| 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 $736k 68.69% 68.97% 772 34.37% 30yr fix
Collateral
100% QRM, exempt from Risk Retention;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L5 | JGT | 934.000 | 7.45 | Jff | - | GGG | - | - | - | - | - | - | - | - | 3.50% | - | 629.95725 |
| D9 | CIZ | 23.550 | 7.58 | Zjj | - | OOO | - | - | - | - | - | - | - | - | 3.50% | - | 503.54600 |
| H7 | TWB | 54.000 | 18.70 | Nss | - | EEE | - | - | - | - | - | - | - | - | 3.50% | - | 94.60341 |
| O3 | ZAQ | 393.994 | 6.55 | Mzz | - | NNN | - | - | - | - | - | - | - | - | 3.50% | - | 690.42360 |
Tranche Comments
O3: Registration: 144Q Lutv;
L5: Registration: 144J Kncf;
H7: Registration: 144X Wuxg;
D9: Registration: 144E Pxvs;
Deal Comments
Jzrungx AxanzhybhbujX3d UUBY RJl X5d UUBY / TOTl X7d UUBY / DOTl X9d UBY VJAA
Collateral
Jhak ($ee)n $328.99j ZUZGn 4.110j UZRn 4ebj UZSn 356ebj ZRJn $717j RJYn 67.43j GRJYn 67.55j KNGZn 773j %GZn 48.04j Jfmkn 30fu Khqkb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D7 | HXD | 95.450 | 56.13 | - | BBB | SSS | - | - | - | - | - | - | - | - | 3.50% | - | - |
| R9 | LJC | 70.210 | 9.60 | - | ZZZ | TTT | - | - | - | - | - | - | - | - | 3.50% | - | - |
| K4 | CZH | 81.000 | 4.83 | - | CCC | CCC | - | - | - | - | - | - | - | - | 3.00% | - | - |
| K5 | WOV | 282.352 | 7.66 | - | VVV | III | - | - | - | - | - | - | - | - | 3.50% | - | - |
| X3 | JAT | 57.279 | 5.50 | - | QQQ | DDD | - | - | - | - | - | - | - | - | 3.50% | - | - |
| W6 | ABH | 54.000 | 3.91 | - | TTT | EEE | - | - | - | - | - | - | - | - | 3.00% | - | - |
Tranche Comments
X3: Registration: 144P Qqnb;
K4: Registration: 144A Wzgo;
K5: Registration: 144F Mqip;
W6: Registration: 144F Qnkv;
D7: Registration: 144Q Fbrk;
R9: Registration: 144H Cgwr;
Deal Comments
V/By I3-I7 x 13.40%, I9 x 6.70%
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P5 | JSK | 493.435 | 7.91 | - | - | DDD | BBB | KKK | 19.60% | - | Diufm | - | 3-28 Himr BW3.5 | - | 3.50% | - | 552.30000 |
| P3 | KUA | 313.403 | 4.42 | - | - | AAA | UUU | PPP | 14.50% | - | Mfwkc | - | 3-08 Dndc TY3.5 | - | 3.50% | - | 517.64860 |
| C4 | CXF | 850.469 | 4.15 | - | - | MMM | FFF | YYY | 42.50% | - | Empik | - | 5-12 Eljz KI3.5 | - | 3.00% | - | 976.65000 |
| G6 | CUQ | 345.850 | 2.29 | - | - | KKK | PPP | BBB | 44.90% | - | Jjuco | - | 5-00 Atrg AK3.5 | - | 3.00% | - | 37.71861 |
| F7 | IXL | 77.342 | 59.38 | - | - | WWW | RRR | AAA | 75.20% | - | Csqix | - | 145t | - | 3.50% | - | 34.24935 |
| G9 | BTK | 83.260 | 2.16 | - | - | ZZZ | III | GGG | - | - | Qpgix | - | - | - | 3.50% | - | 26.51611 |
Tranche Comments
P3: Registration: 144K Zzsy;
C4: Registration: 144H Gueb;
P5: Registration: 144L Jvjd;
G6: Registration: 144N Rglv;
F7: Registration: 144Y Gnaq;
G9: Registration: 144R Zkho;