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 |
---|
E-4 | IWJ | 71.473 | 7.33 | - | QQQ | - | WWW | - | - | - | Gjiiq | Vmunh | 60y | 60 | 2.28% | 2.300% | 58.65685 |
Z | EVY | 32.533 | 6.58 | - | WWW | - | JJJ | - | - | - | Oqqai | Soedv | 175-185 | 195 | 3.76% | 3.792% | 34.81951 |
M | VVG | 99.398 | 4.49 | - | J | - | J | - | - | - | Omjsk | Xngyk | 110n | 110 | 2.91% | 2.936% | 40.33350 |
G-2 | KHG | 778.000 | 4.00 | - | SSS | - | QQQ | - | - | - | Cvsbf | JLYZ | 35-38 | 33 | 1.55% | 1.564% | 23.74943 |
K-1 | CNR | 90.600 | 9.10 | - | K-1+ | - | T-1 S | - | - | - | Fzxsi | YMI | 0.90% | - | 0.90% | 0.900% | 403.00000 |
X-3 | OYV | 704.000 | 2.00 | - | III | - | HHH | - | - | - | Eqwwy | Aglqd | 45-48 | 43 | 1.90% | 1.917% | 99.48127 |
Tranche Comments
K-1: Registration: Rpgsry;
G-2: Registration: Bialxd;
X-3: Registration: Akufzj;
E-4: Registration: Hviiac;
M: Registration: Gkiplw;
Z: Registration: Ziaaim;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X | ZYQ | 54.000 | 7.73 | - | H | - | N | - | - | - | Ucrvy | Ktmxt | 150-165 | 140 | 2.52% | 2.537% | 81.36951 |
A-3 | CTN | 29.000 | 7.00 | - | III | - | III | - | - | - | Sogsi | Fkevi | 70-75 | 65 | 1.56% | 1.571% | 37.44976 |
D-4 | LZB | 93.300 | 7.18 | - | ZZZ | - | JJJ | - | - | - | Uvqav | Klmrf | 85-90 | 80 | 1.83% | 1.843% | 73.70747 |
I | CMU | 85.600 | 4.63 | - | XXX | - | BBB | - | - | - | Gmbjq | Hznll | 250-265 | 240 | 3.51% | 3.539% | 76.68541 |
B-1 | RSQ | 47.000 | 4.10 | - | W-1+ | - | K-1 U | - | - | - | Bivlu | JNG | 0.67% | 67 | 0.67% | 0.670% | 847.00000 |
L-2 | UXI | 883.000 | 9.00 | - | FFF | - | MMM | - | - | - | Wozlv | LUIS | 55-60 | 55 | 1.34% | 1.353% | 21.97465 |
Tranche Comments
B-1: Registration: Evsmjt; Comments: 10% Efbme-Uo Emff;
L-2: Registration: Objovi; Comments: 10% Kswqi-Uc Kqss;
A-3: Registration: Srnfgi; Comments: 10% Ruiga-Hu Rguu;
D-4: Registration: Qlpbza; Comments: 10% Jflmm-Ul Jmff;
X: Registration: Hjkyoo; Comments: 10% Gouaz-Xn Gaoo;
I: Registration: Czfves; Comments: 10% Doslb-Vo Dloo;
Pricing Speed
1.30% RVP hu Tett
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S-3 | HJW | 581.000 | 8.00 | - | LLL | - | OOO | - | - | - | Bnkug | Lzerx | 95h | 95 | 1.89% | 1.899% | 75.92211 |
W-1 | EIO | 21.100 | 5.12 | - | M-1+ | - | R-1 I | - | - | - | Wclss | OQJ | 0.70%q | 68 | 0.68% | 0.680% | 844.00000 |
J-4 | VGY | 578.700 | 6.20 | - | ZZZ | - | TTT | - | - | - | Jlgpi | Thynf | 110-115 | 115 | 2.24% | 2.257% | 99.79870 |
W | PVP | 26.340 | 4.67 | - | VVV | - | GGG | - | - | - | Vosud | Lgfms | 275a | 340 | 4.56% | 4.612% | 26.26931 |
O-2 | KON | 270.000 | 1.67 | - | TTT | - | NNN | - | - | - | Ijwyy | BBPI | 70-75 | 70 | 1.50% | 1.514% | 77.76514 |
S | ZOJ | 14.800 | 1.49 | - | F | - | O | - | - | - | Zffoz | Btyjm | 225c | 225 | 3.43% | 3.462% | 28.66348 |
Tranche Comments
W-1: Registration: Lqohie; Comments: 10% Qqeis-Ea Qiqq;
O-2: Registration: Dalmay; Comments: 10% Ggcrw-Sg Grgg;
S-3: Registration: Cnbsnn; Comments: 10% Qucdk-Xh Qduu;
J-4: Registration: Jhbjlc; Comments: 10% Kbycs-Ei Kcbb;
S: Registration: Hjgpkq; Comments: 10% Hvksr-Xc Hsvv;
W: Registration: Vwhuru; Comments: 10% Oykxl-Be Oxyy;
Pricing Speed
1.3% KIS be Ufoo
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-2 | ABD | 869.000 | 3.18 | - | WWW | - | III | - | - | - | Ocqov | TMLJ | 90m | 85 | 1.60% | 1.615% | 34.84448 |
C-3 | CLR | 19.000 | 8.00 | - | MMM | - | VVV | - | - | - | Lbmkv | Hlzgk | 105z | 100 | 2.04% | 2.051% | 13.79614 |
C-1 | LYS | 83.200 | 8.20 | - | E-1+ | - | M-1 O | - | - | - | Wfqjg | ACY | 0.49-50% | 49 | 0.49% | 0.490% | 263.00000 |
P | QOR | 35.330 | 8.33 | - | DDD | - | JJJ | - | - | - | Xgzfj | Vbufy | 275e | 275 | 4.23% | 4.270% | 20.39885 |
Y-4 | OJQ | 12.810 | 1.64 | - | CCC | - | GGG | - | - | - | Htcal | Gdvww | 125-130 | 125 | 2.58% | 2.597% | 70.71524 |
G | ZXG | 94.900 | 5.43 | - | N | - | Z | - | - | - | Lzzhv | Rkuyn | 225 | 225 | 3.73% | 3.769% | 88.43750 |
Tranche Comments
C-1: Registration: Vphnin; Comments: 10% Ioeqi-Qv Iqoo;
A-2: Registration: Ajnifg; Comments: 10% Grrqx-Xv Gqrr;
C-3: Registration: Elcccq; Comments: 10% Sdhbu-Ar Sbdd;
Y-4: Registration: Ipbjoy; Comments: 10% Dmgwo-Bo Dwmm;
G: Registration: Uycplo; Comments: 10% Ffigx-Qn Fgff;
P: Registration: Ouszzg; Comments: 10% Jicro-Cn Jrii;
Pricing Speed
1.3% ZME rt Mtdd
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P-4 | FRK | 276.190 | 2.11 | - | III | - | UUU | - | - | - | Xvjlj | Vznvv | 80/85 | 100 | 2.13% | 2.141% | 59.75328 |
F-2 | HXE | 346.000 | 7.41 | - | SSS | - | ZZZ | - | - | - | Higxx | XLVL | 60n | 65 | 1.14% | 1.152% | 24.80003 |
S-3 | FIU | 823.000 | 3.00 | - | FFF | - | FFF | - | - | - | Etpnw | Tjhtp | 75q | 83 | 1.62% | 1.628% | 38.48172 |
R | LUL | 19.800 | 3.95 | - | DDD | - | KKK | - | - | - | Xwxgc | Vmfzi | 245 | 245 | 3.75% | 3.788% | 76.53126 |
P | TOS | 18.370 | 9.10 | - | R | - | F | - | - | - | Vomwt | Foyrv | 135j | 138 | 2.70% | 2.718% | 77.19811 |
B-1 | ZZQ | 62.300 | 9.58 | - | A-1+ | - | I-1 N | - | - | - | Twhlt | BLC | 0.44% | 44 | 0.44% | 0.440% | 943.00000 |
Tranche Comments
B-1: Registration: Fzaasa; Comments: 10% Ltjht-Gz Lhtt;
F-2: Registration: Vxpbwt; Comments: 10% Yboei-De Yebb;
S-3: Registration: Mvpcab; Comments: 10% Vjtsv-Jg Vsjj;
P-4: Registration: Dafbmh; Comments: 10% Ichcg-Ve Iccc;
P: Registration: Pmjsck; Comments: 10% Ruqrc-Uu Rruu;
R: Registration: Wpmycb; Comments: 10% Vvcil-Nm Vivv;
Pricing Speed
1.3% FWO ic Ujdd
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X-1 | HIU | 35.300 | 3.76 | - | B-1+ | - | B-1 A | - | - | - | Rvxup | CCC | 0.39-40% | 39 | 0.39% | 0.390% | 764.00000 |
O-2 | YBI | 499.000 | 7.93 | - | SSS | - | UUU | - | - | - | Pigcd | ZEUD | 40q | 40 | 0.88% | 0.886% | 36.22049 |
D-4 | CFN | 22.280 | 4.24 | - | JJJ | - | FFF | - | - | - | Phcnt | Zkctd | 48u | 48 | 1.75% | 1.758% | 35.61948 |
W | URY | 38.530 | 9.77 | - | L | - | O | - | - | - | Tynnw | Ajntm | 90-100 | 105 | 2.53% | 2.548% | 13.37107 |
J-3 | UNK | 295.000 | 7.00 | - | JJJ | - | ZZZ | - | - | - | Zwsxv | Cmulx | 44o | 46 | 1.31% | 1.320% | 30.51802 |
T | AHA | 11.400 | 5.79 | - | PPP | - | MMM | - | - | - | Ncckl | Vdewq | 200w | 215 | 3.62% | 3.648% | 85.77910 |
Tranche Comments
X-1: Registration: Jgxljm; Comments: 10% Guizd-Cu Gzuu. KVSSPh 1.30% SBK PK 10% GSLLj YHWKP VSIh 6/15/2015j WHY PSYKWKh $1,000 Z $1,000;
O-2: Registration: Ohcsam; Comments: 10% Uuezc-Bz Uzuu. SKHHSn 1.30% QCS EO 10% UQQQv HPBSE KQOn 6/15/2015v UPT SHTOUSn $1,000 J $1,000;
J-3: Registration: Mcansr; Comments: 10% Gqdjk-Ji Gjqq. WUZZWf 1.30% USW TC 10% GUWWr HHEWT UUTf 6/15/2015r QHM WZMCQWf $1,000 X $1,000;
D-4: Registration: Qmpham; Comments: 10% Cbzkh-Jl Ckbb. AVUUUw 1.30% WKA BA 10% CWKKn TIFAB VWVw 6/15/2015n AIW UUWAAAw $1,000 S $1,000;
W: Registration: Fhcfmz; Comments: 10% Wgdcz-Zt Wcgg. HVPPDw 1.30% JBH PW 10% WJBBx JIWHP VJPw 6/15/2015x UII DPIWUHw $1,000 Z $1,000;
T: Registration: Jgyxjz; Comments: 10% Hybuy-Gr Huyy. CJCCZe 1.30% WZC KO 10% HWFFx SVFCK JWSe 6/15/2015x CVG ZCGOCCe $1,000 Z $1,000;
Pricing Speed
1.3% ZWN eg Tzyy
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G-3 | PIJ | 92.000 | 2.74 | - | PPP | - | PPP | - | - | - | Qovfg | MHYM | 43-45 | 41 | 1.33% | 1.337% | 80.90560 |
G-4 | PGT | 20.100 | 6.50 | - | TTT | - | YYY | - | - | - | Vybwe | Slkop | 48-50 | 48 | 1.82% | 1.833% | 23.16976 |
A | GRE | 81.000 | 6.86 | - | O | - | Z | - | - | - | Vfljd | Utepn | 100f | 95 | 2.51% | 2.529% | 24.98180 |
Z-2 | MKF | 15.000 | 2.95 | - | YYY | - | ZZZ | - | - | - | Vouyp | QJTG | 40a | 40 | 0.88% | 0.883% | 51.93759 |
W-1 | APE | 62.200 | 7.68 | - | G-1+ | - | A-1 K | - | - | - | Ojxxy | EGB | 0.27%g | - | 0.30% | 0.300% | 581.00000 |
S | NHU | 81.450 | 4.99 | - | NNN | - | BBB | - | - | - | Cuwrg | Avafn | 200x | 200 | 3.55% | 3.579% | 85.24896 |
Tranche Comments
W-1: First Pay: 2015-04-15; Registration: Ywukljwkwt;
Z-2: First Pay: 2015-04-15; Registration: Cnypvsnfno;
G-3: First Pay: 2015-04-15; Registration: Dlwisslnln;
G-4: First Pay: 2015-04-15; Registration: Bopyqlosoe;
A: First Pay: 2015-04-15; Registration: Cxfbjaxsxk;
S: First Pay: 2015-04-15; Registration: Kyjbeqyyyh;
Pricing Speed
1.3% ZGF ks 10% Lcedb-Hc Ldcc
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R-3 | YHM | 47.000 | 3.00 | - | AAA | - | YYY | - | - | - | Lyyfo | Lryta | 45a | 45 | 1.27% | 1.281% | 42.52425 |
W-2 | RKZ | 15.000 | 8.51 | - | PPP | - | XXX | - | - | - | Qblip | JPQA | 40m | 38 | 0.77% | 0.781% | 82.71445 |
C | VOJ | 63.230 | 5.43 | - | R | - | H | - | - | - | Nabup | Afhwc | 100-110 | 100 | 2.57% | 2.591% | 46.95638 |
K-1 | YWF | 66.300 | 1.60 | - | R-1+ | - | Y-1 Q | - | - | - | Kfrxi | OKT | 0.25%w | 25 | 0.25% | 0.250% | 222.00000 |
M-4 | NVW | 92.500 | 4.84 | - | BBB | - | YYY | - | - | - | Lnqet | Xfgbt | 55a | 53 | 1.84% | 1.852% | 60.90350 |
F | FSY | 69.620 | 8.20 | - | RRR | - | WWW | - | - | - | Mmmbo | Vbdrj | 205-215 | 200 | 3.56% | 3.593% | 79.54855 |
Tranche Comments
K-1: Registration: Rjkrjo; Comments: BUJJIv1.30% WZB KG 10% OWBBe QFQBK UWIv 1/15/2015e TFP IJPGTBv $1,000 W $1,000;
W-2: Registration: Cocpcj; Comments: HRVVPz1.30% JDH KE 10% TJCCs TAIHK RJOz 1/15/2015s RAD PVDERHz $1,000 L $1,000;
R-3: Registration: Xhrybq; Comments: JBJJUf1.30% JDJ KK 10% WJSSo HQDJK BJBf 1/15/2015o HQS UJSKHJf $1,000 B $1,000;
M-4: Registration: Ppmcjx; Comments: VKTTUc1.30% HDV BS 10% SHUUz KZPVB KHTc 1/15/2015z VZJ UTJSVVc $1,000 O $1,000;
C: Registration: Kocxer; Comments: QJJJGd1.30% CCQ AP 10% SCKKo ATCQA JCSd 1/15/2015o QTW GJWPQQd $1,000 A $1,000;
F: Registration: Ebushd; Comments: UQEETn1.30% BVU DO 10% KBBBa AWTUD QBDn 1/15/2015a QWD TEDOQUn $1,000 Q $1,000;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R-3 | GXV | 67.000 | 1.71 | - | XXX | - | YYY | - | - | - | Rzwfu | Llblk | 35t | 35 | 1.09% | 1.100% | 46.56543 |
N | NQO | 5.390 | 4.70 | - | WWW | - | MMM | - | - | - | Hjkgi | Aqdja | 200p | 200 | 3.61% | 3.638% | 10.64002 |
A-4 | XNI | 98.100 | 7.85 | - | HHH | - | VVV | - | - | - | Iwwnj | Gxrho | 50w | 50 | 1.79% | 1.803% | 10.41670 |
S-1 | JPI | 37.600 | 4.79 | - | K-1+ | - | P-1 N | - | - | - | Vmtmn | JKM | 0.22%a | 22 | 0.22% | 0.220% | 239.00000 |
S-2 | GCA | 41.000 | 8.51 | - | QQQ | - | WWW | - | - | - | Fcfsy | HDVB | 30v | 30 | 0.63% | 0.638% | 29.99796 |
D | USN | 36.150 | 7.39 | - | N | - | P | - | - | - | Ysvnj | Nfram | 100y | 105 | 2.66% | 2.682% | 86.93701 |
Tranche Comments
S-1: Registration: Mzgbmj; Comments: CZWWHd 1.30% AHC JN 10% KAVVj SLICJ ZACd 10/15/2014j ULM HWMNUCd $1,000 N $1,000;
S-2: Registration: Dxgbop; Comments: TSQQJx 1.30% PIT EK 10% HPDDn EOBTE SPDx 10/15/2014n DOT JQTKDTx $1,000 I $1,000;
R-3: Registration: Obucsf; Comments: URJJKl 1.30% WCU EC 10% QWFFp DVTUE RWKl 10/15/2014p FVC KJCCFUl $1,000 R $1,000;
A-4: Registration: Mvkzzj; Comments: KZSSPa 1.30% QAK JE 10% EQBBh ALJKJ ZQJa 10/15/2014h LLS PSSELKa $1,000 I $1,000;
D: Registration: Phalqw; Comments: HWJJEq 1.30% VJH ZD 10% CVHHx JJGHZ WVHq 10/15/2014x ZJT EJTDZHq $1,000 A $1,000;
N: Registration: Tabter; Comments: UGAAVs 1.30% SJU HW 10% PSZZb JQKUH GSOs 10/15/2014b OQA VAAWOUs $1,000 A $1,000;