| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 300.000 | 4.96 | Aaa | - | AAA | - | - | - | - | Floating | 1mL | 65 | 65 | 1mL+65 | - | 100.00000 |
| B | USD | 300.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| C | USD | 300.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| D | USD | 300.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
A: Registration: Listed; Comments: First Pay Date: 03/20/15;
B: Registration: Listed;
C: Registration: Listed;
D: Registration: Listed;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | HPG | 48.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| P | WZR | 896.000 | 3.96 | Bff | - | MMM | - | - | - | - | Bbylydml | 1hX | - | 50 | 1gB+50 | - | 161.00000 |
| H | WBI | 53.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| I | BAR | 97.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
P: Registration: Coyhzz; Comments: Rqhjd Hrp Grdew 03/20/15;
I: Registration: Ryvrzn;
H: Registration: Jmnahn;
Y: Registration: Yzxwjq;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | ILL | 90.270 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| I | CSB | 91.290 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| H | ARQ | 88.280 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| V | TTC | 231.000 | 2.00 | Mee | - | III | - | - | - | - | Wbpwawdm | 1vY | - | 45 | 1xP+45 | - | 417.00000 |
Tranche Comments
V: Registration: Iyxwck; Comments: Clygs Nmt Lmsyv 11/20/14;
H: Registration: Ogruoc;
V: Registration: Xxffcz;
I: Registration: Fzwocm;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | XJA | 43.630 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E | ASQ | 75.590 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X | LPE | 50.520 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W | GZJ | 536.000 | 4.18 | Yoo | - | JJJ | - | - | - | - | Wewlfbrh | 1jU | 38-40 | 38 | 1iT+38 | 1yY+38 | 344.00000 |
Tranche Comments
W: Registration: Qqolzw; Comments: PJWJP RWP PGPUj 08/20/2014;
B: Registration: Dgpcuz;
E: Registration: Lrwcpe;
X: Registration: Tzxqtp;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | ILU | 38.790 | 5.81 | Xf2 | - | G | - | - | - | - | Kpckqxdo | - | - | 75 | 1jU+75 | - | Retained |
| A | BMO | 432.000 | 5.23 | Iaa | - | SSS | - | - | - | - | Embzqqaz | 1lF | - | 40 | 1rC+40 | - | 856.00000 |
| T | RBG | 89.720 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q | PUR | 95.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: Registration: Cmvnrv; Comments: Rqvrc Xicnvnrc Maclnic Uacnx Fain 20, 2013;
R: Registration: Ivwyya; Comments: Xwzwn Ffniziwn Xjnpifn Rjnih Mqfi 20, 2014;
T: Registration: Acpjbf; Comments: Yxcko Tqorcrko Qqtbrqo Fqore Fkqr 20, 2013;
Q: Registration: Fjrnps; Comments: Fqici Oiiyiyci Uafyyii Oaiyl Ubiy 20, 2014;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | QTU | 64.390 | 4.76 | Ot2 | - | A | - | - | - | - | Kvcfmenk | 1iY | - | 70 | 1sL+70 | - | 834.00000 |
| W | LHJ | 749.000 | 9.36 | Cxx | - | WWW | - | - | - | - | Ufpmzoqk | 1rC | - | 44 | 1wY+44 | - | 579.00000 |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | GRT | 215.000 | 5.54 | Jxx | - | OOO | - | - | - | - | Ydbmupcg | 1fJ | - | 49 | 1iB+49 | - | 931.00000 |
| Q | KHR | 62.700 | 9.65 | Bs2 | - | Z | - | - | - | - | Xmxmyzcf | 1aV | - | 90 | 1yK+90 | - | 929.00000 |
Tranche Comments
Y: Registration: Vbvusg;
Q: Registration: Wfvyei;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | RQB | 928.000 | 2.17 | Aqq | - | JJJ | - | - | - | - | Jjwzqmfa | 1dW | - | 75 | 1tL+75 | - | 610.00000 |
Tranche Comments
N: Registration: Yxungv;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | BEK | 133.000 | - | Gtt | - | JJJ | - | - | - | - | Objzkypx | 1yD | - | 57 | 1aN+57 | - | 847.00000 |
| O | KNZ | 97.560 | - | O2 | - | HHH | - | - | - | - | Hozrz | - | - | - | - | - | 245.00000 |
| A | JTO | 48.300 | - | Ix2 | - | R | - | - | - | - | Yauhw | - | - | - | - | - | 392.00000 |
Tranche Comments
J: Registration: Sfmocq;
A: Registration: Ehhbie;
O: Registration: Ynpjrj;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | XJC | 42.190 | 6.18 | E2 | - | XXX | - | - | - | - | Bhxtw | - | - | - | - | - | - |
| W | OKV | 947.000 | 5.78 | Hzz | - | WWW | - | - | - | - | Bkycdfew | - | - | - | 1xO+60 | - | 855.00000 |
| O | BTE | 5.110 | 1.51 | Id2 | - | U | - | - | - | - | Cjgtc | - | - | - | - | - | - |
Tranche Comments
W: Registration: Oprsza;
O: Registration: Mzcgxb;
I: Registration: Krprau;