Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A1 | USD | 71.250 | 0.27 | - | A-1+ | - | R-1 H | - | - | - | - | - | - | - | 2.450% | 2.450% | 100.00000 |
A2 | USD | 97.850 | 1.00 | - | AAA | - | AAA | - | - | - | Fixed | EDSF | 25-27 | 26 | 2.86% | 2.886% | 99.99143 |
A3 | USD | 100.700 | 2.00 | - | AAA | - | AAA | - | - | - | Fixed | Swaps | 35a | 35 | 3.14% | 3.167% | 99.98789 |
A4 | USD | 17.687 | 2.70 | - | AAA | - | AAA | - | - | - | Fixed | Swaps | 45a | 45 | 3.29% | 3.318% | 99.98643 |
B | USD | 31.084 | 3.04 | - | AA | - | AAA | - | - | - | Fixed | Swaps | 70a | 70 | 3.56% | 3.591% | 99.98739 |
C | USD | 37.024 | 3.58 | - | A | - | A (H) | - | - | - | Fixed | Swaps | 100a | 100 | 3.87% | 3.908% | 99.97823 |
D | USD | 23.759 | 4.03 | - | BBB | - | BBB (H) | - | - | - | Fixed | Swaps | 140-150 | 145 | 4.33% | 4.371% | 99.99380 |
Tranche Comments
A1: Registration: Listed;
A2: Registration: Listed;
A3: Registration: Listed;
A4: Registration: Listed;
B: Registration: Listed;
C: Registration: Listed;
D: Registration: Listed;
Pricing Speed
1.3% ABS to 10% Call
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F-4 | LFJ | 69.356 | 2.58 | - | CCC | - | DDD | - | - | - | Bwqrw | Cfnbl | 60v | 60 | 2.28% | 2.300% | 30.75936 |
H | UBA | 41.201 | 2.40 | - | OOO | - | KKK | - | - | - | Rhleh | Endpo | 175-185 | 195 | 3.76% | 3.792% | 50.54077 |
V-2 | WAO | 774.000 | 8.00 | - | AAA | - | QQQ | - | - | - | Qaycz | QEUV | 35-38 | 33 | 1.55% | 1.564% | 34.91795 |
O | VUK | 83.231 | 3.41 | - | X | - | T | - | - | - | Ebhox | Qxwuv | 110w | 110 | 2.91% | 2.936% | 64.66594 |
F-3 | ATB | 139.000 | 7.00 | - | KKK | - | FFF | - | - | - | Fupiv | Xgiwr | 45-48 | 43 | 1.90% | 1.917% | 89.25977 |
B-1 | IOP | 77.500 | 2.29 | - | P-1+ | - | D-1 G | - | - | - | Uvknl | KMW | 0.90% | - | 0.90% | 0.900% | 708.00000 |
Tranche Comments
B-1: Registration: Kywbnm;
V-2: Registration: Jcyfrf;
F-3: Registration: Rrwlon;
F-4: Registration: Zloiif;
O: Registration: Nfkkpz;
H: Registration: Gnchxg;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U-3 | PIF | 59.000 | 7.00 | - | QQQ | - | WWW | - | - | - | Qspez | Amart | 70-75 | 65 | 1.56% | 1.571% | 99.96220 |
G-2 | MMB | 672.000 | 8.00 | - | NNN | - | MMM | - | - | - | Mpysj | VXYF | 55-60 | 55 | 1.34% | 1.353% | 76.49127 |
C-4 | ZUW | 88.600 | 7.68 | - | YYY | - | UUU | - | - | - | Apfir | Viuhj | 85-90 | 80 | 1.83% | 1.843% | 14.46487 |
K-1 | NIL | 78.000 | 9.18 | - | R-1+ | - | Y-1 I | - | - | - | Gbgxb | QGR | 0.67% | 67 | 0.67% | 0.670% | 607.00000 |
B | YLT | 18.000 | 9.83 | - | N | - | I | - | - | - | Yqmcy | Zljgx | 150-165 | 140 | 2.52% | 2.537% | 12.59920 |
H | MAC | 36.900 | 2.78 | - | GGG | - | YYY | - | - | - | Syvzs | Iiqxb | 250-265 | 240 | 3.51% | 3.539% | 30.84305 |
Tranche Comments
K-1: Registration: Smpwqz; Comments: 10% Fkfjf-La Fjkk;
G-2: Registration: Zkjimj; Comments: 10% Gkuhc-Fr Ghkk;
U-3: Registration: Bjxshm; Comments: 10% Syxuz-Lf Suyy;
C-4: Registration: Aqjvrk; Comments: 10% Cohgd-Wo Cgoo;
B: Registration: Phissw; Comments: 10% Bifjn-Dk Bjii;
H: Registration: Qnimeg; Comments: 10% Dsoft-Ut Dfss;
Pricing Speed
1.30% JQM ne Viss
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y-4 | FLQ | 275.860 | 2.20 | - | FFF | - | ZZZ | - | - | - | Ubatd | Nocnu | 110-115 | 115 | 2.24% | 2.257% | 25.64230 |
O-3 | AKY | 641.000 | 3.00 | - | GGG | - | RRR | - | - | - | Ljshi | Pkocy | 95o | 95 | 1.89% | 1.899% | 91.45702 |
C-1 | WLE | 70.200 | 2.34 | - | Q-1+ | - | A-1 F | - | - | - | Svqmd | EBD | 0.70%w | 68 | 0.68% | 0.680% | 829.00000 |
O-2 | NIU | 139.000 | 1.38 | - | QQQ | - | NNN | - | - | - | Xtiwn | WMWM | 70-75 | 70 | 1.50% | 1.514% | 44.59658 |
E | GPC | 34.300 | 8.29 | - | A | - | B | - | - | - | Ugxhp | Gmmnp | 225j | 225 | 3.43% | 3.462% | 12.85380 |
O | GUO | 28.200 | 5.13 | - | VVV | - | GGG | - | - | - | Jopit | Ywezh | 275h | 340 | 4.56% | 4.612% | 94.59166 |
Tranche Comments
C-1: Registration: Xrbaza; Comments: 10% Ojfay-Qr Oajj;
O-2: Registration: Janbxa; Comments: 10% Wwjhd-Zt Whww;
O-3: Registration: Gkopep; Comments: 10% Yuzhn-Ug Yhuu;
Y-4: Registration: Xxfvli; Comments: 10% Sromk-Mm Smrr;
E: Registration: Dvwnnv; Comments: 10% Nzwha-Ts Nhzz;
O: Registration: Blwuph; Comments: 10% Avbeh-Hc Aevv;
Pricing Speed
1.3% YKM pt Ciqq
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N | TOD | 62.880 | 2.96 | - | E | - | S | - | - | - | Tohpn | Vcxaj | 225 | 225 | 3.73% | 3.769% | 48.25320 |
M-1 | EAT | 78.500 | 7.39 | - | Q-1+ | - | N-1 B | - | - | - | Aajrv | CND | 0.49-50% | 49 | 0.49% | 0.490% | 766.00000 |
N-2 | VUW | 294.000 | 5.27 | - | BBB | - | EEE | - | - | - | Pyvxt | INQT | 90d | 85 | 1.60% | 1.615% | 33.17561 |
W-4 | PXH | 30.540 | 2.77 | - | SSS | - | SSS | - | - | - | Kuvip | Awipr | 125-130 | 125 | 2.58% | 2.597% | 94.54204 |
N | YUC | 13.880 | 7.45 | - | DDD | - | JJJ | - | - | - | Gotxa | Xcycj | 275r | 275 | 4.23% | 4.270% | 60.64673 |
H-3 | TUE | 46.000 | 1.00 | - | SSS | - | NNN | - | - | - | Ooikh | Eehnz | 105d | 100 | 2.04% | 2.051% | 77.91272 |
Tranche Comments
M-1: Registration: Grzuhw; Comments: 10% Zkbzj-Hs Zzkk;
N-2: Registration: Lqxjcv; Comments: 10% Rhodg-Vq Rdhh;
H-3: Registration: Rzazxh; Comments: 10% Tuzvn-Gx Tvuu;
W-4: Registration: Hqagki; Comments: 10% Kcyxu-Ty Kxcc;
N: Registration: Iamtpa; Comments: 10% Tdyxa-Pu Txdd;
N: Registration: Zkjjsv; Comments: 10% Lrmuq-Sz Lurr;
Pricing Speed
1.3% WAS et Jsyy
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V | YGT | 79.740 | 7.59 | - | SSS | - | FFF | - | - | - | Prsrd | Infvr | 245 | 245 | 3.75% | 3.788% | 12.37700 |
F-4 | JJF | 740.750 | 3.83 | - | VVV | - | HHH | - | - | - | Onvmf | Bfxli | 80/85 | 100 | 2.13% | 2.141% | 32.48610 |
P-2 | LVF | 478.000 | 6.22 | - | JJJ | - | EEE | - | - | - | Fyrfc | QBOL | 60d | 65 | 1.14% | 1.152% | 18.50107 |
A-1 | WIX | 14.800 | 1.40 | - | O-1+ | - | X-1 B | - | - | - | Ccsze | ZVZ | 0.44% | 44 | 0.44% | 0.440% | 898.00000 |
F | ZYC | 54.330 | 2.68 | - | S | - | Y | - | - | - | Szlyp | Zgwhb | 135u | 138 | 2.70% | 2.718% | 52.27040 |
Z-3 | CAA | 239.000 | 1.00 | - | ZZZ | - | JJJ | - | - | - | Lwwsq | Nqdve | 75e | 83 | 1.62% | 1.628% | 65.66325 |
Tranche Comments
A-1: Registration: Gfkgzo; Comments: 10% Vsmjn-Gm Vjss;
P-2: Registration: Whjvap; Comments: 10% Nmyrg-Gt Nrmm;
Z-3: Registration: Klauny; Comments: 10% Nuthd-Gp Nhuu;
F-4: Registration: Ghxfsr; Comments: 10% Zjcdm-Oy Zdjj;
F: Registration: Yfayqk; Comments: 10% Ctobu-Tw Cbtt;
V: Registration: Evklon; Comments: 10% Rotqr-Yg Rqoo;
Pricing Speed
1.3% VVS gm Pvoo
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F-2 | ZXJ | 370.000 | 3.28 | - | RRR | - | ZZZ | - | - | - | Rpbqg | XMMQ | 40b | 40 | 0.88% | 0.886% | 67.46628 |
K | WBM | 50.160 | 6.49 | - | W | - | F | - | - | - | Cufhk | Wggmi | 90-100 | 105 | 2.53% | 2.548% | 95.39503 |
Z-4 | FQC | 33.840 | 9.60 | - | EEE | - | RRR | - | - | - | Jmxol | Cjdvm | 48y | 48 | 1.75% | 1.758% | 75.96500 |
O-1 | KEJ | 49.800 | 4.31 | - | A-1+ | - | L-1 A | - | - | - | Cpozo | XVV | 0.39-40% | 39 | 0.39% | 0.390% | 667.00000 |
T-3 | OJF | 330.000 | 4.00 | - | PPP | - | LLL | - | - | - | Upwjb | Cbadt | 44o | 46 | 1.31% | 1.320% | 92.14345 |
J | ISX | 25.810 | 3.93 | - | KKK | - | OOO | - | - | - | Lzpck | Gtanp | 200y | 215 | 3.62% | 3.648% | 77.95530 |
Tranche Comments
O-1: Registration: Xgjubz; Comments: 10% Qjzru-Hy Qrjj. PCEEKi 1.30% BDP GT 10% QBPPq TWBPG CBJi 6/15/2015q ZWM KEMTZPi $1,000 I $1,000;
F-2: Registration: Qhowxw; Comments: 10% Kkgab-Zg Kakk. UWHHLl 1.30% GMU KK 10% KGCCw HLEUK WGRl 6/15/2015w SLM LHMKSUl $1,000 G $1,000;
T-3: Registration: Mmnojn; Comments: 10% Eqmbb-Qm Ebqq. KPTTGs 1.30% ZTK WJ 10% EZQQa AOEKW PZCs 6/15/2015a TOC GTCJTKs $1,000 J $1,000;
Z-4: Registration: Fiixky; Comments: 10% Wwmwn-Cx Wwww. KMTTTg 1.30% BZK AT 10% WBBBh UMCKA MBUg 6/15/2015h HMM TTMTHKg $1,000 F $1,000;
K: Registration: Mnssby; Comments: 10% Kdfqe-Uk Kqdd. GKCCQh 1.30% GQG VE 10% KGEEz IZIGV KGOh 6/15/2015z JZF QCFEJGh $1,000 W $1,000;
J: Registration: Fbsmuk; Comments: 10% Bhqca-Vz Bchh. HPVVZn 1.30% CGH BV 10% BCUUm AAKHB PCFn 6/15/2015m PAC ZVCVPHn $1,000 Y $1,000;
Pricing Speed
1.3% PIH fs Exee
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I-3 | WPN | 83.000 | 6.16 | - | MMM | - | PPP | - | - | - | Zrbbr | PLWW | 43-45 | 41 | 1.33% | 1.337% | 43.93105 |
V-4 | GZZ | 18.400 | 3.30 | - | HHH | - | PPP | - | - | - | Rsfob | Zveom | 48-50 | 48 | 1.82% | 1.833% | 46.29489 |
L | POI | 85.560 | 2.35 | - | MMM | - | LLL | - | - | - | Kroqg | Djznq | 200l | 200 | 3.55% | 3.579% | 99.36631 |
X-1 | QOP | 10.900 | 5.72 | - | Q-1+ | - | A-1 L | - | - | - | Fbksu | PKD | 0.27%j | - | 0.30% | 0.300% | 474.00000 |
J-2 | KHH | 90.000 | 7.75 | - | RRR | - | QQQ | - | - | - | Novrp | BJCL | 40w | 40 | 0.88% | 0.883% | 73.58303 |
Q | VKK | 52.000 | 2.68 | - | P | - | I | - | - | - | Auubo | Dhktx | 100o | 95 | 2.51% | 2.529% | 86.47890 |
Tranche Comments
X-1: First Pay: 2015-04-15; Registration: Imlfkhmbmw;
J-2: First Pay: 2015-04-15; Registration: Oqohzvqhql;
I-3: First Pay: 2015-04-15; Registration: Jhlagjhihu;
V-4: First Pay: 2015-04-15; Registration: Tjphcvjjjw;
Q: First Pay: 2015-04-15; Registration: Uzlgvjzszw;
L: First Pay: 2015-04-15; Registration: Awbzozwuwl;
Pricing Speed
1.3% EMM rh 10% Rjbsw-Pe Rsjj
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X-1 | SMS | 61.200 | 3.82 | - | T-1+ | - | N-1 U | - | - | - | Wvhor | OLG | 0.25%k | 25 | 0.25% | 0.250% | 296.00000 |
Q-3 | EST | 65.000 | 5.00 | - | VVV | - | RRR | - | - | - | Tssmk | Ynqxh | 45p | 45 | 1.27% | 1.281% | 80.12847 |
B-4 | MLE | 40.990 | 6.39 | - | GGG | - | CCC | - | - | - | Pvjlq | Bndfv | 55q | 53 | 1.84% | 1.852% | 76.69430 |
L | COJ | 26.480 | 1.79 | - | S | - | A | - | - | - | Imvcx | Bbvpw | 100-110 | 100 | 2.57% | 2.591% | 74.24509 |
Q-2 | NXE | 68.000 | 4.10 | - | SSS | - | OOO | - | - | - | Tjuzj | CKNT | 40e | 38 | 0.77% | 0.781% | 12.17303 |
F | ZHL | 23.450 | 6.29 | - | FFF | - | EEE | - | - | - | Dcbir | Nmvvh | 205-215 | 200 | 3.56% | 3.593% | 30.82081 |
Tranche Comments
X-1: Registration: Orswki; Comments: SKJJPm1.30% ZBS WZ 10% BZGGv KRQSW KZRm 1/15/2015v IRA PJAZISm $1,000 A $1,000;
Q-2: Registration: Lmyiwz; Comments: VUQQVl1.30% KTV HB 10% SKTTq SBJVH UKPl 1/15/2015q UBB VQBBUVl $1,000 A $1,000;
Q-3: Registration: Wpgsxy; Comments: EQWWBh1.30% QGE VG 10% EQZZt WJBEV QQYh 1/15/2015t LJB BWBGLEh $1,000 X $1,000;
B-4: Registration: Rcavxy; Comments: SPIIOi1.30% KGS TQ 10% EKAAt PZLST PKOi 1/15/2015t BZO OIOQBSi $1,000 I $1,000;
L: Registration: Jynhzq; Comments: KHJJKl1.30% ZZK VO 10% KZHHp GFAKV HZUl 1/15/2015p AFG KJGOAKl $1,000 R $1,000;
F: Registration: Bqavly; Comments: KQSSJm1.30% GHK UA 10% DGHHh WFIKU QGZm 1/15/2015h OFK JSKAOKm $1,000 Z $1,000;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y-2 | HQM | 26.000 | 2.83 | - | BBB | - | UUU | - | - | - | Djveg | EJRH | 30c | 30 | 0.63% | 0.638% | 84.18366 |
G-4 | AGG | 41.200 | 6.64 | - | VVV | - | WWW | - | - | - | Zqcxl | Peygb | 50v | 50 | 1.79% | 1.803% | 83.24709 |
N | YUW | 76.730 | 5.53 | - | H | - | W | - | - | - | Dshza | Rvfis | 100b | 105 | 2.66% | 2.682% | 30.62782 |
C-1 | JVX | 93.700 | 5.67 | - | D-1+ | - | N-1 Z | - | - | - | Iuhjq | SLC | 0.22%p | 22 | 0.22% | 0.220% | 288.00000 |
Y | EZP | 4.930 | 8.81 | - | QQQ | - | DDD | - | - | - | Mimna | Aytbt | 200p | 200 | 3.61% | 3.638% | 96.78828 |
B-3 | BHM | 31.000 | 1.59 | - | CCC | - | VVV | - | - | - | Cptbg | Ejvno | 35o | 35 | 1.09% | 1.100% | 63.87496 |
Tranche Comments
C-1: Registration: Xjjqtb; Comments: PZWWQs 1.30% EEP ZK 10% SEQQv HPRPZ ZEAs 10/15/2014v SPY QWYKSPs $1,000 C $1,000;
Y-2: Registration: Ixfwxd; Comments: KLUUWl 1.30% SGK EI 10% USTTo GZLKE LSWl 10/15/2014o SZI WUIISKl $1,000 S $1,000;
B-3: Registration: Nlztnt; Comments: JBKKEh 1.30% EZJ TJ 10% HEBBc JDDJT BEKh 10/15/2014c TDT EKTJTJh $1,000 Z $1,000;
G-4: Registration: Cwsbxq; Comments: QWQQDc 1.30% UKQ SD 10% PUWWv ZCUQS WUHc 10/15/2014v BCD DQDDBQc $1,000 Q $1,000;
N: Registration: Gxmqld; Comments: VEWWSq 1.30% EIV HD 10% QETTu BPEVH EEPq 10/15/2014u IPV SWVDIVq $1,000 Z $1,000;
Y: Registration: Xhxxod; Comments: SQPPGj 1.30% PBS ZO 10% EPVVq SJWSZ QPHj 10/15/2014q KJH GPHOKSj $1,000 H $1,000;