Agate Bay Mortgage Trust

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A3USD127.4244.88-AAAAAAAAA---FixedSwaps--3.50%-102.75000
A4USD41.0004.88-AAAAAAAAA---FixedSwaps--3.00%-101.37500
A5USD120.0002.74-AAAAAAAAA---FixedSwaps--3.50%-102.56250
A7USD40.00011.28-AAAAAAAAA---FixedSwaps--3.50%-103.87723
A9USD24.1094.88-AAAAAAAAA---FixedSwaps--3.50%-101.50000
Filings
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 $736k 68.69% 68.97% 772 34.37% 30yr fix
Collateral
100% QRM, exempt from Risk Retention;
Pricing Speed
15 CPR
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
N3NCX633.6282.56Zll-OOO--------3.50%-618.65790
F7NMX40.00033.60Cjj-BBB--------3.50%-57.77300
M5HSH623.0004.50All-WWW--------3.50%-704.77291
J9TCX40.1178.59Vff-BBB--------3.50%-902.36800
Filings
Tranche Comments
N3: Registration: 144H Gwqd; M5: Registration: 144K Vkfv; F7: Registration: 144U Wwwb; J9: Registration: 144Q Pqfj;
Deal Comments
Gjdqkav RvxkjywiyjqlK3t HHKI VGm K5t HHKI / RGRm K7t HHKI / JGRm K9t HKI PSHH
Collateral
Hwhw ($ii)z $328.99s WKSUz 4.110s KSAz 4iis KSWz 356iis SAHz $717s APDz 67.43s UAPDz 67.55s TTURz 773s %USz 48.04s Prqwz 30rc Twrwi
Pricing Speed
15 BDN
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
N3IFF88.5429.37-RRRKKK--------3.50%--
P5IKK894.1519.89-HHHSSS--------3.50%--
V9ESY76.2402.39-EEEQQQ--------3.50%--
T7LKT68.31646.94-DDDUUU--------3.50%--
Z6RSJ95.0002.86-IIIIII--------3.00%--
P4QEM78.0005.82-UUUOOO--------3.00%--
Filings
Tranche Comments
N3: Registration: 144Y Vcod; P4: Registration: 144E Fsuv; P5: Registration: 144D Mosp; Z6: Registration: 144Q Nkvh; T7: Registration: 144R Czhg; V9: Registration: 144A Ghjd;
Deal Comments
Z/Ju L3-L7 k 13.40%, L9 k 6.70%
Pricing Speed
15% VQF
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
N5RJU238.9223.81--WWWGGGEEE56.10%-Smqty-3-28 Mvfz EA3.5-3.50%-193.40000
X4PSL868.2003.91--LLLUUUUUU42.20%-Narfn-5-12 Gtij SW3.5-3.00%-985.86000
X6XWH197.9373.25--TTTMMMKKK95.50%-Cpboo-5-00 Jpdt QF3.5-3.00%-34.52382
G7HPU97.54328.95--DDDFFFDDD32.60%-Vntkk-145o-3.50%-21.69659
H9UUU18.2415.82--MMMVVVKKK--Rnwxn---3.50%-41.97920
K3ZUU802.5298.15--WWWMMMYYY97.70%-Ccpus-3-08 Kpnh KB3.5-3.50%-711.92895
Filings
Tranche Comments
K3: Registration: 144R Cucs; X4: Registration: 144C Fbef; N5: Registration: 144C Hxin; X6: Registration: 144C Kehp; G7: Registration: 144N Wbeu; H9: Registration: 144X Mhge;
Pricing Speed
15 DCX
Reset
Yes

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