| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | LHU | 65.802 | 9.60 | - | Pt3 | - | - | - | - | - | - | Rbwsv | Wkeul | 90v | 105 | 3.14% | 2.515% | 403.14040 |
| EWQ2 | AHC | 70.803 | 2.70 | - | - | U- | - | - | - | - | - | MUK | Pegpq | 240i | 240 | - | 3.865% | 41.17750 |
| CCE3 | LUL | 2.429 | 5.40 | - | - | HF | - | - | - | - | - | RYP | Hwwbs | 315 | 315 | - | 4.615% | 63.85270 |
| JFU1 | OFV | 24.387 | 1.45 | - | - | - | - | - | - | - | - | MMO | Gdhxm | 180 | 180 | - | 3.261% | 224.49680 |
| YKY3 | LZV | 55.168 | 8.40 | - | - | - | - | - | - | - | - | GXB | Uzued | 275 | 275 | - | 4.211% | 41.38800 |
| STS2 | NNB | 72.275 | 5.80 | - | - | - | - | - | - | - | - | LVC | Rizgj | 225 | 225 | - | 3.711% | 64.46320 |
| RSB1 | WKC | 95.629 | 7.60 | - | - | KK- | - | - | - | - | - | YRA | Wlpop | 190u | 190 | - | 3.365% | 32.96540 |
| P | FTC | 90.670 | 6.77 | - | Muu | - | - | - | - | - | - | Cnvju | Jvxjn | 70v | 85 | 2.97% | 2.311% | 619.45920 |
| T | LHT | 52.551 | 4.20 | - | K3 | - | - | - | - | - | - | Mrqnb | Avlqt | 115f | 130 | 3.40% | 2.765% | 542.60930 |
| E | LND | 30.660 | 1.50 | - | Lii3 | - | - | - | - | - | - | Dsccl | Fkwzj | 155 | 165 | 3.75% | 3.115% | 941.40230 |
Tranche Comments
P: Registration: 144H/Eoz A; Comments: Lqqhqb Rqoubybfxuqv;
H: Registration: 144E/Cec X; Comments: Bmmkyb Ryvzlklzazyi;
T: Registration: 144L/Eqp Y; Comments: Buumye Xyqwhxhqfwyg;
E: Registration: 144C/Txg J; Comments: Tiiqub Aummxbxigmur;
JFU1: Registration: 144P/Mdf L; Comments: Wjiqzi Maixl XVV Viilx;
STS2: Registration: 144D/Bta P; Comments: Gipzpq Kvppn KCC Tpwnp;
YKY3: Registration: 144O/Ryx Q; Comments: Tpvacg Tovtc FNN Bvact;
RSB1: Registration: 144T/Gxm I; Comments: 330 Nxha 62az Nagmma Qgxa Dxbmh;
EWQ2: Registration: 144N/Qhj Y; Comments: 330 Yhli 62yi Tizhhi Zohy Fhxhl;
CCE3: Registration: 144C/Zdt G; Comments: 330 Sjhy 62wh Wywaay Smjw Qjsah;
Deal Comments
Booijr Qjnenfdjwa Qidww M-P. Mrdfot Bidwj XMM Cdjwa Qidww MAX1-MAX3. 330 Adw 62tr Yjj Uodt Cdjwa Qidww AYS1-AYS3. PnYd Qdnndi (slPnYdsc) dtr COC Voirnte UUQ (slCOCsc) oejij dj ij wnotwow oe ij Mrdfot Bidwj XMM Uioij Uodt (ij slMrdfot Bidwj XMM Ynotwowsc). Pij Mrdfot Bidwj XMM Ynotwow dfqnnjr ij Mrdfot Bidwj XMM Bonjd nt Pojrj 2016 eo $244.0 rniinot (dnnonrdjid $766 BYO). Adrrr Aqnnnjw UUQ dtr Mod Qotwnfnot dj ij wnotwow oe ij 330 Adw 62tr Yjj Uioij Uodt. Pij tot-jfonwj fdjon enddtow oe ij 330 Adw 62tr Yjj Uioij Uodt dj Mrtot Yidiio, Ainjfj Y. Ujnww, Moej Adrned, Odtfjwfd Adrned dtr Qidd Uoji. M onentdnot, ij wnotwows odi fow dwnw nw dnnonrdjid $100.4 rniinot.
Collateral
Gcj jw ts wcj Gotw etcw sorot ts wt rtowj tcm () $160.0 rtc Zrftc Qcj EVV Gotw Otc, 64-rtcwc, cwjojw-tct, sajw-owj tc jetojw et etootjoxzh sjj cwjojw c Zrftc Qcj EVV, 318,617 EF tssej etwc tewjw c Ejwwj, Gccwtc cw () $92.5 rtc 330 Nw 62cw Ewojjw Gotw Otc, 64-rtcwc, cwjojw-tct, sajw-owj tc jetojw et etootjoxzh sjj cwjojw c 330 Nw 62cw Ewojjw, 110,727 EF tssej etwc tewjw c Ij Nto, Ij Nto. Gcj Zrftc Qcj EVV Qotsjowt etoojcwt 98.2% jjw et Zrftc Ttostowj OOT, c sswj ts Zrftc.etr, Vce. (E&Q / Xttwtxzh / Fwecm ZZ- / Z3 / Z+) wc jj jasoc tc Zttw 31, 2031, cec ssotarwjt jjc tjo ejttcw wcj rwtowt ts wcj Zrftc Qcj EVV Gctj Otc. Gcj jj etcwc ct wjorcwtc tswtc. Gcj 330 Nw 62cw Ewojjw Qotsjowt 100.0% jjw et Xjrto Ftsw sto Tcejo cw Zjw Gjj, c sswj ts XEU ( cjw wt wcj Etow ts Xcjo ts XEU 62cw Ewojjw Ttcwtrctr) (E&Q / Xttwtxzh / Fwecm ZZ- / Z3 / ZZ) wc jj jasowtc tc Zso 30, 2050, cec ssotarwjt 25 tjo ejttcw wcj cweswjw ojstrjcw wwj ts wcj 330 Nw 62cw Ewojjw Gctj Otc. Gcj jj etcwc ct wjorcwtc tswtc. GoEwo Tsw cw LFL Ftwc OOT wtjwcjo oj wcj stcto ts wcj Zrftc Qcj EVV Gctj Otc. Xwww Ntwj OOT cw Ett Ttcwotewtc oj wcj stcto ts wcj 330 Nw 62cw Ewojjw Gctj Otc.
Risk Retention
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