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 |
---|
S2 | BAS | 600.000 | 6.70 | Ojj | ZZZ | - | - | - | - | - | Lnvan | PJYQ | 45-50 | 45 | 1.39% | 1.401% | - |
D | RAV | 56.400 | 8.70 | U3 | E | - | - | - | - | - | Plxuz | Lwuqu | 140t | 140 | 2.51% | 2.532% | - |
F1 | LIH | 33.000 | 1.28 | T-1 | J-1+ | - | - | - | - | - | Ymviw | XZK | 0.77-80% | 77 | 0.77% | 0.770% | - |
X3 | LMO | 489.000 | 3.79 | Xww | AAA | - | - | - | - | - | Eczex | Idoha | 70n | 70 | 1.71% | 1.724% | - |
T | CTL | 87.310 | 1.28 | Cb3 | FF | - | - | - | - | - | Unmtt | Ymgde | 120a | 120 | 2.32% | 2.332% | - |
E4 | OQV | 87.100 | 5.66 | Jbb | QQQ | - | - | - | - | - | Myxrw | Swzcq | 95a | 95 | 2.03% | 2.043% | - |
A | PHR | 47.940 | 3.17 | JC | OOO | - | - | - | - | - | Vibol | Oolkt | 225t | 240 | 3.50% | 3.532% | - |
Tranche Comments
F1: Registration: 144C Oiea;
S2: Registration: 144G Qhud;
X3: Registration: 144B Kpdr;
E4: Registration: 144J Jded;
T: Registration: 144X Afhv;
D: Registration: 144Y Tthg;
A: Registration: 144Z Nzqu;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | MIN | 7.490 | 2.99 | Q3 | T | - | - | - | - | - | Hkzan | Amcui | - | 235 | 3.75% | 3.781% | 86.72838 |
Z | BBZ | 5.330 | 2.49 | Tjj3 | WWW | - | - | - | - | - | Hvwko | Gqujv | - | 285 | 4.24% | 4.281% | 26.82238 |
B3 | AGN | 45.000 | 6.20 | Bcc | FFF | - | - | - | - | - | Ghxyz | Svonh | - | 110 | 2.06% | 2.074% | 64.54747 |
Z1 | BME | 31.000 | 1.93 | Y-1 | H-1 | - | - | - | - | - | Dpsze | IYU | - | - | 0.50% | 0.500% | 838.00000 |
S4 | CIA | 78.990 | 9.10 | Iee | NNN | - | - | - | - | - | Xuvfc | Owzuz | - | 130 | 2.55% | 2.565% | 67.63278 |
S | VNY | 82.160 | 5.69 | Ok3 | NN | - | - | - | - | - | Tyunj | Aelfv | - | 160 | 3.00% | 3.025% | 59.11219 |
B2 | QEK | 22.000 | 9.29 | Vbb | TTT | - | - | - | - | - | Rpfwm | BWRE | - | 100 | 1.64% | 1.646% | 92.91983 |
Tranche Comments
Z1: Registration: 144B Dksq;
B2: Registration: 144E Cqfe;
B3: Registration: 144J Wncy;
S4: Registration: 144K Bsvs;
S: Registration: 144W Idfc;
A: Registration: 144E Peik;
Z: Registration: 144N Lbeb;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q3 | MCS | 200.000 | 3.90 | Akk | III | - | - | - | - | - | Tjbcc | Atocw | 50-52 | 55 | 1.49% | 1.495% | - |
G4 | GCH | 19.690 | 6.92 | Zff | HHH | - | - | - | - | - | Bliqn | Nlvqs | 60z | 63 | 1.96% | 1.975% | - |
N | PIY | 94.190 | 5.22 | Cee3 | RRR | - | - | - | - | - | Vqill | Jltfk | 200l | 200 | 3.53% | 3.560% | - |
C1 | FUN | 69.000 | 2.19 | N-1 | G-1 | - | - | - | - | - | Shapu | IRR | 0.40%h | 40 | - | 0.400% | - |
A2 | AOD | 877.000 | 3.00 | Gee | EEE | - | - | - | - | - | Pkugb | MBBG | 45-47 | 51 | 1.02% | 1.028% | - |
R | RBM | 39.390 | 6.95 | Ek3 | AA | - | - | - | - | - | Gggzk | Ydepo | 95-100 | 95 | 2.49% | 2.504% | - |
L | TUU | 37.210 | 4.10 | D3 | R | - | - | - | - | - | Aqbhq | Wkihi | 140-150 | 135 | 2.89% | 2.910% | - |
Tranche Comments
C1: Registration: 144H Qjlc;
A2: Registration: 144W Rpoe;
Q3: Registration: 144N Sjdi;
G4: Registration: 144C Xpaa;
R: Registration: 144S Jpnf;
L: Registration: 144D Mppa;
N: Registration: 144I Vdwk;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X | JTO | 37.110 | 7.80 | M2 | RR- | - | - | - | - | - | Drlsi | Hbocd | 95z | 95 | 2.33% | 2.347% | - |
A3 | RVQ | 16.810 | 8.59 | Sff | WWW | - | - | - | - | - | Ynczn | LUOB | 37k | 37 | 1.00% | 1.003% | - |
Y1 | KFX | 15.400 | 5.81 | L-1 | B-1+ | - | - | - | - | - | Sjwkt | 1rD | 26-27 | 26 | 0.26% | 0.260% | - |
Y4 | AXX | 31.900 | 4.20 | Wcc | LLL | - | - | - | - | - | Zszna | Hnvqy | 44k | 44 | 1.56% | 1.570% | - |
K2 | CZX | 28.970 | 4.59 | Pdd | QQQ | - | - | - | - | - | Xskih | AYYM | 30g | 31 | 0.59% | 0.594% | - |
H | JNZ | 99.400 | 8.68 | Dww3 | YYY | - | - | - | - | - | Kwcox | Jmrlr | 175w | 175 | 3.12% | 3.147% | - |
Tranche Comments
Y1: Registration: 144F Xcvr;
K2: Registration: 144Y Ggmd;
A3: Registration: 144V Xgja;
Y4: Registration: 144Z Zdjy;
X: Registration: 144V Fufb;
H: Registration: 144Y Zpgx;