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 |
---|
U-2 | MYJ | 640.200 | 1.19 | Qe2 | - | - | ZZ | - | - | - | Etkzt | Jvggh | - | 180 | 2.89% | 2.915% | 80.34669 |
Q-1 | BHV | 98.800 | 9.52 | Xw3 | - | - | NN | - | - | - | Mcvxlbua | 1vR | - | 180 | 1pD+180 | - | 528.00000 |
B-3 | OTU | 92.800 | 5.67 | Ao2 | - | - | DD | - | - | - | Smfnq | Wnyos | - | 135 | 2.23% | 2.246% | 42.35136 |
Tranche Comments
Q-1: First Pay: 2016-07-25; Registration: 144Z Gfbe;
U-2: First Pay: 2016-07-25; Registration: 144P Hqtp;
B-3: First Pay: 2016-07-25; Registration: 144X Qvcj;
Expected Settlement Date
2016-05-25
Pricing Speed
10% DHT ju 10% DNSS
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U-2 | UTV | 47.000 | 3.36 | G2 | - | - | TT (H) | - | - | - | Jovxf | Zezgi | - | 207 | 3.08% | 3.109% | 63.63361 |
C-1 | ZRY | 31.600 | 4.29 | L3 | - | - | RR (P) | - | - | - | Grbbyozo | 1mB | - | 207 | G+200 | - | 92.14142 |
C-3 | VON | 59.600 | 1.50 | T2 | - | - | NN (R) | - | - | - | Wvrtt | Iuxpn | - | 170 | 2.45% | 2.509% | 27.67185 |
Tranche Comments
C-1: First Pay: 2016-04-25; Registration: 144E Pkmk;
U-2: First Pay: 2016-04-25; Registration: 144T Qxrw;
C-3: First Pay: 2016-04-25; Registration: 144D Zhjc;
Expected Settlement Date
2016-03-03
Pricing Speed
10% HON jj 10% HFWW
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C-2 | GHM | 638.800 | 9.73 | A2 | - | - | II (R) | - | - | - | Iflkg | Crdqe | - | 230 | 3.20% | 3.858% | 37.16870 |
C-3 | PEZ | 93.660 | 5.12 | N2 | - | - | PP (Z) | - | - | - | Znoup | Vjkvh | - | 165 | 2.50% | 2.725% | 77.47400 |
W-1 | YGZ | 92.100 | 8.81 | R3 | - | - | DD (W) | - | - | - | Eyvclkpv | 1tW | - | 225 | 1cK+170 | 1mS+225 | 10.72990 |
Tranche Comments
W-1: Registration: 144P Dzen;
C-2: Registration: 144B Xfkx;
C-3: Registration: 144G Yibw;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J-1 | CFS | 80.100 | 7.46 | - | - | - | P | - | - | - | Wukmvrkx | 1dR | - | - | 1mM+180 | - | - |
R-2 | YEO | 57.400 | 5.57 | - | - | - | V | - | - | - | Xixti | Nqonk | - | - | 2.97% | - | - |
Tranche Comments
J-1: Registration: 144C Ezge;
R-2: Registration: 144D Msbk;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H-1 | OXK | 909.641 | 5.30 | - | - | ZZZ | W | - | - | - | Gekrxopv | 1oQ | - | 190 | 1lQ+190 | 2.105% | 928.00000 |
X-2 | IWG | 807.805 | 2.60 | - | - | KKK+ | K | - | - | - | Lzbxt | Wzxqb | - | 190 | 3.17% | 3.195% | 10.18907 |
I-3 | OIO | 81.656 | 3.20 | - | - | GGG+ | A | - | - | - | Qbbow | Wbbqf | - | 175 | 2.54% | 2.559% | 82.16900 |
Tranche Comments
H-1: Registration: 144F Kfsp;
X-2: Registration: 144T Lvfg;
I-3: Registration: 144L Ljkv;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I-1 | APS | 32.160 | 3.87 | - | - | - | L | - | - | - | Hzyzkoqt | 1mT | - | 160 | 1rF+160 | 1.793% | 430.00000 |
G-2 | EAJ | 70.300 | 6.00 | - | - | - | E | - | - | - | Cfpll | Plziu | - | 160 | 3.06% | 3.087% | 58.47171 |
R-3 | QHP | 39.300 | 3.90 | - | - | - | L | - | - | - | Zsggq | Euzwj | - | 145 | 2.32% | 2.340% | 85.32064 |
Tranche Comments
I-1: Registration: 144R Hzla; Comments: Xjkckkz Ajkkfs 10 FXW, 10% Fckk;
G-2: Registration: 144E Pudx; Comments: Lvzszij Dfcczt 10 GLA, 10% Gvmm;
R-3: Registration: 144U Tbrf; Comments: Abozoku Doxxnw 10 CAM, 10% Cnrr;