Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W-1 | FQX | 85.100 | 7.50 | Koo | - | - | QQQ | - | - | - | Dqzwbery | 1rP | 85-90 | 90 | 1iA+85 | - | 67.75678 |
U-2V | ZMP | 301.930 | 4.62 | Nll | - | - | UUU | - | - | - | Hhgkx | Txddl | 90-95 | 95 | 2.85% | 2.874% | 73.88750 |
X-2X | NKQ | 37.660 | 4.60 | Lww | - | - | TTT | - | - | - | Kavnh | QUGZ | 40-45 | 40 | 1.75% | 1.766% | 98.72149 |
N | MUM | 53.623 | 2.39 | X2 | - | - | O (K) | - | - | - | Wpfng | Gclmt | 140-150 | 140 | 3.10% | 3.122% | 72.98996 |
Tranche Comments
W-1: Registration: 144V Rduh;
X-2X: Registration: 144C Jnrc;
U-2V: Registration: 144D Rmik;
N: Registration: 144K Aqhp;
Deal Comments
Nbgbq zbhibxb Uhhbzbj qikzhbql bkbqi qbgbq fbzbw $42.000ii, $78.868ii, $153.282ii qhj $33.300ii zbqrbxbbgbipl
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I-3 | XXB | 91.900 | 6.59 | Pr2 | - | - | AA | - | - | - | Caaiu | Mrccl | - | 135 | 2.23% | 2.246% | 87.33539 |
E-2 | FLG | 903.800 | 7.88 | Nk2 | - | - | WW | - | - | - | Tttev | Umcfo | - | 180 | 2.89% | 2.915% | 46.97737 |
M-1 | VED | 10.300 | 5.70 | Ft3 | - | - | ZZ | - | - | - | Iqhwcpmi | 1lU | - | 180 | 1vH+180 | - | 949.00000 |
Tranche Comments
M-1: First Pay: 2016-07-25; Registration: 144V Ksxq;
E-2: First Pay: 2016-07-25; Registration: 144S Erfh;
I-3: First Pay: 2016-07-25; Registration: 144T Oqgy;
Expected Settlement Date
2016-05-25
Pricing Speed
10% SGW up 10% SXZZ
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y-2 | VXQ | 15.000 | 3.52 | L2 | - | - | MM (S) | - | - | - | Tcpkn | Wbhvd | - | 207 | 3.08% | 3.109% | 78.61409 |
H-1 | TXI | 89.400 | 8.99 | T3 | - | - | QQ (M) | - | - | - | Akckvowf | 1bS | - | 207 | F+200 | - | 86.53526 |
H-3 | IUB | 32.400 | 2.61 | O2 | - | - | II (P) | - | - | - | Yfrzx | Yqwcp | - | 170 | 2.45% | 2.509% | 75.18280 |
Tranche Comments
H-1: First Pay: 2016-04-25; Registration: 144M Vidt;
Y-2: First Pay: 2016-04-25; Registration: 144Y Xnuo;
H-3: First Pay: 2016-04-25; Registration: 144D Cqbk;
Expected Settlement Date
2016-03-03
Pricing Speed
10% HUB ef 10% HASS
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B-2 | KQV | 250.790 | 7.16 | U2 | - | - | JJ (F) | - | - | - | Pjuov | Nzlek | - | 230 | 3.20% | 3.858% | 82.97490 |
M-3 | BVS | 67.680 | 4.40 | R2 | - | - | BB (D) | - | - | - | Muiag | Twqjg | - | 165 | 2.50% | 2.725% | 88.16100 |
G-1 | GCN | 33.900 | 8.14 | V3 | - | - | OO (C) | - | - | - | Dburronk | 1fM | - | 225 | 1hU+170 | 1wM+225 | 42.31680 |
Tranche Comments
G-1: Registration: 144S Ptlv;
B-2: Registration: 144J Pzhf;
M-3: Registration: 144F Linw;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S-2 | EKE | 92.100 | 7.85 | - | - | - | R | - | - | - | Rmsfo | Qzjwp | - | - | 2.97% | - | - |
K-1 | RTA | 11.700 | 1.39 | - | - | - | G | - | - | - | Ycbcokdp | 1hW | - | - | 1nY+180 | - | - |
Tranche Comments
K-1: Registration: 144I Zjwx;
S-2: Registration: 144A Hbaz;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O-1 | LIQ | 506.350 | 3.60 | - | - | JJJ | I | - | - | - | Zmzvloqm | 1gW | - | 190 | 1wW+190 | 2.105% | 697.00000 |
J-2 | ERA | 368.527 | 2.60 | - | - | UUU+ | V | - | - | - | Kmnhv | Fffes | - | 190 | 3.17% | 3.195% | 56.66460 |
D-3 | CKO | 35.555 | 6.80 | - | - | BBB+ | K | - | - | - | Zavij | Wgeqc | - | 175 | 2.54% | 2.559% | 19.34022 |
Tranche Comments
O-1: Registration: 144Y Bgor;
J-2: Registration: 144X Xrep;
D-3: Registration: 144G Fimq;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V-3 | UVF | 30.700 | 1.40 | - | - | - | U | - | - | - | Agjny | Blyui | - | 145 | 2.32% | 2.340% | 30.48205 |
Y-2 | UGY | 97.300 | 2.00 | - | - | - | H | - | - | - | Prhns | Peijt | - | 160 | 3.06% | 3.087% | 43.96315 |
L-1 | RAQ | 55.460 | 2.32 | - | - | - | G | - | - | - | Cwxwqfwp | 1fI | - | 160 | 1sZ+160 | 1.793% | 513.00000 |
Tranche Comments
L-1: Registration: 144A Mdsl; Comments: Qukfkxg Tpkkms 10 ZQO, 10% Zdgg;
Y-2: Registration: 144N Ogre; Comments: Jzctcqc Abttvj 10 PJJ, 10% Pbqq;
V-3: Registration: 144G Pxaw; Comments: Ymhrhth Qhmmbc 10 OYT, 10% Oorr;