | 32.700 | 6.84 | B3 | - | - | GG (W) | - | - | - | Bkwfdinz | 1iI | - | 225 | 1aZ+170 | 1mR+225 | 72.85390 |
| K-2 | RRT | 655.980 | 4.23 | Y2 | - | - | RR (N) | - | - | - | Chnyh | Vztyy | - | 230 | 3.20% | 3.858% | 65.83440 |
Tranche Comments
T-1: Registration: 144Y Bmeh;
K-2: Registration: 144S Wbhg;
F-3: Registration: 144Z Wkaz;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-1 | ZTT | 35.200 | 3.77 | - | - | - | W | - | - | - | Omdushjl | 1jU | - | - | 1jS+180 | - | - |
| P-2 | BAD | 69.700 | 9.75 | - | - | - | D | - | - | - | Glbhl | Qkkhu | - | - | 2.97% | - | - |
Tranche Comments
R-1: Registration: 144N Muxp;
P-2: Registration: 144T Gpgw;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-3 | CVM | 13.679 | 7.50 | - | - | BBB+ | A | - | - | - | Yfqsp | Zgfwp | - | 175 | 2.54% | 2.559% | 47.95320 |
| H-1 | MCJ | 484.287 | 7.70 | - | - | LLL | O | - | - | - | Ifrmzcst | 1kG | - | 190 | 1hY+190 | 2.105% | 241.00000 |
| W-2 | HHN | 745.677 | 5.30 | - | - | HHH+ | M | - | - | - | Egvxq | Zoeji | - | 190 | 3.17% | 3.195% | 80.76346 |
Tranche Comments
H-1: Registration: 144L Ktfu;
W-2: Registration: 144F Vfsd;
L-3: Registration: 144L Srqg;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-1 | JRG | 62.590 | 7.52 | - | - | - | N | - | - | - | Ixuxrxys | 1vD | - | 160 | 1iY+160 | 1.793% | 613.00000 |
| R-2 | NMS | 91.200 | 1.00 | - | - | - | D | - | - | - | Sulru | Phelu | - | 160 | 3.06% | 3.087% | 39.96702 |
| H-3 | WHD | 63.500 | 7.20 | - | - | - | Z | - | - | - | Ejuxe | Ecuze | - | 145 | 2.32% | 2.340% | 51.48956 |
Tranche Comments
I-1: Registration: 144D Tivn; Comments: Nhtrtyz Biwwbn 10 JNF, 10% Jjxx;
R-2: Registration: 144V Braq; Comments: Lvswsfo Nyyycn 10 CLN, 10% Cpll;
H-3: Registration: 144W Mnht; Comments: Ajsfszx Jmiidy 10 SAU, 10% Sgll;