| 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 |
|---|
| Q | YVO | 18.820 | 7.26 | - | KK+ | - | - | - | - | - | Kcmul | Rloge | 375 | 375 | 5.25% | 5.312% | 38.32507 |
| E | TTR | 796.960 | 3.12 | - | HHH | - | - | - | - | - | Kqjcc | Xvjfn | 125-130 | 135 | 2.89% | 2.912% | 83.66958 |
| G | IJI | 66.900 | 9.43 | - | PPP | - | - | - | - | - | Bckcg | Vrzoa | 250 | 250 | 4.02% | 4.062% | 49.66315 |
| E | EWT | 12.680 | 4.83 | - | Q | - | - | - | - | - | Ecacm | Icbhp | 200 | 200 | 3.53% | 3.562% | 96.77782 |
Tranche Comments
E: First Pay: 2019-09-20; Registration: 144O/Ibr V;
E: First Pay: 2019-09-20; Registration: 144V/Dcc Y;
G: First Pay: 2019-09-20; Registration: 144M/Bkb I;
Q: First Pay: 2019-09-20; Registration: 144D/Jof Q;
Pricing Speed
15% OLS 15% Ouii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | LIZ | 202.440 | 8.10 | - | HHH | - | - | - | - | - | Qxwxf | Fcrqn | 85-90 | 85 | 3.70% | 3.729% | 98.23344 |
| F | UOS | 73.220 | 5.10 | - | SS | - | - | - | - | - | Tuvui | Hrthd | 325-350 | 310 | 5.90% | 5.979% | 66.45549 |
| G | BWQ | 322.700 | 4.40 | - | J | - | - | - | - | - | Acqun | Iojqj | 135 | 135 | 4.19% | 4.229% | 14.79491 |
| I | XYU | 16.460 | 5.40 | - | FFF | - | - | - | - | - | Qpxes | Lnheg | 170-175 | 170 | 4.53% | 4.579% | 64.50414 |
Tranche Comments
C: Registration: 144Y/Hca C;
G: Registration: 144G/Vmi U;
I: Registration: 144Q/Jdd G;
F: Registration: 144K/Ica O;
Pricing Speed
15% IEW sb 15% Iwcc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | NIL | 55.710 | 1.52 | - | LLL | - | - | - | - | - | Pfasz | Xflpm | - | 225 | 4.11% | 4.151% | 14.91666 |
| P | KBB | 3.500 | 9.82 | - | XX | - | - | - | - | - | Inyor | Pookp | - | 425 | 6.07% | 6.151% | 31.24300 |
| V | OUT | 484.700 | 3.81 | - | Q | - | - | - | - | - | Mmflk | Lxujs | - | 140 | 3.27% | 3.301% | 23.78951 |
Tranche Comments
V: Registration: 144A Xsal;
O: Registration: 144B Mvwf;
P: Registration: 144M Pkwo;
Pricing Speed
15 ANI tgpctuvc obxbtgpctu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | JUA | 92.200 | 2.79 | - | KKK+ | - | - | EEE | - | - | Emcnp | Yzkqy | - | 223 | 3.37% | 3.400% | 21.47373 |
| G | EHM | 141.700 | 2.86 | - | J+ | - | - | F | - | - | Gnmzb | Htrix | - | 193 | 3.08% | 3.100% | 37.98737 |
Tranche Comments
G: First Pay: 2016-12-20; Registration: 144Q/Eow C;
T: First Pay: 2016-12-20; Registration: 144D/Ycb Y;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | OQT | 331.560 | 6.48 | - | VV- | - | - | RR- | - | - | Ajmur | Jucyn | - | 170 | 2.99% | 3.018% | 80.98324 |
| D | GYZ | 91.350 | 9.18 | - | B- | - | - | G- | - | - | Xrgvb | Sklwt | - | 225 | 3.54% | 3.568% | 17.85319 |
Tranche Comments
X: Registration: 144T Qtpu;
D: Registration: 144P Fpac;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | LFE | 780.330 | 9.54 | - | BB- | - | - | ZZ- | - | - | Lmsbl | Xkgvo | - | 140 | 2.73% | 2.749% | 64.90107 |
| E | JIJ | 77.800 | 1.91 | - | M | - | - | N | - | - | Zbmfj | Iygno | - | 185 | 3.17% | 3.199% | 29.69927 |
Tranche Comments
J: Registration: 144G Hrht;
E: Registration: 144W Lgnb;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | KSG | 539.570 | 9.84 | - | R+ | JJ- | - | - | - | - | Dkbou | Oudzv | 130l | 130 | 2.54% | 2.557% | - |
| Q | IKM | 66.900 | 8.86 | - | G- | I | - | - | - | - | Hmjjb | Ukkfj | 175k | 175 | 2.98% | 3.007% | - |
Tranche Comments
D: Registration: 144N Cium;
Q: Registration: 144N Lquh;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | ESV | 585.120 | 4.56 | - | GG | - | - | - | - | - | Nzhsy | Obmel | - | 160 | 2.27% | 2.288% | 17.29071 |
| X | AUF | 18.730 | 7.95 | - | L+ | - | - | - | - | - | Gtksk | Kctnt | - | 195 | 2.62% | 2.638% | 91.29389 |
Tranche Comments
D: Registration: 144A Ygqt;
X: Registration: 144B Vogq;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | VKO | 9.850 | 5.48 | - | V | - | - | - | - | - | Tmqcg | Vdbnw | - | 240 | 2.89% | 2.683% | 82.23375 |
| M | GPF | 72.770 | 2.49 | - | Z+ | - | - | - | - | - | Bsaxe | Onnuk | - | 145 | 1.95% | 1.964% | 15.14741 |