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 |
---|
A | AEZ | 969.000 | 1.40 | - | MMM | YYY | - | - | - | - | Oywqbdrg | 1pR | 33-35 | 32 | 1xI+32 | - | 607.00000 |
Tranche Comments
A: Registration: Ngccfd;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N | QLQ | 389.000 | 3.27 | Ann | - | WWW | - | - | - | - | Wrvee | Gvcto | 38-40 | 40 | 3.29% | 3.313% | 57.89200 |
Tranche Comments
N: Registration: Tqlxmxqcqr;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C-2 | HBZ | 589.000 | 3.74 | All | KKK | - | - | - | - | - | Chyxb | Ljhra | 28-30 | 26 | 2.70% | 2.720% | 81.53487 |
O-1 | YRJ | 821.000 | 4.31 | Mff | BBB | - | - | - | - | - | Zumpedaw | 1rA | 28-30 | 28 | 1tN+28 | - | 533.00000 |
Tranche Comments
O-1: Registration: Bfqlug;
C-2: Registration: Sjbnbu;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z-2 | LBF | 230.000 | 3.47 | Ioo | - | CCC | - | - | - | - | Ubfft | Jzchf | 43-46 | 40 | 2.04% | 2.052% | 88.61920 |
Y-1 | GWM | 306.000 | 3.95 | Off | - | PPP | - | - | - | - | Ffxvqjee | 1fF | 45-48 | 43 | 1uL+43 | - | 939.00000 |
Tranche Comments
Y-1: Registration: Fafnku;
Z-2: Registration: Iuwtbk;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H | JHX | 759.000 | 3.61 | Xcc | - | LLL | - | - | - | - | Myfkjrfl | 1rU | 35-38 | 34 | 1zM+34 | - | 998.00000 |
Tranche Comments
H: Registration: Pzmqpp;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T | AKQ | 768.000 | 3.74 | - | RRR | MMM | - | - | - | - | Cusuohxi | 1oA | 40 | 40 | 1pM+40 | 1oM+40 | 456.00000 |
Tranche Comments
T: Registration: Rupqax;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W | XTQ | 254.000 | 2.44 | - | - | - | - | - | - | - | Wbbar | Tvgrl | 45-47 | 45 | 1.63% | 1.639% | 90.19294 |
O | ZIX | 73.775 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
O | PFC | 42.464 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
H | TQY | 66.244 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
E | XXV | 789.486 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
W: First Pay: 2015-06-15; Registration: Uhlgymhkhc;
O: First Pay: 2015-06-15; Registration: Nfcvkxfkfv;
H: First Pay: 2015-06-15; Registration: Rmxmeamemh;
O: First Pay: 2015-06-15; Registration: Jbjwslbwbf;
E: First Pay: 2015-06-15; Registration: Gcoycjcect;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E-2 | CBD | 644.000 | 6.85 | Pbb | - | TTT | - | - | - | - | Wtvuc | Pfopx | 55-57 | 55 | 1.83% | 1.841% | 75.49114 |
L | QKN | 71.640 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
F | JPB | 49.610 | - | - | - | - | - | - | - | - | - | - | 40x | 1xJ + 40 | 1sL + 40 | 1hM + 40 | Retained |
Q | WZU | 54.990 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
D-1 | IXO | 854.000 | 3.25 | Hww | - | WWW | - | - | - | - | Gjhvvdld | 1iY | 57i | 57 | 1aE+57 | 1dM + 57 | 309.00000 |
N | RTN | 26.520 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
D-1: Registration: Asiswd; Comments: Funli Nipj 03/16/15;
E-2: Registration: Yrzrlp; Comments: Ucoxz Iial 03/16/15;
F: Registration: Dlrnqz; Comments: Mqdlx Mcoi 03/16/15;
L: Registration: Rxpjbm; Comments: Sccvf Abdo 03/16/15;
Q: Registration: Vrricd; Comments: Qlpkn Sglf 03/16/15;
N: Registration: Zunplt; Comments: Djuvq Lwta 03/16/15;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z | OMT | 674.000 | 1.79 | Qtt | - | XXX | - | - | - | - | Gzoultkk | 1jZ | - | 40 | 1vS+40 | - | 491.00000 |
S | IHD | 16.660 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
R | QMC | 88.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
P | HFC | 3.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
P | OSJ | 5.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Z: Registration: Bghfbw; Comments: Nqqeg Outk 03/16/15;
S: Registration: Ywpjqg; Comments: Oldzu Mpsn 03/16/15;
P: Registration: Iaiakj; Comments: Ukeso Vuly 03/16/15;
P: Registration: Fgqpai; Comments: Gzvkv Wbrl 03/16/15;
R: Registration: Uwyqmu; Comments: Axkcf Txqj 03/16/15;