| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-1 | GCA | 14.300 | 5.80 | Kcc | - | - | FFF | - | - | - | Wjmppwie | 1uK | 85-90 | 90 | 1bP+85 | - | 76.72262 |
| H-2H | ECH | 91.269 | 2.40 | Raa | - | - | UUU | - | - | - | Wabso | MPZZ | 40-45 | 40 | 1.75% | 1.766% | 17.67729 |
| T | FST | 66.764 | 3.65 | F2 | - | - | Z (G) | - | - | - | Tnvmg | Ptmpr | 140-150 | 140 | 3.10% | 3.122% | 95.43516 |
| R-2X | ITX | 369.440 | 4.34 | Www | - | - | CCC | - | - | - | Pvmac | Dozcr | 90-95 | 95 | 2.85% | 2.874% | 70.26050 |
Tranche Comments
G-1: Registration: 144D Usgc;
H-2H: Registration: 144R Gzhy;
R-2X: Registration: 144T Wnet;
T: Registration: 144P Tnox;
Deal Comments
Najfj gfzlfhe Dzzfgfk tjfajeji efetl jajfj cfgfd $42.000jj, $78.868jj, $153.282jj tjk $33.300jj gfjafheaxflii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-3 | CPC | 23.700 | 5.49 | Ng2 | - | - | BB | - | - | - | Xkktq | Gfkkj | - | 135 | 2.23% | 2.246% | 22.19393 |
| V-1 | UCC | 50.600 | 3.83 | Hi3 | - | - | TT | - | - | - | Askjqjer | 1gJ | - | 180 | 1pN+180 | - | 354.00000 |
| J-2 | PFF | 263.800 | 4.84 | Sn2 | - | - | MM | - | - | - | Xgvwr | Ebhfx | - | 180 | 2.89% | 2.915% | 38.68257 |
Tranche Comments
V-1: First Pay: 2016-07-25; Registration: 144N Svci;
J-2: First Pay: 2016-07-25; Registration: 144L Lmjq;
R-3: First Pay: 2016-07-25; Registration: 144A Jmjr;
Expected Settlement Date
2016-05-25
Pricing Speed
10% IKM vu 10% IMPP
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-1 | CIZ | 12.700 | 7.48 | F3 | - | - | JJ (G) | - | - | - | Gjxcpdpa | 1vJ | - | 207 | G+200 | - | 32.43850 |
| O-3 | LWR | 44.900 | 3.97 | G2 | - | - | KK (G) | - | - | - | Jomqm | Abipe | - | 170 | 2.45% | 2.509% | 13.86878 |
| V-2 | LSW | 17.000 | 7.58 | A2 | - | - | CC (W) | - | - | - | Gkrur | Ytnmd | - | 207 | 3.08% | 3.109% | 55.66922 |
Tranche Comments
X-1: First Pay: 2016-04-25; Registration: 144N Fooc;
V-2: First Pay: 2016-04-25; Registration: 144R Jxnp;
O-3: First Pay: 2016-04-25; Registration: 144E Baeh;
Expected Settlement Date
2016-03-03
Pricing Speed
10% CSO vb 10% CXBB
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-1 | OFH | 46.100 | 3.36 | J3 | - | - | VV (A) | - | - | - | Twrkcakf | 1oV | - | 225 | 1hC+170 | 1sH+225 | 11.76660 |
| E-3 | VMY | 95.560 | 5.18 | S2 | - | - | YY (S) | - | - | - | Pqvhs | Etajd | - | 165 | 2.50% | 2.725% | 48.66600 |
| C-2 | KQF | 986.180 | 2.57 | E2 | - | - | YY (I) | - | - | - | Xzwer | Iyljm | - | 230 | 3.20% | 3.858% | 66.20660 |
Tranche Comments
G-1: Registration: 144E Mzft;
C-2: Registration: 144J Zrhr;
E-3: Registration: 144G Qral;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-2 | XJY | 13.400 | 6.71 | - | - | - | C | - | - | - | Tiqxr | Lcwht | - | - | 2.97% | - | - |
| O-1 | AOD | 86.500 | 8.42 | - | - | - | D | - | - | - | Drvpqahb | 1fD | - | - | 1hI+180 | - | - |
Tranche Comments
O-1: Registration: 144Z Ohcp;
C-2: Registration: 144S Dekf;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-3 | BNY | 56.487 | 3.90 | - | - | RRR+ | T | - | - | - | Vmcrr | Obcnk | - | 175 | 2.54% | 2.559% | 65.60921 |
| L-2 | CUV | 436.768 | 4.90 | - | - | ZZZ+ | E | - | - | - | Pvcjb | Ahrvl | - | 190 | 3.17% | 3.195% | 54.36640 |
| A-1 | HCQ | 700.555 | 7.50 | - | - | VVV | T | - | - | - | Srckytsm | 1jG | - | 190 | 1iC+190 | 2.105% | 743.00000 |
Tranche Comments
A-1: Registration: 144R Bqkc;
L-2: Registration: 144S Ombp;
J-3: Registration: 144P Abio;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-1 | APG | 17.340 | 6.17 | - | - | - | X | - | - | - | Kdyumkch | 1tZ | - | 160 | 1pW+160 | 1.793% | 694.00000 |
| I-2 | BQP | 27.900 | 7.00 | - | - | - | E | - | - | - | Zfcvj | Yjbdm | - | 160 | 3.06% | 3.087% | 83.38162 |
| B-3 | MCM | 28.200 | 1.90 | - | - | - | T | - | - | - | Ragkx | Gfkzv | - | 145 | 2.32% | 2.340% | 73.91087 |
Tranche Comments
Z-1: Registration: 144D Jpzi; Comments: Oyjzjhv Zqoooc 10 WOF, 10% Wpbb;
I-2: Registration: 144Y Upjv; Comments: Ozhghtj Vzggoc 10 SOX, 10% Sfvv;
B-3: Registration: 144R Eaka; Comments: Wksjsjw Nsvvgx 10 IWF, 10% Imbb;