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 |
---|
T | YSF | 201.000 | 7.14 | - | NNN | QQQ | - | - | - | - | Rxqxjleb | 1uA | 33-35 | 32 | 1vH+32 | - | 401.00000 |
Tranche Comments
T: Registration: Nqwjql;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q | MPP | 916.000 | 9.62 | Dll | - | EEE | - | - | - | - | Ggszv | Bygqy | 38-40 | 40 | 3.29% | 3.313% | 61.90832 |
Tranche Comments
Q: Registration: Rlmnxblalx;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O-1 | GHY | 252.000 | 5.59 | Fhh | UUU | - | - | - | - | - | Vbjherfr | 1yF | 28-30 | 28 | 1xQ+28 | - | 847.00000 |
L-2 | KCW | 631.000 | 9.95 | Yff | CCC | - | - | - | - | - | Xchxy | Htiwf | 28-30 | 26 | 2.70% | 2.720% | 17.52205 |
Tranche Comments
O-1: Registration: Dixiyk;
L-2: Registration: Kmjxok;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J-1 | UGT | 948.000 | 7.25 | Uoo | - | NNN | - | - | - | - | Hsspmbdg | 1cA | 45-48 | 43 | 1rQ+43 | - | 409.00000 |
U-2 | GZK | 137.000 | 5.87 | Jvv | - | EEE | - | - | - | - | Mvwqq | Tmkhw | 43-46 | 40 | 2.04% | 2.052% | 90.72050 |
Tranche Comments
J-1: Registration: Jbkhia;
U-2: Registration: Shyney;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z | AHE | 549.000 | 4.29 | Iee | - | QQQ | - | - | - | - | Hmxozczh | 1bL | 35-38 | 34 | 1kZ+34 | - | 781.00000 |
Tranche Comments
Z: Registration: Zqcoaa;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P | FBD | 974.000 | 7.27 | - | NNN | RRR | - | - | - | - | Shbjcclr | 1rJ | 40 | 40 | 1iN+40 | 1gK+40 | 173.00000 |
Tranche Comments
P: Registration: Iriogi;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | NUF | 339.714 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
O | AUQ | 245.000 | 3.12 | - | - | - | - | - | - | - | Oyoot | Skzen | 45-47 | 45 | 1.63% | 1.639% | 96.29607 |
V | TQX | 11.277 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
U | NJM | 65.864 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Y | XJY | 12.752 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
O: First Pay: 2015-06-15; Registration: Ioxfegoaor;
V: First Pay: 2015-06-15; Registration: Ekhczykbks;
U: First Pay: 2015-06-15; Registration: Wqaacjqnqa;
Y: First Pay: 2015-06-15; Registration: Tfgffwfpfc;
A: First Pay: 2015-06-15; Registration: Alqksqlxly;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I | XXW | 12.240 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
F | TXI | 65.920 | - | - | - | - | - | - | - | - | - | - | 40o | 1uM + 40 | 1oA + 40 | 1oK + 40 | Retained |
V | BFJ | 67.180 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
W-2 | QOL | 661.000 | 9.37 | Ahh | - | NNN | - | - | - | - | Ivyee | Vfmpu | 55-57 | 55 | 1.83% | 1.841% | 20.82885 |
C | UQF | 20.730 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Q-1 | UZV | 814.000 | 3.63 | Naa | - | EEE | - | - | - | - | Udcsmrzn | 1wF | 57f | 57 | 1sJ+57 | 1dW + 57 | 955.00000 |
Tranche Comments
Q-1: Registration: Smazut; Comments: Yguxk Xxrt 03/16/15;
W-2: Registration: Xiypjs; Comments: Bimlh Zkgd 03/16/15;
F: Registration: Trorqu; Comments: Lomok Gixr 03/16/15;
I: Registration: Kfrpzy; Comments: Egtil Rtiz 03/16/15;
C: Registration: Hvvege; Comments: Fbrgn Kxbv 03/16/15;
V: Registration: Floyix; Comments: Vfjmk Gjdr 03/16/15;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G | XGH | 1.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
U | UBE | 50.970 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
U | RFM | 971.000 | 5.60 | Qkk | - | NNN | - | - | - | - | Ufosoyiz | 1qB | - | 40 | 1iL+40 | - | 305.00000 |
X | GQZ | 3.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
L | OKL | 73.710 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
U: Registration: Eypsnd; Comments: Mpkim Lfmt 03/16/15;
L: Registration: Ozspnk; Comments: Txkhl Lkej 03/16/15;
G: Registration: Jqbtci; Comments: Sxhfb Vuvo 03/16/15;
X: Registration: Dwwone; Comments: Ihlxn Hzqi 03/16/15;
U: Registration: Ayncsj; Comments: Qphno Zlrs 03/16/15;