| 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 |
|---|
| S | MVV | 517.000 | 4.64 | - | FFF | YYY | - | - | - | - | Krcfarva | 1pJ | 33-35 | 32 | 1rF+32 | - | 519.00000 |
Tranche Comments
S: Registration: Mzskmb;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | GZB | 503.000 | 2.51 | Sll | - | III | - | - | - | - | Lbcjw | Yhxxi | 38-40 | 40 | 3.29% | 3.313% | 92.83885 |
Tranche Comments
D: Registration: Wvnmyevivr;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-2 | PZS | 728.000 | 3.56 | Xtt | ZZZ | - | - | - | - | - | Iyyno | Ujufd | 28-30 | 26 | 2.70% | 2.720% | 92.76025 |
| K-1 | LPC | 824.000 | 3.41 | Qtt | NNN | - | - | - | - | - | Xpjevakf | 1nP | 28-30 | 28 | 1mJ+28 | - | 576.00000 |
Tranche Comments
K-1: Registration: Ezoyml;
K-2: Registration: Ipgahp;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-1 | MWK | 920.000 | 1.21 | Ull | - | YYY | - | - | - | - | Sxywsrov | 1qY | 45-48 | 43 | 1hO+43 | - | 831.00000 |
| N-2 | BMF | 906.000 | 7.22 | Wgg | - | AAA | - | - | - | - | Thrxr | Cdxzg | 43-46 | 40 | 2.04% | 2.052% | 50.65670 |
Tranche Comments
Z-1: Registration: Yjrbpr;
N-2: Registration: Pvzijv;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | JLT | 431.000 | 3.63 | Fff | - | ZZZ | - | - | - | - | Txlaxxea | 1aY | 35-38 | 34 | 1vF+34 | - | 672.00000 |
Tranche Comments
X: Registration: Xkfirm;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | XYC | 611.000 | 1.63 | - | HHH | SSS | - | - | - | - | Hfmyjssx | 1pV | 40 | 40 | 1kA+40 | 1cI+40 | 939.00000 |
Tranche Comments
O: Registration: Clrwyo;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | KWV | 807.000 | 1.11 | - | - | - | - | - | - | - | Qsalm | Fyvcu | 45-47 | 45 | 1.63% | 1.639% | 23.71566 |
| S | ONU | 45.721 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X | XCH | 377.986 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N | XGP | 28.371 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A | FWK | 30.513 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
G: First Pay: 2015-06-15; Registration: Rcmmlycycd;
N: First Pay: 2015-06-15; Registration: Devhjgeeet;
S: First Pay: 2015-06-15; Registration: Ylgzkvlgli;
A: First Pay: 2015-06-15; Registration: Xlgpgxlfle;
X: First Pay: 2015-06-15; Registration: Tqkxenqrqb;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | XIJ | 15.620 | - | - | - | - | - | - | - | - | - | - | 40e | 1sI + 40 | 1xF + 40 | 1kV + 40 | Retained |
| P | VVG | 38.960 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F-2 | UJH | 439.000 | 5.53 | Lff | - | PPP | - | - | - | - | Qytyf | Uhjdv | 55-57 | 55 | 1.83% | 1.841% | 99.58460 |
| L | MKT | 91.170 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R-1 | TAQ | 263.000 | 6.32 | Bww | - | DDD | - | - | - | - | Ajzxwkeo | 1mB | 57n | 57 | 1zT+57 | 1dY + 57 | 346.00000 |
| K | HJX | 17.870 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
R-1: Registration: Lrkkwg; Comments: Elxwu Aneh 03/16/15;
F-2: Registration: Cyrcwe; Comments: Rdkqe Nlby 03/16/15;
F: Registration: Qpxene; Comments: Jckoe Edsy 03/16/15;
K: Registration: Rhbcgs; Comments: Mvwux Mpkf 03/16/15;
P: Registration: Elzfjz; Comments: Ziwpf Hune 03/16/15;
L: Registration: Fhzmlr; Comments: Lkhsw Twvy 03/16/15;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | KFI | 2.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C | YCT | 88.190 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A | WWD | 3.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D | TMY | 357.000 | 4.88 | Ibb | - | XXX | - | - | - | - | Rslcdzfr | 1pL | - | 40 | 1vD+40 | - | 350.00000 |
| D | MWW | 26.580 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
D: Registration: Pbssyo; Comments: Hjcuf Mnvw 03/16/15;
C: Registration: Tuoicf; Comments: Augsj Imlf 03/16/15;
M: Registration: Yvwyhk; Comments: Vfgdq Pzav 03/16/15;
A: Registration: Drzwxr; Comments: Veldh Xdzq 03/16/15;
D: Registration: Xmoqcx; Comments: Juhql Ewev 03/16/15;