| 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 $736k 68.69% 68.97% 772 34.37% 30yr fix
Collateral
100% QRM, exempt from Risk Retention;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S5 | NUN | 469.000 | 4.41 | Fjj | - | RRR | - | - | - | - | - | - | - | - | 3.50% | - | 136.11823 |
| L3 | FFZ | 145.538 | 6.66 | Tvv | - | HHH | - | - | - | - | - | - | - | - | 3.50% | - | 347.62820 |
| O7 | PCF | 14.000 | 32.80 | Mtt | - | CCC | - | - | - | - | - | - | - | - | 3.50% | - | 48.56870 |
| A9 | LZF | 22.623 | 3.40 | Jjj | - | III | - | - | - | - | - | - | - | - | 3.50% | - | 910.97500 |
Tranche Comments
L3: Registration: 144A Jniy;
S5: Registration: 144Z Hozk;
O7: Registration: 144T Qdhy;
A9: Registration: 144L Bflv;
Deal Comments
Xugakcw WwnkuqagqxazQ3b IIBY NXo Q5b IIBY / UCUo Q7b IIBY / XCUo Q9b IBY OFZZ
Collateral
Rnsn ($gg)c $328.99v RPBEc 4.110v PBAc 4gjv PBKc 356gjv BARc $717v ARVc 67.43v EARVc 67.55v SDEPc 773v %EBc 48.04v Rminc 30mf Sncni
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J6 | TAJ | 20.000 | 9.66 | - | AAA | MMM | - | - | - | - | - | - | - | - | 3.00% | - | - |
| G5 | TOZ | 121.886 | 4.68 | - | HHH | DDD | - | - | - | - | - | - | - | - | 3.50% | - | - |
| Q9 | XMY | 60.390 | 9.42 | - | XXX | ZZZ | - | - | - | - | - | - | - | - | 3.50% | - | - |
| C4 | UAV | 39.000 | 9.96 | - | YYY | MMM | - | - | - | - | - | - | - | - | 3.00% | - | - |
| V3 | JJK | 20.344 | 5.33 | - | CCC | PPP | - | - | - | - | - | - | - | - | 3.50% | - | - |
| E7 | FFG | 69.463 | 56.65 | - | AAA | YYY | - | - | - | - | - | - | - | - | 3.50% | - | - |
Tranche Comments
V3: Registration: 144X Qjer;
C4: Registration: 144H Umsb;
G5: Registration: 144Y Fott;
J6: Registration: 144P Wogw;
E7: Registration: 144Q Cxaq;
Q9: Registration: 144Y Ksed;
Deal Comments
P/Sg I3-I7 q 13.40%, I9 q 6.70%
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U3 | UIR | 326.387 | 6.79 | - | - | AAA | JJJ | LLL | 55.20% | - | Cbngv | - | 3-08 Vyim TS3.5 | - | 3.50% | - | 857.93234 |
| W6 | HNL | 686.349 | 5.58 | - | - | CCC | UUU | SSS | 81.40% | - | Rjghs | - | 5-00 Qvqx DY3.5 | - | 3.00% | - | 52.52877 |
| U5 | UUQ | 970.151 | 8.44 | - | - | OOO | KKK | PPP | 73.80% | - | Fglvg | - | 3-28 Nvlk TD3.5 | - | 3.50% | - | 771.30000 |
| S4 | ASP | 918.339 | 4.14 | - | - | III | SSS | RRR | 59.10% | - | Tmyey | - | 5-12 Zvct WN3.5 | - | 3.00% | - | 869.45000 |
| Z7 | HFJ | 43.299 | 36.23 | - | - | SSS | JJJ | OOO | 74.50% | - | Rqbbc | - | 145e | - | 3.50% | - | 18.49248 |
| D9 | FJM | 21.968 | 2.64 | - | - | UUU | FFF | ZZZ | - | - | Fnbkv | - | - | - | 3.50% | - | 48.88327 |
Tranche Comments
U3: Registration: 144Q Hsvq;
S4: Registration: 144S Lvjn;
U5: Registration: 144N Losu;
W6: Registration: 144S Haqi;
Z7: Registration: 144K Fvme;
D9: Registration: 144J Jste;