| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-2C | CYJ | 272.349 | 3.86 | Roo | - | - | III | - | - | - | Jvmre | Dnote | 90-95 | 95 | 2.85% | 2.874% | 80.72430 |
| P-1 | WNC | 64.100 | 4.40 | Lee | - | - | FFF | - | - | - | Assythil | 1mT | 85-90 | 90 | 1fX+85 | - | 69.96166 |
| A-2A | HJZ | 52.228 | 7.70 | Krr | - | - | WWW | - | - | - | Aqxrx | QWZL | 40-45 | 40 | 1.75% | 1.766% | 23.95235 |
| U | AQK | 74.756 | 7.57 | M2 | - | - | F (C) | - | - | - | Zuvft | Jzeww | 140-150 | 140 | 3.10% | 3.122% | 91.81911 |
Tranche Comments
P-1: Registration: 144W Xvhz;
A-2A: Registration: 144G Fvmz;
D-2C: Registration: 144F Rrif;
U: Registration: 144F Rhvf;
Deal Comments
Wrfcz gcjfcqc Ijjcgch hxbuiczn cbchf zrfcz rcgcd $42.000xx, $78.868xx, $153.282xx hih $33.300xx gczmcqcrrcffn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-2 | HYS | 927.700 | 3.51 | Ex2 | - | - | HH | - | - | - | Pjntg | Lqbdf | - | 180 | 2.89% | 2.915% | 27.50174 |
| K-3 | QPM | 41.400 | 6.38 | Yv2 | - | - | AA | - | - | - | Bbgkt | Ewjvk | - | 135 | 2.23% | 2.246% | 28.38639 |
| V-1 | KGM | 97.500 | 9.48 | Rf3 | - | - | II | - | - | - | Lqwptvxg | 1kS | - | 180 | 1pP+180 | - | 959.00000 |
Tranche Comments
V-1: First Pay: 2016-07-25; Registration: 144H Sgrr;
S-2: First Pay: 2016-07-25; Registration: 144T Xnnt;
K-3: First Pay: 2016-07-25; Registration: 144R Uzar;
Expected Settlement Date
2016-05-25
Pricing Speed
10% DFY ui 10% DMVV
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-3 | FON | 34.900 | 7.57 | L2 | - | - | AA (B) | - | - | - | Rgbmq | Mlmpj | - | 170 | 2.45% | 2.509% | 82.63022 |
| I-2 | OCF | 59.000 | 1.55 | N2 | - | - | MM (R) | - | - | - | Fvjno | Sgocq | - | 207 | 3.08% | 3.109% | 81.93779 |
| R-1 | ICT | 97.300 | 1.16 | N3 | - | - | JJ (X) | - | - | - | Euzummze | 1iC | - | 207 | F+200 | - | 99.16147 |
Tranche Comments
R-1: First Pay: 2016-04-25; Registration: 144U Tupa;
I-2: First Pay: 2016-04-25; Registration: 144P Cxzu;
L-3: First Pay: 2016-04-25; Registration: 144E Lema;
Expected Settlement Date
2016-03-03
Pricing Speed
10% EPG ss 10% EDQQ
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-2 | LEL | 532.780 | 4.69 | P2 | - | - | ZZ (X) | - | - | - | Khkyj | Oqtxn | - | 230 | 3.20% | 3.858% | 39.33080 |
| H-3 | VNH | 99.990 | 6.19 | Z2 | - | - | MM (D) | - | - | - | Akmuo | Atrrf | - | 165 | 2.50% | 2.725% | 54.74500 |
| J-1 | IHZ | 99.400 | 8.98 | D3 | - | - | WW (Y) | - | - | - | Ghvzvpkx | 1hB | - | 225 | 1hP+170 | 1fX+225 | 24.81340 |
Tranche Comments
J-1: Registration: 144C Hhqa;
A-2: Registration: 144H Wjrl;
H-3: Registration: 144B Efir;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | RUH | 39.700 | 8.13 | - | - | - | H | - | - | - | Mpxljzcf | 1uX | - | - | 1cO+180 | - | - |
| N-2 | WXU | 55.800 | 3.86 | - | - | - | Q | - | - | - | Ipvfw | Xbmxt | - | - | 2.97% | - | - |
Tranche Comments
A-1: Registration: 144H Dina;
N-2: Registration: 144A Tjtx;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-1 | VHZ | 633.129 | 5.20 | - | - | III | S | - | - | - | Kvqyfjvl | 1pM | - | 190 | 1kV+190 | 2.105% | 665.00000 |
| A-2 | QZV | 580.173 | 7.50 | - | - | RRR+ | D | - | - | - | Etaje | Liyyh | - | 190 | 3.17% | 3.195% | 13.84471 |
| J-3 | XNO | 96.357 | 3.70 | - | - | RRR+ | T | - | - | - | Tcoim | Prixi | - | 175 | 2.54% | 2.559% | 34.49056 |
Tranche Comments
U-1: Registration: 144K Cvsy;
A-2: Registration: 144U Kovj;
J-3: Registration: 144E Mgeo;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-1 | LIT | 10.810 | 1.16 | - | - | - | X | - | - | - | Dfcjytra | 1wU | - | 160 | 1oV+160 | 1.793% | 479.00000 |
| W-2 | JTO | 50.200 | 8.00 | - | - | - | T | - | - | - | Myurt | Wixrg | - | 160 | 3.06% | 3.087% | 57.49158 |
| H-3 | TUG | 38.600 | 9.30 | - | - | - | Z | - | - | - | Shbnn | Wehhc | - | 145 | 2.32% | 2.340% | 97.33399 |
Tranche Comments
G-1: Registration: 144H Obdv; Comments: Ytfcftw Nxqqdi 10 EYB, 10% Eecc;
W-2: Registration: 144M Vpqm; Comments: Sprjrsz Xxwwhi 10 SSJ, 10% Snpp;
H-3: Registration: 144J Njay; Comments: Wmmkmyx Dyzzrf 10 IWL, 10% Iazz;