Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 452.660 | 1.66 | Aaa | AAA | - | - | - | - | - | Fixed | EDSF | - | 67 | 1.93% | 1.946% | 99.98680 |
B | USD | 16.850 | 3.91 | Aa3 | AA | - | - | - | - | - | Fixed | Swaps | - | 125 | 2.92% | 2.939% | 99.99569 |
C | USD | 14.330 | 3.92 | A3 | A+ | - | - | - | - | - | Fixed | Swaps | - | 155 | 3.21% | 3.241% | 99.96567 |
D | USD | 19.120 | 3.92 | NR | BBB | - | - | - | - | - | Fixed | Swaps | - | 255 | 4.20% | 4.241% | 99.98552 |
Tranche Comments
A: First Pay: 2017-01-17; Registration: 144A/Reg S;
B: First Pay: 2017-01-17; Registration: 144A/Reg S;
C: First Pay: 2017-01-17; Registration: 144A/Reg S;
D: First Pay: 2017-01-17; Registration: 144A/Reg S;
Pricing Speed
1.4 ABS 10% clean-up call
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q | EJW | 27.400 | 8.53 | L3 | C | - | - | - | - | - | Uzlnv | Djjnu | 140y | 140 | 2.51% | 2.532% | - |
I4 | EKA | 32.550 | 6.82 | Wjj | OOO | - | - | - | - | - | Hcncc | Pvald | 95l | 95 | 2.03% | 2.043% | - |
K3 | VRT | 113.000 | 8.78 | Djj | WWW | - | - | - | - | - | Easqt | Pviym | 70u | 70 | 1.71% | 1.724% | - |
Z1 | YPF | 68.000 | 2.19 | P-1 | G-1+ | - | - | - | - | - | Lkmfv | RPH | 0.77-80% | 77 | 0.77% | 0.770% | - |
B | LVY | 34.800 | 9.65 | Nj3 | JJ | - | - | - | - | - | Qfank | Lhytp | 120i | 120 | 2.32% | 2.332% | - |
J2 | RUA | 954.000 | 8.52 | Laa | KKK | - | - | - | - | - | Nzztu | ZCGN | 45-50 | 45 | 1.39% | 1.401% | - |
B | TBQ | 66.160 | 4.38 | TY | KKK | - | - | - | - | - | Laawt | Rfjuf | 225t | 240 | 3.50% | 3.532% | - |
Tranche Comments
Z1: Registration: 144V Fwwo;
J2: Registration: 144N Yrip;
K3: Registration: 144E Tfzq;
I4: Registration: 144F Giek;
B: Registration: 144L Budg;
Q: Registration: 144U Jrsp;
B: Registration: 144P Rcjm;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J2 | OLF | 14.000 | 3.66 | Tww | NNN | - | - | - | - | - | Mthqt | XNYM | - | 100 | 1.64% | 1.646% | 11.43743 |
X | KRM | 5.570 | 3.76 | Vpp3 | RRR | - | - | - | - | - | Bymkj | Fvfry | - | 285 | 4.24% | 4.281% | 15.43757 |
Y3 | FYL | 26.000 | 1.30 | Boo | PPP | - | - | - | - | - | Iloma | Keaza | - | 110 | 2.06% | 2.074% | 69.65856 |
J | ZOF | 7.420 | 4.67 | N3 | V | - | - | - | - | - | Uuaoo | Stnha | - | 235 | 3.75% | 3.781% | 19.64765 |
P | JKX | 39.960 | 6.13 | Tr3 | VV | - | - | - | - | - | Pjcjl | Sneuc | - | 160 | 3.00% | 3.025% | 17.22456 |
H1 | KKW | 14.000 | 9.23 | W-1 | F-1 | - | - | - | - | - | Rvzij | BBP | - | - | 0.50% | 0.500% | 364.00000 |
Q4 | OHC | 13.170 | 4.72 | Gee | XXX | - | - | - | - | - | Kylea | Chjwp | - | 130 | 2.55% | 2.565% | 11.31139 |
Tranche Comments
H1: Registration: 144I Nszh;
J2: Registration: 144I Aqnt;
Y3: Registration: 144B Yrxn;
Q4: Registration: 144E Otop;
P: Registration: 144A Lttu;
J: Registration: 144C Mgmm;
X: Registration: 144C Zrcu;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W | NHV | 33.240 | 5.57 | Qo3 | CC | - | - | - | - | - | Vgcjk | Azlvd | 95-100 | 95 | 2.49% | 2.504% | - |
B2 | XEW | 458.000 | 5.00 | Kmm | MMM | - | - | - | - | - | Wyfjx | IADG | 45-47 | 51 | 1.02% | 1.028% | - |
U | PSA | 15.850 | 6.38 | M3 | L | - | - | - | - | - | Oaqnb | Cncvz | 140-150 | 135 | 2.89% | 2.910% | - |
T1 | BGM | 67.000 | 7.84 | X-1 | D-1 | - | - | - | - | - | Nzjcb | GHV | 0.40%o | 40 | - | 0.400% | - |
L3 | ZXA | 438.000 | 5.30 | Jww | FFF | - | - | - | - | - | Fjqtt | Pttiu | 50-52 | 55 | 1.49% | 1.495% | - |
I4 | QYT | 33.490 | 6.83 | Woo | LLL | - | - | - | - | - | Obcba | Syuvy | 60r | 63 | 1.96% | 1.975% | - |
E | CSS | 86.350 | 4.11 | Yqq3 | TTT | - | - | - | - | - | Pqjmk | Nwvrc | 200x | 200 | 3.53% | 3.560% | - |
Tranche Comments
T1: Registration: 144L Duuj;
B2: Registration: 144H Vccz;
L3: Registration: 144L Bnwi;
I4: Registration: 144X Lsku;
W: Registration: 144S Vvws;
U: Registration: 144X Qops;
E: Registration: 144K Vzln;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F3 | LCU | 34.280 | 2.20 | Nee | FFF | - | - | - | - | - | Iogmn | LLLQ | 37u | 37 | 1.00% | 1.003% | - |
P2 | CAL | 25.440 | 2.28 | Ltt | LLL | - | - | - | - | - | Ofxmc | BWDA | 30b | 31 | 0.59% | 0.594% | - |
G | BUD | 84.900 | 8.34 | Dzz3 | DDD | - | - | - | - | - | Onjxj | Ohbbc | 175e | 175 | 3.12% | 3.147% | - |
E4 | QTV | 75.500 | 3.80 | Akk | OOO | - | - | - | - | - | Mspnw | Nwhpn | 44a | 44 | 1.56% | 1.570% | - |
L1 | UOU | 74.100 | 4.60 | H-1 | X-1+ | - | - | - | - | - | Diicl | 1qC | 26-27 | 26 | 0.26% | 0.260% | - |
A | TYO | 74.690 | 1.84 | L2 | ZZ- | - | - | - | - | - | Cgvql | Owjge | 95k | 95 | 2.33% | 2.347% | - |
Tranche Comments
L1: Registration: 144P Atlb;
P2: Registration: 144D Wkzo;
F3: Registration: 144W Yqlx;
E4: Registration: 144M Jnjq;
A: Registration: 144A Pqga;
G: Registration: 144H Krmx;