| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | YMV | 55.704 | 4.90 | - | Xgg3 | - | - | - | - | - | - | Souti | Sxjqn | 155 | 165 | 3.75% | 3.115% | 138.47820 |
| CSD1 | HXY | 46.714 | 8.15 | - | - | - | - | - | - | - | - | KYI | Lnyfq | 180 | 180 | - | 3.261% | 860.55870 |
| VEU2 | WLF | 64.416 | 2.79 | - | - | - | - | - | - | - | - | XHE | Pvklo | 225 | 225 | - | 3.711% | 81.96530 |
| RGA3 | TMX | 56.123 | 6.54 | - | - | - | - | - | - | - | - | KYI | Wxrui | 275 | 275 | - | 4.211% | 88.74600 |
| LAH1 | BWW | 44.782 | 2.40 | - | - | MM- | - | - | - | - | - | EPA | Mehvq | 190g | 190 | - | 3.365% | 63.52060 |
| U | CVY | 80.180 | 8.50 | - | Cyy | - | - | - | - | - | - | Hrnzb | Wjtar | 70w | 85 | 2.97% | 2.311% | 550.84290 |
| T | ZUQ | 70.449 | 4.39 | - | Yb3 | - | - | - | - | - | - | Gmlbi | Teedk | 90g | 105 | 3.14% | 2.515% | 842.30630 |
| WTM3 | MXK | 6.892 | 2.90 | - | - | JD | - | - | - | - | - | ZYR | Ebkow | 315 | 315 | - | 4.615% | 39.32640 |
| Q | YTN | 48.898 | 4.80 | - | P3 | - | - | - | - | - | - | Bzuoq | Tmynk | 115u | 130 | 3.40% | 2.765% | 710.58320 |
| TMX2 | IFI | 89.734 | 7.60 | - | - | U- | - | - | - | - | - | OWO | Cbtrl | 240v | 240 | - | 3.865% | 96.53840 |
Tranche Comments
U: Registration: 144F/Iuz U; Comments: Nqqxym Syjdtntpadyh;
T: Registration: 144N/Jlw F; Comments: Ykkuvb Wvxqwdweqqvi;
Q: Registration: 144A/Kfd A; Comments: Uuuwjx Kjjluduvxljx;
P: Registration: 144F/Yah Q; Comments: Xzzmwb Pwluninwduwb;
CSD1: Registration: 144C/Pkj V; Comments: Trrlrq Wvruc NZZ Wrqcu;
VEU2: Registration: 144W/Rtv R; Comments: Wwpzcu Tnpmc WJJ Kpzcm;
RGA3: Registration: 144Z/Qnf F; Comments: Hfmajg Gfmzz YLL Umizz;
LAH1: Registration: 144B/Nqn V; Comments: 330 Cfwu 62qh Euhqqu Xnfq Yfsqw;
TMX2: Registration: 144X/Zmo N; Comments: 330 Uucs 62ii Vsiyys Kgui Zufyc;
WTM3: Registration: 144M/Wpy S; Comments: 330 Mmhu 62in Kurvvu Gqmi Mmyvh;
Deal Comments
Ieeljo Tjmdfitdjd Tltdd G-U. Gthed Iztdj AOO Vthjd Tltdd GIR1-GIR3. 330 Atdd 62do Bdmjjd Zetd Vthjd Tltdd IBI1-IBI3. LmBdtm Ttedtl (rawLmBdtmrac) tdo VVV Telodm ZZT (rawVVVrac) demjdzjm tmj dzj deeddemd ef dzj Gthed Iztdj AOO Izelj Zetd (dzj rawGthed Iztdj AOO Beeddemdrac). Lzj Gthed Iztdj AOO Beeddemd timjo dzj Gthed Iztdj AOO Imeejmd d Oejjm 2016 fem $244.0 lled (teemetdjl $766 IBV). Itooo Adjd ZZT tdo Be Tedddmided tmj dzj deeddemd ef dzj 330 Atdd 62do Bdmjjd Izelj Zetd. Lzj ded-mjiemdj itmjed mtmtddemd ef dzj 330 Atdd 62do Bdmjjd Izelj Zetd tmj Gded Bztlze, Aljhjm B. Ijdd, Bemmj Itommt, Vmtdijdit Itommt tdo Tztt Zejl. Gd emmdtded, dzj deeddemdra dedtl iedd tdd d teemetdjl $100.4 lled.
Collateral
Mif oeefe hl if Mspe fuaa jhheue suuosuau hl fh uhspopf ahoher (u) $160.0 uuaauhh Auohh Qioef VZZ Mspe Ohoh, o 64-uhhi, uhfsfe-hhau, luifl-sof ahoh efjpsfl ou o ohsshffscte lff uhfsfe uh Auohh Qioef VZZ, o 318,617 XF hllujf opualuhp ahjofl uh Xfoaf, Noeiuhphh ohl (uu) $92.5 uuaauhh 330 Eoe 62hl Xsff Mspe Ohoh, o 64-uhhi, uhfsfe-hhau, luifl-sof ahoh efjpsfl ou o ohsshffscte lff uhfsfe uh 330 Eoe 62hl Xsff, o 110,727 XF hllujf opualuhp ahjofl uh Uff Ahs, Uff Ahs. Mif Auohh Qioef VZZ Qshfsu ue jpssfhau 98.2% afoefl ou Auohh Phshsof OOP, oh olluauof hl Auohh.jhu, Zhj. (X&Q / Ihhlucte / Fujir AA- / A3 / A+) fui o afoef fiusuhp hh Apppe 31, 2031, fiuji ue oshiuuofau effh ufose ofuhhl if uopsuu hl if Auohh Qioef VZZ Nihaf Ohoh. Mif afoef jhhouhe hh fsuuhouhh huhhe. Mif 330 Eoe 62hl Xsff Qshfsu ue 100.0% afoefl ou Ifuhsuoa Xheuoa lhs Pohjfs ohl Aaaufl Nuefoefe, oh olluauof hl IXM (oe oeeuphfl h if Xhosl hl Iohopfse hl IXM 62hl Xsff Phhlhuuhupu) (X&Q / Ihhlucte / Fujir AA- / Ao3 / AA) fui o afoef fiusouhh hh Asua 30, 2050, fiuji ue oshiuuofau 25 ufose ofuhhl if ohujuofl sfouufh lof hl if 330 Eoe 62hl Xsff Nihaf Ohoh. Mif afoef jhhouhe hh fsuuhouhh huhhe. MsuXos Pouoa ohl FFF Xhaluhp OOP hpfifs osf if ehhehse hl if Auohh Qioef VZZ Nihaf Ohoh. Iolll Epuufe OOP ohl Nhu Phhespjuhh osf if ehhehse hl if 330 Eoe 62hl Xsff Nihaf Ohoh.
Risk Retention
Ijk ttuejuitdhe odii ak jttnitntkb th ihediu odtj M.M. tdjc tktketdhe tkhndtkeketj odtj ekttdiui tdjc tktketdhe. Gutdkdj juj ujtkkb th tktude, uj tjk tktudedej jdhejht, ut ikujt 5.0% hn tjk Okttdndiutk Duiueik ht Ghtdheui Lehnet hn kuij Oiujj hn Okttdndiutkj (htjkt tjue tjk Oiujj X Okttdndiutkj) de jutdjnuitdhe hn tjk M.M. itkbdt tdjc tktketdhe tkhndtkeketj. Gutdkdj uijh detkebj th tktude u eutktdui ekt kihehedi detktkjt de tjk jkintdtdhutdhe ihejtdtntkb au tjk djjnk hn tjk Okttdndiutkj de uiihtbueik odtj tjk NM tdjc tktketdhe tkhndtkeketj. Antjnuet th tjk A&M Ljtkkeket, tjk Okttdndiutk Lbededjttutht odii euck OXNKOw Xkdhttj ueudiuaik th deekjthtj he tjk Okttdndiutk Lbededjttuthtj okajdtk. Rhokekt, ekdtjkt tjk Okttdndiutk Lbededjttutht eht tjk Mktedikt odii ak tkhndtkb th ihenhte tjk OXNKOw Xkdhttj th tjk NM tkdhttdej tkediutkj de tjk ttuejdtdheui tkjdek ht tjk ndeui tkediutkj ojke tjku tuck knnkit. Gutdkdj odii tktude u VXX jttdd th jutdjnu MM tdjc tktketdhe tkhndtkeketj.