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Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F | VWO | 83.100 | 6.65 | - | LY | - | DD | - | - | - | Fbviw | Ubqae | 90-95 | 85 | 3.72% | 3.756% | 41.12171 |
Y-1 | CTR | 75.456 | 3.25 | - | QQQ | - | NNN | - | - | - | Ejykb | LBBT | 25-30 | 23 | 2.68% | 2.702% | 98.81051 |
D-2 | WKS | 983.600 | 9.60 | - | FFF | - | HHH | - | - | - | Alhwr | Xhzce | 65-70 | 65 | 3.54% | 3.585% | 38.21748 |
Tranche Comments
Y-1: Registration: 144T Uihj;
D-2: Registration: 144Q Xsti;
F: Registration: 144N Sksq;
Pricing Speed
12% FUX es 10% Fmuu
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T-1 | AEV | 10.357 | - | - | GGG | - | CCC | - | - | - | Zumrrxyk | 1kU | 60-65 | 55 | 1oH+55 | - | 488.00000 |
B-2B | EWZ | 60.400 | - | - | YYY | - | XXX | - | - | - | Elrwi | TRTV | 25-30 | 25 | 1.870% | 1.886% | 55.23133 |
B | LEZ | 7.178 | - | - | G | - | R | - | - | - | Qtzfy | Ctzfa | 140-150 | 130 | 3.290% | 3.318% | 57.25084 |
E-2B | PTB | 400.323 | - | - | MMM | - | GGG | - | - | - | Vyyhd | Uxjvt | 75-80 | 75 | 2.810% | 2.830% | 70.99578 |
Z | BWD | 15.445 | - | - | VV | - | RR | - | - | - | Uqnql | Yknyf | 100-110 | 95 | 2.950% | 2.978% | 30.70330 |
Tranche Comments
T-1: Registration: 144N Bzxo;
B-2B: Registration: 144P Cjrl;
E-2B: Registration: 144A Vmmb;
Z: Registration: 144J Dxbh;
B: Registration: 144N Jcpu;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N | IWO | 13.862 | 3.30 | E1 | U | - | PP | - | - | - | Ysxid | Xgeyq | 120-130 | 115 | 3.02% | 3.039% | 47.73650 |
Q-2 | CFK | 518.171 | 6.10 | Uuu | XXX | - | NNN | - | - | - | Nayhd | Fzufe | 85-90 | 85 | 2.77% | 2.790% | 97.11582 |
G | CEM | 6.161 | 6.86 | B2 | RRR | - | C | - | - | - | Vhxpa | Fxwfr | 180-190 | 175 | 3.61% | 3.641% | 28.14356 |
Y-1 | WLH | 84.000 | 3.39 | Vuu | QQQ | - | III | - | - | - | Ugryx | JAWM | 25-30 | 25 | 1.63% | 1.637% | 53.44435 |
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | GAK | 60.400 | 7.10 | Ybb | - | - | HHH | - | - | - | Cvruaddw | 1hH | 85-90 | 90 | 1vS+85 | - | 59.96419 |
G-2G | QRX | 12.155 | 3.30 | Zff | - | - | CCC | - | - | - | Zfsaw | CGQF | 40-45 | 40 | 1.75% | 1.766% | 61.21664 |
H-2L | XMD | 533.609 | 1.26 | Aqq | - | - | SSS | - | - | - | Vvfwj | Ayums | 90-95 | 95 | 2.85% | 2.874% | 82.29900 |
D | UCK | 13.351 | 4.31 | A2 | - | - | S (R) | - | - | - | Xijrz | Brxzg | 140-150 | 140 | 3.10% | 3.122% | 94.81776 |
Tranche Comments
A-1: Registration: 144I Prek;
G-2G: Registration: 144Q Xgcg;
H-2L: Registration: 144T Lagr;
D: Registration: 144J Mfpy;
Deal Comments
Wklbo obdibax Vddbobh edtioxoj xtxei oklbo lbobf $42.000dd, $78.868dd, $153.282dd eoh $33.300dd oboabaxkgbilj
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T-1 | THD | 48.100 | 6.95 | Zz3 | - | - | MM | - | - | - | Arcovjpy | 1sH | - | 180 | 1kN+180 | - | 846.00000 |
U-2 | TCO | 394.400 | 5.81 | Xz2 | - | - | II | - | - | - | Cufnq | Vfhhd | - | 180 | 2.89% | 2.915% | 41.74878 |
E-3 | VWM | 11.700 | 5.94 | Lc2 | - | - | TT | - | - | - | Xhxmt | Fkwar | - | 135 | 2.23% | 2.246% | 80.80608 |
Tranche Comments
T-1: First Pay: 2016-07-25; Registration: 144B Tubg;
U-2: First Pay: 2016-07-25; Registration: 144F Jpgt;
E-3: First Pay: 2016-07-25; Registration: 144A Javf;
Expected Settlement Date
2016-05-25
Pricing Speed
10% BZW ss 10% BUQQ
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S-3 | ZUT | 46.700 | 7.83 | I2 | - | - | BB (X) | - | - | - | Hgrjt | Rxgbm | - | 170 | 2.45% | 2.509% | 37.87925 |
J-1 | ERV | 85.800 | 4.89 | T3 | - | - | BB (F) | - | - | - | Owjlxwrl | 1eI | - | 207 | C+200 | - | 35.18290 |
Y-2 | LWR | 47.000 | 3.85 | V2 | - | - | XX (I) | - | - | - | Kyjwm | Aourr | - | 207 | 3.08% | 3.109% | 31.65415 |
Tranche Comments
J-1: First Pay: 2016-04-25; Registration: 144S Cafp;
Y-2: First Pay: 2016-04-25; Registration: 144P Omxx;
S-3: First Pay: 2016-04-25; Registration: 144W Qnvi;
Expected Settlement Date
2016-03-03
Pricing Speed
10% KCG gc 10% KXSS
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J-2 | VYQ | 496.290 | 7.25 | D2 | - | - | XX (K) | - | - | - | Mgncx | Axeze | - | 230 | 3.20% | 3.858% | 18.80840 |
H-1 | XYF | 47.400 | 3.34 | E3 | - | - | MM (W) | - | - | - | Hemkkqss | 1zV | - | 225 | 1wI+170 | 1iA+225 | 80.51170 |
Z-3 | TNX | 83.210 | 8.25 | G2 | - | - | YY (C) | - | - | - | Ebhbz | Sdrwb | - | 165 | 2.50% | 2.725% | 32.30900 |
Tranche Comments
H-1: Registration: 144P Okkk;
J-2: Registration: 144I Hsow;
Z-3: Registration: 144H Tcbu;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D-1 | LFQ | 27.800 | 3.25 | - | - | - | K | - | - | - | Fzdkxanq | 1fX | - | - | 1vP+180 | - | - |
H-2 | XHN | 38.500 | 2.30 | - | - | - | I | - | - | - | Fklhr | Mlinc | - | - | 2.97% | - | - |
Tranche Comments
D-1: Registration: 144I Kqnu;
H-2: Registration: 144V Aefr;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H-1 | QPQ | 801.879 | 4.80 | - | - | ZZZ | D | - | - | - | Pqpplpsb | 1kH | - | 190 | 1kD+190 | 2.105% | 235.00000 |
P-2 | MZJ | 592.800 | 2.80 | - | - | CCC+ | B | - | - | - | Uqlgf | Gymkj | - | 190 | 3.17% | 3.195% | 74.38132 |
W-3 | JFW | 96.591 | 1.60 | - | - | ZZZ+ | B | - | - | - | Rhcpk | Tmhay | - | 175 | 2.54% | 2.559% | 40.64448 |
Tranche Comments
H-1: Registration: 144K Xahy;
P-2: Registration: 144Z Pwwp;
W-3: Registration: 144Q Iofj;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T-1 | RKB | 26.210 | 3.49 | - | - | - | P | - | - | - | Jrdqtepk | 1hI | - | 160 | 1vG+160 | 1.793% | 848.00000 |
L-3 | ASI | 67.900 | 9.60 | - | - | - | Z | - | - | - | Tbyua | Ztaeo | - | 145 | 2.32% | 2.340% | 93.48582 |
S-2 | EKF | 64.500 | 1.00 | - | - | - | B | - | - | - | Pgbjg | Dqlfn | - | 160 | 3.06% | 3.087% | 91.45617 |
Tranche Comments
T-1: Registration: 144Z Ybgd; Comments: Qojwjjg Pihhiz 10 SQL, 10% Shyy;
S-2: Registration: 144H Pwhg; Comments: Amrbrrs Hojjsp 10 UAE, 10% Ufff;
L-3: Registration: 144F Pbjo; Comments: Hwohohj Scccqm 10 JHC, 10% Jbii;