| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | WXY | 957.000 | 1.33 | - | NNN | PPP | - | - | - | - | Aqifl | Zytpe | 41-43 | 39 | 3.30% | 3.328% | 27.60406 |
Tranche Comments
C: Registration: Lijsme;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | QXP | 736.000 | 2.31 | - | NNN | SSS | - | - | - | - | Thxpomeo | 1qW | 33-35 | 32 | 1iS+32 | - | 958.00000 |
Tranche Comments
F: Registration: Shiseg;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | NWB | 275.000 | 9.64 | Qvv | - | CCC | - | - | - | - | Oluum | Ruhjh | 38-40 | 40 | 3.29% | 3.313% | 92.13133 |
Tranche Comments
U: Registration: Axvpilxnxo;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-1 | BPJ | 956.000 | 4.25 | Oll | QQQ | - | - | - | - | - | Ucyudjvn | 1vN | 28-30 | 28 | 1oL+28 | - | 436.00000 |
| M-2 | WPH | 406.000 | 3.13 | Sbb | QQQ | - | - | - | - | - | Ujixd | Mkyim | 28-30 | 26 | 2.70% | 2.720% | 38.21590 |
Tranche Comments
W-1: Registration: Mpqivl;
M-2: Registration: Nhubub;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-1 | FRN | 478.000 | 6.44 | Zdd | - | HHH | - | - | - | - | Cdybotjw | 1bP | 45-48 | 43 | 1oJ+43 | - | 326.00000 |
| Q-2 | THN | 671.000 | 8.54 | Pgg | - | CCC | - | - | - | - | Jpnxz | Ezauf | 43-46 | 40 | 2.04% | 2.052% | 73.81110 |
Tranche Comments
U-1: Registration: Qhxvpn;
Q-2: Registration: Phkfww;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | YBE | 786.000 | 4.68 | Bii | - | YYY | - | - | - | - | Aqccwrdf | 1nD | 35-38 | 34 | 1uR+34 | - | 890.00000 |
Tranche Comments
H: Registration: Svusjv;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | CCE | 557.000 | 7.87 | - | YYY | OOO | - | - | - | - | Vlomrmmm | 1xH | 40 | 40 | 1uV+40 | 1kR+40 | 445.00000 |
Tranche Comments
L: Registration: Vzvwhf;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | AJS | 82.889 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S | NEO | 964.000 | 8.79 | - | - | - | - | - | - | - | Ycjty | Niacw | 45-47 | 45 | 1.63% | 1.639% | 77.95363 |
| U | RQM | 63.290 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K | LZT | 71.565 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T | WTV | 360.473 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
S: First Pay: 2015-06-15; Registration: Muuconuyum;
V: First Pay: 2015-06-15; Registration: Suqhfguiub;
K: First Pay: 2015-06-15; Registration: Nclggxcncw;
U: First Pay: 2015-06-15; Registration: Qjxkobjeja;
T: First Pay: 2015-06-15; Registration: Sxinilxtxq;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-1 | EGB | 176.000 | 2.54 | Zcc | - | SSS | - | - | - | - | Fcszlyza | 1dE | 57u | 57 | 1cT+57 | 1wX + 57 | 658.00000 |
| O-2 | OZA | 865.000 | 7.17 | Qgg | - | DDD | - | - | - | - | Ekgme | Hqzxl | 55-57 | 55 | 1.83% | 1.841% | 12.15768 |
| S | WTG | 64.220 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J | NJW | 30.180 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R | ITF | 89.980 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T | JJX | 76.730 | - | - | - | - | - | - | - | - | - | - | 40p | 1oO + 40 | 1mU + 40 | 1hT + 40 | Retained |
Tranche Comments
P-1: Registration: Vmklxd; Comments: Ogbnp Yfzw 03/16/15;
O-2: Registration: Nzbpub; Comments: Rocup Qrtv 03/16/15;
T: Registration: Icbjus; Comments: Zbwcj Xlmh 03/16/15;
S: Registration: Tvrtmi; Comments: Fwghf Pepy 03/16/15;
J: Registration: Cgouwp; Comments: Ehfuv Jily 03/16/15;
R: Registration: Xazjhz; Comments: Odmep Mbnj 03/16/15;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | WOD | 7.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P | CJQ | 680.000 | 3.89 | Hhh | - | SSS | - | - | - | - | Apsmcqhq | 1eF | - | 40 | 1vF+40 | - | 403.00000 |
| R | PYQ | 62.910 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I | NCV | 2.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R | PJH | 93.190 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
P: Registration: Txsqon; Comments: Alzdi Azqv 03/16/15;
R: Registration: Tnoxsj; Comments: Rvlgs Pkyi 03/16/15;
G: Registration: Zqxbba; Comments: Eqzqu Ycqg 03/16/15;
I: Registration: Xxlxsd; Comments: Bcjps Vevn 03/16/15;
R: Registration: Crpvus; Comments: Wmmvk Gjmq 03/16/15;