| 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 $736k 68.69% 68.97% 772 34.37% 30yr fix
Collateral
100% QRM, exempt from Risk Retention;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O5 | ARX | 366.000 | 1.69 | Wff | - | ZZZ | - | - | - | - | - | - | - | - | 3.50% | - | 868.31182 |
| J9 | JKW | 26.627 | 4.47 | Nff | - | XXX | - | - | - | - | - | - | - | - | 3.50% | - | 151.97100 |
| P3 | YPY | 451.960 | 9.89 | Jii | - | EEE | - | - | - | - | - | - | - | - | 3.50% | - | 427.50960 |
| J7 | VOX | 97.000 | 77.50 | Lll | - | AAA | - | - | - | - | - | - | - | - | 3.50% | - | 71.46002 |
Tranche Comments
P3: Registration: 144T Loii;
O5: Registration: 144C Zvvj;
J7: Registration: 144M Xxrt;
J9: Registration: 144G Lazg;
Deal Comments
Gbzyggy QyugbcvncqyfG3i QQJG VGx G5i QQJG / JKJx G7i QQJG / UKJx G9i QJG CGCC
Collateral
Lakb ($gg)e $328.99f YBRYe 4.110f BRGe 4gof BRLe 356gof RGLe $717f GBJe 67.43f YGBJe 67.55f KXYKe 773f %YRe 48.04f Bzwbe 30zl Kaqby
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R5 | OFS | 403.566 | 9.64 | - | FFF | VVV | - | - | - | - | - | - | - | - | 3.50% | - | - |
| P4 | ZMI | 65.000 | 4.58 | - | EEE | WWW | - | - | - | - | - | - | - | - | 3.00% | - | - |
| G7 | QAT | 18.216 | 26.96 | - | WWW | KKK | - | - | - | - | - | - | - | - | 3.50% | - | - |
| Z3 | TFR | 47.751 | 4.83 | - | AAA | RRR | - | - | - | - | - | - | - | - | 3.50% | - | - |
| E6 | YRE | 82.000 | 2.84 | - | III | QQQ | - | - | - | - | - | - | - | - | 3.00% | - | - |
| U9 | FFX | 93.340 | 2.75 | - | YYY | ZZZ | - | - | - | - | - | - | - | - | 3.50% | - | - |
Tranche Comments
Z3: Registration: 144W Uegt;
P4: Registration: 144J Twbj;
R5: Registration: 144C Atnf;
E6: Registration: 144Z Lewn;
G7: Registration: 144N Bfzf;
U9: Registration: 144Z Polk;
Deal Comments
M/Zw C3-C7 o 13.40%, C9 o 6.70%
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K7 | IGO | 97.444 | 92.49 | - | - | VVV | VVV | ZZZ | 62.10% | - | Vfece | - | 145b | - | 3.50% | - | 96.54718 |
| F5 | FQS | 163.365 | 6.93 | - | - | NNN | AAA | NNN | 17.20% | - | Jmsxz | - | 3-28 Yvjc BF3.5 | - | 3.50% | - | 804.30000 |
| U6 | FNN | 493.453 | 1.17 | - | - | QQQ | FFF | FFF | 23.60% | - | Ztrun | - | 5-00 Cgaq EO3.5 | - | 3.00% | - | 79.69953 |
| F4 | CXY | 555.778 | 9.36 | - | - | NNN | WWW | MMM | 81.50% | - | Nrjeb | - | 5-12 Jwyd WZ3.5 | - | 3.00% | - | 787.41000 |
| M3 | KBC | 496.381 | 6.73 | - | - | TTT | GGG | XXX | 29.60% | - | Aiuap | - | 3-08 Szez OM3.5 | - | 3.50% | - | 273.55148 |
| W9 | LPH | 40.537 | 2.83 | - | - | UUU | JJJ | MMM | - | - | Johon | - | - | - | 3.50% | - | 72.64708 |
Tranche Comments
M3: Registration: 144V Ipmt;
F4: Registration: 144F Rmzh;
F5: Registration: 144D Ludw;
U6: Registration: 144G Gsap;
K7: Registration: 144Y Gaax;
W9: Registration: 144W Weva;