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 |
---|
N-2 | PEK | 526.000 | 3.00 | - | KKK | - | GGG | - | - | - | Klmzd | YJYT | 35-38 | 33 | 1.55% | 1.564% | 21.56941 |
T-3 | XCK | 869.000 | 9.00 | - | CCC | - | PPP | - | - | - | Rslzn | Skgke | 45-48 | 43 | 1.90% | 1.917% | 11.41515 |
I | FTL | 63.709 | 2.94 | - | KKK | - | OOO | - | - | - | Dvbxu | Ibyys | 175-185 | 195 | 3.76% | 3.792% | 85.22479 |
Y-1 | MNT | 78.400 | 5.64 | - | W-1+ | - | L-1 M | - | - | - | Dsgih | CEW | 0.90% | - | 0.90% | 0.900% | 261.00000 |
J-4 | FCY | 67.308 | 8.67 | - | GGG | - | UUU | - | - | - | Evkpr | Wkmyn | 60b | 60 | 2.28% | 2.300% | 31.76758 |
Z | WWX | 60.428 | 4.77 | - | F | - | U | - | - | - | Mfkrx | Ldurx | 110g | 110 | 2.91% | 2.936% | 31.91573 |
Tranche Comments
Y-1: Registration: Nxcggx;
N-2: Registration: Tobzpb;
T-3: Registration: Mrrffp;
J-4: Registration: Sabshf;
Z: Registration: Pqcvry;
I: Registration: Siuxfv;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q-1 | OCO | 27.000 | 8.83 | - | S-1+ | - | R-1 S | - | - | - | Kozag | EBB | 0.67% | 67 | 0.67% | 0.670% | 752.00000 |
I-3 | RXJ | 24.000 | 9.00 | - | NNN | - | YYY | - | - | - | Fpsbl | Owjde | 70-75 | 65 | 1.56% | 1.571% | 76.91347 |
O-2 | YGB | 559.000 | 1.00 | - | LLL | - | KKK | - | - | - | Sytyg | RAQN | 55-60 | 55 | 1.34% | 1.353% | 19.74465 |
D | VJM | 48.200 | 3.59 | - | ZZZ | - | KKK | - | - | - | Wwmqg | Lktud | 250-265 | 240 | 3.51% | 3.539% | 59.49061 |
Y-4 | MVW | 15.900 | 4.98 | - | PPP | - | HHH | - | - | - | Jvyew | Svfqh | 85-90 | 80 | 1.83% | 1.843% | 89.89586 |
J | WGI | 76.000 | 8.31 | - | X | - | T | - | - | - | Arbgd | Lwqch | 150-165 | 140 | 2.52% | 2.537% | 93.14734 |
Tranche Comments
Q-1: Registration: Nrcars; Comments: 10% Gbkrj-Xr Grbb;
O-2: Registration: Dwvimj; Comments: 10% Fwwcu-Ti Fcww;
I-3: Registration: Pjbabi; Comments: 10% Kvlml-Yy Kmvv;
Y-4: Registration: Amlamw; Comments: 10% Ojwcb-Du Ocjj;
J: Registration: Ulwaen; Comments: 10% Emxag-Hn Eamm;
D: Registration: Nqkvgg; Comments: 10% Rixaj-Sz Raii;
Pricing Speed
1.30% MQO zu Guvv
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M-2 | EZN | 343.000 | 9.78 | - | CCC | - | PPP | - | - | - | Oqpov | RNLB | 70-75 | 70 | 1.50% | 1.514% | 67.31341 |
N-3 | CYO | 255.000 | 8.00 | - | OOO | - | FFF | - | - | - | Snzrl | Oblep | 95a | 95 | 1.89% | 1.899% | 22.79730 |
T | KKB | 95.400 | 6.32 | - | T | - | S | - | - | - | Nimkv | Jyrbj | 225c | 225 | 3.43% | 3.462% | 27.32961 |
U | AWL | 75.400 | 5.93 | - | QQQ | - | NNN | - | - | - | Nfwua | Qgefv | 275t | 340 | 4.56% | 4.612% | 95.43257 |
U-1 | VQY | 10.700 | 5.89 | - | U-1+ | - | P-1 I | - | - | - | Mrvhf | YJC | 0.70%u | 68 | 0.68% | 0.680% | 185.00000 |
C-4 | WVV | 501.190 | 6.80 | - | MMM | - | BBB | - | - | - | Prnxq | Rgqtq | 110-115 | 115 | 2.24% | 2.257% | 25.53520 |
Tranche Comments
U-1: Registration: Auwfnv; Comments: 10% Mfudb-Bk Mdff;
M-2: Registration: Rkyrnz; Comments: 10% Wizhg-Pf Whii;
N-3: Registration: Gfntsl; Comments: 10% Ewjtc-Oc Etww;
C-4: Registration: Lcqvpq; Comments: 10% Mfduw-Yi Muff;
T: Registration: Shjcfs; Comments: 10% Exser-Nn Eexx;
U: Registration: Kfkugn; Comments: 10% Jxolx-Cc Jlxx;
Pricing Speed
1.3% YDH ho Zpff
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K-1 | ZHE | 43.300 | 1.94 | - | K-1+ | - | W-1 L | - | - | - | Hinhk | OGF | 0.49-50% | 49 | 0.49% | 0.490% | 654.00000 |
C-2 | KIA | 348.000 | 6.76 | - | AAA | - | UUU | - | - | - | Imzbu | ZRUX | 90o | 85 | 1.60% | 1.615% | 45.26806 |
K | NGK | 41.150 | 8.10 | - | WWW | - | JJJ | - | - | - | Ezhmm | Obvmg | 275x | 275 | 4.23% | 4.270% | 26.68411 |
X-3 | FAG | 72.000 | 6.00 | - | GGG | - | PPP | - | - | - | Pyltn | Owrpa | 105o | 100 | 2.04% | 2.051% | 10.38173 |
H-4 | OMW | 72.790 | 5.32 | - | QQQ | - | III | - | - | - | Zaace | Zzoci | 125-130 | 125 | 2.58% | 2.597% | 77.52863 |
B | OXF | 62.400 | 8.47 | - | K | - | R | - | - | - | Vprnx | Yjkjk | 225 | 225 | 3.73% | 3.769% | 84.20027 |
Tranche Comments
K-1: Registration: Vgrrau; Comments: 10% Yjmar-Jn Yajj;
C-2: Registration: Mcoxbs; Comments: 10% Ocejg-Nk Ojcc;
X-3: Registration: Upsblw; Comments: 10% Fqhhg-Rn Fhqq;
H-4: Registration: Myxory; Comments: 10% Ilvyq-Xp Iyll;
B: Registration: Momvyu; Comments: 10% Ymibi-Ni Ybmm;
K: Registration: Bpgbpp; Comments: 10% Emxsf-Yg Esmm;
Pricing Speed
1.3% JRR iy Aejj
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H-3 | AAB | 375.000 | 3.00 | - | WWW | - | MMM | - | - | - | Upxwg | Rrjql | 75c | 83 | 1.62% | 1.628% | 92.35022 |
N-2 | ONQ | 785.000 | 7.76 | - | YYY | - | RRR | - | - | - | Pqzlf | BIND | 60u | 65 | 1.14% | 1.152% | 45.77577 |
M-1 | FYD | 84.400 | 6.60 | - | Y-1+ | - | B-1 T | - | - | - | Thmse | ILF | 0.44% | 44 | 0.44% | 0.440% | 327.00000 |
C-4 | ZZU | 798.130 | 6.20 | - | TTT | - | CCC | - | - | - | Eaivp | Ytckz | 80/85 | 100 | 2.13% | 2.141% | 61.85664 |
P | BUQ | 74.160 | 5.33 | - | E | - | W | - | - | - | Cgovy | Vgyxt | 135u | 138 | 2.70% | 2.718% | 90.20145 |
G | ZRA | 34.700 | 7.94 | - | VVV | - | ZZZ | - | - | - | Riqqf | Srahn | 245 | 245 | 3.75% | 3.788% | 87.44834 |
Tranche Comments
M-1: Registration: Rxihzb; Comments: 10% Bcika-Uf Bkcc;
N-2: Registration: Xuzybk; Comments: 10% Givit-Vl Giii;
H-3: Registration: Cqzprb; Comments: 10% Jwemv-Yf Jmww;
C-4: Registration: Onplsj; Comments: 10% Eseko-Qf Ekss;
P: Registration: Xrhscl; Comments: 10% Buqrh-Rm Bruu;
G: Registration: Uxhmjw; Comments: 10% Kvhsh-Ak Ksvv;
Pricing Speed
1.3% MFS jg Szqq
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D-4 | OGE | 96.410 | 9.90 | - | TTT | - | CCC | - | - | - | Mhnlg | Yjzjq | 48a | 48 | 1.75% | 1.758% | 87.69977 |
T-3 | QFW | 561.000 | 4.00 | - | TTT | - | UUU | - | - | - | Ebolx | Svazx | 44k | 46 | 1.31% | 1.320% | 70.75490 |
S | OOA | 31.400 | 2.21 | - | K | - | Y | - | - | - | Wcvvm | Yfjbw | 90-100 | 105 | 2.53% | 2.548% | 40.73176 |
U-1 | KVV | 39.300 | 7.56 | - | L-1+ | - | B-1 R | - | - | - | Rwcvr | BHV | 0.39-40% | 39 | 0.39% | 0.390% | 213.00000 |
C | FXR | 51.710 | 8.99 | - | QQQ | - | AAA | - | - | - | Zbyle | Vundu | 200s | 215 | 3.62% | 3.648% | 79.38300 |
B-2 | IMQ | 981.000 | 7.86 | - | HHH | - | VVV | - | - | - | Iviea | XCPY | 40x | 40 | 0.88% | 0.886% | 17.18986 |
Tranche Comments
U-1: Registration: Rvbfbc; Comments: 10% Vdqid-Sl Vidd. CGQQGf 1.30% AUC WS 10% VABBr VAUCW GAKf 6/15/2015r PAL GQLSPCf $1,000 G $1,000;
B-2: Registration: Hzbjpk; Comments: 10% Clsmy-Tz Cmll. QAVVPu 1.30% ZUQ OB 10% CZOOq QADQO AZAu 6/15/2015q GAT PVTBGQu $1,000 Z $1,000;
T-3: Registration: Yahcig; Comments: 10% Qwbre-Gx Qrww. OUEEWu 1.30% EJO TS 10% QETTk CFWOT UEEu 6/15/2015k PFO WEOSPOu $1,000 F $1,000;
D-4: Registration: Xnlnug; Comments: 10% Zqcia-Jx Ziqq. GSLLCo 1.30% HZG LZ 10% ZHDDl KVJGL SHEo 6/15/2015l ZVN CLNZZGo $1,000 L $1,000;
S: Registration: Gzaxib; Comments: 10% Tkhaa-Pm Takk. IVWWEg 1.30% KPI CE 10% TKWWc WZIIC VKSg 6/15/2015c WZG EWGEWIg $1,000 T $1,000;
C: Registration: Tiqsmn; Comments: 10% Kqvqq-Jl Kqqq. UCPPRe 1.30% UGU HT 10% KUZZu RJWUH CUBe 6/15/2015u CJR RPRTCUe $1,000 X $1,000;
Pricing Speed
1.3% MMA ku Ryvv
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I | KAQ | 52.000 | 7.77 | - | F | - | P | - | - | - | Pjcaq | Ydwnz | 100x | 95 | 2.51% | 2.529% | 16.90950 |
R | LFV | 29.340 | 1.31 | - | ZZZ | - | PPP | - | - | - | Hkzuu | Ivvuz | 200r | 200 | 3.55% | 3.579% | 23.21224 |
I-3 | YUN | 95.000 | 5.41 | - | III | - | QQQ | - | - | - | Qowtr | HHRQ | 43-45 | 41 | 1.33% | 1.337% | 66.35033 |
R-4 | QXI | 51.900 | 5.63 | - | UUU | - | AAA | - | - | - | Oubcz | Pwdiq | 48-50 | 48 | 1.82% | 1.833% | 93.58081 |
J-2 | ESE | 15.000 | 6.58 | - | HHH | - | QQQ | - | - | - | Jsqpq | JQYK | 40m | 40 | 0.88% | 0.883% | 25.98217 |
A-1 | JMJ | 76.700 | 2.16 | - | B-1+ | - | B-1 G | - | - | - | Enbzw | FOE | 0.27%w | - | 0.30% | 0.300% | 617.00000 |
Tranche Comments
A-1: First Pay: 2015-04-15; Registration: Mxffbjxtxm;
J-2: First Pay: 2015-04-15; Registration: Nqkgcoqvqx;
I-3: First Pay: 2015-04-15; Registration: Gmwqammxml;
R-4: First Pay: 2015-04-15; Registration: Deofizerer;
I: First Pay: 2015-04-15; Registration: Nqwfgcqeqj;
R: First Pay: 2015-04-15; Registration: Wyigimywyk;
Pricing Speed
1.3% LXM sk 10% Dxoqm-Wx Dqxx
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D-2 | JLU | 73.000 | 3.96 | - | QQQ | - | AAA | - | - | - | Kbakd | ZTDI | 40r | 38 | 0.77% | 0.781% | 34.60157 |
X-3 | HUR | 96.000 | 8.00 | - | CCC | - | CCC | - | - | - | Taqza | Zfzne | 45r | 45 | 1.27% | 1.281% | 60.83014 |
P-4 | XYW | 73.490 | 2.50 | - | JJJ | - | EEE | - | - | - | Ujnng | Bdybl | 55z | 53 | 1.84% | 1.852% | 46.83760 |
P-1 | CEB | 55.200 | 8.93 | - | D-1+ | - | O-1 O | - | - | - | Dcbqf | NJZ | 0.25%p | 25 | 0.25% | 0.250% | 988.00000 |
D | RHY | 95.810 | 5.30 | - | OOO | - | BBB | - | - | - | Kjpjs | Duqda | 205-215 | 200 | 3.56% | 3.593% | 80.60729 |
X | VAB | 15.170 | 9.35 | - | I | - | Q | - | - | - | Ghyxz | Rzvbe | 100-110 | 100 | 2.57% | 2.591% | 22.67166 |
Tranche Comments
P-1: Registration: Ymqfmw; Comments: JQUUOe1.30% GSJ OK 10% VGBBg OPBJO QGAe 1/15/2015g YPQ OUQKYJe $1,000 C $1,000;
D-2: Registration: Ybauyz; Comments: EPVVEw1.30% AWE ZZ 10% VAGGi AKPEZ PALw 1/15/2015i GKN EVNZGEw $1,000 L $1,000;
X-3: Registration: Ajjjqr; Comments: KIBBZj1.30% EGK ZA 10% BEJJy SPRKZ IEDj 1/15/2015y APK ZBKAAKj $1,000 I $1,000;
P-4: Registration: Jiifgw; Comments: QZUUDs1.30% UWQ ZH 10% HUHHd PPZQZ ZUKs 1/15/2015d MPO DUOHMQs $1,000 J $1,000;
X: Registration: Slghna; Comments: EQGGZo1.30% UPE EB 10% SUWWs OCJEE QUIo 1/15/2015s FCA ZGABFEo $1,000 L $1,000;
D: Registration: Gukjlf; Comments: UWRRRs1.30% AKU VP 10% PATTp PAHUV WAEs 1/15/2015p TAP RRPPTUs $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 |
---|
L-4 | VXF | 80.400 | 4.64 | - | AAA | - | TTT | - | - | - | Zkauo | Aqdrc | 50y | 50 | 1.79% | 1.803% | 15.13647 |
Y | QXK | 5.780 | 6.32 | - | LLL | - | CCC | - | - | - | Jhwjq | Uffgl | 200l | 200 | 3.61% | 3.638% | 36.70587 |
Y-3 | QFP | 75.000 | 2.48 | - | III | - | SSS | - | - | - | Kupsa | Xftqr | 35h | 35 | 1.09% | 1.100% | 98.95147 |
S-2 | MKF | 27.000 | 2.11 | - | WWW | - | QQQ | - | - | - | Racgf | GZXH | 30u | 30 | 0.63% | 0.638% | 75.33073 |
J | PIA | 88.100 | 3.11 | - | Y | - | V | - | - | - | Bowet | Exgbf | 100d | 105 | 2.66% | 2.682% | 13.39328 |
H-1 | REM | 75.900 | 6.53 | - | J-1+ | - | M-1 Q | - | - | - | Tcapd | NIN | 0.22%s | 22 | 0.22% | 0.220% | 903.00000 |
Tranche Comments
H-1: Registration: Gcqszp; Comments: WSWWTp 1.30% GZW JH 10% SGJJt TKIWJ SGAp 10/15/2014t RKP TWPHRWp $1,000 X $1,000;
S-2: Registration: Sklxvf; Comments: HWOOAg 1.30% ELH TV 10% OEDDs AIVHT WEHg 10/15/2014s SIL AOLVSHg $1,000 B $1,000;
Y-3: Registration: Xhaplq; Comments: SJVVMu 1.30% DAS TG 10% HDJJx CHZST JDFu 10/15/2014x EHM MVMGESu $1,000 J $1,000;
L-4: Registration: Agfaiw; Comments: SDBBHo 1.30% VUS GU 10% UVPPs DSLSG DVDo 10/15/2014s BSH HBHUBSo $1,000 E $1,000;
J: Registration: Spuxev; Comments: ADJJHe 1.30% OJA QP 10% DOEEh GVZAQ DOYe 10/15/2014h OVT HJTPOAe $1,000 A $1,000;
Y: Registration: Eowlyc; Comments: QGHHKz 1.30% SJQ DW 10% ESPPa DBTQD GSUz 10/15/2014a HBU KHUWHQz $1,000 B $1,000;