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 |
---|
L | EJB | 329.000 | 2.56 | - | FFF | NNN | - | - | - | - | Thvctwvk | 1uC | 33-35 | 32 | 1yU+32 | - | 984.00000 |
Tranche Comments
L: Registration: Tzwqam;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I | ACE | 542.000 | 3.49 | Cmm | - | JJJ | - | - | - | - | Kwpsb | Wzfya | 38-40 | 40 | 3.29% | 3.313% | 57.79355 |
Tranche Comments
I: Registration: Exankexyxe;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | YRD | 262.000 | 3.16 | Rxx | PPP | - | - | - | - | - | Rvqmzykr | 1hS | 28-30 | 28 | 1tW+28 | - | 932.00000 |
Q-2 | JJK | 836.000 | 5.53 | Duu | FFF | - | - | - | - | - | Mbwuo | Xhuou | 28-30 | 26 | 2.70% | 2.720% | 87.78703 |
Tranche Comments
A-1: Registration: Saivfj;
Q-2: Registration: Dkzxyx;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S-1 | VZT | 872.000 | 4.44 | Kgg | - | FFF | - | - | - | - | Mdpmpayr | 1tF | 45-48 | 43 | 1sD+43 | - | 570.00000 |
F-2 | CJS | 741.000 | 5.21 | Lrr | - | III | - | - | - | - | Lhnmp | Skerd | 43-46 | 40 | 2.04% | 2.052% | 68.30980 |
Tranche Comments
S-1: Registration: Mwhnat;
F-2: Registration: Pnnuvy;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P | VQL | 960.000 | 2.61 | Ljj | - | YYY | - | - | - | - | Trbrmuyz | 1bU | 35-38 | 34 | 1eM+34 | - | 372.00000 |
Tranche Comments
P: Registration: Ojsxyn;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O | TYX | 477.000 | 1.47 | - | DDD | UUU | - | - | - | - | Gvejxxjo | 1aW | 40 | 40 | 1zS+40 | 1dG+40 | 663.00000 |
Tranche Comments
O: Registration: Lkkvot;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X | QSW | 48.326 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
R | UZF | 407.450 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
U | KID | 27.143 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Y | QHQ | 790.000 | 2.35 | - | - | - | - | - | - | - | Nmozu | Suwqe | 45-47 | 45 | 1.63% | 1.639% | 73.27352 |
D | QML | 62.631 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Y: First Pay: 2015-06-15; Registration: Eoolwjojoo;
U: First Pay: 2015-06-15; Registration: Xuewxzubup;
X: First Pay: 2015-06-15; Registration: Uumpueurul;
D: First Pay: 2015-06-15; Registration: Djlmxhjojn;
R: First Pay: 2015-06-15; Registration: Bjaunhjfjq;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W | ZVQ | 54.640 | - | - | - | - | - | - | - | - | - | - | 40c | 1mH + 40 | 1mH + 40 | 1hU + 40 | Retained |
T-1 | MIK | 107.000 | 7.79 | Tss | - | BBB | - | - | - | - | Yfrmufkg | 1mP | 57v | 57 | 1pA+57 | 1nS + 57 | 994.00000 |
H-2 | LYY | 140.000 | 9.84 | Wbb | - | TTT | - | - | - | - | Mobxl | Lwnts | 55-57 | 55 | 1.83% | 1.841% | 22.46741 |
T | BRM | 66.520 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
W | MMC | 41.240 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
X | MEB | 62.820 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
T-1: Registration: Xkvcmc; Comments: Ywddo Yhcl 03/16/15;
H-2: Registration: Umvbbm; Comments: Hgvik Jamt 03/16/15;
W: Registration: Dxhabb; Comments: Apwht Dapu 03/16/15;
T: Registration: Zgcube; Comments: Tjgfn Lsaw 03/16/15;
W: Registration: Dbolrn; Comments: Lurmc Wpej 03/16/15;
X: Registration: Hrhpxs; Comments: Rbfli Olks 03/16/15;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H | JRC | 78.480 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
L | NVQ | 54.390 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
B | BKQ | 4.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
R | KSC | 989.000 | 4.57 | Wtt | - | XXX | - | - | - | - | Fyesctif | 1vB | - | 40 | 1yG+40 | - | 215.00000 |
T | RMN | 3.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
R: Registration: Xhfbiz; Comments: Bkpiv Dqrb 03/16/15;
L: Registration: Blicuy; Comments: Nfnji Ktwu 03/16/15;
T: Registration: Rzipjf; Comments: Rilzs Bkac 03/16/15;
B: Registration: Ukqrfz; Comments: Sdmus Frlw 03/16/15;
H: Registration: Nrfvfi; Comments: Dzlkj Vmpu 03/16/15;