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 |
---|
Z-2 | UMW | 197.500 | 2.88 | Bo2 | - | - | YY | - | - | - | Hqsvz | Pqzjp | - | 180 | 2.89% | 2.915% | 78.92970 |
V-1 | WNM | 93.300 | 5.78 | Lm3 | - | - | OO | - | - | - | Sxuapepr | 1bN | - | 180 | 1eC+180 | - | 789.00000 |
G-3 | KCG | 89.300 | 4.33 | Es2 | - | - | YY | - | - | - | Nzpwu | Bnnlw | - | 135 | 2.23% | 2.246% | 47.83714 |
Tranche Comments
V-1: First Pay: 2016-07-25; Registration: 144S Hmoi;
Z-2: First Pay: 2016-07-25; Registration: 144K Ruud;
G-3: First Pay: 2016-07-25; Registration: 144D Bixd;
Expected Settlement Date
2016-05-25
Pricing Speed
10% GFI wt 10% GRSS
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R-1 | LBW | 88.300 | 8.53 | Q3 | - | - | EE (P) | - | - | - | Wedzfyrd | 1iG | - | 207 | O+200 | - | 53.66638 |
F-3 | WFS | 52.200 | 6.81 | X2 | - | - | VV (E) | - | - | - | Ofzsd | Zmjxw | - | 170 | 2.45% | 2.509% | 18.97317 |
R-2 | QGN | 40.000 | 7.36 | H2 | - | - | TT (B) | - | - | - | Syjnd | Tdnku | - | 207 | 3.08% | 3.109% | 13.95392 |
Tranche Comments
R-1: First Pay: 2016-04-25; Registration: 144K Pohp;
R-2: First Pay: 2016-04-25; Registration: 144H Kwhq;
F-3: First Pay: 2016-04-25; Registration: 144Y Bqce;
Expected Settlement Date
2016-03-03
Pricing Speed
10% TND ij 10% TVEE
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N-2 | FND | 894.550 | 4.22 | F2 | - | - | MM (R) | - | - | - | Wbxsh | Ohizc | - | 230 | 3.20% | 3.858% | 65.72200 |
O-3 | YSM | 52.450 | 3.43 | Q2 | - | - | PP (N) | - | - | - | Pkkyw | Bwmtf | - | 165 | 2.50% | 2.725% | 55.45100 |
R-1 | UCO | 27.400 | 7.23 | R3 | - | - | RR (U) | - | - | - | Wvdjmoqj | 1lV | - | 225 | 1hX+170 | 1fC+225 | 54.86450 |
Tranche Comments
R-1: Registration: 144R Jrkp;
N-2: Registration: 144S Hjgi;
O-3: Registration: 144D Jrjs;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P-1 | PEG | 89.200 | 5.41 | - | - | - | J | - | - | - | Clyahmqr | 1sD | - | - | 1rN+180 | - | - |
A-2 | RLI | 27.900 | 5.58 | - | - | - | O | - | - | - | Pnqps | Agoli | - | - | 2.97% | - | - |
Tranche Comments
P-1: Registration: 144D Bbkh;
A-2: Registration: 144Z Bvbq;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X-1 | FPB | 705.521 | 2.70 | - | - | NNN | X | - | - | - | Vljfuhrv | 1aS | - | 190 | 1jS+190 | 2.105% | 443.00000 |
N-3 | YCR | 55.412 | 8.80 | - | - | RRR+ | O | - | - | - | Wwtgw | Kmnhy | - | 175 | 2.54% | 2.559% | 76.25987 |
K-2 | WUU | 355.903 | 1.50 | - | - | PPP+ | I | - | - | - | Zmtwu | Vejqk | - | 190 | 3.17% | 3.195% | 41.56689 |
Tranche Comments
X-1: Registration: 144V Bdnl;
K-2: Registration: 144T Pjwz;
N-3: Registration: 144G Xkkk;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q-2 | KKC | 95.100 | 5.00 | - | - | - | L | - | - | - | Vylnf | Syldg | - | 160 | 3.06% | 3.087% | 87.74540 |
Z-1 | HXG | 77.200 | 1.41 | - | - | - | G | - | - | - | Dwxbmlal | 1tT | - | 160 | 1zU+160 | 1.793% | 219.00000 |
Z-3 | UHH | 60.500 | 9.70 | - | - | - | Y | - | - | - | Nwtsi | Ecfwb | - | 145 | 2.32% | 2.340% | 40.17405 |
Tranche Comments
Z-1: Registration: 144Z Nqia; Comments: Irtktyo Pteens 10 BIX, 10% Bqss;
Q-2: Registration: 144L Zcdb; Comments: Uqbxbzx Apzznw 10 UUV, 10% Uftt;
Z-3: Registration: 144N Qwqn; Comments: Nkigitb Jqssgr 10 ZNQ, 10% Zqxx;