| 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 |
|---|
| N | CMU | 567.000 | 1.62 | - | WWW | XXX | - | - | - | - | Nbsxyusv | 1aV | 33-35 | 32 | 1zM+32 | - | 429.00000 |
Tranche Comments
N: Registration: Evsmmy;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | RZR | 361.000 | 4.59 | Gpp | - | NNN | - | - | - | - | Ruhaw | Riuvf | 38-40 | 40 | 3.29% | 3.313% | 91.62780 |
Tranche Comments
X: Registration: Xyjxwvyxyx;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | IZO | 959.000 | 7.91 | Zzz | WWW | - | - | - | - | - | Qksmkzwv | 1eG | 28-30 | 28 | 1qO+28 | - | 644.00000 |
| K-2 | BNC | 409.000 | 5.78 | Gbb | HHH | - | - | - | - | - | Cqmzj | Enufr | 28-30 | 26 | 2.70% | 2.720% | 31.72371 |
Tranche Comments
A-1: Registration: Siiotr;
K-2: Registration: Zkqwez;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-1 | UYV | 800.000 | 8.24 | Sii | - | SSS | - | - | - | - | Vropkvla | 1fW | 45-48 | 43 | 1xU+43 | - | 159.00000 |
| Y-2 | CHF | 754.000 | 2.58 | Bzz | - | ZZZ | - | - | - | - | Fgqyl | Eoxtm | 43-46 | 40 | 2.04% | 2.052% | 99.33830 |
Tranche Comments
Q-1: Registration: Vklyhv;
Y-2: Registration: Kymscw;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | NHB | 771.000 | 9.71 | Kuu | - | SSS | - | - | - | - | Ilzkxrpk | 1nF | 35-38 | 34 | 1rM+34 | - | 495.00000 |
Tranche Comments
U: Registration: Lgwvvr;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | KCW | 144.000 | 1.39 | - | TTT | KKK | - | - | - | - | Kcxvoywi | 1zC | 40 | 40 | 1eY+40 | 1wO+40 | 417.00000 |
Tranche Comments
Y: Registration: Pwansj;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | FBX | 20.428 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N | VTJ | 67.896 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W | TVO | 379.265 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H | KZZ | 120.000 | 5.80 | - | - | - | - | - | - | - | Cbtim | Lrlts | 45-47 | 45 | 1.63% | 1.639% | 90.11633 |
| G | NNV | 24.407 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
H: First Pay: 2015-06-15; Registration: Vlgceylslb;
N: First Pay: 2015-06-15; Registration: Jqjmgxqxqb;
G: First Pay: 2015-06-15; Registration: Cmpouamnmf;
H: First Pay: 2015-06-15; Registration: Eqpnseqxqz;
W: First Pay: 2015-06-15; Registration: Uopxbwoaob;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | XAO | 78.920 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P-1 | QLJ | 321.000 | 4.32 | Poo | - | WWW | - | - | - | - | Lqhekqrc | 1aF | 57b | 57 | 1aR+57 | 1lY + 57 | 484.00000 |
| R-2 | MGL | 917.000 | 1.28 | Krr | - | OOO | - | - | - | - | Otvwj | Ftrce | 55-57 | 55 | 1.83% | 1.841% | 58.37252 |
| E | QTP | 95.250 | - | - | - | - | - | - | - | - | - | - | 40n | 1fO + 40 | 1dB + 40 | 1oR + 40 | Retained |
| U | RYS | 45.650 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A | TLH | 63.790 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
P-1: Registration: Rxklbk; Comments: Nwrvr Zref 03/16/15;
R-2: Registration: Kkniqa; Comments: Fuhnr Mqxj 03/16/15;
E: Registration: Jvqisn; Comments: Umdpz Wnur 03/16/15;
U: Registration: Evymjb; Comments: Hukjj Pwap 03/16/15;
A: Registration: Wggcmr; Comments: Igjpi Lcak 03/16/15;
S: Registration: Hbacrs; Comments: Ufkuq Ahvz 03/16/15;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | WQA | 645.000 | 2.82 | Saa | - | EEE | - | - | - | - | Vzbjbapp | 1xX | - | 40 | 1dK+40 | - | 395.00000 |
| G | XNY | 1.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W | WBJ | 78.210 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C | CWK | 76.490 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A | LLB | 4.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
E: Registration: Oaxrrn; Comments: Fkvod Tupx 03/16/15;
W: Registration: Wuqtcr; Comments: Boklb Twtx 03/16/15;
A: Registration: Lopoev; Comments: Vkuxb Hsuv 03/16/15;
G: Registration: Eywlef; Comments: Xnope Upit 03/16/15;
C: Registration: Tqntsr; Comments: Conhc Exeb 03/16/15;