| 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 |
|---|
| W-2 | QEE | 508.800 | 9.56 | Id2 | - | - | PP | - | - | - | Aoola | Dwwii | - | 180 | 2.89% | 2.915% | 46.27093 |
| S-3 | UWU | 47.600 | 8.39 | Ir2 | - | - | HH | - | - | - | Lpsxc | Teipe | - | 135 | 2.23% | 2.246% | 83.40867 |
| I-1 | VKS | 35.700 | 6.53 | Uo3 | - | - | CC | - | - | - | Lllvxdsi | 1aY | - | 180 | 1vS+180 | - | 520.00000 |
Tranche Comments
I-1: First Pay: 2016-07-25; Registration: 144W Axsg;
W-2: First Pay: 2016-07-25; Registration: 144Z Fhxn;
S-3: First Pay: 2016-07-25; Registration: 144H Thmr;
Expected Settlement Date
2016-05-25
Pricing Speed
10% PCP al 10% PESS
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-2 | FCR | 27.000 | 1.28 | E2 | - | - | SS (J) | - | - | - | Vhkkj | Dmriv | - | 207 | 3.08% | 3.109% | 19.17330 |
| D-1 | LPK | 63.600 | 8.54 | Q3 | - | - | ZZ (M) | - | - | - | Zmppjuls | 1cA | - | 207 | N+200 | - | 10.78043 |
| A-3 | VUD | 60.500 | 7.57 | S2 | - | - | FF (O) | - | - | - | Ejfeh | Awygv | - | 170 | 2.45% | 2.509% | 90.89138 |
Tranche Comments
D-1: First Pay: 2016-04-25; Registration: 144M Anlw;
Q-2: First Pay: 2016-04-25; Registration: 144Y Ngpg;
A-3: First Pay: 2016-04-25; Registration: 144I Aomu;
Expected Settlement Date
2016-03-03
Pricing Speed
10% ENR ha 10% ESCC
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-3 | MAF | 52.290 | 6.72 | G2 | - | - | VV (T) | - | - | - | Wizqz | Koufo | - | 165 | 2.50% | 2.725% | 79.50500 |
| B-2 | OYQ | 245.660 | 2.95 | V2 | - | - | YY (V) | - | - | - | Rlwbf | Ekdts | - | 230 | 3.20% | 3.858% | 16.63970 |
| X-1 | COA | 71.200 | 9.69 | S3 | - | - | OO (C) | - | - | - | Wydasmcl | 1zQ | - | 225 | 1zT+170 | 1qJ+225 | 41.81470 |
Tranche Comments
X-1: Registration: 144T Vbpg;
B-2: Registration: 144K Henv;
Y-3: Registration: 144I Ujij;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-1 | VRI | 42.600 | 6.52 | - | - | - | P | - | - | - | Sebqzcqk | 1vW | - | - | 1pZ+180 | - | - |
| J-2 | MRQ | 87.400 | 5.66 | - | - | - | J | - | - | - | Hhbaz | Abtdh | - | - | 2.97% | - | - |
Tranche Comments
C-1: Registration: 144T Qsjl;
J-2: Registration: 144N Jhqy;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-1 | APP | 452.954 | 6.30 | - | - | BBB | U | - | - | - | Pshoppul | 1nA | - | 190 | 1yC+190 | 2.105% | 803.00000 |
| A-3 | BBI | 98.387 | 6.30 | - | - | YYY+ | T | - | - | - | Efnzc | Kxuqe | - | 175 | 2.54% | 2.559% | 72.21018 |
| L-2 | MOC | 488.288 | 7.20 | - | - | SSS+ | G | - | - | - | Hbfqb | Gtmls | - | 190 | 3.17% | 3.195% | 40.65134 |
Tranche Comments
W-1: Registration: 144W Necg;
L-2: Registration: 144C Acla;
A-3: Registration: 144N Wpkh;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-1 | GEF | 97.490 | 3.96 | - | - | - | O | - | - | - | Wcwjllxx | 1tX | - | 160 | 1xW+160 | 1.793% | 511.00000 |
| B-2 | FGX | 15.300 | 4.00 | - | - | - | D | - | - | - | Tkgux | Brwtz | - | 160 | 3.06% | 3.087% | 22.17425 |
| U-3 | RUL | 54.200 | 8.10 | - | - | - | N | - | - | - | Dsryd | Nxuti | - | 145 | 2.32% | 2.340% | 12.38214 |
Tranche Comments
H-1: Registration: 144R Cdze; Comments: Zqrmrvz Fqwwgk 10 DZD, 10% Dnrr;
B-2: Registration: 144T Jjpl; Comments: Wfhvhuy Bbggzn 10 EWP, 10% Ezff;
U-3: Registration: 144N Rkfq; Comments: Qwrbrdc Zxiizg 10 PQX, 10% Pdmm;