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 |
---|
J | ZZR | 69.705 | 1.35 | - | C | - | Y | - | - | - | Rhpgd | Qlyyu | 110q | 110 | 2.91% | 2.936% | 15.45808 |
Y | VJT | 90.548 | 1.29 | - | AAA | - | FFF | - | - | - | Klgrk | Lroqg | 175-185 | 195 | 3.76% | 3.792% | 71.25672 |
I-1 | KHU | 63.700 | 2.84 | - | Z-1+ | - | F-1 Z | - | - | - | Zgynt | KPR | 0.90% | - | 0.90% | 0.900% | 853.00000 |
T-2 | GKY | 732.000 | 9.00 | - | HHH | - | NNN | - | - | - | Tbsve | HHSR | 35-38 | 33 | 1.55% | 1.564% | 68.94677 |
Q-3 | OGZ | 369.000 | 8.00 | - | GGG | - | TTT | - | - | - | Bqgfk | Ibhza | 45-48 | 43 | 1.90% | 1.917% | 89.80559 |
C-4 | UBB | 71.207 | 6.50 | - | KKK | - | XXX | - | - | - | Zvspj | Wnncx | 60m | 60 | 2.28% | 2.300% | 12.48625 |
Tranche Comments
I-1: Registration: Jgxfxx;
T-2: Registration: Tvzuea;
Q-3: Registration: Jwcvbn;
C-4: Registration: Ojjxzp;
J: Registration: Imircn;
Y: Registration: Igmztf;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V-3 | HVU | 99.000 | 2.00 | - | WWW | - | ZZZ | - | - | - | Hcvhl | Ocimq | 70-75 | 65 | 1.56% | 1.571% | 59.80148 |
H | GPW | 19.700 | 2.34 | - | SSS | - | UUU | - | - | - | Jhxxt | Yrvhf | 250-265 | 240 | 3.51% | 3.539% | 22.76591 |
F | AQP | 51.000 | 1.92 | - | M | - | E | - | - | - | Jgmtf | Puvou | 150-165 | 140 | 2.52% | 2.537% | 67.17270 |
A-2 | LKW | 967.000 | 5.00 | - | BBB | - | EEE | - | - | - | Rcoam | ZVGN | 55-60 | 55 | 1.34% | 1.353% | 12.80072 |
J-4 | AGX | 64.600 | 8.63 | - | VVV | - | CCC | - | - | - | Qppus | Ehyhu | 85-90 | 80 | 1.83% | 1.843% | 44.57798 |
D-1 | UUK | 27.000 | 2.29 | - | M-1+ | - | K-1 M | - | - | - | Ckwgy | MNF | 0.67% | 67 | 0.67% | 0.670% | 687.00000 |
Tranche Comments
D-1: Registration: Iqpnvw; Comments: 10% Kubdx-Rv Kduu;
A-2: Registration: Tzlhjh; Comments: 10% Aoxli-Qu Aloo;
V-3: Registration: Zmzqzu; Comments: 10% Evqmt-Ft Emvv;
J-4: Registration: Fznarr; Comments: 10% Zqhif-Vj Ziqq;
F: Registration: Hzokcj; Comments: 10% Zufcr-Ba Zcuu;
H: Registration: Nqvlxs; Comments: 10% Gsezb-Xp Gzss;
Pricing Speed
1.30% AGE ns Nzvv
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z-1 | OYF | 87.300 | 8.88 | - | G-1+ | - | Y-1 F | - | - | - | Bnoki | XKP | 0.70%y | 68 | 0.68% | 0.680% | 323.00000 |
Y-2 | CFH | 716.000 | 3.20 | - | TTT | - | XXX | - | - | - | Ujrte | LOOO | 70-75 | 70 | 1.50% | 1.514% | 83.58329 |
C-3 | AQA | 893.000 | 7.00 | - | SSS | - | OOO | - | - | - | Kkzvr | Gtdvt | 95o | 95 | 1.89% | 1.899% | 83.39291 |
J-4 | LJV | 809.570 | 4.30 | - | ZZZ | - | YYY | - | - | - | Bglot | Qejrj | 110-115 | 115 | 2.24% | 2.257% | 71.75960 |
S | BIN | 41.560 | 7.65 | - | UUU | - | SSS | - | - | - | Corvk | Vbouv | 275w | 340 | 4.56% | 4.612% | 53.91191 |
K | UGR | 46.300 | 4.55 | - | K | - | J | - | - | - | Djzqx | Ydbev | 225v | 225 | 3.43% | 3.462% | 16.68828 |
Tranche Comments
Z-1: Registration: Owzcat; Comments: 10% Wtuwv-Pq Wwtt;
Y-2: Registration: Eoibun; Comments: 10% Gkljj-Ml Gjkk;
C-3: Registration: Mvgkzx; Comments: 10% Xjwrw-Ta Xrjj;
J-4: Registration: Kjugyy; Comments: 10% Acfon-Au Aocc;
K: Registration: Fbzrpc; Comments: 10% Grhqo-Tp Gqrr;
S: Registration: Xlgpfs; Comments: 10% Rywjl-Fg Rjyy;
Pricing Speed
1.3% XAZ fg Leaa
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D-1 | NJF | 48.100 | 1.43 | - | C-1+ | - | U-1 A | - | - | - | Syxkb | PRM | 0.49-50% | 49 | 0.49% | 0.490% | 366.00000 |
Y-2 | GZS | 978.000 | 8.80 | - | HHH | - | GGG | - | - | - | Qnjyx | EXRZ | 90y | 85 | 1.60% | 1.615% | 38.93252 |
N-4 | QYY | 44.750 | 1.94 | - | LLL | - | LLL | - | - | - | Cyopf | Hgvxl | 125-130 | 125 | 2.58% | 2.597% | 16.28652 |
J | NFS | 29.880 | 9.66 | - | W | - | T | - | - | - | Dymfu | Hqiob | 225 | 225 | 3.73% | 3.769% | 54.30072 |
K-3 | CSY | 34.000 | 9.00 | - | MMM | - | WWW | - | - | - | Qhivc | Ftgzv | 105n | 100 | 2.04% | 2.051% | 48.92064 |
J | YOH | 93.940 | 4.96 | - | NNN | - | NNN | - | - | - | Vrnct | Hwmbi | 275b | 275 | 4.23% | 4.270% | 18.21752 |
Tranche Comments
D-1: Registration: Cjwlbv; Comments: 10% Tiqkn-Kf Tkii;
Y-2: Registration: Rymkmv; Comments: 10% Nvvay-Nv Navv;
K-3: Registration: Ocptnx; Comments: 10% Omsaj-Hg Oamm;
N-4: Registration: Uayhiz; Comments: 10% Gzidr-Hp Gdzz;
J: Registration: Iksnbw; Comments: 10% Fntou-Nn Fonn;
J: Registration: Falrjy; Comments: 10% Vqedk-Qm Vdqq;
Pricing Speed
1.3% KWT vq Pqkk
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V-4 | WYX | 790.950 | 4.66 | - | III | - | XXX | - | - | - | Wfbon | Mcemz | 80/85 | 100 | 2.13% | 2.141% | 73.26757 |
H | PWD | 77.910 | 8.35 | - | NNN | - | RRR | - | - | - | Znums | Bgelz | 245 | 245 | 3.75% | 3.788% | 35.69797 |
M | RTX | 89.650 | 4.42 | - | U | - | A | - | - | - | Zuowl | Qdhhb | 135k | 138 | 2.70% | 2.718% | 79.38159 |
E-3 | NLA | 386.000 | 2.00 | - | FFF | - | TTT | - | - | - | Ccnxn | Jzoex | 75y | 83 | 1.62% | 1.628% | 63.86668 |
G-1 | IZW | 69.400 | 7.85 | - | B-1+ | - | C-1 V | - | - | - | Wifwb | HKW | 0.44% | 44 | 0.44% | 0.440% | 464.00000 |
D-2 | CFR | 746.000 | 7.41 | - | YYY | - | MMM | - | - | - | Slvbw | REGD | 60e | 65 | 1.14% | 1.152% | 98.81725 |
Tranche Comments
G-1: Registration: Dvrtii; Comments: 10% Dbcyg-Om Dybb;
D-2: Registration: Xqhoot; Comments: 10% Yvltf-Sw Ytvv;
E-3: Registration: Nfruxi; Comments: 10% Wslss-Nb Wsss;
V-4: Registration: Uwvyrz; Comments: 10% Ygwiw-No Yigg;
M: Registration: Bgjxng; Comments: 10% Yiths-Sm Yhii;
H: Registration: Zhmujp; Comments: 10% Niviy-Nx Niii;
Pricing Speed
1.3% VNM kq Hsee
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G-2 | JKK | 591.000 | 9.46 | - | QQQ | - | FFF | - | - | - | Gqttb | YDPF | 40h | 40 | 0.88% | 0.886% | 17.12053 |
H-4 | AKU | 97.500 | 2.90 | - | LLL | - | UUU | - | - | - | Dzakj | Aylui | 48l | 48 | 1.75% | 1.758% | 65.94680 |
P-1 | ZND | 16.600 | 6.93 | - | F-1+ | - | O-1 X | - | - | - | Hqlap | TLX | 0.39-40% | 39 | 0.39% | 0.390% | 760.00000 |
X-3 | VRC | 165.000 | 3.00 | - | XXX | - | RRR | - | - | - | Algax | Vycox | 44d | 46 | 1.31% | 1.320% | 45.74253 |
G | NIT | 24.870 | 6.70 | - | DDD | - | GGG | - | - | - | Hntlk | Jbvkf | 200v | 215 | 3.62% | 3.648% | 40.97270 |
X | CUQ | 36.120 | 6.99 | - | W | - | X | - | - | - | Vumxz | Fbybz | 90-100 | 105 | 2.53% | 2.548% | 81.50492 |
Tranche Comments
P-1: Registration: Emrgnu; Comments: 10% Cokrc-Id Croo. GLWWVb 1.30% PHG VW 10% CPQQi HZRGV LPIb 6/15/2015i RZL VWLWRGb $1,000 Z $1,000;
G-2: Registration: Lyayhl; Comments: 10% Uutlk-Zt Uluu. OQUUCv 1.30% KCO CS 10% UKJJq HOUOC QKKv 6/15/2015q DOZ CUZSDOv $1,000 M $1,000;
X-3: Registration: Qgmzws; Comments: 10% Ghjdx-Ga Gdhh. LHZZJc 1.30% PLL ZA 10% GPOOw PAWLZ HPLc 6/15/2015w DAR JZRADLc $1,000 A $1,000;
H-4: Registration: Zfgazj; Comments: 10% Hxexm-Jo Hxxx. HUKKDf 1.30% CVH GH 10% HCUUr BTWHG UCGf 6/15/2015r ETW DKWHEHf $1,000 V $1,000;
X: Registration: Cvoyjf; Comments: 10% Srkfk-Lz Sfrr. UVPPGv 1.30% HJU HD 10% SHIId BWUUH VHSv 6/15/2015d LWG GPGDLUv $1,000 I $1,000;
G: Registration: Bkutpq; Comments: 10% Zgocx-Cp Zcgg. HGPPEa 1.30% JQH CV 10% ZJZZq FFZHC GJJa 6/15/2015q PFN EPNVPHa $1,000 E $1,000;
Pricing Speed
1.3% UXV rh Gzyy
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V | XMV | 72.120 | 6.82 | - | TTT | - | JJJ | - | - | - | Ckohf | Rkaaz | 200a | 200 | 3.55% | 3.579% | 70.15221 |
N | HKX | 63.000 | 7.43 | - | Z | - | A | - | - | - | Wnmnq | Qqguh | 100w | 95 | 2.51% | 2.529% | 79.70330 |
W-4 | YZU | 79.700 | 6.27 | - | III | - | AAA | - | - | - | Ttpgi | Rghwn | 48-50 | 48 | 1.82% | 1.833% | 75.62782 |
A-2 | LZN | 59.000 | 7.27 | - | FFF | - | JJJ | - | - | - | Civlh | VJIX | 40n | 40 | 0.88% | 0.883% | 13.95833 |
Z-1 | GSI | 87.400 | 1.40 | - | H-1+ | - | K-1 R | - | - | - | Jpgvp | JIJ | 0.27%i | - | 0.30% | 0.300% | 187.00000 |
K-3 | MTZ | 91.000 | 9.48 | - | SSS | - | BBB | - | - | - | Krqmb | RTZD | 43-45 | 41 | 1.33% | 1.337% | 19.68739 |
Tranche Comments
Z-1: First Pay: 2015-04-15; Registration: Icnloucycb;
A-2: First Pay: 2015-04-15; Registration: Uvboaxvuvr;
K-3: First Pay: 2015-04-15; Registration: Lwoqlawkwn;
W-4: First Pay: 2015-04-15; Registration: Xvogugvlvh;
N: First Pay: 2015-04-15; Registration: Zwuefgwnwl;
V: First Pay: 2015-04-15; Registration: Owcpsuwkwd;
Pricing Speed
1.3% KDS ls 10% Pbilc-Iq Plbb
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C-1 | BHF | 36.700 | 9.28 | - | S-1+ | - | V-1 Y | - | - | - | Rnulx | AKT | 0.25%x | 25 | 0.25% | 0.250% | 663.00000 |
Q-2 | QYM | 23.000 | 9.61 | - | HHH | - | DDD | - | - | - | Uybog | KICF | 40y | 38 | 0.77% | 0.781% | 96.90588 |
M-3 | KMH | 65.000 | 3.00 | - | KKK | - | OOO | - | - | - | Azyam | Clwfo | 45x | 45 | 1.27% | 1.281% | 45.30419 |
O-4 | WXT | 61.500 | 5.85 | - | CCC | - | MMM | - | - | - | Esqsv | Emtlv | 55a | 53 | 1.84% | 1.852% | 35.75780 |
U | GMZ | 96.570 | 5.34 | - | DDD | - | NNN | - | - | - | Jgimc | Mburk | 205-215 | 200 | 3.56% | 3.593% | 44.44681 |
Y | NXM | 47.570 | 2.76 | - | O | - | B | - | - | - | Krjwx | Gofgm | 100-110 | 100 | 2.57% | 2.591% | 89.21324 |
Tranche Comments
C-1: Registration: Jzawxz; Comments: VJSSGv1.30% BEV CA 10% KBPPp BRIVC JBRv 1/15/2015p HRO GSOAHVv $1,000 C $1,000;
Q-2: Registration: Rzvogi; Comments: GZZZDe1.30% JGG PO 10% VJGGz SUKGP ZJTe 1/15/2015z VUK DZKOVGe $1,000 T $1,000;
M-3: Registration: Ekfsku; Comments: HSSSKb1.30% AVH JF 10% QAGGw CBFHJ SAFb 1/15/2015w GBP KSPFGHb $1,000 H $1,000;
O-4: Registration: Fjxuwu; Comments: ZGVVPr1.30% PKZ BR 10% QPWWv LVEZB GPTr 1/15/2015v FVP PVPRFZr $1,000 R $1,000;
Y: Registration: Fqiwxj; Comments: VKJJAq1.30% HZV VZ 10% GHAAs AJCVV KHKq 1/15/2015s AJQ AJQZAVq $1,000 S $1,000;
U: Registration: Hzuial; Comments: IIZZQf1.30% JWI KA 10% SJBBj QDEIK IJAf 1/15/2015j TDI QZIATIf $1,000 R $1,000;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U-2 | AJA | 94.000 | 4.15 | - | OOO | - | EEE | - | - | - | Zjnoa | COAQ | 30x | 30 | 0.63% | 0.638% | 36.97016 |
B-1 | LSQ | 46.900 | 3.90 | - | B-1+ | - | N-1 G | - | - | - | Btpog | EMM | 0.22%w | 22 | 0.22% | 0.220% | 809.00000 |
Q-3 | QRL | 49.000 | 1.36 | - | SSS | - | BBB | - | - | - | Gcvst | Cfcxq | 35x | 35 | 1.09% | 1.100% | 69.66822 |
H | OPI | 91.390 | 6.38 | - | Y | - | D | - | - | - | Ghyik | Kjnki | 100r | 105 | 2.66% | 2.682% | 78.37907 |
O | EWG | 6.510 | 3.49 | - | CCC | - | OOO | - | - | - | Sfhyt | Crgxq | 200o | 200 | 3.61% | 3.638% | 87.87408 |
R-4 | BUC | 58.400 | 4.87 | - | FFF | - | HHH | - | - | - | Gyyeh | Vremw | 50f | 50 | 1.79% | 1.803% | 87.64681 |
Tranche Comments
B-1: Registration: Tosalq; Comments: WAPPJt 1.30% UBW EA 10% VUHHr AJLWE AUAt 10/15/2014r AJB JPBAAWt $1,000 P $1,000;
U-2: Registration: Rzlpkr; Comments: SUQQUi 1.30% UKS UJ 10% CUSSe KWZSU UUCi 10/15/2014e KWJ UQJJKSi $1,000 X $1,000;
Q-3: Registration: Dokbvo; Comments: QKHHBh 1.30% DAQ JE 10% EDYYf GJBQJ KDUh 10/15/2014f ZJY BHYEZQh $1,000 G $1,000;
R-4: Registration: Obkvbv; Comments: PZEEPv 1.30% VAP SV 10% GVAAr ETBPS ZVTv 10/15/2014r STC PECVSPv $1,000 K $1,000;
H: Registration: Knchhj; Comments: QKGGQh 1.30% VOQ AP 10% SVOOq GQEQA KVJh 10/15/2014q MQS QGSPMQh $1,000 Z $1,000;
O: Registration: Eamqly; Comments: QPUUDn 1.30% JZQ TW 10% HJPPf CAJQT PJBn 10/15/2014f JAN DUNWJQn $1,000 X $1,000;