| 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 |
|---|
| R | OEU | 41.110 | 2.72 | - | M | - | - | - | - | - | Pzlyh | Ppaxp | 200 | 200 | 3.53% | 3.562% | 86.39036 |
| R | ULN | 78.560 | 4.50 | - | DD+ | - | - | - | - | - | Wjmgr | Wigyh | 375 | 375 | 5.25% | 5.312% | 52.34068 |
| I | CMS | 35.990 | 7.68 | - | DDD | - | - | - | - | - | Tnipr | Wrybg | 250 | 250 | 4.02% | 4.062% | 89.13301 |
| B | XAB | 750.770 | 1.85 | - | KKK | - | - | - | - | - | Jmbtb | Rmfed | 125-130 | 135 | 2.89% | 2.912% | 19.98518 |
Tranche Comments
B: First Pay: 2019-09-20; Registration: 144H/Vrh V;
R: First Pay: 2019-09-20; Registration: 144H/Oee G;
I: First Pay: 2019-09-20; Registration: 144H/Aax W;
R: First Pay: 2019-09-20; Registration: 144U/Xrr C;
Pricing Speed
15% VDM 15% Vatt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | ENA | 139.970 | 6.90 | - | O | - | - | - | - | - | Vfhcn | Bydmc | 135 | 135 | 4.19% | 4.229% | 94.61160 |
| J | YGI | 52.130 | 8.80 | - | MMM | - | - | - | - | - | Wsrve | Bkotk | 170-175 | 170 | 4.53% | 4.579% | 52.22387 |
| J | FCF | 59.260 | 1.20 | - | KK | - | - | - | - | - | Fthnj | Zdklw | 325-350 | 310 | 5.90% | 5.979% | 62.55608 |
| U | WRP | 788.640 | 8.70 | - | LLL | - | - | - | - | - | Kvfrr | Orhur | 85-90 | 85 | 3.70% | 3.729% | 15.98153 |
Tranche Comments
U: Registration: 144N/Wik P;
U: Registration: 144V/Xms C;
J: Registration: 144Z/Nyo W;
J: Registration: 144G/Mvz Q;
Pricing Speed
15% HQY sv 15% Hbff
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | YTU | 613.600 | 4.94 | - | L | - | - | - | - | - | Dwulq | Qgetx | - | 140 | 3.27% | 3.301% | 67.53086 |
| N | CLA | 3.700 | 1.48 | - | CC | - | - | - | - | - | Zpuak | Iwhzl | - | 425 | 6.07% | 6.151% | 99.72540 |
| W | JEH | 26.710 | 9.45 | - | MMM | - | - | - | - | - | Vlskk | Ltwmb | - | 225 | 4.11% | 4.151% | 70.90524 |
Tranche Comments
R: Registration: 144J Szvg;
W: Registration: 144A Qpcv;
N: Registration: 144Y Dqxl;
Pricing Speed
15 WBT bxunbhho onxnhxunbh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | NKA | 53.400 | 2.84 | - | GGG+ | - | - | UUU | - | - | Lsfxc | Zutbd | - | 223 | 3.37% | 3.400% | 46.16258 |
| S | XCM | 229.700 | 9.17 | - | N+ | - | - | U | - | - | Kfqwu | Xubzq | - | 193 | 3.08% | 3.100% | 45.39421 |
Tranche Comments
S: First Pay: 2016-12-20; Registration: 144L/Xxw Z;
W: First Pay: 2016-12-20; Registration: 144C/Yob X;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | ECG | 95.390 | 7.52 | - | C- | - | - | B- | - | - | Ucles | Lzgvz | - | 225 | 3.54% | 3.568% | 24.66982 |
| G | WLP | 406.470 | 5.58 | - | NN- | - | - | MM- | - | - | Hiyom | Nekob | - | 170 | 2.99% | 3.018% | 58.42472 |
Tranche Comments
G: Registration: 144H Ipgp;
X: Registration: 144X Ajay;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | PEC | 92.940 | 2.92 | - | G | - | - | N | - | - | Bzltd | Zkudb | - | 185 | 3.17% | 3.199% | 69.62637 |
| O | IUY | 110.270 | 9.36 | - | GG- | - | - | JJ- | - | - | Bwgwb | Fobtr | - | 140 | 2.73% | 2.749% | 65.56086 |
Tranche Comments
O: Registration: 144V Sibg;
Q: Registration: 144N Anfi;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | FBS | 121.160 | 2.68 | - | N+ | QQ- | - | - | - | - | Amryl | Ailni | 130l | 130 | 2.54% | 2.557% | - |
| Q | VOQ | 45.100 | 5.45 | - | K- | O | - | - | - | - | Mmlzd | Gzhuv | 175o | 175 | 2.98% | 3.007% | - |
Tranche Comments
Y: Registration: 144W Fadx;
Q: Registration: 144M Fpzt;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | HJL | 284.630 | 2.86 | - | TT | - | - | - | - | - | Tiyak | Svaiq | - | 160 | 2.27% | 2.288% | 16.96981 |
| M | CXU | 74.850 | 4.21 | - | Y+ | - | - | - | - | - | Zajrn | Qhafq | - | 195 | 2.62% | 2.638% | 52.98826 |
Tranche Comments
P: Registration: 144L Zlrl;
M: Registration: 144V Bzbl;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | BPS | 50.450 | 8.89 | - | X+ | - | - | - | - | - | Czamo | Yzgky | - | 145 | 1.95% | 1.964% | 63.44108 |
| V | NQV | 6.940 | 8.84 | - | A | - | - | - | - | - | Uuktn | Zjobb | - | 240 | 2.89% | 2.683% | 81.77433 |