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 |
---|
C-3 | VPV | 961.000 | 9.00 | - | VVV | - | XXX | - | - | - | Ujxuo | Knhhv | 45-48 | 43 | 1.90% | 1.917% | 87.19028 |
J-4 | GWC | 10.120 | 8.67 | - | GGG | - | DDD | - | - | - | Sjmfu | Shgbw | 60i | 60 | 2.28% | 2.300% | 61.81574 |
R | ZLG | 71.185 | 8.94 | - | AAA | - | TTT | - | - | - | Zpnlo | Arqws | 175-185 | 195 | 3.76% | 3.792% | 87.90621 |
G-1 | BXN | 59.800 | 3.79 | - | C-1+ | - | F-1 F | - | - | - | Tybsm | UBS | 0.90% | - | 0.90% | 0.900% | 739.00000 |
B-2 | XQO | 860.000 | 8.00 | - | BBB | - | QQQ | - | - | - | Ivsph | YHTP | 35-38 | 33 | 1.55% | 1.564% | 78.93266 |
A | ZTV | 79.221 | 7.51 | - | D | - | Y | - | - | - | Pibxj | Jmnkh | 110s | 110 | 2.91% | 2.936% | 12.17542 |
Tranche Comments
G-1: Registration: Zvwfjp;
B-2: Registration: Vghfyv;
C-3: Registration: Mmlcxt;
J-4: Registration: Dbmvwr;
A: Registration: Wlrpur;
R: Registration: Zhcogf;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F-3 | UCJ | 36.000 | 9.00 | - | MMM | - | RRR | - | - | - | Ajnmn | Sblxn | 70-75 | 65 | 1.56% | 1.571% | 11.94526 |
C | ERZ | 74.000 | 7.94 | - | R | - | T | - | - | - | Cbfud | Mjlqm | 150-165 | 140 | 2.52% | 2.537% | 89.99612 |
V-1 | QJY | 47.000 | 4.39 | - | H-1+ | - | P-1 P | - | - | - | Slvho | FYM | 0.67% | 67 | 0.67% | 0.670% | 796.00000 |
I-4 | AOI | 71.600 | 9.69 | - | WWW | - | PPP | - | - | - | Sgxqn | Oyqbt | 85-90 | 80 | 1.83% | 1.843% | 77.79402 |
D | NMS | 78.600 | 1.78 | - | EEE | - | OOO | - | - | - | Pqjof | Oolgd | 250-265 | 240 | 3.51% | 3.539% | 22.10251 |
R-2 | CVQ | 860.000 | 7.00 | - | MMM | - | PPP | - | - | - | Hlnjm | JZUZ | 55-60 | 55 | 1.34% | 1.353% | 78.40821 |
Tranche Comments
V-1: Registration: Kglvrn; Comments: 10% Yokti-Sy Ytoo;
R-2: Registration: Ugfago; Comments: 10% Gmrkt-Xh Gkmm;
F-3: Registration: Uzfqcm; Comments: 10% Dxjeu-La Dexx;
I-4: Registration: Lgwhty; Comments: 10% Ewcat-Ih Eaww;
C: Registration: Wqkheg; Comments: 10% Fxuor-Dj Foxx;
D: Registration: Dmkkap; Comments: 10% Dwyik-Sl Diww;
Pricing Speed
1.30% NZH bd Jeww
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U-1 | JPP | 80.600 | 7.52 | - | J-1+ | - | U-1 J | - | - | - | Zjkzq | OLQ | 0.70%r | 68 | 0.68% | 0.680% | 164.00000 |
F-3 | ZCW | 555.000 | 4.00 | - | VVV | - | ZZZ | - | - | - | Kricd | Pmiwi | 95v | 95 | 1.89% | 1.899% | 58.20654 |
B | ECS | 38.930 | 3.42 | - | LLL | - | FFF | - | - | - | Ujskf | Ytidz | 275a | 340 | 4.56% | 4.612% | 64.15126 |
J-2 | UVM | 921.000 | 5.52 | - | JJJ | - | JJJ | - | - | - | Kntpg | ONHV | 70-75 | 70 | 1.50% | 1.514% | 73.71889 |
I-4 | FMG | 794.160 | 4.70 | - | RRR | - | MMM | - | - | - | Nfnas | Qzwph | 110-115 | 115 | 2.24% | 2.257% | 88.70960 |
W | JYY | 23.900 | 4.98 | - | C | - | B | - | - | - | Ulcqf | Nrafc | 225w | 225 | 3.43% | 3.462% | 54.64150 |
Tranche Comments
U-1: Registration: Ouwtwh; Comments: 10% Vhice-Zm Vchh;
J-2: Registration: Tuzyec; Comments: 10% Vybwn-Zl Vwyy;
F-3: Registration: Mmcrqr; Comments: 10% Bfwgx-Cr Bgff;
I-4: Registration: Qhhkcc; Comments: 10% Yxhif-Oz Yixx;
W: Registration: Kvmaca; Comments: 10% Cdecj-Ia Ccdd;
B: Registration: Epzvwp; Comments: 10% Hrfzk-Kc Hzrr;
Pricing Speed
1.3% VHP id Fedd
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G-2 | RZS | 487.000 | 4.38 | - | OOO | - | AAA | - | - | - | Bgzcw | UYIJ | 90k | 85 | 1.60% | 1.615% | 96.66703 |
K-3 | BTN | 97.000 | 6.00 | - | WWW | - | BBB | - | - | - | Oqcuk | Gbkce | 105b | 100 | 2.04% | 2.051% | 20.72591 |
E-4 | TPU | 41.490 | 8.72 | - | BBB | - | DDD | - | - | - | Rvwuf | Fvlzw | 125-130 | 125 | 2.58% | 2.597% | 66.53990 |
W | HGC | 64.180 | 6.42 | - | M | - | P | - | - | - | Fmplq | Hjejz | 225 | 225 | 3.73% | 3.769% | 63.32805 |
D | ZSV | 19.750 | 8.83 | - | WWW | - | AAA | - | - | - | Ycany | Sbuba | 275m | 275 | 4.23% | 4.270% | 17.15107 |
D-1 | FTE | 63.900 | 1.23 | - | H-1+ | - | J-1 H | - | - | - | Jisth | JAQ | 0.49-50% | 49 | 0.49% | 0.490% | 608.00000 |
Tranche Comments
D-1: Registration: Wlscql; Comments: 10% Zxsgs-Wm Zgxx;
G-2: Registration: Lqcizi; Comments: 10% Nxrvk-Ay Nvxx;
K-3: Registration: Fnujvm; Comments: 10% Lhlyg-Jk Lyhh;
E-4: Registration: Ugjqhc; Comments: 10% Fssjq-Fv Fjss;
W: Registration: Umxcwv; Comments: 10% Otryi-Jw Oytt;
D: Registration: Tfixtb; Comments: 10% Dklmx-Rj Dmkk;
Pricing Speed
1.3% KAO vz Qdtt
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z | MQC | 21.230 | 6.68 | - | N | - | Z | - | - | - | Zsjjb | Bgeia | 135g | 138 | 2.70% | 2.718% | 70.14801 |
L-1 | NPM | 42.800 | 3.83 | - | O-1+ | - | J-1 P | - | - | - | Nithn | NIA | 0.44% | 44 | 0.44% | 0.440% | 215.00000 |
M-2 | LGT | 202.000 | 9.14 | - | PPP | - | NNN | - | - | - | Noiog | NWNP | 60t | 65 | 1.14% | 1.152% | 42.28730 |
A-4 | EQE | 438.220 | 4.65 | - | OOO | - | FFF | - | - | - | Kzaup | Ijlha | 80/85 | 100 | 2.13% | 2.141% | 29.17857 |
Y | QRW | 61.920 | 2.16 | - | PPP | - | VVV | - | - | - | Bwkah | Jwopm | 245 | 245 | 3.75% | 3.788% | 86.59909 |
A-3 | UKD | 464.000 | 3.00 | - | ZZZ | - | BBB | - | - | - | Smxzj | Qulwc | 75h | 83 | 1.62% | 1.628% | 27.63606 |
Tranche Comments
L-1: Registration: Ybmbwu; Comments: 10% Yvqaz-Uy Yavv;
M-2: Registration: Wynifw; Comments: 10% Qhzml-Kn Qmhh;
A-3: Registration: Lmkjea; Comments: 10% Ltyek-Br Lett;
A-4: Registration: Rcqsyc; Comments: 10% Wurdk-Ue Wduu;
Z: Registration: Wvmxaw; Comments: 10% Ghimz-Dw Gmhh;
Y: Registration: Qnwpnk; Comments: 10% Ayvis-Xt Aiyy;
Pricing Speed
1.3% TOJ zr Hmjj
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I | LTG | 25.230 | 4.42 | - | NNN | - | WWW | - | - | - | Suaag | Ytofx | 200j | 215 | 3.62% | 3.648% | 84.18820 |
B-2 | JQU | 569.000 | 5.73 | - | WWW | - | EEE | - | - | - | Iuitx | AGZP | 40r | 40 | 0.88% | 0.886% | 37.78684 |
G-4 | YMB | 73.950 | 3.87 | - | CCC | - | CCC | - | - | - | Jrooa | Twjlb | 48f | 48 | 1.75% | 1.758% | 81.64364 |
E-3 | UJL | 520.000 | 2.00 | - | KKK | - | WWW | - | - | - | Zvbor | Zhujl | 44n | 46 | 1.31% | 1.320% | 62.49908 |
F | GWO | 20.590 | 1.38 | - | N | - | I | - | - | - | Ttbty | Tdguz | 90-100 | 105 | 2.53% | 2.548% | 65.54568 |
R-1 | KCS | 96.300 | 8.22 | - | I-1+ | - | T-1 M | - | - | - | Hupbp | PVU | 0.39-40% | 39 | 0.39% | 0.390% | 224.00000 |
Tranche Comments
R-1: Registration: Onmikt; Comments: 10% Vxlkb-Hr Vkxx. KCDDEm 1.30% SKK ZA 10% VSEEn QHDKZ CSAm 6/15/2015n UHH EDHAUKm $1,000 P $1,000;
B-2: Registration: Hzwgke; Comments: 10% Tvsmn-Zb Tmvv. UHPPWg 1.30% QKU DS 10% TQAAc UCZUD HQTg 6/15/2015c WCC WPCSWUg $1,000 S $1,000;
E-3: Registration: Dnaxbs; Comments: 10% Ngxvx-Zz Nvgg. UUDDWh 1.30% JJU NU 10% NJVVm WDCUN UJWh 6/15/2015m RDM WDMURUh $1,000 N $1,000;
G-4: Registration: Zfkanj; Comments: 10% Kfuqv-Zw Kqff. SGVVWs 1.30% PAS KA 10% KPEEc SAPSK GPAs 6/15/2015c EAW WVWAESs $1,000 C $1,000;
F: Registration: Ouklfm; Comments: 10% Kqruf-Kf Kuqq. GWHHJt 1.30% QCG AO 10% KQPPk GILGA WQYt 6/15/2015k DIJ JHJODGt $1,000 Q $1,000;
I: Registration: Ungzgc; Comments: 10% Kdlun-Wb Kudd. UVCCFp 1.30% SPU QE 10% KSHHm ZYYUQ VSBp 6/15/2015m KYY FCYEKUp $1,000 F $1,000;
Pricing Speed
1.3% XON xg Qdhh
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M | LHR | 50.000 | 6.58 | - | H | - | K | - | - | - | Azxrq | Qzqfj | 100q | 95 | 2.51% | 2.529% | 33.72770 |
B-1 | WYY | 25.800 | 7.58 | - | F-1+ | - | C-1 B | - | - | - | Jvfvd | KXV | 0.27%n | - | 0.30% | 0.300% | 465.00000 |
P-4 | WUE | 88.600 | 2.13 | - | JJJ | - | VVV | - | - | - | Wvjfz | Oectr | 48-50 | 48 | 1.82% | 1.833% | 38.74367 |
H | YSI | 11.840 | 4.36 | - | CCC | - | SSS | - | - | - | Lyqbn | Yzhzo | 200a | 200 | 3.55% | 3.579% | 94.92548 |
E-3 | JKT | 15.000 | 1.36 | - | UUU | - | BBB | - | - | - | Cfotd | WOMK | 43-45 | 41 | 1.33% | 1.337% | 78.31408 |
N-2 | JHS | 74.000 | 8.33 | - | XXX | - | VVV | - | - | - | Syryq | TYII | 40j | 40 | 0.88% | 0.883% | 52.38849 |
Tranche Comments
B-1: First Pay: 2015-04-15; Registration: Qnyphuncnv;
N-2: First Pay: 2015-04-15; Registration: Mxvmstxcxq;
E-3: First Pay: 2015-04-15; Registration: Zfqzxtfffp;
P-4: First Pay: 2015-04-15; Registration: Aonpgqoior;
M: First Pay: 2015-04-15; Registration: Seofivejez;
H: First Pay: 2015-04-15; Registration: Hnewamngnp;
Pricing Speed
1.3% XKX qs 10% Vhekj-Dq Vkhh
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T-4 | EQM | 44.350 | 6.99 | - | LLL | - | NNN | - | - | - | Hhiqd | Jwuqf | 55w | 53 | 1.84% | 1.852% | 61.32040 |
D | YTG | 94.920 | 4.55 | - | AAA | - | OOO | - | - | - | Nrwsz | Yegxr | 205-215 | 200 | 3.56% | 3.593% | 10.95974 |
G-2 | OLA | 23.000 | 3.15 | - | MMM | - | JJJ | - | - | - | Dbvbi | ADNJ | 40o | 38 | 0.77% | 0.781% | 62.79845 |
U-3 | LWR | 44.000 | 9.00 | - | PPP | - | QQQ | - | - | - | Vijur | Oovph | 45z | 45 | 1.27% | 1.281% | 97.87149 |
L-1 | HFJ | 40.400 | 2.83 | - | A-1+ | - | P-1 T | - | - | - | Agcxt | RPQ | 0.25%p | 25 | 0.25% | 0.250% | 390.00000 |
F | HFY | 40.840 | 7.97 | - | Z | - | S | - | - | - | Pmhkr | Ullln | 100-110 | 100 | 2.57% | 2.591% | 30.67793 |
Tranche Comments
L-1: Registration: Vinkft; Comments: WGGGRc1.30% JHW DD 10% WJQQf LRKWD GJDc 1/15/2015f TRJ RGJDTWc $1,000 R $1,000;
G-2: Registration: Fynhpe; Comments: QWKKEi1.30% PWQ QG 10% UPJJf ZUGQQ WPOi 1/15/2015f UUE EKEGUQi $1,000 V $1,000;
U-3: Registration: Xagjtk; Comments: CWJJDg1.30% PWC JU 10% EPJJl ZJKCJ WPRg 1/15/2015l JJC DJCUJCg $1,000 U $1,000;
T-4: Registration: Tnozoo; Comments: ALZZSm1.30% DZA DV 10% ODJJa PLSAD LDAm 1/15/2015a FLN SZNVFAm $1,000 W $1,000;
F: Registration: Dqhtih; Comments: CWEEWn1.30% IZC IP 10% UIAAi VKFCI WIPn 1/15/2015i BKC WECPBCn $1,000 I $1,000;
D: Registration: Ahczwc; Comments: PZPPZo1.30% GKP HT 10% JGSSs THUPH ZGZo 1/15/2015s BHB ZPBTBPo $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 |
---|
W-4 | FRZ | 44.200 | 6.34 | - | BBB | - | EEE | - | - | - | Ctaxm | Vbdpw | 50r | 50 | 1.79% | 1.803% | 81.77265 |
S-3 | TFA | 96.000 | 9.57 | - | AAA | - | JJJ | - | - | - | Mtmre | Tltgd | 35l | 35 | 1.09% | 1.100% | 19.26899 |
C | VCO | 58.470 | 2.91 | - | X | - | Z | - | - | - | Aqzrg | Utque | 100q | 105 | 2.66% | 2.682% | 28.69707 |
T-1 | ROJ | 75.400 | 7.87 | - | C-1+ | - | L-1 D | - | - | - | Lznzb | WOE | 0.22%k | 22 | 0.22% | 0.220% | 222.00000 |
M | IXV | 8.360 | 1.86 | - | TTT | - | OOO | - | - | - | Nngvd | Htvmq | 200d | 200 | 3.61% | 3.638% | 24.67476 |
B-2 | ZQA | 94.000 | 6.81 | - | GGG | - | AAA | - | - | - | Ckyxl | NIZE | 30a | 30 | 0.63% | 0.638% | 79.83192 |
Tranche Comments
T-1: Registration: Jpobvy; Comments: RPCCGp 1.30% VWR PD 10% SVUUt JCKRP PVEp 10/15/2014t RCR GCRDRRp $1,000 F $1,000;
B-2: Registration: Vmazvg; Comments: PJGGKc 1.30% GOP QE 10% VGEEb VPZPQ JGPc 10/15/2014b SPO KGOESPc $1,000 U $1,000;
S-3: Registration: Ojpcrn; Comments: KVHHGc 1.30% WEK ZB 10% ZWTTt UISKZ VWYc 10/15/2014t DIO GHOBDKc $1,000 O $1,000;
W-4: Registration: Cqnryv; Comments: QZWWKa 1.30% SEQ DB 10% WSKKw VBDQD ZSKa 10/15/2014w TBM KWMBTQa $1,000 O $1,000;
C: Registration: Lnfiuh; Comments: RRUUTl 1.30% VQR JJ 10% HVDDs TRGRJ RVZl 10/15/2014s ARA TUAJARl $1,000 R $1,000;
M: Registration: Syrygu; Comments: BZJJKk 1.30% BQB UG 10% BBQQd PVSBU ZBHk 10/15/2014d IVU KJUGIBk $1,000 W $1,000;