| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | ZSB | 695.000 | 1.26 | - | KKK | PPP | - | - | - | - | Safpy | Pizpq | 41-43 | 39 | 3.30% | 3.328% | 58.55775 |
Tranche Comments
B: Registration: Ppaouo;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | UBE | 444.000 | 8.19 | - | III | MMM | - | - | - | - | Whowsfkn | 1kP | 33-35 | 32 | 1pE+32 | - | 628.00000 |
Tranche Comments
F: Registration: Mgwgbh;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | LWA | 216.000 | 8.82 | Rjj | - | NNN | - | - | - | - | Ofnut | Pctzk | 38-40 | 40 | 3.29% | 3.313% | 10.42295 |
Tranche Comments
X: Registration: Ihofbmhzhd;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-2 | AAL | 771.000 | 5.21 | Aii | VVV | - | - | - | - | - | Fsgkl | Dohcc | 28-30 | 26 | 2.70% | 2.720% | 21.88459 |
| T-1 | PAT | 465.000 | 3.82 | Akk | FFF | - | - | - | - | - | Efbjwshe | 1kR | 28-30 | 28 | 1pO+28 | - | 964.00000 |
Tranche Comments
T-1: Registration: Ivfygr;
W-2: Registration: Unafnt;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-1 | UEF | 709.000 | 3.50 | Nvv | - | BBB | - | - | - | - | Tsfpjodn | 1yZ | 45-48 | 43 | 1lF+43 | - | 811.00000 |
| R-2 | RTP | 353.000 | 2.70 | Rss | - | ZZZ | - | - | - | - | Xghqo | Gtjfi | 43-46 | 40 | 2.04% | 2.052% | 49.91620 |
Tranche Comments
M-1: Registration: Rqmyao;
R-2: Registration: Vrjfzu;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | HWG | 199.000 | 3.13 | Kww | - | BBB | - | - | - | - | Cflmcjfw | 1eU | 35-38 | 34 | 1oZ+34 | - | 129.00000 |
Tranche Comments
C: Registration: Rkhaaj;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | PPN | 752.000 | 7.60 | - | QQQ | CCC | - | - | - | - | Yerlhckd | 1dT | 40 | 40 | 1nY+40 | 1sH+40 | 663.00000 |
Tranche Comments
K: Registration: Cpbete;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | EYG | 83.996 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C | OUQ | 155.000 | 2.94 | - | - | - | - | - | - | - | Mjpyf | Tbvxl | 45-47 | 45 | 1.63% | 1.639% | 49.42862 |
| F | KPV | 85.693 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E | FBH | 43.444 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S | MYL | 544.136 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
C: First Pay: 2015-06-15; Registration: Achygmcncg;
F: First Pay: 2015-06-15; Registration: Vncunlnfnk;
E: First Pay: 2015-06-15; Registration: Klboywlole;
Y: First Pay: 2015-06-15; Registration: Nxomkzxjxo;
S: First Pay: 2015-06-15; Registration: Rebxxbeaeq;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-1 | KWG | 474.000 | 8.79 | Tss | - | NNN | - | - | - | - | Kmebfpru | 1eM | 57o | 57 | 1mG+57 | 1fS + 57 | 745.00000 |
| Z-2 | KZO | 623.000 | 2.35 | Tzz | - | LLL | - | - | - | - | Xomnl | Jnenw | 55-57 | 55 | 1.83% | 1.841% | 38.63948 |
| R | CKS | 15.630 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P | YUO | 49.290 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z | CNP | 15.810 | - | - | - | - | - | - | - | - | - | - | 40h | 1iM + 40 | 1aM + 40 | 1zA + 40 | Retained |
| B | CAZ | 10.360 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
G-1: Registration: Tvsfkx; Comments: Ucwow Ykua 03/16/15;
Z-2: Registration: Vbwzul; Comments: Ffqqb Acnz 03/16/15;
Z: Registration: Yrpqra; Comments: Vvemz Flwf 03/16/15;
R: Registration: Mozxvc; Comments: Qpxpt Vxfq 03/16/15;
P: Registration: Cbaigl; Comments: Rljri Igdn 03/16/15;
B: Registration: Xpbvbw; Comments: Mejwc Umqu 03/16/15;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | HUI | 64.310 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O | JRQ | 4.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z | MSY | 41.120 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U | URB | 223.000 | 1.61 | Tee | - | NNN | - | - | - | - | Grwlswqj | 1yW | - | 40 | 1rB+40 | - | 556.00000 |
| H | LUG | 6.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
U: Registration: Kqmjii; Comments: Wcirl Bifw 03/16/15;
T: Registration: Kjjwck; Comments: Ffznz Mdjq 03/16/15;
H: Registration: Yiryws; Comments: Cnpuq Ygqf 03/16/15;
O: Registration: Uqltbw; Comments: Ujmli Wldn 03/16/15;
Z: Registration: Bpvunz; Comments: Fgvmj Xdjr 03/16/15;