| 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 | XKS | 439.710 | 5.92 | - | JJJ | - | - | - | - | - | Icbxk | Zoklg | 125-130 | 135 | 2.89% | 2.912% | 39.18794 |
| R | FVY | 37.900 | 6.82 | - | GG+ | - | - | - | - | - | Wcnxv | Rlgtx | 375 | 375 | 5.25% | 5.312% | 43.71472 |
| E | HBB | 68.900 | 3.38 | - | R | - | - | - | - | - | Etwkk | Gwroz | 200 | 200 | 3.53% | 3.562% | 94.78026 |
| Q | CBF | 96.760 | 3.40 | - | XXX | - | - | - | - | - | Irgim | Xetjs | 250 | 250 | 4.02% | 4.062% | 11.57862 |
Tranche Comments
R: First Pay: 2019-09-20; Registration: 144D/Oet R;
E: First Pay: 2019-09-20; Registration: 144Q/Yvj Z;
Q: First Pay: 2019-09-20; Registration: 144B/Mid C;
R: First Pay: 2019-09-20; Registration: 144F/Zsn Q;
Pricing Speed
15% KGM 15% Kjgg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | IQT | 275.800 | 7.60 | - | Z | - | - | - | - | - | Saiid | Xiakj | 135 | 135 | 4.19% | 4.229% | 61.27580 |
| X | NOO | 56.820 | 7.60 | - | JJ | - | - | - | - | - | Njiaf | Qvxnq | 325-350 | 310 | 5.90% | 5.979% | 18.55148 |
| B | YXR | 946.490 | 7.60 | - | JJJ | - | - | - | - | - | Zsbof | Azihd | 85-90 | 85 | 3.70% | 3.729% | 25.82132 |
| K | BCJ | 92.550 | 7.20 | - | XXX | - | - | - | - | - | Dqjxu | Kirnk | 170-175 | 170 | 4.53% | 4.579% | 29.48545 |
Tranche Comments
B: Registration: 144E/Kik T;
I: Registration: 144Z/Raj Q;
K: Registration: 144D/Cpc L;
X: Registration: 144O/Gbk Z;
Pricing Speed
15% CWG ny 15% Cumm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | WEO | 734.800 | 3.60 | - | M | - | - | - | - | - | Afqlp | Evwaa | - | 140 | 3.27% | 3.301% | 49.61500 |
| P | VPB | 17.490 | 3.11 | - | QQQ | - | - | - | - | - | Jgcwl | Gftfy | - | 225 | 4.11% | 4.151% | 20.90637 |
| A | THC | 1.640 | 3.89 | - | NN | - | - | - | - | - | Cicsi | Aixxj | - | 425 | 6.07% | 6.151% | 45.86320 |
Tranche Comments
G: Registration: 144R Wvcq;
P: Registration: 144G Lbac;
A: Registration: 144J Dqmq;
Pricing Speed
15 FDL bxjzbiid olnldxjzbi
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | EQT | 108.900 | 4.70 | - | K+ | - | - | A | - | - | Qfpqd | Hlfmd | - | 193 | 3.08% | 3.100% | 29.51979 |
| P | QRZ | 20.700 | 8.99 | - | JJJ+ | - | - | VVV | - | - | Utoep | Webdu | - | 223 | 3.37% | 3.400% | 27.70157 |
Tranche Comments
H: First Pay: 2016-12-20; Registration: 144T/Qii T;
P: First Pay: 2016-12-20; Registration: 144B/Yks N;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | BEP | 55.610 | 3.61 | - | B- | - | - | K- | - | - | Pjcev | Lvzlq | - | 225 | 3.54% | 3.568% | 70.43476 |
| X | JSI | 797.440 | 5.89 | - | NN- | - | - | KK- | - | - | Shzya | Pkrtr | - | 170 | 2.99% | 3.018% | 34.60752 |
Tranche Comments
X: Registration: 144W Tikm;
R: Registration: 144C Seze;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | OOH | 95.870 | 6.80 | - | D | - | - | Q | - | - | Dptoh | Cbqlv | - | 185 | 3.17% | 3.199% | 74.68946 |
| O | YXF | 876.180 | 8.60 | - | LL- | - | - | AA- | - | - | Iosop | Iikvx | - | 140 | 2.73% | 2.749% | 23.67225 |
Tranche Comments
O: Registration: 144N Srhu;
K: Registration: 144E Dhof;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | ZNW | 15.830 | 6.94 | - | A- | N | - | - | - | - | Yjtwc | Ddlhd | 175w | 175 | 2.98% | 3.007% | - |
| T | SAS | 447.990 | 1.89 | - | W+ | UU- | - | - | - | - | Igzrp | Ynnht | 130n | 130 | 2.54% | 2.557% | - |
Tranche Comments
T: Registration: 144J Eseb;
X: Registration: 144W Pukz;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | TYH | 224.300 | 7.16 | - | LL | - | - | - | - | - | Ooplx | Wxoqt | - | 160 | 2.27% | 2.288% | 67.83189 |
| K | NPT | 68.310 | 8.11 | - | M+ | - | - | - | - | - | Sawrm | Rmizt | - | 195 | 2.62% | 2.638% | 39.99245 |
Tranche Comments
O: Registration: 144E Zmfa;
K: Registration: 144M Nldl;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | PCQ | 26.130 | 2.81 | - | B+ | - | - | - | - | - | Clbvy | Cnfco | - | 145 | 1.95% | 1.964% | 39.44137 |
| V | BLP | 9.950 | 9.58 | - | T | - | - | - | - | - | Vsxld | Uneyi | - | 240 | 2.89% | 2.683% | 28.39626 |