| 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 |
|---|
| J-2 | AAI | 158.200 | 4.45 | Xc2 | - | - | YY | - | - | - | Tonpu | Okqwf | - | 180 | 2.89% | 2.915% | 36.38699 |
| V-1 | VBL | 12.700 | 2.95 | Iv3 | - | - | CC | - | - | - | Irfwoxow | 1rZ | - | 180 | 1tL+180 | - | 628.00000 |
| P-3 | EBN | 65.700 | 6.69 | Fr2 | - | - | MM | - | - | - | Wpuyj | Vrgpk | - | 135 | 2.23% | 2.246% | 38.37617 |
Tranche Comments
V-1: First Pay: 2016-07-25; Registration: 144F Sfbn;
J-2: First Pay: 2016-07-25; Registration: 144B Nuib;
P-3: First Pay: 2016-07-25; Registration: 144B Prxf;
Expected Settlement Date
2016-05-25
Pricing Speed
10% TXP gx 10% TSUU
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-1 | KVW | 69.700 | 2.99 | J3 | - | - | JJ (D) | - | - | - | Lefwtbup | 1vT | - | 207 | T+200 | - | 43.88041 |
| N-3 | ZHI | 40.600 | 4.36 | I2 | - | - | YY (S) | - | - | - | Rowsg | Ufyao | - | 170 | 2.45% | 2.509% | 71.46337 |
| B-2 | TAA | 42.000 | 6.57 | U2 | - | - | UU (P) | - | - | - | Wljpo | Rynxu | - | 207 | 3.08% | 3.109% | 65.81881 |
Tranche Comments
Q-1: First Pay: 2016-04-25; Registration: 144K Qwjg;
B-2: First Pay: 2016-04-25; Registration: 144I Yjjs;
N-3: First Pay: 2016-04-25; Registration: 144Z Uiiz;
Expected Settlement Date
2016-03-03
Pricing Speed
10% CBT cy 10% CEUU
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-1 | BVQ | 83.800 | 9.28 | S3 | - | - | UU (Z) | - | - | - | Eulvozuj | 1kL | - | 225 | 1hH+170 | 1tG+225 | 95.45180 |
| N-2 | XVM | 230.170 | 3.34 | Q2 | - | - | RR (U) | - | - | - | Ganbt | Lmvgw | - | 230 | 3.20% | 3.858% | 13.19120 |
| Y-3 | XAD | 23.450 | 1.96 | P2 | - | - | XX (H) | - | - | - | Fycbj | Tdurj | - | 165 | 2.50% | 2.725% | 69.24300 |
Tranche Comments
B-1: Registration: 144F Jmtd;
N-2: Registration: 144B Njfn;
Y-3: Registration: 144X Otop;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-1 | IXS | 26.500 | 6.20 | - | - | - | N | - | - | - | Lkkrvyea | 1tC | - | - | 1lF+180 | - | - |
| L-2 | GOI | 69.900 | 6.70 | - | - | - | K | - | - | - | Ngwye | Ytrgv | - | - | 2.97% | - | - |
Tranche Comments
P-1: Registration: 144I Jbts;
L-2: Registration: 144X Deaj;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-2 | QSB | 658.930 | 6.80 | - | - | GGG+ | R | - | - | - | Xuxye | Mzhey | - | 190 | 3.17% | 3.195% | 56.97090 |
| F-1 | CBV | 963.318 | 6.90 | - | - | JJJ | S | - | - | - | Bjzxhcqg | 1tK | - | 190 | 1eJ+190 | 2.105% | 469.00000 |
| F-3 | EWV | 12.597 | 6.60 | - | - | AAA+ | B | - | - | - | Wwznr | Xklgd | - | 175 | 2.54% | 2.559% | 45.83327 |
Tranche Comments
F-1: Registration: 144N Mrpn;
H-2: Registration: 144K Ejiz;
F-3: Registration: 144M Ngru;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-1 | TYU | 79.980 | 4.27 | - | - | - | V | - | - | - | Lrfhvvav | 1zD | - | 160 | 1sA+160 | 1.793% | 176.00000 |
| K-3 | TQP | 37.800 | 5.70 | - | - | - | L | - | - | - | Jkfvc | Fovoj | - | 145 | 2.32% | 2.340% | 60.41739 |
| O-2 | GOZ | 73.500 | 6.00 | - | - | - | Y | - | - | - | Njwgy | Belhs | - | 160 | 3.06% | 3.087% | 96.20099 |
Tranche Comments
Q-1: Registration: 144M Urfx; Comments: Torbruy Xxxxmz 10 CTH, 10% Cfll;
O-2: Registration: 144Y Npef; Comments: Jiozoxt Iiwwzm 10 NJL, 10% Neee;
K-3: Registration: 144K Mkln; Comments: Bxvzvch Zgmmhw 10 VBH, 10% Vhjj;