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 |
---|
K-1 | OJL | 35.700 | 7.45 | Ni3 | - | - | VV | - | - | - | Awsqcfez | 1nT | - | 180 | 1wJ+180 | - | 733.00000 |
Z-3 | GFV | 29.100 | 2.66 | Ii2 | - | - | PP | - | - | - | Tbtrv | Sowbq | - | 135 | 2.23% | 2.246% | 90.61151 |
U-2 | QQJ | 768.800 | 3.23 | Uu2 | - | - | EE | - | - | - | Cqqsw | Clqak | - | 180 | 2.89% | 2.915% | 80.44027 |
Tranche Comments
K-1: First Pay: 2016-07-25; Registration: 144U Ikmx;
U-2: First Pay: 2016-07-25; Registration: 144J Jqvh;
Z-3: First Pay: 2016-07-25; Registration: 144M Bzkc;
Expected Settlement Date
2016-05-25
Pricing Speed
10% DME rf 10% DAPP
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I-2 | ATS | 90.000 | 8.29 | B2 | - | - | BB (R) | - | - | - | Jmzum | Mwbra | - | 207 | 3.08% | 3.109% | 97.65186 |
F-1 | CPP | 68.800 | 8.88 | M3 | - | - | EE (O) | - | - | - | Ydfpwkyf | 1uA | - | 207 | L+200 | - | 39.29974 |
C-3 | QTI | 34.400 | 3.44 | H2 | - | - | CC (T) | - | - | - | Cykuz | Vlxuq | - | 170 | 2.45% | 2.509% | 70.13547 |
Tranche Comments
F-1: First Pay: 2016-04-25; Registration: 144H Bijr;
I-2: First Pay: 2016-04-25; Registration: 144M Qqom;
C-3: First Pay: 2016-04-25; Registration: 144Y Dvma;
Expected Settlement Date
2016-03-03
Pricing Speed
10% GBJ yf 10% GRJJ
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | CTR | 89.800 | 8.70 | G3 | - | - | SS (J) | - | - | - | Hcwxxznb | 1pI | - | 225 | 1nN+170 | 1bN+225 | 22.42230 |
H-2 | XRH | 120.380 | 2.81 | A2 | - | - | RR (L) | - | - | - | Tzcwz | Jbugc | - | 230 | 3.20% | 3.858% | 93.21570 |
Z-3 | ZOV | 60.210 | 5.96 | C2 | - | - | DD (C) | - | - | - | Dmtzi | Dgaxj | - | 165 | 2.50% | 2.725% | 86.23900 |
Tranche Comments
A-1: Registration: 144Z Zkzb;
H-2: Registration: 144V Arng;
Z-3: Registration: 144I Icng;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S-1 | MVT | 43.400 | 9.50 | - | - | - | C | - | - | - | Ykhoevye | 1wY | - | - | 1qA+180 | - | - |
Y-2 | EFR | 75.200 | 3.63 | - | - | - | L | - | - | - | Cimur | Crtxc | - | - | 2.97% | - | - |
Tranche Comments
S-1: Registration: 144L Tnmm;
Y-2: Registration: 144L Jfie;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D-2 | MBP | 149.174 | 8.50 | - | - | PPP+ | L | - | - | - | Frgcb | Wnojo | - | 190 | 3.17% | 3.195% | 30.27817 |
F-1 | YSS | 239.788 | 9.90 | - | - | HHH | W | - | - | - | Grvvmsub | 1dQ | - | 190 | 1uN+190 | 2.105% | 665.00000 |
H-3 | KQD | 12.962 | 5.40 | - | - | QQQ+ | E | - | - | - | Kbuxh | Wklze | - | 175 | 2.54% | 2.559% | 14.38867 |
Tranche Comments
F-1: Registration: 144A Qdpk;
D-2: Registration: 144M Haci;
H-3: Registration: 144R Suer;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C-2 | ZGH | 72.900 | 5.00 | - | - | - | Q | - | - | - | Timoq | Nilkl | - | 160 | 3.06% | 3.087% | 21.26874 |
U-1 | BSZ | 41.570 | 5.89 | - | - | - | D | - | - | - | Usjfkymc | 1nP | - | 160 | 1eQ+160 | 1.793% | 663.00000 |
Z-3 | XUZ | 28.400 | 3.30 | - | - | - | Q | - | - | - | Rhfmi | Ocdyu | - | 145 | 2.32% | 2.340% | 38.14646 |
Tranche Comments
U-1: Registration: 144F Pccm; Comments: Ehoyozi Aqqqvs 10 NEO, 10% Nwpp;
C-2: Registration: 144Q Cxha; Comments: Wxkikhw Loyyyt 10 EWH, 10% Etss;
Z-3: Registration: 144U Sjqg; Comments: Xhoxoro Gtttik 10 ZXV, 10% Zkxx;