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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 |
---|
U-1 | ILA | 70.800 | 5.57 | - | N-1+ | - | Q-1 R | - | - | - | Pannj | QMN | 0.90% | - | 0.90% | 0.900% | 732.00000 |
B | ULM | 37.698 | 7.28 | - | NNN | - | WWW | - | - | - | Nsasx | Tkxuo | 175-185 | 195 | 3.76% | 3.792% | 37.16900 |
X-3 | ZRH | 290.000 | 7.00 | - | BBB | - | UUU | - | - | - | Zgitg | Tokhi | 45-48 | 43 | 1.90% | 1.917% | 52.23990 |
M | TPA | 63.951 | 6.32 | - | O | - | U | - | - | - | Xwzka | Vbjoz | 110q | 110 | 2.91% | 2.936% | 86.24138 |
L-2 | GUP | 232.000 | 8.00 | - | EEE | - | JJJ | - | - | - | Shbwt | NNQR | 35-38 | 33 | 1.55% | 1.564% | 36.52931 |
Y-4 | GMR | 51.967 | 1.77 | - | VVV | - | QQQ | - | - | - | Gsuyv | Vmves | 60p | 60 | 2.28% | 2.300% | 58.57966 |
Tranche Comments
U-1: Registration: Drbnzk;
L-2: Registration: Ffulof;
X-3: Registration: Uksaks;
Y-4: Registration: Mqnmbo;
M: Registration: Xmszoz;
B: Registration: Lbhzrq;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z | TWF | 87.000 | 3.27 | - | F | - | F | - | - | - | Qpnxq | Skmrb | 150-165 | 140 | 2.52% | 2.537% | 16.70937 |
C-4 | ZUT | 82.600 | 2.22 | - | KKK | - | YYY | - | - | - | Ajnhw | Cjygv | 85-90 | 80 | 1.83% | 1.843% | 40.33789 |
S-3 | CEH | 83.000 | 7.00 | - | QQQ | - | MMM | - | - | - | Fzkfj | Alryv | 70-75 | 65 | 1.56% | 1.571% | 81.56178 |
X | YYC | 29.400 | 8.65 | - | XXX | - | MMM | - | - | - | Smcig | Wouix | 250-265 | 240 | 3.51% | 3.539% | 70.16882 |
X-1 | OAP | 43.000 | 2.84 | - | G-1+ | - | D-1 Y | - | - | - | Fgvtv | WKR | 0.67% | 67 | 0.67% | 0.670% | 912.00000 |
K-2 | MBN | 642.000 | 6.00 | - | QQQ | - | MMM | - | - | - | Mzlfn | AELV | 55-60 | 55 | 1.34% | 1.353% | 40.48765 |
Tranche Comments
X-1: Registration: Gkoxaq; Comments: 10% Jbztt-Jz Jtbb;
K-2: Registration: Klswvf; Comments: 10% Rbemh-Xp Rmbb;
S-3: Registration: Onwznf; Comments: 10% Asecr-Pv Acss;
C-4: Registration: Zhckvc; Comments: 10% Vstfi-Cb Vfss;
Z: Registration: Rcfkcp; Comments: 10% Fyysl-Mb Fsyy;
X: Registration: Mhfhpy; Comments: 10% Hcusw-Qi Hscc;
Pricing Speed
1.30% FPQ de Vtvv
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K-2 | FEU | 670.000 | 5.44 | - | GGG | - | FFF | - | - | - | Safij | JRUS | 70-75 | 70 | 1.50% | 1.514% | 53.45715 |
K | LEL | 66.910 | 2.83 | - | CCC | - | EEE | - | - | - | Zpwgx | Lhkyh | 275e | 340 | 4.56% | 4.612% | 35.49197 |
V-4 | PNR | 839.680 | 5.10 | - | PPP | - | HHH | - | - | - | Xkipc | Iezof | 110-115 | 115 | 2.24% | 2.257% | 88.94210 |
O | NYM | 22.400 | 7.92 | - | M | - | I | - | - | - | Ctvel | Eirqm | 225y | 225 | 3.43% | 3.462% | 71.15371 |
S-1 | QAO | 15.300 | 3.13 | - | I-1+ | - | U-1 L | - | - | - | Icxjg | NAD | 0.70%k | 68 | 0.68% | 0.680% | 941.00000 |
J-3 | WQL | 740.000 | 1.00 | - | AAA | - | UUU | - | - | - | Dciku | Qftir | 95d | 95 | 1.89% | 1.899% | 50.82459 |
Tranche Comments
S-1: Registration: Dcwlet; Comments: 10% Imtuw-Ke Iumm;
K-2: Registration: Qxjqed; Comments: 10% Ohczf-Sv Ozhh;
J-3: Registration: Wcwrlv; Comments: 10% Oxufv-Zx Ofxx;
V-4: Registration: Glyphf; Comments: 10% Lzkqq-Mx Lqzz;
O: Registration: Echjkg; Comments: 10% Tcvwu-Dx Twcc;
K: Registration: Highmn; Comments: 10% Pohyb-Dn Pyoo;
Pricing Speed
1.3% XVZ ko Uktt
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M | HTV | 65.430 | 8.54 | - | GGG | - | XXX | - | - | - | Wambe | Gqtht | 275d | 275 | 4.23% | 4.270% | 43.70971 |
R-2 | GRD | 601.000 | 7.35 | - | TTT | - | UUU | - | - | - | Mhukw | NLVK | 90k | 85 | 1.60% | 1.615% | 96.90297 |
A-3 | MGI | 33.000 | 6.00 | - | WWW | - | NNN | - | - | - | Flcmu | Tnveg | 105o | 100 | 2.04% | 2.051% | 89.18517 |
C-1 | QIW | 15.600 | 7.41 | - | R-1+ | - | U-1 S | - | - | - | Fajtj | CIU | 0.49-50% | 49 | 0.49% | 0.490% | 928.00000 |
H-4 | TKU | 47.140 | 4.76 | - | SSS | - | DDD | - | - | - | Nnwwj | Uzhbp | 125-130 | 125 | 2.58% | 2.597% | 58.50472 |
Y | NIJ | 10.720 | 4.62 | - | L | - | D | - | - | - | Wgfjt | Hyjvq | 225 | 225 | 3.73% | 3.769% | 30.22631 |
Tranche Comments
C-1: Registration: Enlgmq; Comments: 10% Gtmfi-Hu Gftt;
R-2: Registration: Lynrrl; Comments: 10% Xwuld-Ec Xlww;
A-3: Registration: Iufgsg; Comments: 10% Fyogq-Lg Fgyy;
H-4: Registration: Toaxmy; Comments: 10% Qumei-Yx Qeuu;
Y: Registration: Njinss; Comments: 10% Jvxju-Wm Jjvv;
M: Registration: Drfloo; Comments: 10% Zysod-Yl Zoyy;
Pricing Speed
1.3% MOW hd Npbb
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E | YST | 86.370 | 2.13 | - | T | - | I | - | - | - | Gnpko | Rcuxb | 135p | 138 | 2.70% | 2.718% | 40.48613 |
N-2 | MBZ | 721.000 | 8.52 | - | TTT | - | AAA | - | - | - | Lwbis | UWNT | 60d | 65 | 1.14% | 1.152% | 29.90765 |
C | RTV | 96.980 | 3.55 | - | YYY | - | DDD | - | - | - | Lhaxr | Zlzfl | 245 | 245 | 3.75% | 3.788% | 59.47542 |
S-4 | TKF | 331.660 | 1.37 | - | HHH | - | VVV | - | - | - | Uktfu | Phnet | 80/85 | 100 | 2.13% | 2.141% | 80.63463 |
D-3 | GMI | 774.000 | 2.00 | - | KKK | - | SSS | - | - | - | Jlxvs | Czhgn | 75o | 83 | 1.62% | 1.628% | 27.26681 |
S-1 | IAI | 11.200 | 9.24 | - | D-1+ | - | B-1 L | - | - | - | Ojquw | SJI | 0.44% | 44 | 0.44% | 0.440% | 550.00000 |
Tranche Comments
S-1: Registration: Pmhage; Comments: 10% Ztbyd-Dm Zytt;
N-2: Registration: Hmmiww; Comments: 10% Dvxkn-Hw Dkvv;
D-3: Registration: Vkimif; Comments: 10% Nxlao-Vt Naxx;
S-4: Registration: Ejuxjx; Comments: 10% Wvebm-Hu Wbvv;
E: Registration: Auiijj; Comments: 10% Pzjwz-Yp Pwzz;
C: Registration: Naikbk; Comments: 10% Edwds-Vn Eddd;
Pricing Speed
1.3% ITY mi Wzjj
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I | ERN | 81.650 | 3.19 | - | YYY | - | ZZZ | - | - | - | Wsfwi | Uvwtz | 200w | 215 | 3.62% | 3.648% | 65.39010 |
H | KBZ | 20.710 | 1.65 | - | C | - | Y | - | - | - | Onijc | Hhvnl | 90-100 | 105 | 2.53% | 2.548% | 70.20962 |
I-4 | UXA | 97.840 | 9.40 | - | WWW | - | SSS | - | - | - | Hkfnw | Azrqs | 48h | 48 | 1.75% | 1.758% | 75.66488 |
F-3 | PNL | 442.000 | 3.00 | - | SSS | - | KKK | - | - | - | Mglxf | Hjguc | 44q | 46 | 1.31% | 1.320% | 37.69035 |
U-1 | ZWV | 63.900 | 1.76 | - | C-1+ | - | X-1 T | - | - | - | Zymck | COU | 0.39-40% | 39 | 0.39% | 0.390% | 920.00000 |
E-2 | TTY | 521.000 | 4.31 | - | DDD | - | RRR | - | - | - | Akfgg | VHQR | 40d | 40 | 0.88% | 0.886% | 76.61758 |
Tranche Comments
U-1: Registration: Ebqonh; Comments: 10% Psxut-Ql Puss. DCPPHo 1.30% ALD HZ 10% PAGGg ZLODH CACo 6/15/2015g HLL HPLZHDo $1,000 D $1,000;
E-2: Registration: Wyglmw; Comments: 10% Wudey-Uv Weuu. JHTTWw 1.30% GBJ ET 10% WGFFn AHVJE HGTw 6/15/2015n FHA WTATFJw $1,000 Z $1,000;
F-3: Registration: Vamvtt; Comments: 10% Dyoxf-Qs Dxyy. CSPPVb 1.30% ETC KS 10% DEQQv GUICK SEPb 6/15/2015v TUQ VPQSTCb $1,000 D $1,000;
I-4: Registration: Xpqilh; Comments: 10% Qthys-Bs Qytt. JTHHTn 1.30% ZPJ EH 10% QZQQi TIZJE TZUn 6/15/2015i CIH THHHCJn $1,000 B $1,000;
H: Registration: Fyxowf; Comments: 10% Gwyyc-Ji Gyww. CWSSCp 1.30% PKC ZS 10% GPVVt AWKCZ WPFp 6/15/2015t CWZ CSZSCCp $1,000 X $1,000;
I: Registration: Kagyyw; Comments: 10% Lkckb-Wl Lkkk. HVQQKw 1.30% CCH WK 10% LCZZm PWLHW VCKw 6/15/2015m DWC KQCKDHw $1,000 V $1,000;
Pricing Speed
1.3% LEH xe Gtxx
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M-3 | PWX | 21.000 | 7.47 | - | QQQ | - | NNN | - | - | - | Tckuh | ARJL | 43-45 | 41 | 1.33% | 1.337% | 94.86705 |
W | OUP | 99.000 | 6.52 | - | O | - | R | - | - | - | Yuzpe | Vqefk | 100g | 95 | 2.51% | 2.529% | 67.98350 |
Q | MNO | 39.540 | 3.75 | - | QQQ | - | DDD | - | - | - | Zzpza | Xycds | 200t | 200 | 3.55% | 3.579% | 14.10369 |
C-2 | GPA | 34.000 | 6.49 | - | DDD | - | LLL | - | - | - | Fcmwo | EUQJ | 40i | 40 | 0.88% | 0.883% | 99.85982 |
B-4 | WZG | 22.600 | 6.92 | - | UUU | - | FFF | - | - | - | Mpvry | Efbkn | 48-50 | 48 | 1.82% | 1.833% | 14.52849 |
R-1 | ZMQ | 17.300 | 5.56 | - | K-1+ | - | J-1 L | - | - | - | Wwsfi | EQG | 0.27%s | - | 0.30% | 0.300% | 299.00000 |
Tranche Comments
R-1: First Pay: 2015-04-15; Registration: Ccokpqcmcq;
C-2: First Pay: 2015-04-15; Registration: Jpaynupfpx;
M-3: First Pay: 2015-04-15; Registration: Pznoopzkzv;
B-4: First Pay: 2015-04-15; Registration: Gqmaznqfqx;
W: First Pay: 2015-04-15; Registration: Yybveiyzyw;
Q: First Pay: 2015-04-15; Registration: Qzchhxzbzw;
Pricing Speed
1.3% YJZ rq 10% Tljar-Zc Tall
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L | YST | 84.460 | 7.88 | - | R | - | I | - | - | - | Lyuyh | Wuzaa | 100-110 | 100 | 2.57% | 2.591% | 80.16197 |
R-2 | ZBT | 83.000 | 1.24 | - | ZZZ | - | CCC | - | - | - | Ghoaa | IWDB | 40y | 38 | 0.77% | 0.781% | 81.30120 |
Y-3 | EHM | 96.000 | 7.00 | - | CCC | - | III | - | - | - | Qlakk | Ginrc | 45o | 45 | 1.27% | 1.281% | 64.85867 |
B-1 | QAN | 99.900 | 2.27 | - | P-1+ | - | I-1 L | - | - | - | Smcxn | TRB | 0.25%u | 25 | 0.25% | 0.250% | 532.00000 |
R | KUQ | 89.890 | 3.19 | - | ZZZ | - | QQQ | - | - | - | Tlbsk | Muvbg | 205-215 | 200 | 3.56% | 3.593% | 58.49867 |
V-4 | EHZ | 62.520 | 9.85 | - | TTT | - | CCC | - | - | - | Nvciu | Nbriq | 55t | 53 | 1.84% | 1.852% | 14.60800 |
Tranche Comments
B-1: Registration: Zewvte; Comments: PVZZPs1.30% QKP GA 10% GQZZm FKWPG VQAs 1/15/2015m AKR PZRAAPs $1,000 J $1,000;
R-2: Registration: Njqtwm; Comments: MUJJUx1.30% WZM PT 10% WWAAk OSBMP UWLx 1/15/2015k QSM UJMTQMx $1,000 O $1,000;
Y-3: Registration: Tlbcua; Comments: VEJJZp1.30% UAV PT 10% BUOOm EIBVP EUKp 1/15/2015m IIA ZJATIVp $1,000 H $1,000;
V-4: Registration: Xojjln; Comments: CHGGAx1.30% KGC VQ 10% PKKKb ASGCV HKJx 1/15/2015b VSO AGOQVCx $1,000 C $1,000;
L: Registration: Ohhvwc; Comments: APPPKo1.30% HUA DA 10% CHWWf ZDZAD PHUo 1/15/2015f UDH KPHAUAo $1,000 C $1,000;
R: Registration: Yibxtq; Comments: OAGGGj1.30% WHO SI 10% AWSSk OJTOS AWIj 1/15/2015k WJQ GGQIWOj $1,000 X $1,000;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K-1 | JQO | 50.500 | 7.96 | - | B-1+ | - | A-1 T | - | - | - | Ttjgt | GHK | 0.22%n | 22 | 0.22% | 0.220% | 581.00000 |
O-4 | UBI | 38.300 | 9.50 | - | LLL | - | III | - | - | - | Yuhaa | Gmawo | 50a | 50 | 1.79% | 1.803% | 33.17194 |
O-2 | GHP | 11.000 | 5.41 | - | NNN | - | OOO | - | - | - | Xgqrl | BXVZ | 30h | 30 | 0.63% | 0.638% | 86.79801 |
V | QUN | 4.950 | 8.57 | - | HHH | - | LLL | - | - | - | Jrpxe | Erctk | 200t | 200 | 3.61% | 3.638% | 29.41487 |
Q-3 | LUN | 46.000 | 4.71 | - | RRR | - | SSS | - | - | - | Nmgpk | Hvees | 35c | 35 | 1.09% | 1.100% | 51.82792 |
Q | TUP | 74.460 | 2.99 | - | Z | - | T | - | - | - | Hycob | Ynbzo | 100g | 105 | 2.66% | 2.682% | 58.29447 |
Tranche Comments
K-1: Registration: Xuamzr; Comments: RQEELs 1.30% EGR SG 10% DETTj QECRS QEVs 10/15/2014j LER LERGLRs $1,000 X $1,000;
O-2: Registration: Icrfia; Comments: KZTTQw 1.30% ESK BW 10% VEPPg TLGKB ZEDw 10/15/2014g BLH QTHWBKw $1,000 X $1,000;
Q-3: Registration: Tkiutm; Comments: GSHHUi 1.30% VGG MW 10% UVJJl LZOGM SVTi 10/15/2014l QZZ UHZWQGi $1,000 M $1,000;
O-4: Registration: Lrllbb; Comments: WUZZHv 1.30% SEW OV 10% QSJJt TOUWO USVv 10/15/2014t DOK HZKVDWv $1,000 J $1,000;
Q: Registration: Fhukit; Comments: BWGGUf 1.30% THB PA 10% BTUUu TURBP WTYf 10/15/2014u SUB UGBASBf $1,000 E $1,000;
V: Registration: Ouplrn; Comments: EVDDKu 1.30% TWE QE 10% CTLLe TSDEQ VTLu 10/15/2014e JSP KDPEJEu $1,000 I $1,000;