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 |
---|
U | PSA | 88.350 | 6.94 | Uw3 | OO | - | - | - | - | - | Eahci | Xhgbn | 120x | 120 | 2.32% | 2.332% | - |
J | UJH | 14.400 | 4.63 | M3 | D | - | - | - | - | - | Focqi | Ltrrk | 140v | 140 | 2.51% | 2.532% | - |
Z1 | IHK | 43.000 | 6.88 | Q-1 | K-1+ | - | - | - | - | - | Cuehe | ZSS | 0.77-80% | 77 | 0.77% | 0.770% | - |
X3 | LXP | 214.000 | 4.66 | Tuu | VVV | - | - | - | - | - | Lhnvm | Kuter | 70s | 70 | 1.71% | 1.724% | - |
M4 | QTJ | 86.130 | 9.69 | Oyy | YYY | - | - | - | - | - | Mkcqm | Htzrr | 95g | 95 | 2.03% | 2.043% | - |
U | JPR | 90.680 | 3.56 | FO | RRR | - | - | - | - | - | Ibmvw | Ozzck | 225a | 240 | 3.50% | 3.532% | - |
X2 | IYE | 488.000 | 7.59 | Stt | CCC | - | - | - | - | - | Xupur | CXHI | 45-50 | 45 | 1.39% | 1.401% | - |
Tranche Comments
Z1: Registration: 144U Evbr;
X2: Registration: 144J Amad;
X3: Registration: 144U Xurx;
M4: Registration: 144L Frzy;
U: Registration: 144Y Ejst;
J: Registration: 144E Aqwu;
U: Registration: 144G Mgqa;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N | KRB | 8.120 | 5.11 | Z3 | D | - | - | - | - | - | Xzaqr | Vbuaz | - | 235 | 3.75% | 3.781% | 29.53941 |
A | PMC | 71.940 | 5.63 | Xs3 | WW | - | - | - | - | - | Wpubn | Socqn | - | 160 | 3.00% | 3.025% | 80.78981 |
C1 | ABD | 62.000 | 6.79 | W-1 | Q-1 | - | - | - | - | - | Uyncy | HOG | - | - | 0.50% | 0.500% | 379.00000 |
T | ZYB | 9.110 | 1.71 | Jcc3 | PPP | - | - | - | - | - | Eckug | Gufqt | - | 285 | 4.24% | 4.281% | 80.36246 |
N2 | EJG | 39.000 | 8.75 | Agg | VVV | - | - | - | - | - | Vqyzd | PWJM | - | 100 | 1.64% | 1.646% | 47.30930 |
X4 | GBM | 84.770 | 9.18 | Xaa | JJJ | - | - | - | - | - | Wbijq | Wzmqp | - | 130 | 2.55% | 2.565% | 14.80139 |
X3 | ATK | 25.000 | 5.70 | Ldd | MMM | - | - | - | - | - | Ojveh | Xiidg | - | 110 | 2.06% | 2.074% | 17.81844 |
Tranche Comments
C1: Registration: 144M Qmvz;
N2: Registration: 144J Zulc;
X3: Registration: 144N Qikw;
X4: Registration: 144M Mkse;
A: Registration: 144P Oemu;
N: Registration: 144W Owab;
T: Registration: 144J Secf;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W1 | NTS | 44.000 | 7.45 | A-1 | V-1 | - | - | - | - | - | Rjqsq | GXA | 0.40%b | 40 | - | 0.400% | - |
M | HHR | 94.680 | 5.59 | Fs3 | II | - | - | - | - | - | Tsfgc | Oijqw | 95-100 | 95 | 2.49% | 2.504% | - |
T4 | OKR | 60.980 | 9.93 | Mff | SSS | - | - | - | - | - | Zfrmc | Ldttq | 60q | 63 | 1.96% | 1.975% | - |
T | MLK | 72.670 | 8.16 | Voo3 | FFF | - | - | - | - | - | Fawzd | Lgdvw | 200k | 200 | 3.53% | 3.560% | - |
W2 | TSC | 723.000 | 7.00 | Itt | GGG | - | - | - | - | - | Rwibe | RIGF | 45-47 | 51 | 1.02% | 1.028% | - |
I3 | ILN | 344.000 | 3.50 | Qxx | MMM | - | - | - | - | - | Xrxmu | Cquiv | 50-52 | 55 | 1.49% | 1.495% | - |
R | OYP | 71.570 | 4.57 | N3 | N | - | - | - | - | - | Mzqar | Vmgub | 140-150 | 135 | 2.89% | 2.910% | - |
Tranche Comments
W1: Registration: 144C Tftl;
W2: Registration: 144G Msda;
I3: Registration: 144H Cscl;
T4: Registration: 144U Zhwo;
M: Registration: 144E Bkbx;
R: Registration: 144E Uugr;
T: Registration: 144M Hafv;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q3 | BIM | 22.940 | 2.83 | Pvv | MMM | - | - | - | - | - | Ggrvh | VYKC | 37w | 37 | 1.00% | 1.003% | - |
J | RAP | 58.500 | 6.11 | Sgg3 | AAA | - | - | - | - | - | Whmfn | Oenjx | 175u | 175 | 3.12% | 3.147% | - |
O4 | XTJ | 42.800 | 2.40 | Tpp | BBB | - | - | - | - | - | Pnucz | Aygil | 44c | 44 | 1.56% | 1.570% | - |
Q | OHO | 16.130 | 8.53 | K2 | VV- | - | - | - | - | - | Zrzwn | Fwojk | 95u | 95 | 2.33% | 2.347% | - |
O2 | PJZ | 63.370 | 3.79 | Tqq | GGG | - | - | - | - | - | Vfqzl | EPXZ | 30j | 31 | 0.59% | 0.594% | - |
Z1 | XEM | 57.100 | 2.82 | J-1 | I-1+ | - | - | - | - | - | Bciqo | 1lO | 26-27 | 26 | 0.26% | 0.260% | - |
Tranche Comments
Z1: Registration: 144P Born;
O2: Registration: 144X Jtzv;
Q3: Registration: 144M Kfmn;
O4: Registration: 144I Cgry;
Q: Registration: 144X Chza;
J: Registration: 144X Idiq;