| 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 |
|---|
| B4 | RRN | 57.330 | 1.52 | Sqq | SSS | - | - | - | - | - | Wsviq | Kymmh | 95g | 95 | 2.03% | 2.043% | - |
| L1 | TEY | 86.000 | 8.46 | Z-1 | O-1+ | - | - | - | - | - | Gkwmd | IJX | 0.77-80% | 77 | 0.77% | 0.770% | - |
| E3 | WGT | 674.000 | 4.58 | Ngg | OOO | - | - | - | - | - | Jvbjo | Snkhm | 70t | 70 | 1.71% | 1.724% | - |
| M | QQV | 25.600 | 6.44 | U3 | U | - | - | - | - | - | Osftt | Hkhjc | 140h | 140 | 2.51% | 2.532% | - |
| C2 | AOU | 520.000 | 3.17 | Ubb | EEE | - | - | - | - | - | Zmbch | EYKM | 45-50 | 45 | 1.39% | 1.401% | - |
| J | VCB | 33.140 | 1.73 | He3 | UU | - | - | - | - | - | Tjvns | Aojhd | 120c | 120 | 2.32% | 2.332% | - |
| T | TGN | 90.560 | 4.69 | HG | GGG | - | - | - | - | - | Rtovu | Zdixb | 225a | 240 | 3.50% | 3.532% | - |
Tranche Comments
L1: Registration: 144R Hjfc;
C2: Registration: 144E Xvji;
E3: Registration: 144T Jcwy;
B4: Registration: 144A Sdez;
J: Registration: 144D Ygpl;
M: Registration: 144D Cffr;
T: Registration: 144H Mukh;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E3 | ZXP | 86.000 | 3.80 | Tvv | PPP | - | - | - | - | - | Ccitq | Bohil | - | 110 | 2.06% | 2.074% | 93.66324 |
| O1 | AQT | 48.000 | 2.16 | H-1 | X-1 | - | - | - | - | - | Cwahp | QUZ | - | - | 0.50% | 0.500% | 777.00000 |
| Z | GOA | 66.550 | 9.39 | Ek3 | DD | - | - | - | - | - | Ihmji | Svoyl | - | 160 | 3.00% | 3.025% | 22.68266 |
| R | VFQ | 3.830 | 1.30 | Yzz3 | III | - | - | - | - | - | Qsxjg | Ugnmi | - | 285 | 4.24% | 4.281% | 52.26399 |
| I4 | LUG | 21.110 | 7.64 | Kvv | EEE | - | - | - | - | - | Ywhbh | Alcvt | - | 130 | 2.55% | 2.565% | 92.80341 |
| E2 | ELE | 40.000 | 3.84 | Yrr | MMM | - | - | - | - | - | Lvtjc | OPOH | - | 100 | 1.64% | 1.646% | 68.76938 |
| F | KXS | 1.140 | 2.47 | T3 | G | - | - | - | - | - | Jljhf | Gbxus | - | 235 | 3.75% | 3.781% | 13.41852 |
Tranche Comments
O1: Registration: 144Z Lexy;
E2: Registration: 144R Ykex;
E3: Registration: 144B Lefn;
I4: Registration: 144R Hdvg;
Z: Registration: 144J Cpbj;
F: Registration: 144L Loiy;
R: Registration: 144Q Pugb;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W3 | ZBT | 810.000 | 1.30 | Dqq | NNN | - | - | - | - | - | Ywxcd | Qhxky | 50-52 | 55 | 1.49% | 1.495% | - |
| C | NKL | 76.660 | 9.94 | Qjj3 | NNN | - | - | - | - | - | Xjowt | Lylkg | 200n | 200 | 3.53% | 3.560% | - |
| O | VUF | 10.500 | 2.30 | Sn3 | YY | - | - | - | - | - | Zfaqg | Bdeec | 95-100 | 95 | 2.49% | 2.504% | - |
| V | VFE | 97.200 | 9.43 | N3 | B | - | - | - | - | - | Arnez | Timwd | 140-150 | 135 | 2.89% | 2.910% | - |
| G1 | MTD | 39.000 | 7.89 | V-1 | Q-1 | - | - | - | - | - | Fzvop | CVX | 0.40%s | 40 | - | 0.400% | - |
| R4 | GZG | 19.670 | 6.40 | Mzz | GGG | - | - | - | - | - | Vlbjt | Qthkg | 60e | 63 | 1.96% | 1.975% | - |
| H2 | AXE | 999.000 | 8.00 | Wff | DDD | - | - | - | - | - | Uasai | BTCA | 45-47 | 51 | 1.02% | 1.028% | - |
Tranche Comments
G1: Registration: 144C Lona;
H2: Registration: 144V Cupv;
W3: Registration: 144K Drjg;
R4: Registration: 144P Jxfw;
O: Registration: 144U Ucjn;
V: Registration: 144U Mflb;
C: Registration: 144E Sudh;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | XUT | 80.600 | 8.57 | Bww3 | XXX | - | - | - | - | - | Nmafv | Dumgv | 175x | 175 | 3.12% | 3.147% | - |
| T1 | YFL | 32.400 | 8.57 | E-1 | Y-1+ | - | - | - | - | - | Etska | 1lM | 26-27 | 26 | 0.26% | 0.260% | - |
| T2 | YEA | 60.470 | 3.92 | Fxx | WWW | - | - | - | - | - | Uwxej | CENC | 30g | 31 | 0.59% | 0.594% | - |
| C4 | XLK | 70.900 | 3.40 | Ktt | CCC | - | - | - | - | - | Oqvub | Pcwnc | 44c | 44 | 1.56% | 1.570% | - |
| W3 | JYT | 68.420 | 3.11 | Joo | FFF | - | - | - | - | - | Ptuzz | CVRE | 37l | 37 | 1.00% | 1.003% | - |
| V | YRI | 38.870 | 3.54 | K2 | RR- | - | - | - | - | - | Nhpzw | Ilyiq | 95c | 95 | 2.33% | 2.347% | - |
Tranche Comments
T1: Registration: 144A Rimb;
T2: Registration: 144D Mhxy;
W3: Registration: 144J Iwpt;
C4: Registration: 144D Xdve;
V: Registration: 144T Afot;
A: Registration: 144K Mfqr;