| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 400.000 | 2.92 | - | AAA | AAA | - | - | - | - | Fixed | Swaps | 41-43 | 39 | 3.30% | 3.328% | 99.98568 |
Tranche Comments
A: Registration: Listed;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | VWX | 616.000 | 2.50 | - | AAA | NNN | - | - | - | - | Rbkyvvnv | 1iP | 33-35 | 32 | 1eN+32 | - | 621.00000 |
Tranche Comments
X: Registration: Qcpisz;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | PRE | 930.000 | 5.20 | Ell | - | NNN | - | - | - | - | Taswz | Rrhet | 38-40 | 40 | 3.29% | 3.313% | 90.82449 |
Tranche Comments
V: Registration: Iffnaafjfs;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-1 | VZR | 330.000 | 7.31 | Trr | BBB | - | - | - | - | - | Ekfpfzop | 1cL | 28-30 | 28 | 1gH+28 | - | 679.00000 |
| M-2 | GIF | 805.000 | 8.29 | Vtt | CCC | - | - | - | - | - | Vnyvr | Lnvay | 28-30 | 26 | 2.70% | 2.720% | 96.68677 |
Tranche Comments
M-1: Registration: Jvoioz;
M-2: Registration: Xxycga;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-1 | GEE | 126.000 | 4.49 | Rpp | - | RRR | - | - | - | - | Wscrkaxg | 1jX | 45-48 | 43 | 1bQ+43 | - | 500.00000 |
| J-2 | AHD | 199.000 | 9.89 | Mmm | - | QQQ | - | - | - | - | Rtgud | Eynmq | 43-46 | 40 | 2.04% | 2.052% | 82.40260 |
Tranche Comments
I-1: Registration: Qwrczm;
J-2: Registration: Qnuapr;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | EMT | 703.000 | 3.64 | Xoo | - | UUU | - | - | - | - | Gqeqwtcb | 1nB | 35-38 | 34 | 1bF+34 | - | 633.00000 |
Tranche Comments
D: Registration: Kqlsqq;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | MXG | 717.000 | 2.96 | - | TTT | QQQ | - | - | - | - | Szqhhnrn | 1jI | 40 | 40 | 1qD+40 | 1vD+40 | 604.00000 |
Tranche Comments
F: Registration: Vcbhio;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | JFA | 361.000 | 3.59 | - | - | - | - | - | - | - | Rkvci | Jlqkt | 45-47 | 45 | 1.63% | 1.639% | 73.27606 |
| G | IAR | 71.937 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E | CZG | 982.739 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H | GHH | 88.540 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J | GYJ | 53.809 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2015-06-15; Registration: Dweajlwmwp;
G: First Pay: 2015-06-15; Registration: Acuzipcicd;
J: First Pay: 2015-06-15; Registration: Vfzpllfvfz;
H: First Pay: 2015-06-15; Registration: Koylswoioo;
E: First Pay: 2015-06-15; Registration: Jyxejtyfyj;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-1 | KVQ | 538.000 | 8.93 | Xgg | - | MMM | - | - | - | - | Uzvcksut | 1mD | 57z | 57 | 1iY+57 | 1gR + 57 | 745.00000 |
| W-2 | BTX | 281.000 | 1.15 | Yss | - | BBB | - | - | - | - | Eqrxs | Yqdxt | 55-57 | 55 | 1.83% | 1.841% | 60.68677 |
| Y | VLM | 63.250 | - | - | - | - | - | - | - | - | - | - | 40n | 1kK + 40 | 1fX + 40 | 1fD + 40 | Retained |
| C | XHB | 74.590 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U | CEO | 84.690 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R | VJT | 75.360 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
M-1: Registration: Xnhkub; Comments: Bpzmn Qgbo 03/16/15;
W-2: Registration: Apavse; Comments: Slriu Srnx 03/16/15;
Y: Registration: Ejhtws; Comments: Owzhr Rqip 03/16/15;
C: Registration: Kymbzd; Comments: Abwkt Lsuv 03/16/15;
U: Registration: Lyqptk; Comments: Ypdec Fjei 03/16/15;
R: Registration: Swbfmt; Comments: Ezdes Mmti 03/16/15;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | ZKA | 4.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A | JHR | 23.450 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C | OTA | 934.000 | 4.14 | Tuu | - | YYY | - | - | - | - | Pbdoxyuo | 1sK | - | 40 | 1vH+40 | - | 405.00000 |
| D | ESE | 21.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L | CLX | 4.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
C: Registration: Nqhwzq; Comments: Epbmg Hrbu 03/16/15;
D: Registration: Xopnex; Comments: Xhxpc Vhbf 03/16/15;
L: Registration: Uxomqc; Comments: Oukxe Ywds 03/16/15;
J: Registration: Sfobkt; Comments: Ypecm Mjkg 03/16/15;
A: Registration: Uvwxed; Comments: Eikom Hgfw 03/16/15;