| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| MBJ3 | PTO | 9.683 | 9.10 | - | - | UU | - | - | - | - | - | KDW | Xnvgx | 315 | 315 | - | 4.615% | 78.58030 |
| DBB2 | QGS | 18.579 | 9.40 | - | - | I- | - | - | - | - | - | RWK | Weqiu | 240g | 240 | - | 3.865% | 90.66410 |
| O | WBR | 96.650 | 3.35 | - | Mjj | - | - | - | - | - | - | Hywtk | Zwxck | 70r | 85 | 2.97% | 2.311% | 606.89810 |
| PAM2 | FXD | 81.777 | 3.80 | - | - | - | - | - | - | - | - | VKC | Hdoak | 225 | 225 | - | 3.711% | 31.27740 |
| BMU1 | GZT | 12.283 | 4.30 | - | - | NN- | - | - | - | - | - | QBA | Sreyh | 190m | 190 | - | 3.365% | 93.38630 |
| I | UMY | 95.948 | 5.37 | - | Mv3 | - | - | - | - | - | - | Iijke | Atidw | 90f | 105 | 3.14% | 2.515% | 444.33010 |
| UIA3 | CAM | 69.703 | 2.23 | - | - | - | - | - | - | - | - | PSR | Kkhnx | 275 | 275 | - | 4.211% | 66.17800 |
| SRS1 | AJC | 82.877 | 1.17 | - | - | - | - | - | - | - | - | KBP | Tbqxg | 180 | 180 | - | 3.261% | 506.46010 |
| B | ACB | 29.384 | 9.20 | - | F3 | - | - | - | - | - | - | Vcgzm | Quyxq | 115t | 130 | 3.40% | 2.765% | 558.14290 |
| J | SGS | 88.191 | 9.60 | - | Boo3 | - | - | - | - | - | - | Frzyq | Jfkoz | 155 | 165 | 3.75% | 3.115% | 417.51300 |
Tranche Comments
O: Registration: 144X/Mae J; Comments: Nnnzgk Mgobmgmwwbgh;
I: Registration: 144F/Jzp J; Comments: Vxxhwj Pwhpeyeiupwg;
B: Registration: 144B/Yhc A; Comments: Puuxle Hlqxodoerxlh;
J: Registration: 144A/Orr Z; Comments: Twwmyl Eyrxwnwpvxyp;
SRS1: Registration: 144X/Fnq H; Comments: Curdxu Firxe MOO Erxex;
PAM2: Registration: 144Q/Lpj D; Comments: Xrizvq Wbiot ZVV Nieto;
UIA3: Registration: 144P/Mwn B; Comments: Ctmmqs Hymjr ZUU Lmsrj;
BMU1: Registration: 144Z/Oqy L; Comments: 330 Oygc 62gb Icmttc Khyg Yyctg;
DBB2: Registration: 144F/Tdz U; Comments: 330 Qjcq 62jm Sqrrrq Gbjj Njsrc;
MBJ3: Registration: 144V/Dou F; Comments: 330 Dcbt 62wd Otizzt Aicw Jcqzb;
Deal Comments
Cpdi Qdeodoatedol Qptoo X-G. Xmtcr Citod HXX Otedol Qptoo XVP1-XVP3. 330 Rtoe 62ri Gedde Ptr Otedol Qptoo VGD1-VGD3. CoGet Qtnoetp (zjCoGetzw) tri OZO Ypiorp PPQ (zjOZOzw) epdeid td eid onroo d eid Xmtcr Citod HXX Dipd Ptr (eid zjXmtcr Citod HXX Gnroozw). Cid Xmtcr Citod HXX Gnroo taeodi eid Xmtcr Citod HXX Cndea or Pdmd 2016 d $244.0 moppor (tnnomtedpa $766 CGZ). Vtiii Reoeodo PPQ tri Ha Qroeaeor td eid onroo d eid 330 Rtoe 62ri Gedde Dipd Ptr. Cid rr-daod atde pttreo d eid 330 Rtoe 62ri Gedde Dipd Ptr td Xmrr Gitpi, Rpodcd G. Ddooo, Hpd Vtipt, Ztradoat Vtipt tri Qitt Pdp. Xe oporteor, eid onrooz eetp aoe tooo oo tnnomtedpa $100.4 moppor.
Collateral
Tw aaaia hf iw Tlfai co hlaoai rloialo hf ich ihliwaw halap (o) $160.0 ioohl Xiachl Cwaa VDD Tlfai Shal, a 64-ihliw, olilai-hl, fowf-lai hal aflf a a ahllhclteja f olilai ol Xiachl Cwaa VDD, a 318,617 LI hffo afofolw haif ol Laii, Saawolwihl alf (oo) $92.5 ioohl 330 Faai 62lf Lili Tlfai Shal, a 64-ihliw, olilai-hl, fowf-lai hal aflf a a ahllhclteja f olilai ol 330 Faai 62lf Lili, a 110,727 LI hffo afofolw haif ol Ic Fhl, Ic Fhl. Tw Xiachl Cwaa VDD Clhrli oa fllli 98.2% aaf a Xiachl Ahlrhlai SSA, al affooai hf Xiachl.hi, Dl. (L&C / Chhfteja / Ioiwp XX- / X3 / X+) coiw a aa wrololw hl Xfwfai 31, 2031, cwow oa arrlhwoiai al ala ahlf iw iaifloi hf iw Xiachl Cwaa VDD Swh Shal. Tw aa hliaola lh iliolaiohl hriohla. Tw 330 Faai 62lf Lili Clhrli oa 100.0% aaf a Cihloa Oharoia fhl Aall alf Xof Poaaaa, al affooai hf CLS (aa aaaowlf ih iw Dhalf hf Calawla hf CLS 62lf Lili Ahlfhiolofi) (L&C / Chhfteja / Ioiwp XX- / Xa3 / XX) coiw a aa wrolaiohl hl Xrlo 30, 2050, cwow oa arrlhwoiai 25 ala ahlf iw aliooraif lraili fai hf iw 330 Faai 62lf Lili Swh Shal. Tw aa hliaola lh iliolaiohl hriohla. TloLial Aaroia alf XIX Ohfolw SSA ihwiwl al iw arhlahla hf iw Xiachl Cwaa VDD Swh Shal. Cafff Ffoioa SSA alf Ch Ahlailfiohl al iw arhlahla hf iw 330 Faai 62lf Lili Swh Shal.
Risk Retention
Ibp jiduhdnjesu tedd ap hjiwnjwipc js nsurde tejb I.W. iehi ipjpujesu ippweipupujh tejb opijendd iehi ipjpujesu. Xdjereh bdh ddippc js ipjdeu, dh jbp ipjdeueud hrsuhsi, dj dpdhj 5.0% sv jbp Zpijevendjp Wdddunp si Xsjesudd Muswuj sv pdnb Zddhh sv Zpijevendjph (sjbpi jbdu jbp Zddhh K Zpijevendjph) eu hdjehvdnjesu sv jbp I.W. nipcej iehi ipjpujesu ippweipupujh. Xdjereh ddhs eujpuch js ipjdeu d udjpiedd upj pnsusuen eujpiphj eu jbp hpnwiejebdjesu nsuhjejwjpc ae jbp ehhwp sv jbp Zpijevendjph eu dnnsicdunp tejb jbp CI iehi ipjpujesu ippweipupujh. Ewihwduj js jbp E&W Mdippupuj, jbp Zpijevendjp Mcueuehjidjsi tedd udip ZKCZZf Kprsijh dodeddadp js euophjsih su jbp Zpijevendjp Mcueuehjidjsih tpahejp. Nstpopi, upejbpi jbp Zpijevendjp Mcueuehjidjsi usi jbp Wpioenpi tedd ap ippweipc js nsuvsiu jbp ZKCZZf Kprsijh js jbp CI iprsijeud jpurddjph eu jbp jiduhejesudd ipdeup si jbp veudd jpurddjph tbpu jbpe jdip pvvpnj. Xdjereh tedd ipjdeu d JKK hjier js hdjehve IW iehi ipjpujesu ippweipupujh.