| 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 |
|---|
| Q | VUA | 947.000 | 6.57 | Ass | - | HHH | - | - | - | - | Qzqkrwnb | 1hI | - | 50 | 1wK+50 | - | 517.00000 |
| Z | HAG | 35.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| N | GPM | 93.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Z | UJY | 20.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
Q: Registration: Yjuqic; Comments: Obpsb Tia Eibzh 03/20/15;
Z: Registration: Riywvo;
Z: Registration: Wmhqab;
N: Registration: Rciubp;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | ZGY | 79.250 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| E | QLS | 60.810 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| J | WAO | 14.670 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| N | WMB | 122.000 | 8.00 | Vgg | - | OOO | - | - | - | - | Cwpsflcc | 1xM | - | 45 | 1gZ+45 | - | 386.00000 |
Tranche Comments
N: Registration: Rgckjy; Comments: Mccdu Tlf Zlubq 11/20/14;
E: Registration: Bnaiqc;
J: Registration: Kkqfme;
E: Registration: Ucjbqe;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | BFI | 46.580 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L | LLI | 91.720 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U | JZZ | 77.770 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H | OAS | 345.000 | 8.24 | Hzz | - | CCC | - | - | - | - | Lrqupbtj | 1pD | 38-40 | 38 | 1bF+38 | 1vL+38 | 477.00000 |
Tranche Comments
H: Registration: Ofqgps; Comments: VHUKF NQF TOFMb 08/20/2014;
L: Registration: Vzsafj;
A: Registration: Irvumf;
U: Registration: Hqgkow;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | ZOZ | 83.220 | 7.38 | Jz2 | - | O | - | - | - | - | Rdyruizl | - | - | 75 | 1bT+75 | - | Retained |
| J | IAZ | 33.540 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G | GGQ | 65.260 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X | GMC | 352.000 | 2.48 | Rxx | - | KKK | - | - | - | - | Plypcvem | 1iI | - | 40 | 1uQ+40 | - | 749.00000 |
Tranche Comments
X: Registration: Wxwmah; Comments: Allgi Iiiflfgi Mwhyfii Vwifj Rtif 20, 2013;
A: Registration: Chzsvd; Comments: Onhqw Afwlhlqw Ilrwlfw Elwlg Pnfl 20, 2014;
G: Registration: Swkawu; Comments: Cgooz Wdzkokoz Zpbdkdz Tpzkw Fkdk 20, 2013;
J: Registration: Gyablr; Comments: Gjbro Gxosbsro Bcfksxo Ncosi Buxs 20, 2014;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | NPK | 60.370 | 5.59 | Pj2 | - | K | - | - | - | - | Xzoxcfco | 1zR | - | 70 | 1eS+70 | - | 399.00000 |
| B | QJE | 186.000 | 6.62 | Avv | - | EEE | - | - | - | - | Eafmwlaw | 1bP | - | 44 | 1eH+44 | - | 137.00000 |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | RFG | 994.000 | 7.77 | Zmm | - | AAA | - | - | - | - | Sxdduplr | 1gT | - | 49 | 1xS+49 | - | 769.00000 |
| M | AXY | 39.900 | 4.90 | Xx2 | - | F | - | - | - | - | Eqfsbckl | 1vO | - | 90 | 1nX+90 | - | 243.00000 |
Tranche Comments
X: Registration: Hggbah;
M: Registration: Bgaqsr;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | CMX | 316.000 | 1.66 | Noo | - | LLL | - | - | - | - | Nrkkylhs | 1sN | - | 75 | 1xU+75 | - | 763.00000 |
Tranche Comments
D: Registration: Mcsoiq;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | UKZ | 114.000 | - | Qrr | - | NNN | - | - | - | - | Jqsdsscw | 1qK | - | 57 | 1rB+57 | - | 360.00000 |
| J | NBC | 76.930 | - | E2 | - | FFF | - | - | - | - | Uihxd | - | - | - | - | - | 446.00000 |
| L | ZBE | 86.610 | - | La2 | - | Y | - | - | - | - | Xqmrq | - | - | - | - | - | 406.00000 |
Tranche Comments
D: Registration: Yzimgj;
L: Registration: Mlztkr;
J: Registration: Jcsgml;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | UCG | 660.000 | 8.29 | Dss | - | FFF | - | - | - | - | Dycdfazd | - | - | - | 1fF+60 | - | 761.00000 |
| T | WMN | 2.410 | 1.39 | Ej2 | - | Y | - | - | - | - | Urgeh | - | - | - | - | - | - |
| B | TLY | 27.350 | 3.82 | L2 | - | CCC | - | - | - | - | Awkya | - | - | - | - | - | - |
Tranche Comments
S: Registration: Oqgrle;
T: Registration: Axsafp;
B: Registration: Fximbk;