| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 134.100 | 3.25 | - | AAA | - | - | - | 61.50% | - | Fixed | Swaps | 105-110 | 95 | 1.51% | 1.516% | 99.99613 |
| B | USD | 83.180 | 3.25 | - | A | - | - | - | 37.00% | - | Fixed | Swaps | 175-185 | 150 | 2.05% | 2.066% | 99.97781 |
| C | USD | 65.360 | 3.25 | - | BBB | - | - | - | 17.80% | - | Fixed | Swaps | 240-250 | 215 | 2.70% | 2.716% | 99.99769 |
| D | USD | 36.500 | 3.25 | - | BB | - | - | - | 7.00% | - | Fixed | Swaps | 360-375 | 330 | 3.83% | 3.866% | 99.98446 |
Tranche Comments
A: First Pay: 2021-05-20; Registration: 144A/Reg S;
B: First Pay: 2021-05-20; Registration: 144A/Reg S;
C: First Pay: 2021-05-20; Registration: 144A/Reg S;
D: First Pay: 2021-05-20; Registration: 144A Only;
Deal Comments
Active Bookrunners: CSG(B&D), DEU. Passive Bookrunners: COS, NAT
Pricing Speed
15% CPR to 15% call
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | ZRM | 80.160 | 2.22 | - | T | - | - | - | - | - | Qzaym | Yjzye | 200 | 200 | 3.53% | 3.562% | 36.12265 |
| Q | ZCV | 96.110 | 8.78 | - | GG+ | - | - | - | - | - | Turuk | Stdbg | 375 | 375 | 5.25% | 5.312% | 65.66038 |
| D | KHS | 737.410 | 4.23 | - | NNN | - | - | - | - | - | Evzgl | Qionj | 125-130 | 135 | 2.89% | 2.912% | 45.55952 |
| B | JEN | 73.360 | 5.19 | - | LLL | - | - | - | - | - | Tguva | Zoygv | 250 | 250 | 4.02% | 4.062% | 21.40514 |
Tranche Comments
D: First Pay: 2019-09-20; Registration: 144Z/Wft A;
A: First Pay: 2019-09-20; Registration: 144A/Kzh H;
B: First Pay: 2019-09-20; Registration: 144A/Xae I;
Q: First Pay: 2019-09-20; Registration: 144E/Cph U;
Pricing Speed
15% GZH 15% Ghii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | HAN | 700.740 | 3.50 | - | BBB | - | - | - | - | - | Auvmg | Amtao | 85-90 | 85 | 3.70% | 3.729% | 18.43442 |
| S | OYW | 190.270 | 8.30 | - | I | - | - | - | - | - | Opcox | Snaic | 135 | 135 | 4.19% | 4.229% | 20.50669 |
| U | MCN | 50.230 | 3.70 | - | EE | - | - | - | - | - | Bvglo | Hhjtp | 325-350 | 310 | 5.90% | 5.979% | 20.10760 |
| P | IQY | 68.980 | 6.70 | - | UUU | - | - | - | - | - | Twokm | Wubzv | 170-175 | 170 | 4.53% | 4.579% | 97.30447 |
Tranche Comments
R: Registration: 144Z/Rfj T;
S: Registration: 144B/Otr W;
P: Registration: 144O/Ucn V;
U: Registration: 144P/Yow Y;
Pricing Speed
15% OOR vb 15% Oqff
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | TTQ | 8.330 | 2.35 | - | II | - | - | - | - | - | Xtfsw | Ruyyj | - | 425 | 6.07% | 6.151% | 67.58530 |
| Q | QZC | 105.100 | 8.28 | - | X | - | - | - | - | - | Bnqwe | Clixn | - | 140 | 3.27% | 3.301% | 16.92636 |
| O | BQO | 48.830 | 6.28 | - | YYY | - | - | - | - | - | Grmcw | Mcgpq | - | 225 | 4.11% | 4.151% | 18.47574 |
Tranche Comments
Q: Registration: 144D Jjuy;
O: Registration: 144C Kerv;
G: Registration: 144H Ihqm;
Pricing Speed
15 NJO hsuuhwxp zwkwbsuuhw
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | MXM | 24.900 | 7.91 | - | TTT+ | - | - | XXX | - | - | Yorjq | Bdzns | - | 223 | 3.37% | 3.400% | 94.61397 |
| D | ZJA | 639.800 | 3.30 | - | J+ | - | - | S | - | - | Eqnui | Prfnq | - | 193 | 3.08% | 3.100% | 52.94488 |
Tranche Comments
D: First Pay: 2016-12-20; Registration: 144G/Oti D;
E: First Pay: 2016-12-20; Registration: 144H/Wsh B;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | WRL | 628.120 | 2.73 | - | LL- | - | - | II- | - | - | Cayho | Qvllw | - | 170 | 2.99% | 3.018% | 82.72015 |
| F | LFQ | 50.260 | 9.94 | - | E- | - | - | O- | - | - | Bncjj | Iiibk | - | 225 | 3.54% | 3.568% | 56.54592 |
Tranche Comments
J: Registration: 144M Kmlf;
F: Registration: 144J Ujtz;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | AVA | 313.180 | 6.14 | - | II- | - | - | NN- | - | - | Muqpg | Joues | - | 140 | 2.73% | 2.749% | 27.16075 |
| F | AGX | 12.460 | 5.13 | - | X | - | - | U | - | - | Spqtk | Rfbxc | - | 185 | 3.17% | 3.199% | 71.49554 |
Tranche Comments
T: Registration: 144P Nkjw;
F: Registration: 144D Oeff;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | OSG | 16.980 | 7.90 | - | T- | H | - | - | - | - | Iiven | Qubox | 175y | 175 | 2.98% | 3.007% | - |
| C | GMO | 927.650 | 9.10 | - | M+ | SS- | - | - | - | - | Llxbj | Fdxfq | 130c | 130 | 2.54% | 2.557% | - |
Tranche Comments
C: Registration: 144T Gzfs;
F: Registration: 144T Ytux;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | KMA | 536.140 | 1.96 | - | CC | - | - | - | - | - | Fysub | Lvjac | - | 160 | 2.27% | 2.288% | 82.98520 |
| F | MPD | 41.320 | 3.78 | - | V+ | - | - | - | - | - | Zvpud | Goxhr | - | 195 | 2.62% | 2.638% | 26.76370 |
Tranche Comments
A: Registration: 144X Uabl;
F: Registration: 144C Kspx;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | TFF | 44.560 | 8.59 | - | A+ | - | - | - | - | - | Whsjk | Xyami | - | 145 | 1.95% | 1.964% | 55.48110 |
| E | YCW | 4.830 | 2.67 | - | S | - | - | - | - | - | Fctif | Tywby | - | 240 | 2.89% | 2.683% | 77.20632 |