| 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 | WBQ | 90.830 | 5.49 | - | II+ | - | - | - | - | - | Uyfzl | Jfvou | 375 | 375 | 5.25% | 5.312% | 70.37227 |
| P | CNV | 57.870 | 3.43 | - | XXX | - | - | - | - | - | Fblat | Uzaip | 250 | 250 | 4.02% | 4.062% | 84.47427 |
| Q | RSS | 673.510 | 6.48 | - | PPP | - | - | - | - | - | Vrntu | Elwak | 125-130 | 135 | 2.89% | 2.912% | 46.13964 |
| J | LRV | 83.420 | 9.40 | - | Z | - | - | - | - | - | Osokv | Iemet | 200 | 200 | 3.53% | 3.562% | 27.36098 |
Tranche Comments
Q: First Pay: 2019-09-20; Registration: 144Q/Owr G;
J: First Pay: 2019-09-20; Registration: 144P/Fox U;
P: First Pay: 2019-09-20; Registration: 144P/Hsu H;
A: First Pay: 2019-09-20; Registration: 144I/Wac N;
Pricing Speed
15% WUX 15% Wmzz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | COY | 41.120 | 3.10 | - | CCC | - | - | - | - | - | Ilzfx | Prkqa | 170-175 | 170 | 4.53% | 4.579% | 46.45739 |
| H | MTT | 179.350 | 9.60 | - | DDD | - | - | - | - | - | Yfoqe | Zqqex | 85-90 | 85 | 3.70% | 3.729% | 65.85318 |
| M | TGI | 222.100 | 6.80 | - | Z | - | - | - | - | - | Romtv | Ezbaz | 135 | 135 | 4.19% | 4.229% | 12.86820 |
| Q | KXN | 98.620 | 6.60 | - | ZZ | - | - | - | - | - | Ltzjn | Lruod | 325-350 | 310 | 5.90% | 5.979% | 32.99739 |
Tranche Comments
H: Registration: 144Z/Wrl R;
M: Registration: 144T/Nby G;
N: Registration: 144K/Ovo V;
Q: Registration: 144Q/Anj V;
Pricing Speed
15% WNT cf 15% Wjyy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | ILD | 150.600 | 5.51 | - | C | - | - | - | - | - | Rpmls | Uiiwg | - | 140 | 3.27% | 3.301% | 91.35833 |
| U | NIG | 3.430 | 7.23 | - | QQ | - | - | - | - | - | Yuuno | Iliep | - | 425 | 6.07% | 6.151% | 67.61230 |
| B | UQA | 41.360 | 9.38 | - | FFF | - | - | - | - | - | Kltuv | Jclfd | - | 225 | 4.11% | 4.151% | 56.90373 |
Tranche Comments
E: Registration: 144T Shtz;
B: Registration: 144V Rdth;
U: Registration: 144N Cjpy;
Pricing Speed
15 ACO fzfpfich xosokzfpfi
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | BWJ | 36.900 | 9.25 | - | ZZZ+ | - | - | VVV | - | - | Qhhag | Irkdi | - | 223 | 3.37% | 3.400% | 41.56706 |
| E | OIL | 112.900 | 5.67 | - | U+ | - | - | U | - | - | Waytj | Lmyay | - | 193 | 3.08% | 3.100% | 51.17792 |
Tranche Comments
E: First Pay: 2016-12-20; Registration: 144P/Ici U;
J: First Pay: 2016-12-20; Registration: 144J/Vhl F;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | IOG | 666.170 | 8.34 | - | HH- | - | - | GG- | - | - | Ffzsm | Ejfcl | - | 170 | 2.99% | 3.018% | 23.65764 |
| V | XAO | 97.100 | 6.68 | - | O- | - | - | M- | - | - | Hslsm | Hmyoe | - | 225 | 3.54% | 3.568% | 47.59197 |
Tranche Comments
Y: Registration: 144F Pael;
V: Registration: 144J Tgsc;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | IOU | 658.660 | 7.87 | - | LL- | - | - | NN- | - | - | Fozaj | Cvmgg | - | 140 | 2.73% | 2.749% | 72.22498 |
| O | ZCW | 94.840 | 3.88 | - | D | - | - | G | - | - | Roqir | Glzzh | - | 185 | 3.17% | 3.199% | 67.85631 |
Tranche Comments
D: Registration: 144U Dpqa;
O: Registration: 144C Vgam;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | YSJ | 824.850 | 8.96 | - | L+ | AA- | - | - | - | - | Qjkxd | Llkwc | 130y | 130 | 2.54% | 2.557% | - |
| B | KEL | 31.740 | 6.17 | - | O- | G | - | - | - | - | Cfjbf | Kzkms | 175h | 175 | 2.98% | 3.007% | - |
Tranche Comments
E: Registration: 144D Mdgd;
B: Registration: 144P Majb;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | MXP | 208.880 | 2.81 | - | LL | - | - | - | - | - | Qfwez | Yztod | - | 160 | 2.27% | 2.288% | 60.65509 |
| K | EXR | 13.290 | 9.31 | - | H+ | - | - | - | - | - | Bcugz | Grcvq | - | 195 | 2.62% | 2.638% | 99.50959 |
Tranche Comments
W: Registration: 144S Jjoc;
K: Registration: 144X Azgo;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | PGI | 96.410 | 2.69 | - | N+ | - | - | - | - | - | Dasnz | Ywgep | - | 145 | 1.95% | 1.964% | 84.69269 |
| P | AFD | 9.550 | 8.53 | - | R | - | - | - | - | - | Bnvyb | Ydhdu | - | 240 | 2.89% | 2.683% | 25.10934 |