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 |
---|
T-3 | PQD | 86.400 | 6.12 | Da2 | - | - | MM | - | - | - | Kwpfo | Jtrzl | - | 135 | 2.23% | 2.246% | 48.51946 |
V-1 | URM | 28.900 | 4.36 | Fe3 | - | - | AA | - | - | - | Wffycbmw | 1aY | - | 180 | 1aJ+180 | - | 394.00000 |
D-2 | POV | 904.300 | 8.56 | Ia2 | - | - | II | - | - | - | Lqoiu | Lqico | - | 180 | 2.89% | 2.915% | 12.25507 |
Tranche Comments
V-1: First Pay: 2016-07-25; Registration: 144N Ngfc;
D-2: First Pay: 2016-07-25; Registration: 144Z Yekn;
T-3: First Pay: 2016-07-25; Registration: 144E Rcil;
Expected Settlement Date
2016-05-25
Pricing Speed
10% BMN fn 10% BTTT
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I-2 | HXE | 69.000 | 3.34 | I2 | - | - | DD (U) | - | - | - | Xlopp | Uugdj | - | 207 | 3.08% | 3.109% | 48.92581 |
C-3 | LWK | 49.700 | 4.56 | K2 | - | - | NN (B) | - | - | - | Jlhfo | Mfocd | - | 170 | 2.45% | 2.509% | 70.96372 |
L-1 | ZBB | 58.500 | 9.76 | Y3 | - | - | FF (I) | - | - | - | Vkespvtd | 1qR | - | 207 | X+200 | - | 56.42655 |
Tranche Comments
L-1: First Pay: 2016-04-25; Registration: 144R Cmvs;
I-2: First Pay: 2016-04-25; Registration: 144W Neoi;
C-3: First Pay: 2016-04-25; Registration: 144W Wekc;
Expected Settlement Date
2016-03-03
Pricing Speed
10% IWD zz 10% IRXX
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I-2 | RGZ | 930.870 | 6.68 | X2 | - | - | YY (V) | - | - | - | Hixml | Tbrgc | - | 230 | 3.20% | 3.858% | 71.37120 |
F-1 | HKI | 75.300 | 5.62 | Q3 | - | - | MM (W) | - | - | - | Aomfqror | 1zX | - | 225 | 1dM+170 | 1rF+225 | 55.14020 |
R-3 | ILQ | 92.350 | 7.88 | X2 | - | - | RR (E) | - | - | - | Awktw | Hrbhg | - | 165 | 2.50% | 2.725% | 72.74600 |
Tranche Comments
F-1: Registration: 144V Nrmx;
I-2: Registration: 144J Lfsh;
R-3: Registration: 144K Cbzj;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J-1 | KWQ | 80.700 | 7.76 | - | - | - | O | - | - | - | Ajuqjfpl | 1aL | - | - | 1bS+180 | - | - |
C-2 | ZMP | 36.500 | 7.36 | - | - | - | Y | - | - | - | Tgyyj | Vcxac | - | - | 2.97% | - | - |
Tranche Comments
J-1: Registration: 144N Jclk;
C-2: Registration: 144P Qnfg;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y-1 | FHP | 273.634 | 8.10 | - | - | CCC | A | - | - | - | Vrewhvdx | 1sW | - | 190 | 1jK+190 | 2.105% | 196.00000 |
I-2 | WHQ | 623.371 | 8.20 | - | - | VVV+ | E | - | - | - | Kllmk | Ehles | - | 190 | 3.17% | 3.195% | 66.60122 |
I-3 | VQQ | 52.781 | 4.10 | - | - | ZZZ+ | O | - | - | - | Jrbes | Weqyt | - | 175 | 2.54% | 2.559% | 92.21010 |
Tranche Comments
Y-1: Registration: 144T Gaoi;
I-2: Registration: 144V Gebc;
I-3: Registration: 144Y Sabs;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V-1 | GSW | 32.180 | 1.27 | - | - | - | P | - | - | - | Dkkkuvqc | 1kH | - | 160 | 1xD+160 | 1.793% | 642.00000 |
F-2 | NES | 42.500 | 5.00 | - | - | - | C | - | - | - | Vgvrw | Ncejz | - | 160 | 3.06% | 3.087% | 20.11917 |
Z-3 | IRL | 70.300 | 7.90 | - | - | - | V | - | - | - | Jfnmd | Knazo | - | 145 | 2.32% | 2.340% | 58.42624 |
Tranche Comments
V-1: Registration: 144M Urbu; Comments: Hsmzmhg Zzbbbn 10 THK, 10% Txll;
F-2: Registration: 144Q Wcoz; Comments: Esqcqsf Gviizo 10 WEC, 10% Wgww;
Z-3: Registration: 144N Mxvo; Comments: Bvrvrxz Ogkkqb 10 CBO, 10% Cuee;