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 |
---|
A-3 | EQM | 273.000 | 2.00 | - | RRR | - | XXX | - | - | - | Vfilh | Zzynv | 45-48 | 43 | 1.90% | 1.917% | 28.42932 |
U-4 | UZG | 50.364 | 1.33 | - | AAA | - | RRR | - | - | - | Mnufq | Tjadh | 60f | 60 | 2.28% | 2.300% | 59.22300 |
K-2 | VLP | 653.000 | 3.00 | - | UUU | - | FFF | - | - | - | Wgngo | NCUO | 35-38 | 33 | 1.55% | 1.564% | 74.73946 |
B-1 | IPI | 10.500 | 8.67 | - | L-1+ | - | E-1 B | - | - | - | Ztfwq | NWP | 0.90% | - | 0.90% | 0.900% | 655.00000 |
Z | NEI | 63.362 | 9.68 | - | I | - | P | - | - | - | Vjutf | Izuzd | 110v | 110 | 2.91% | 2.936% | 74.59026 |
V | WJD | 58.436 | 7.79 | - | JJJ | - | SSS | - | - | - | Swuwt | Vcexa | 175-185 | 195 | 3.76% | 3.792% | 19.12933 |
Tranche Comments
B-1: Registration: Olmatf;
K-2: Registration: Nfruhm;
A-3: Registration: Juhujp;
U-4: Registration: Oqnwpx;
Z: Registration: Bcivss;
V: Registration: Wzbrzo;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O | ABC | 84.700 | 3.62 | - | LLL | - | MMM | - | - | - | Cmrlm | Xyoxm | 250-265 | 240 | 3.51% | 3.539% | 77.97507 |
J-3 | LNH | 68.000 | 5.00 | - | PPP | - | HHH | - | - | - | Jounr | Vhazz | 70-75 | 65 | 1.56% | 1.571% | 55.92482 |
R-1 | GJS | 50.000 | 2.70 | - | A-1+ | - | M-1 Z | - | - | - | Mivni | KEQ | 0.67% | 67 | 0.67% | 0.670% | 141.00000 |
Y | JKW | 44.000 | 3.52 | - | H | - | S | - | - | - | Cnvnk | Wvwdc | 150-165 | 140 | 2.52% | 2.537% | 70.84803 |
P-2 | IFD | 467.000 | 4.00 | - | GGG | - | KKK | - | - | - | Nwogz | YPGM | 55-60 | 55 | 1.34% | 1.353% | 70.20489 |
Z-4 | OPK | 63.500 | 1.69 | - | CCC | - | BBB | - | - | - | Wuirp | Bqjnl | 85-90 | 80 | 1.83% | 1.843% | 92.44830 |
Tranche Comments
R-1: Registration: Gqcgik; Comments: 10% Esrrt-Zw Erss;
P-2: Registration: Wuoiqe; Comments: 10% Rsbce-Zs Rcss;
J-3: Registration: Ghfgrp; Comments: 10% Cmctn-Yz Ctmm;
Z-4: Registration: Qlwzjl; Comments: 10% Ciclz-Rj Clii;
Y: Registration: Jjbohe; Comments: 10% Jyndv-Cn Jdyy;
O: Registration: Croajr; Comments: 10% Vhfda-Qd Vdhh;
Pricing Speed
1.30% GMJ vo Zcbb
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F | WIT | 17.370 | 6.61 | - | OOO | - | OOO | - | - | - | Wnmba | Ifwxr | 275l | 340 | 4.56% | 4.612% | 40.98319 |
U-1 | MAZ | 22.100 | 5.67 | - | A-1+ | - | R-1 O | - | - | - | Fvguu | TQO | 0.70%u | 68 | 0.68% | 0.680% | 386.00000 |
I-3 | VKT | 830.000 | 8.00 | - | AAA | - | TTT | - | - | - | Djbyj | Qfoky | 95i | 95 | 1.89% | 1.899% | 67.90943 |
L | AZZ | 66.800 | 5.75 | - | J | - | V | - | - | - | Nrwtg | Tcjof | 225a | 225 | 3.43% | 3.462% | 46.15844 |
Q-4 | VHG | 694.130 | 6.70 | - | QQQ | - | HHH | - | - | - | Vaatc | Pfhlo | 110-115 | 115 | 2.24% | 2.257% | 44.46960 |
U-2 | KHR | 577.000 | 9.63 | - | KKK | - | AAA | - | - | - | Syagg | MZNX | 70-75 | 70 | 1.50% | 1.514% | 78.22373 |
Tranche Comments
U-1: Registration: Minaqg; Comments: 10% Sfdwe-Df Swff;
U-2: Registration: Ywzhwv; Comments: 10% Drikw-Du Dkrr;
I-3: Registration: Whqlnd; Comments: 10% Ljfav-Ds Lajj;
Q-4: Registration: Hwapwq; Comments: 10% Qfdee-Vl Qeff;
L: Registration: Xmpnpd; Comments: 10% Gtjyb-Tg Gytt;
F: Registration: Dputtn; Comments: 10% Mjbkr-Xb Mkjj;
Pricing Speed
1.3% EDV ub Usmm
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q-3 | NMW | 66.000 | 2.00 | - | AAA | - | EEE | - | - | - | Dyspe | Gkcay | 105f | 100 | 2.04% | 2.051% | 18.86076 |
L | OWR | 21.620 | 1.43 | - | EEE | - | TTT | - | - | - | Knmyn | Nweuq | 275e | 275 | 4.23% | 4.270% | 97.69095 |
O-2 | ONV | 410.000 | 9.53 | - | PPP | - | JJJ | - | - | - | Nscqn | RUSQ | 90h | 85 | 1.60% | 1.615% | 35.99948 |
I | LXW | 30.950 | 2.20 | - | P | - | N | - | - | - | Fywrp | Cqijr | 225 | 225 | 3.73% | 3.769% | 53.84362 |
V-1 | JQQ | 44.200 | 3.32 | - | I-1+ | - | C-1 D | - | - | - | Vnvwd | GVS | 0.49-50% | 49 | 0.49% | 0.490% | 624.00000 |
K-4 | IKK | 65.820 | 2.51 | - | ZZZ | - | UUU | - | - | - | Spmxj | Bakay | 125-130 | 125 | 2.58% | 2.597% | 54.28696 |
Tranche Comments
V-1: Registration: Qjqfsi; Comments: 10% Bojhd-Rs Bhoo;
O-2: Registration: Yvqoke; Comments: 10% Kcqht-Jz Khcc;
Q-3: Registration: Onbmka; Comments: 10% Hvekh-Ht Hkvv;
K-4: Registration: Nhxfug; Comments: 10% Fqiba-Ja Fbqq;
I: Registration: Fkwbqz; Comments: 10% Zzuob-Cp Zozz;
L: Registration: Mmviyy; Comments: 10% Hjbmb-Va Hmjj;
Pricing Speed
1.3% HAA gt Kboo
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I-1 | NNU | 66.900 | 2.32 | - | R-1+ | - | G-1 J | - | - | - | Aoavh | VBT | 0.44% | 44 | 0.44% | 0.440% | 986.00000 |
A-3 | INP | 758.000 | 3.00 | - | VVV | - | MMM | - | - | - | Ctnrr | Guveu | 75f | 83 | 1.62% | 1.628% | 17.11264 |
P | RJA | 89.780 | 3.28 | - | TTT | - | VVV | - | - | - | Hqwsc | Qldvv | 245 | 245 | 3.75% | 3.788% | 99.18782 |
F-4 | MWB | 371.990 | 3.96 | - | RRR | - | KKK | - | - | - | Hvttx | Zcqks | 80/85 | 100 | 2.13% | 2.141% | 84.18170 |
J | VER | 38.410 | 5.51 | - | G | - | X | - | - | - | Fyrcj | Rvibk | 135w | 138 | 2.70% | 2.718% | 89.54286 |
Y-2 | FGS | 783.000 | 3.77 | - | III | - | HHH | - | - | - | Otaka | QXNS | 60a | 65 | 1.14% | 1.152% | 96.58197 |
Tranche Comments
I-1: Registration: Bricqv; Comments: 10% Zmhze-Oi Zzmm;
Y-2: Registration: Gmaqfh; Comments: 10% Dkzbl-Fl Dbkk;
A-3: Registration: Rmqhyf; Comments: 10% Irtig-Qm Iirr;
F-4: Registration: Suljpp; Comments: 10% Qxwqc-Ze Qqxx;
J: Registration: Mpmcxc; Comments: 10% Kwltx-Nv Ktww;
P: Registration: Kkycjn; Comments: 10% Yklxj-Xh Yxkk;
Pricing Speed
1.3% LGE sb Apbb
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z-2 | QJV | 337.000 | 8.41 | - | OOO | - | EEE | - | - | - | Orkyi | YWKD | 40m | 40 | 0.88% | 0.886% | 73.89565 |
O-3 | PTB | 486.000 | 8.00 | - | QQQ | - | DDD | - | - | - | Ucwxg | Gitod | 44y | 46 | 1.31% | 1.320% | 73.13592 |
C-4 | TYM | 56.800 | 6.81 | - | XXX | - | WWW | - | - | - | Wyglv | Rdelg | 48z | 48 | 1.75% | 1.758% | 83.26190 |
X | HIM | 38.900 | 8.65 | - | QQQ | - | SSS | - | - | - | Ivsee | Rxlhn | 200o | 215 | 3.62% | 3.648% | 14.89880 |
J-1 | EWJ | 26.900 | 6.53 | - | Q-1+ | - | O-1 Q | - | - | - | Pivsu | KOT | 0.39-40% | 39 | 0.39% | 0.390% | 487.00000 |
S | VKN | 21.730 | 1.23 | - | A | - | U | - | - | - | Ccnww | Lhqwf | 90-100 | 105 | 2.53% | 2.548% | 94.41070 |
Tranche Comments
J-1: Registration: Wpucor; Comments: 10% Gtjjl-We Gjtt. OHQQVh 1.30% HJO LC 10% GHTTw PKOOL HHIh 6/15/2015w QKL VQLCQOh $1,000 U $1,000;
Z-2: Registration: Qhifpb; Comments: 10% Yrjsm-Qi Ysrr. GHSSUw 1.30% KCG ZB 10% YKUUh AFWGZ HKVw 6/15/2015h IFT USTBIGw $1,000 Y $1,000;
O-3: Registration: Wggxwo; Comments: 10% Kxryb-Wm Kyxx. JHZZVk 1.30% SDJ ZG 10% KSAAa VPEJZ HSYk 6/15/2015a IPE VZEGIJk $1,000 X $1,000;
C-4: Registration: Oalcfd; Comments: 10% Phxzj-Wg Pzhh. HGCCSy 1.30% ZHH UH 10% PZEEo QLPHU GZCy 6/15/2015o GLV SCVHGHy $1,000 Z $1,000;
S: Registration: Lwrkvh; Comments: 10% Shgvw-Jk Svhh. ECKKKm 1.30% HBE MZ 10% SHLLz PHEEM CHGm 6/15/2015z UHS KKSZUEm $1,000 M $1,000;
X: Registration: Nimqiw; Comments: 10% Aczwg-Be Awcc. QZBBJo 1.30% SPQ HB 10% ASLLl HATQH ZSWo 6/15/2015l TAQ JBQBTQo $1,000 K $1,000;
Pricing Speed
1.3% LBB xo Ynff
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N-2 | AXP | 19.000 | 2.94 | - | DDD | - | CCC | - | - | - | Xlmqq | JXTM | 40q | 40 | 0.88% | 0.883% | 40.20389 |
G-3 | FRE | 62.000 | 1.22 | - | GGG | - | TTT | - | - | - | Zsvos | CYQI | 43-45 | 41 | 1.33% | 1.337% | 92.98400 |
C-1 | OJV | 18.100 | 6.99 | - | O-1+ | - | A-1 J | - | - | - | Ujpnt | FJN | 0.27%g | - | 0.30% | 0.300% | 644.00000 |
E | JZX | 81.000 | 1.55 | - | Z | - | M | - | - | - | Eqscj | Sqcmq | 100s | 95 | 2.51% | 2.529% | 90.33760 |
Z-4 | EYH | 63.200 | 9.54 | - | JJJ | - | JJJ | - | - | - | Bphyo | Ebvvh | 48-50 | 48 | 1.82% | 1.833% | 26.27498 |
I | VHF | 27.270 | 2.99 | - | XXX | - | XXX | - | - | - | Calau | Mnnln | 200c | 200 | 3.55% | 3.579% | 49.44223 |
Tranche Comments
C-1: First Pay: 2015-04-15; Registration: Lukohcucud;
N-2: First Pay: 2015-04-15; Registration: Thnvahhnhg;
G-3: First Pay: 2015-04-15; Registration: Ylbbevlclr;
Z-4: First Pay: 2015-04-15; Registration: Pczinuctcm;
E: First Pay: 2015-04-15; Registration: Bebgmaeped;
I: First Pay: 2015-04-15; Registration: Cpwvytpzpf;
Pricing Speed
1.3% TTD qj 10% Njgba-Ct Nbjj
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T-2 | ORM | 55.000 | 1.53 | - | UUU | - | LLL | - | - | - | Gnqaq | YITA | 40a | 38 | 0.77% | 0.781% | 27.99517 |
E | UCS | 87.350 | 5.45 | - | S | - | D | - | - | - | Rpcel | Tiyto | 100-110 | 100 | 2.57% | 2.591% | 82.71343 |
Z | CGX | 12.280 | 5.13 | - | MMM | - | OOO | - | - | - | Vhfzn | Smjxg | 205-215 | 200 | 3.56% | 3.593% | 37.82054 |
E-3 | AXY | 39.000 | 6.00 | - | YYY | - | JJJ | - | - | - | Hjypa | Bvazq | 45w | 45 | 1.27% | 1.281% | 57.52207 |
Y-4 | OJT | 21.600 | 3.87 | - | AAA | - | LLL | - | - | - | Vlnzc | Fmytj | 55s | 53 | 1.84% | 1.852% | 78.74840 |
R-1 | NMZ | 49.200 | 1.26 | - | M-1+ | - | X-1 L | - | - | - | Epqic | JJC | 0.25%e | 25 | 0.25% | 0.250% | 735.00000 |
Tranche Comments
R-1: Registration: Cyibfp; Comments: WUAAVz1.30% ZJW VB 10% BZOOn FAWWV UZBz 1/15/2015n QAA VAABQWz $1,000 O $1,000;
T-2: Registration: Wgrjrj; Comments: ZKVVPp1.30% GJZ QA 10% PGFFl BGLZQ KGRp 1/15/2015l UGF PVFAUZp $1,000 T $1,000;
E-3: Registration: Enaxxh; Comments: QPZZOq1.30% HKQ JC 10% UHCCd OZBQJ PHWq 1/15/2015d WZT OZTCWQq $1,000 C $1,000;
Y-4: Registration: Vyjypu; Comments: SGJJVf1.30% QYS EU 10% JQEEv WFQSE GQAf 1/15/2015v YFE VJEUYSf $1,000 H $1,000;
E: Registration: Arxkxr; Comments: CQHHSd1.30% HBC GI 10% KHCCr HVJCG QHBd 1/15/2015r KVB SHBIKCd $1,000 I $1,000;
Z: Registration: Angcio; Comments: HUCCWg1.30% PAH PU 10% KPBBd CVSHP UPLg 1/15/2015d CVG WCGUCHg $1,000 H $1,000;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y-4 | XIN | 23.600 | 8.55 | - | OOO | - | JJJ | - | - | - | Rliyj | Bruqc | 50y | 50 | 1.79% | 1.803% | 87.95166 |
N | JMO | 11.270 | 6.82 | - | D | - | Z | - | - | - | Crvtd | Cymlh | 100x | 105 | 2.66% | 2.682% | 73.77610 |
G-2 | FKM | 16.000 | 9.64 | - | AAA | - | PPP | - | - | - | Vcvec | JJZL | 30d | 30 | 0.63% | 0.638% | 91.10609 |
G-1 | FAI | 50.800 | 7.45 | - | X-1+ | - | I-1 U | - | - | - | Vnkls | JYM | 0.22%a | 22 | 0.22% | 0.220% | 999.00000 |
D | WTW | 7.350 | 5.26 | - | RRR | - | UUU | - | - | - | Gbuip | Ukmjh | 200q | 200 | 3.61% | 3.638% | 58.67517 |
L-3 | QSN | 22.000 | 8.16 | - | GGG | - | NNN | - | - | - | Suaai | Nrzqn | 35x | 35 | 1.09% | 1.100% | 15.63802 |
Tranche Comments
G-1: Registration: Qhpmca; Comments: EBVVHo 1.30% ZQE EM 10% OZEEy QBAEE BZBo 10/15/2014y JBM HVMMJEo $1,000 E $1,000;
G-2: Registration: Nqajjv; Comments: HDSSKp 1.30% WJH VV 10% TWGGs VDSHV DWAp 10/15/2014s LDS KSSVLHp $1,000 E $1,000;
L-3: Registration: Bfrptl; Comments: QAKKPi 1.30% EGQ AK 10% KEKKf WBWQA AEVi 10/15/2014f YBB PKBKYQi $1,000 J $1,000;
Y-4: Registration: Aisphb; Comments: VRKKUu 1.30% REV ZH 10% SRTTq PKFVZ RRDu 10/15/2014q RKZ UKZHRVu $1,000 H $1,000;
N: Registration: Awypvr; Comments: ZPWWGd 1.30% KGZ UZ 10% ZKDDo UWKZU PKAd 10/15/2014o SWY GWYZSZd $1,000 Q $1,000;
D: Registration: Iazmqm; Comments: UGPPAr 1.30% EDU CE 10% KELLf JDCUC GEAr 10/15/2014f QDC APCEQUr $1,000 T $1,000;