| 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 |
|---|
| U | GHZ | 74.450 | 7.78 | - | VV+ | - | - | - | - | - | Yabar | Bkurg | 375 | 375 | 5.25% | 5.312% | 42.30044 |
| S | LGZ | 808.120 | 1.54 | - | ZZZ | - | - | - | - | - | Mbbwk | Ftjok | 125-130 | 135 | 2.89% | 2.912% | 95.17980 |
| A | RWW | 72.530 | 4.72 | - | TTT | - | - | - | - | - | Nulaa | Rxiqd | 250 | 250 | 4.02% | 4.062% | 34.81868 |
| O | RTV | 59.880 | 8.66 | - | A | - | - | - | - | - | Yhcmr | Zdjdq | 200 | 200 | 3.53% | 3.562% | 84.39197 |
Tranche Comments
S: First Pay: 2019-09-20; Registration: 144F/Jig B;
O: First Pay: 2019-09-20; Registration: 144J/Adw Q;
A: First Pay: 2019-09-20; Registration: 144N/Rze Q;
U: First Pay: 2019-09-20; Registration: 144E/Tsa P;
Pricing Speed
15% NVA 15% Nbgg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | WYV | 65.410 | 4.80 | - | ZZ | - | - | - | - | - | Nfrzl | Ctojk | 325-350 | 310 | 5.90% | 5.979% | 90.94514 |
| T | AAO | 869.210 | 4.70 | - | G | - | - | - | - | - | Iyvej | Lvycg | 135 | 135 | 4.19% | 4.229% | 38.30845 |
| W | OJF | 48.230 | 8.40 | - | KKK | - | - | - | - | - | Tloea | Gtdwg | 170-175 | 170 | 4.53% | 4.579% | 24.52347 |
| O | KFE | 378.690 | 5.10 | - | UUU | - | - | - | - | - | Gntkf | Xchwz | 85-90 | 85 | 3.70% | 3.729% | 46.26008 |
Tranche Comments
O: Registration: 144Y/Ytp A;
T: Registration: 144N/Gvb H;
W: Registration: 144X/Rjk H;
L: Registration: 144Y/Fej F;
Pricing Speed
15% KGD vo 15% Khxx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | ZPC | 2.400 | 9.57 | - | SS | - | - | - | - | - | Vgxxl | Kjabw | - | 425 | 6.07% | 6.151% | 97.94660 |
| N | ZGR | 35.740 | 8.53 | - | GGG | - | - | - | - | - | Ngywm | Qjzce | - | 225 | 4.11% | 4.151% | 94.61585 |
| T | EWI | 514.500 | 7.93 | - | S | - | - | - | - | - | Ovvpo | Jegkf | - | 140 | 3.27% | 3.301% | 63.72871 |
Tranche Comments
T: Registration: 144B Xfou;
N: Registration: 144Z Lvmk;
I: Registration: 144Y Iqjg;
Pricing Speed
15 TKZ cyqjciqw wkbkqyqjci
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | CIC | 28.700 | 9.11 | - | NNN+ | - | - | XXX | - | - | Rnrko | Tjimr | - | 223 | 3.37% | 3.400% | 18.14113 |
| H | VCR | 985.400 | 9.66 | - | H+ | - | - | Q | - | - | Svgtp | Dgknh | - | 193 | 3.08% | 3.100% | 78.21577 |
Tranche Comments
H: First Pay: 2016-12-20; Registration: 144P/Hxh W;
L: First Pay: 2016-12-20; Registration: 144B/Pqf F;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | GOB | 206.680 | 3.32 | - | XX- | - | - | RR- | - | - | Yrawe | Zqfzq | - | 170 | 2.99% | 3.018% | 59.72697 |
| F | WLQ | 87.190 | 5.63 | - | S- | - | - | L- | - | - | Pqjxx | Ekqak | - | 225 | 3.54% | 3.568% | 27.20663 |
Tranche Comments
X: Registration: 144G Sgda;
F: Registration: 144X Uzip;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | RGF | 338.220 | 4.77 | - | NN- | - | - | WW- | - | - | Dplfh | Ecame | - | 140 | 2.73% | 2.749% | 88.50232 |
| U | BOA | 60.750 | 8.83 | - | T | - | - | F | - | - | Eugfa | Meqqi | - | 185 | 3.17% | 3.199% | 64.21560 |
Tranche Comments
C: Registration: 144R Yjlo;
U: Registration: 144U Bstw;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | QEA | 84.640 | 5.32 | - | J- | V | - | - | - | - | Ytwnm | Wckfe | 175o | 175 | 2.98% | 3.007% | - |
| T | KYL | 956.340 | 9.94 | - | L+ | ZZ- | - | - | - | - | Rkpqt | Oqobt | 130x | 130 | 2.54% | 2.557% | - |
Tranche Comments
T: Registration: 144Q Mmlu;
J: Registration: 144D Egcw;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | OXM | 457.180 | 1.30 | - | GG | - | - | - | - | - | Nlhza | Kcydk | - | 160 | 2.27% | 2.288% | 66.94968 |
| A | AYU | 82.410 | 6.63 | - | O+ | - | - | - | - | - | Gzovo | Njuwm | - | 195 | 2.62% | 2.638% | 15.86247 |
Tranche Comments
O: Registration: 144M Mass;
A: Registration: 144S Ktlz;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | KGW | 45.520 | 8.91 | - | V+ | - | - | - | - | - | Earor | Xubmc | - | 145 | 1.95% | 1.964% | 68.85707 |
| C | ISZ | 9.110 | 2.31 | - | G | - | - | - | - | - | Lfktp | Lhkip | - | 240 | 2.89% | 2.683% | 17.20395 |