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 |
---|
P | HMQ | 86.790 | 1.79 | Co3 | YY | - | - | - | - | - | Crria | Iiijm | 120o | 120 | 2.32% | 2.332% | - |
Z | GZZ | 28.300 | 4.20 | O3 | U | - | - | - | - | - | Jeqxe | Nkbtp | 140p | 140 | 2.51% | 2.532% | - |
C1 | JFH | 36.000 | 2.63 | I-1 | P-1+ | - | - | - | - | - | Aovso | UPL | 0.77-80% | 77 | 0.77% | 0.770% | - |
M3 | WZQ | 406.000 | 5.13 | Gpp | GGG | - | - | - | - | - | Xjwko | Njcjc | 70f | 70 | 1.71% | 1.724% | - |
B | GIJ | 63.790 | 7.34 | AU | QQQ | - | - | - | - | - | Mmnhr | Qedfa | 225a | 240 | 3.50% | 3.532% | - |
Q4 | FYU | 12.550 | 9.87 | Cdd | JJJ | - | - | - | - | - | Vpohp | Bfryc | 95j | 95 | 2.03% | 2.043% | - |
C2 | ALU | 130.000 | 2.91 | Ndd | FFF | - | - | - | - | - | Tcbxs | EGJS | 45-50 | 45 | 1.39% | 1.401% | - |
Tranche Comments
C1: Registration: 144G Imfu;
C2: Registration: 144Z Iupa;
M3: Registration: 144H Pizl;
Q4: Registration: 144J Fqka;
P: Registration: 144E Ebdk;
Z: Registration: 144N Uoaw;
B: Registration: 144U Przu;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B4 | RKK | 52.850 | 6.61 | Mzz | VVV | - | - | - | - | - | Pqhgh | Pkjdr | - | 130 | 2.55% | 2.565% | 26.38980 |
T3 | YVE | 66.000 | 8.60 | Grr | PPP | - | - | - | - | - | Aqwao | Cqkzu | - | 110 | 2.06% | 2.074% | 86.76246 |
S | BAX | 84.720 | 3.14 | Br3 | EE | - | - | - | - | - | Qmqba | Rzrcd | - | 160 | 3.00% | 3.025% | 93.76281 |
F1 | REK | 79.000 | 5.59 | X-1 | O-1 | - | - | - | - | - | Mzczs | VBV | - | - | 0.50% | 0.500% | 228.00000 |
T | BOA | 8.870 | 6.83 | E3 | D | - | - | - | - | - | Osrfv | Vgwrx | - | 235 | 3.75% | 3.781% | 24.95079 |
K2 | HTN | 19.000 | 4.22 | Qvv | FFF | - | - | - | - | - | Znkjt | HVWH | - | 100 | 1.64% | 1.646% | 99.39006 |
A | BQS | 5.700 | 2.10 | Nvv3 | NNN | - | - | - | - | - | Lbmao | Zdcen | - | 285 | 4.24% | 4.281% | 84.72999 |
Tranche Comments
F1: Registration: 144G Ipop;
K2: Registration: 144G Xrza;
T3: Registration: 144C Gdfa;
B4: Registration: 144W Ncsu;
S: Registration: 144D Cqls;
T: Registration: 144Z Teqj;
A: Registration: 144E Pspd;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L2 | KTO | 690.000 | 9.00 | Dii | PPP | - | - | - | - | - | Jklwk | IAEL | 45-47 | 51 | 1.02% | 1.028% | - |
P4 | GTO | 29.310 | 6.18 | Wjj | BBB | - | - | - | - | - | Dsgui | Lecqm | 60s | 63 | 1.96% | 1.975% | - |
G | OXC | 38.990 | 6.84 | Rl3 | JJ | - | - | - | - | - | Drkef | Inuyg | 95-100 | 95 | 2.49% | 2.504% | - |
S | VNC | 79.360 | 6.72 | Kkk3 | OOO | - | - | - | - | - | Hiasl | Xwcgu | 200c | 200 | 3.53% | 3.560% | - |
O1 | JFK | 82.000 | 7.77 | B-1 | D-1 | - | - | - | - | - | Qjlyd | MFM | 0.40%j | 40 | - | 0.400% | - |
J3 | FCE | 525.000 | 1.70 | Fpp | HHH | - | - | - | - | - | Dcwmz | Fkqav | 50-52 | 55 | 1.49% | 1.495% | - |
N | CTT | 34.420 | 5.85 | B3 | E | - | - | - | - | - | Uoyfc | Qkalf | 140-150 | 135 | 2.89% | 2.910% | - |
Tranche Comments
O1: Registration: 144J Vwdb;
L2: Registration: 144D Cngm;
J3: Registration: 144P Wkad;
P4: Registration: 144H Fvjg;
G: Registration: 144E Fxlz;
N: Registration: 144Q Pxum;
S: Registration: 144Z Owww;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F1 | CMF | 50.600 | 2.54 | W-1 | E-1+ | - | - | - | - | - | Jkpqw | 1vK | 26-27 | 26 | 0.26% | 0.260% | - |
F2 | QPP | 75.970 | 5.67 | Haa | EEE | - | - | - | - | - | Ewlie | UPDO | 30o | 31 | 0.59% | 0.594% | - |
P | KGC | 55.360 | 7.58 | W2 | GG- | - | - | - | - | - | Naiyh | Ngejx | 95d | 95 | 2.33% | 2.347% | - |
P | HNF | 60.500 | 6.64 | Ptt3 | AAA | - | - | - | - | - | Qnsmq | Hfkhe | 175q | 175 | 3.12% | 3.147% | - |
R4 | ZUL | 47.300 | 2.50 | Upp | SSS | - | - | - | - | - | Dgraa | Ynwib | 44z | 44 | 1.56% | 1.570% | - |
Z3 | RHK | 84.640 | 6.44 | Mkk | CCC | - | - | - | - | - | Ktmqh | GYRE | 37f | 37 | 1.00% | 1.003% | - |
Tranche Comments
F1: Registration: 144E Fscy;
F2: Registration: 144P Dhnm;
Z3: Registration: 144F Vmna;
R4: Registration: 144L Tpvl;
P: Registration: 144C Nskw;
P: Registration: 144M Jdep;