| 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 |
|---|
| B1 | YHJ | 94.000 | 4.74 | X-1 | T-1+ | - | - | - | - | - | Tbyxe | MKA | 0.77-80% | 77 | 0.77% | 0.770% | - |
| N | CXS | 91.670 | 6.40 | JZ | HHH | - | - | - | - | - | Tufgz | Rkdxo | 225u | 240 | 3.50% | 3.532% | - |
| V | RYA | 83.500 | 8.59 | Mc3 | GG | - | - | - | - | - | Nbjof | Tbkdt | 120f | 120 | 2.32% | 2.332% | - |
| E | ZTR | 89.500 | 6.63 | D3 | X | - | - | - | - | - | Nmxxo | Nrziq | 140n | 140 | 2.51% | 2.532% | - |
| N2 | AZW | 478.000 | 4.10 | Nvv | GGG | - | - | - | - | - | Pvbpx | KPGT | 45-50 | 45 | 1.39% | 1.401% | - |
| V3 | CNE | 394.000 | 6.86 | Rdd | VVV | - | - | - | - | - | Eniqa | Oyldw | 70h | 70 | 1.71% | 1.724% | - |
| B4 | PZS | 63.220 | 6.83 | Vrr | WWW | - | - | - | - | - | Pivgb | Ggnhe | 95f | 95 | 2.03% | 2.043% | - |
Tranche Comments
B1: Registration: 144J Augm;
N2: Registration: 144X Jkvg;
V3: Registration: 144I Xpxo;
B4: Registration: 144L Szar;
V: Registration: 144J Ybmr;
E: Registration: 144K Pkxt;
N: Registration: 144K Dzol;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M4 | JYW | 85.600 | 3.71 | Wff | DDD | - | - | - | - | - | Ltnsc | Lweuo | - | 130 | 2.55% | 2.565% | 74.91851 |
| Y3 | PBR | 25.000 | 7.30 | Ajj | GGG | - | - | - | - | - | Ofhzh | Oqqmr | - | 110 | 2.06% | 2.074% | 70.10320 |
| I | JQY | 1.750 | 2.57 | Q3 | B | - | - | - | - | - | Qazwv | Ijnah | - | 235 | 3.75% | 3.781% | 21.80926 |
| J2 | QQO | 31.000 | 7.53 | Ljj | CCC | - | - | - | - | - | Uzgyj | GPVX | - | 100 | 1.64% | 1.646% | 20.48828 |
| R1 | OJL | 86.000 | 4.88 | I-1 | K-1 | - | - | - | - | - | Qttwg | CXD | - | - | 0.50% | 0.500% | 203.00000 |
| F | VEM | 50.740 | 8.18 | Xu3 | SS | - | - | - | - | - | Ffwki | Jtbco | - | 160 | 3.00% | 3.025% | 75.64755 |
| A | FQK | 5.900 | 3.98 | Mnn3 | HHH | - | - | - | - | - | Citaw | Mkxci | - | 285 | 4.24% | 4.281% | 81.60954 |
Tranche Comments
R1: Registration: 144T Ickn;
J2: Registration: 144Y Iekn;
Y3: Registration: 144K Fqha;
M4: Registration: 144U Ocqi;
F: Registration: 144M Nutu;
I: Registration: 144Z Rgnq;
A: Registration: 144P Wjhf;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | NJF | 60.580 | 7.10 | Wx3 | VV | - | - | - | - | - | Tzarp | Lepjp | 95-100 | 95 | 2.49% | 2.504% | - |
| F1 | TOF | 83.000 | 5.11 | F-1 | Z-1 | - | - | - | - | - | Vwmpe | KVQ | 0.40%s | 40 | - | 0.400% | - |
| W3 | ETZ | 173.000 | 1.20 | Dvv | CCC | - | - | - | - | - | Avppa | Cmweb | 50-52 | 55 | 1.49% | 1.495% | - |
| D | QHE | 49.550 | 5.81 | S3 | C | - | - | - | - | - | Xplro | Thnka | 140-150 | 135 | 2.89% | 2.910% | - |
| W2 | HMO | 287.000 | 8.00 | Qxx | CCC | - | - | - | - | - | Hphvo | RKBV | 45-47 | 51 | 1.02% | 1.028% | - |
| N | EAA | 62.810 | 6.14 | Fhh3 | DDD | - | - | - | - | - | Zbgbt | Hbjvq | 200c | 200 | 3.53% | 3.560% | - |
| R4 | TZW | 98.210 | 4.40 | Nww | WWW | - | - | - | - | - | Fttph | Jwoak | 60q | 63 | 1.96% | 1.975% | - |
Tranche Comments
F1: Registration: 144T Tmpm;
W2: Registration: 144K Pkuh;
W3: Registration: 144B Pjip;
R4: Registration: 144G Qeif;
Z: Registration: 144N Uuiz;
D: Registration: 144Z Sqzn;
N: Registration: 144P Xjjd;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W4 | UCF | 24.400 | 5.20 | Itt | AAA | - | - | - | - | - | Alqbu | Gmfci | 44t | 44 | 1.56% | 1.570% | - |
| A | RRL | 56.600 | 4.78 | Cdd3 | AAA | - | - | - | - | - | Szriu | Bkjbi | 175g | 175 | 3.12% | 3.147% | - |
| Y3 | IEX | 99.800 | 3.42 | Pyy | III | - | - | - | - | - | Mqfbq | LRLX | 37j | 37 | 1.00% | 1.003% | - |
| P | MVZ | 10.380 | 1.65 | W2 | GG- | - | - | - | - | - | Pcanw | Vovjg | 95x | 95 | 2.33% | 2.347% | - |
| L1 | VRJ | 45.600 | 2.47 | B-1 | W-1+ | - | - | - | - | - | Pouhn | 1nR | 26-27 | 26 | 0.26% | 0.260% | - |
| I2 | ZLB | 13.850 | 7.94 | Vrr | HHH | - | - | - | - | - | Mruxn | QEHA | 30r | 31 | 0.59% | 0.594% | - |
Tranche Comments
L1: Registration: 144D Hauu;
I2: Registration: 144J Trle;
Y3: Registration: 144X Wszn;
W4: Registration: 144Y Qbop;
P: Registration: 144Q Gsne;
A: Registration: 144N Fwux;