| 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 $736k 68.69% 68.97% 772 34.37% 30yr fix
Collateral
100% QRM, exempt from Risk Retention;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O5 | HSJ | 232.000 | 6.34 | Aoo | - | YYY | - | - | - | - | - | - | - | - | 3.50% | - | 804.80262 |
| O9 | FZG | 11.488 | 4.74 | Zhh | - | XXX | - | - | - | - | - | - | - | - | 3.50% | - | 145.26600 |
| C3 | EZW | 611.260 | 7.21 | Ytt | - | WWW | - | - | - | - | - | - | - | - | 3.50% | - | 589.84550 |
| F7 | MXL | 51.000 | 53.70 | Fgg | - | RRR | - | - | - | - | - | - | - | - | 3.50% | - | 38.76370 |
Tranche Comments
C3: Registration: 144H Uezn;
O5: Registration: 144A Cire;
F7: Registration: 144X Kwqt;
O9: Registration: 144J Adrl;
Deal Comments
Xwwwdjz IzgdwukvupweD3i QQGA XXr D5i QQGA / KWKr D7i QQGA / GWKr D9i QGA VKJJ
Collateral
Nnbj ($ww)g $328.99a SBGAg 4.110a BGXg 4wba BGJg 356wba GXNg $717a XHHg 67.43a AXHHg 67.55a RNARg 773a %AGg 48.04a Hysjg 30yh Rnrjv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A6 | MCC | 29.000 | 5.75 | - | HHH | DDD | - | - | - | - | - | - | - | - | 3.00% | - | - |
| I7 | LVY | 35.599 | 37.47 | - | ZZZ | KKK | - | - | - | - | - | - | - | - | 3.50% | - | - |
| R5 | QFZ | 157.610 | 4.76 | - | CCC | DDD | - | - | - | - | - | - | - | - | 3.50% | - | - |
| Y3 | WTD | 94.435 | 8.28 | - | SSS | YYY | - | - | - | - | - | - | - | - | 3.50% | - | - |
| W4 | HCA | 93.000 | 7.25 | - | XXX | FFF | - | - | - | - | - | - | - | - | 3.00% | - | - |
| K9 | UPX | 47.680 | 6.45 | - | AAA | SSS | - | - | - | - | - | - | - | - | 3.50% | - | - |
Tranche Comments
Y3: Registration: 144F Nzrz;
W4: Registration: 144Z Bjzh;
R5: Registration: 144Q Tahf;
A6: Registration: 144R Uexr;
I7: Registration: 144D Sbpt;
K9: Registration: 144H Lbgw;
Deal Comments
F/It H3-H7 l 13.40%, H9 l 6.70%
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E5 | HFP | 424.649 | 7.51 | - | - | TTT | ZZZ | MMM | 63.90% | - | Gajqh | - | 3-28 Pgnn ES3.5 | - | 3.50% | - | 878.90000 |
| C3 | ITD | 290.123 | 6.74 | - | - | YYY | CCC | YYY | 70.70% | - | Mtchd | - | 3-08 Zeww HZ3.5 | - | 3.50% | - | 537.83424 |
| V6 | MVX | 257.286 | 4.53 | - | - | PPP | CCC | TTT | 16.20% | - | Rynof | - | 5-00 Zzfa DO3.5 | - | 3.00% | - | 47.47804 |
| J4 | LQZ | 336.370 | 7.32 | - | - | DDD | QQQ | VVV | 48.20% | - | Rbfjq | - | 5-12 Pneb EN3.5 | - | 3.00% | - | 420.79000 |
| K7 | FCP | 48.187 | 93.31 | - | - | BBB | FFF | UUU | 58.60% | - | Bnxgh | - | 145s | - | 3.50% | - | 58.70351 |
| I9 | HES | 34.992 | 1.61 | - | - | GGG | GGG | UUU | - | - | Imvku | - | - | - | 3.50% | - | 99.56112 |
Tranche Comments
C3: Registration: 144C Zzhs;
J4: Registration: 144E Bfsv;
E5: Registration: 144X Tbqm;
V6: Registration: 144Y Lops;
K7: Registration: 144V Qdta;
I9: Registration: 144P Qatw;