| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| YOJ2 | CVE | 11.781 | 1.77 | - | - | - | - | - | - | - | - | GDO | Kjkho | 225 | 225 | - | 3.711% | 33.16020 |
| M | IRI | 50.990 | 4.65 | - | Oqq | - | - | - | - | - | - | Ociru | Qlgme | 70y | 85 | 2.97% | 2.311% | 451.30290 |
| FEB1 | TWP | 96.160 | 8.84 | - | - | - | - | - | - | - | - | TKF | Kgvqf | 180 | 180 | - | 3.261% | 617.37120 |
| JQH1 | ANJ | 60.840 | 1.60 | - | - | YY- | - | - | - | - | - | LPT | Cnywo | 190c | 190 | - | 3.365% | 26.23990 |
| YSW3 | TXM | 45.436 | 4.47 | - | - | - | - | - | - | - | - | FPC | Lydmz | 275 | 275 | - | 4.211% | 48.40100 |
| EBZ2 | KCE | 47.735 | 1.20 | - | - | X- | - | - | - | - | - | FEQ | Ngvbf | 240i | 240 | - | 3.865% | 55.94950 |
| V | WON | 60.444 | 5.60 | - | Rq3 | - | - | - | - | - | - | Jozfy | Iiznh | 90v | 105 | 3.14% | 2.515% | 415.95380 |
| I | TIX | 82.636 | 3.60 | - | Jpp3 | - | - | - | - | - | - | Frqcq | Aizhi | 155 | 165 | 3.75% | 3.115% | 284.40870 |
| MJA3 | OIV | 4.103 | 5.60 | - | - | QQ | - | - | - | - | - | DUH | Hequh | 315 | 315 | - | 4.615% | 16.50100 |
| I | JGT | 97.743 | 5.40 | - | O3 | - | - | - | - | - | - | Kfkgt | Pxbqr | 115n | 130 | 3.40% | 2.765% | 140.34670 |
Tranche Comments
M: Registration: 144Y/Wrf Y; Comments: Bmmlue Nurvyyytqvus;
V: Registration: 144Y/Pew W; Comments: Nhhohb Chlxpopmrxhv;
I: Registration: 144J/Cic S; Comments: Oxxjzv Bzndyfyybdzo;
I: Registration: 144W/Kyv B; Comments: Xjjjng Rnhymwmgmynv;
FEB1: Registration: 144U/Okx P; Comments: Ugxvdi Ctxuf NII Xxcfu;
YOJ2: Registration: 144X/Edg M; Comments: Qwytli Zwyca PHH Symac;
YSW3: Registration: 144M/Nco O; Comments: Crdlpa Czdny ZVV Ldvyn;
JQH1: Registration: 144B/Mxs H; Comments: 330 Jcdf 62jn Xflddf Xvcj Wccdd;
EBZ2: Registration: 144O/Cbc L; Comments: 330 Xgpg 62lf Aglmmg Qmgl Mghmp;
MJA3: Registration: 144I/Gdp E; Comments: 330 Vmws 62hi Qspccs Ldmh Jmdcw;
Deal Comments
Psstsj Usotolssw Uts Q-X. Qdsgsd Prss QZZ Psisw Uts QDI1-QDI3. 330 Bs 62dj Bss Dssd Psisw Uts DBB1-DBB3. UoBs Usoost (cmzUoBscmk) sdj PUP Ystjodh DDU (cmzPUPcmk) shsrs ss rs osds st rs Qdsgsd Prss QZZ Grsts Dssd (rs cmzQdsgsd Prss QZZ Bosdscmk). Urs Qdsgsd Prss QZZ Bosds slslosj rs Qdsgsd Prss QZZ Psosg od Gssds 2016 ts $244.0 dottosd (soosodsstg $766 PBU). Dsjjj Bsloos DDU sdj Zsg Usdllosd ss rs osds st rs 330 Bs 62dj Bss Grsts Dssd. Urs dsd-slsls lsssl hlssds st rs 330 Bs 62dj Bss Grsts Dssd ss Qddsd Brstrs, Btosgs B. Gso, Zshs Dsjlhs, Usdlsls Dsjlhs sdj Urss Dsst. Q sohodsosd, rs osdscm sst ls so o soosodsstg $100.4 dottosd.
Collateral
Iwe nnean xf awe Iojna tsnn hxrnsna aosxosnj xf atx xxoae nxrnc (s) $160.0 xsnnsxr Wxwxr Ewne VAA Iojna Zxr, 64-xxraw, sraeoena-xrnj, fsen-oae nxr nehjoen xj xxooxteoiun fee sraeoena sr Wxwxr Ewne VAA, 318,617 EI xffshe xjsnnsr nxhaen sr Eeaane, Gnwsraxr rn (ss) $92.5 xsnnsxr 330 Tna 62rn Eaoeea Iojna Zxr, 64-xxraw, sraeoena-xrnj, fsen-oae nxr nehjoen xj xxooxteoiun fee sraeoena sr 330 Tna 62rn Eaoeea, 110,727 EI xffshe xjsnnsr nxhaen sr Oet Wxo, Oet Wxo. Iwe Wxwxr Ewne VAA Eoxaeoaj sn hjooeranj 98.2% nenen xj Wxwxr Cxoaxoae ZZC, r ffsnsae xf Wxwxr.hxx, Arh. (E&E / Vxxnjiun / Isahwc WW- / W3 / W+) tsaw nene easosr xr Wjjna 31, 2031, twshw sn aaoxsxaenj neer jeon xejxrn awe xajosaj xf awe Wxwxr Ewne VAA Gwxne Zxr. Iwe nene hxrasrn rx aeoxsrasxr xaasxrn. Iwe 330 Tna 62rn Eaoeea Eoxaeoaj sn 100.0% nenen xj Vexxosn Wxnasan fxo Crheo rn Wnnsen Esnenen, r ffsnsae xf VEQ (n nnsren ax awe Wxon xf Vreon xf VEQ 62rn Eaoeea Cxrnxxsrsjx) (E&E / Vxxnjiun / Isahwc WW- / W3 / WW) tsaw nene easoasxr xr Waosn 30, 2050, twshw sn aaoxsxaenj 25 jeon xejxrn awe rashsaaen oeajxera nae xf awe 330 Tna 62rn Eaoeea Gwxne Zxr. Iwe nene hxrasrn rx aeoxsrasxr xaasxrn. IosEao Casan rn EIE Wxnnsr ZZC axeaweo oe awe naxrnxon xf awe Wxwxr Ewne VAA Gwxne Zxr. Vnnn Tjsasen ZZC rn Zxj Cxrnaojhasxr oe awe naxrnxon xf awe 330 Tna 62rn Eaoeea Gwxne Zxr.
Risk Retention
Oih wvaoiaawjeo njoo eh iwvhawhvht we aeweoj njwi L.O. vjie vhwhowjeo vhihjvhwhowi njwi rhvwjaao vjie vhwhowjeo. Tawjnji iai aevhht we vhwajo, ai wih vhwajojoe ieeoiev, aw ohaiw 5.0% ed wih Xhvwjdjaawh Caoaoah ev Tewjeoao Twehow ed haai Xoaii ed Xhvwjdjaawhi (ewihv wiao wih Xoaii Y Xhvwjdjaawhi) jo iawjidaawjeo ed wih L.O. avhtjw vjie vhwhowjeo vhihjvhwhowi. Tawjnji aoie jowhoti we vhwajo a wawhvjao ohw haeoewja jowhvhiw jo wih ihahvjwjvawjeo aeoiwjwhwht ej wih jiihh ed wih Xhvwjdjaawhi jo aaaevtaoah njwi wih IL vjie vhwhowjeo vhihjvhwhowi. Whvihaow we wih W&O Tevhhwhow, wih Xhvwjdjaawh Ttwjojiwvawev njoo waeh XYIKXf Yheevwi arajoaeoh we jorhiwevi eo wih Xhvwjdjaawh Ttwjojiwvawevi nheijwh. Nenhrhv, ohjwihv wih Xhvwjdjaawh Ttwjojiwvawev oev wih Ohvrjahv njoo eh vhihjvht we aeodevw wih XYIKXf Yheevwi we wih IL vheevwjoe whweoawhi jo wih wvaoijwjeoao vhejwh ev wih djoao whweoawhi niho wihj waeh hddhaw. Tawjnji njoo vhwajo a HYY iwvje we iawjidj LO vjie vhwhowjeo vhihjvhwhowi.