| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A3 | USD | 127.424 | 4.88 | - | AAA | AAA | AAA | - | - | - | Fixed | Swaps | - | - | 3.50% | - | 102.75000 |
| A4 | USD | 41.000 | 4.88 | - | AAA | AAA | AAA | - | - | - | Fixed | Swaps | - | - | 3.00% | - | 101.37500 |
| A5 | USD | 120.000 | 2.74 | - | AAA | AAA | AAA | - | - | - | Fixed | Swaps | - | - | 3.50% | - | 102.56250 |
| A7 | USD | 40.000 | 11.28 | - | AAA | AAA | AAA | - | - | - | Fixed | Swaps | - | - | 3.50% | - | 103.87723 |
| A9 | USD | 24.109 | 4.88 | - | AAA | AAA | AAA | - | - | - | Fixed | Swaps | - | - | 3.50% | - | 101.50000 |
Tranche Comments
A3: Registration: 144A Only;
A4: Registration: 144A Only;
A5: Registration: 144A Only;
A7: Registration: 144A Only;
A9: Registration: 144A Only;
Deal Comments
Collateral Summary:
Size ($MM) GWAC WALA WAM ALS LTV CLTV FICO %CA Type
376.639 4.136 5mo 355mo $736k 68.69% 68.97% 772 34.37% 30yr fix
Collateral
100% QRM, exempt from Risk Retention;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S3 | EYW | 550.255 | 7.55 | Wpp | - | LLL | - | - | - | - | - | - | - | - | 3.50% | - | 722.19750 |
| Q9 | GCO | 89.466 | 7.32 | Qtt | - | HHH | - | - | - | - | - | - | - | - | 3.50% | - | 763.61300 |
| Q7 | CCF | 56.000 | 26.60 | Ppp | - | OOO | - | - | - | - | - | - | - | - | 3.50% | - | 24.97165 |
| P5 | JUC | 316.000 | 5.97 | Nrr | - | SSS | - | - | - | - | - | - | - | - | 3.50% | - | 831.84560 |
Tranche Comments
S3: Registration: 144N Aenn;
P5: Registration: 144E Gcsz;
Q7: Registration: 144A Kdor;
Q9: Registration: 144M Obcp;
Deal Comments
Kakgwua JabwaidliogzY3m TTGK YKh Y5m TTGK / IUIh Y7m TTGK / XUIh Y9m TGK YUXX
Collateral
Shqk ($jj)u $328.99a XBZNu 4.110a BZUu 4jwa BZUu 356jwa ZUSu $717a UHDu 67.43a NUHDu 67.55a PUNVu 773a %NZu 48.04a Heeku 30es Phhkg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P4 | TKJ | 96.000 | 6.69 | - | TTT | MMM | - | - | - | - | - | - | - | - | 3.00% | - | - |
| R5 | ENF | 806.876 | 1.52 | - | TTT | OOO | - | - | - | - | - | - | - | - | 3.50% | - | - |
| C9 | ALJ | 17.760 | 3.36 | - | UUU | AAA | - | - | - | - | - | - | - | - | 3.50% | - | - |
| S6 | EOE | 67.000 | 7.98 | - | III | VVV | - | - | - | - | - | - | - | - | 3.00% | - | - |
| H3 | AGU | 71.800 | 4.77 | - | CCC | KKK | - | - | - | - | - | - | - | - | 3.50% | - | - |
| J7 | UUB | 98.603 | 83.85 | - | MMM | LLL | - | - | - | - | - | - | - | - | 3.50% | - | - |
Tranche Comments
H3: Registration: 144E Mcuf;
P4: Registration: 144G Eqvp;
R5: Registration: 144Z Fjhe;
S6: Registration: 144M Brnh;
J7: Registration: 144N Hssv;
C9: Registration: 144I Sqju;
Deal Comments
S/Nk Q3-Q7 f 13.40%, Q9 f 6.70%
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C5 | VWG | 992.932 | 7.32 | - | - | EEE | JJJ | SSS | 71.70% | - | Mbwfn | - | 3-28 Spnk HM3.5 | - | 3.50% | - | 840.70000 |
| K6 | JIN | 669.272 | 6.46 | - | - | KKK | WWW | MMM | 55.70% | - | Qbzox | - | 5-00 Aggu LB3.5 | - | 3.00% | - | 11.43123 |
| M4 | EYC | 192.693 | 8.59 | - | - | DDD | HHH | RRR | 83.20% | - | Srqrq | - | 5-12 Vhel DD3.5 | - | 3.00% | - | 684.51000 |
| B9 | OZI | 99.529 | 6.44 | - | - | HHH | AAA | III | - | - | Wkwmd | - | - | - | 3.50% | - | 58.73569 |
| X3 | QCR | 506.917 | 8.21 | - | - | LLL | DDD | III | 80.90% | - | Bmeve | - | 3-08 Wxvf VL3.5 | - | 3.50% | - | 796.61927 |
| X7 | GEW | 29.850 | 66.66 | - | - | FFF | EEE | EEE | 55.40% | - | Tgvlq | - | 145d | - | 3.50% | - | 16.68344 |
Tranche Comments
X3: Registration: 144M Pqjm;
M4: Registration: 144R Xmzj;
C5: Registration: 144Y Gxdn;
K6: Registration: 144L Dmdg;
X7: Registration: 144Q Rpqi;
B9: Registration: 144I Etlt;