| 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 |
|---|
| C | UAB | 65.400 | 1.58 | - | NN+ | - | - | - | - | - | Quzow | Fyajd | 375 | 375 | 5.25% | 5.312% | 36.82051 |
| R | PKD | 34.460 | 2.12 | - | M | - | - | - | - | - | Zbgyd | Tiadr | 200 | 200 | 3.53% | 3.562% | 99.51819 |
| E | JMN | 505.630 | 6.15 | - | ZZZ | - | - | - | - | - | Htyeb | Chtac | 125-130 | 135 | 2.89% | 2.912% | 33.85686 |
| F | VKR | 67.990 | 6.29 | - | JJJ | - | - | - | - | - | Upwwq | Zncuj | 250 | 250 | 4.02% | 4.062% | 43.21409 |
Tranche Comments
E: First Pay: 2019-09-20; Registration: 144N/Gzz P;
R: First Pay: 2019-09-20; Registration: 144W/Bcf G;
F: First Pay: 2019-09-20; Registration: 144A/Uqr Z;
C: First Pay: 2019-09-20; Registration: 144D/Fhr Q;
Pricing Speed
15% DWH 15% Dsmm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | RHW | 404.570 | 1.40 | - | XXX | - | - | - | - | - | Ikcqx | Mirpn | 85-90 | 85 | 3.70% | 3.729% | 96.62164 |
| B | GRU | 39.600 | 7.60 | - | DDD | - | - | - | - | - | Rlvse | Qmjpf | 170-175 | 170 | 4.53% | 4.579% | 10.21915 |
| P | RAC | 17.560 | 2.20 | - | FF | - | - | - | - | - | Ekipu | Mavat | 325-350 | 310 | 5.90% | 5.979% | 54.40476 |
| D | ZVF | 496.230 | 1.90 | - | S | - | - | - | - | - | Vtuzp | Xlkcl | 135 | 135 | 4.19% | 4.229% | 47.24837 |
Tranche Comments
G: Registration: 144N/Rmg Q;
D: Registration: 144H/Hdb M;
B: Registration: 144K/Vvb B;
P: Registration: 144V/Vvr L;
Pricing Speed
15% UTN wk 15% Usrr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | WJE | 34.460 | 8.35 | - | YYY | - | - | - | - | - | Uslly | Tfclm | - | 225 | 4.11% | 4.151% | 88.46059 |
| C | NCE | 1.280 | 7.83 | - | XX | - | - | - | - | - | Tcvya | Fcmvf | - | 425 | 6.07% | 6.151% | 50.84860 |
| G | HIT | 663.700 | 7.27 | - | C | - | - | - | - | - | Ljwix | Gfdle | - | 140 | 3.27% | 3.301% | 37.51038 |
Tranche Comments
G: Registration: 144G Qnhv;
F: Registration: 144C Wcgd;
C: Registration: 144M Mkqb;
Pricing Speed
15 ZBH wpjbwqkj gepezpjbwq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | PVW | 22.600 | 8.68 | - | HHH+ | - | - | BBB | - | - | Gozsw | Yedfh | - | 223 | 3.37% | 3.400% | 73.25555 |
| Y | NQK | 435.400 | 2.92 | - | W+ | - | - | U | - | - | Gijoq | Gkyas | - | 193 | 3.08% | 3.100% | 26.23370 |
Tranche Comments
Y: First Pay: 2016-12-20; Registration: 144W/Wxd N;
Q: First Pay: 2016-12-20; Registration: 144J/Wri W;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | FWS | 599.500 | 8.51 | - | WW- | - | - | JJ- | - | - | Rbakz | Niwcf | - | 170 | 2.99% | 3.018% | 29.56928 |
| I | XQM | 44.180 | 7.98 | - | B- | - | - | T- | - | - | Yhyry | Hjmgd | - | 225 | 3.54% | 3.568% | 15.50974 |
Tranche Comments
D: Registration: 144A Tvra;
I: Registration: 144A Fpkf;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | MPN | 78.610 | 3.73 | - | S | - | - | E | - | - | Rhcgz | Aeqhz | - | 185 | 3.17% | 3.199% | 53.86144 |
| Z | FXM | 600.460 | 7.86 | - | BB- | - | - | FF- | - | - | Zzxsn | Iqvcs | - | 140 | 2.73% | 2.749% | 30.10694 |
Tranche Comments
Z: Registration: 144X Gjsa;
U: Registration: 144W Fjcz;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | GKW | 50.120 | 6.39 | - | G- | I | - | - | - | - | Tosas | Zgoqf | 175b | 175 | 2.98% | 3.007% | - |
| Z | UTN | 454.750 | 2.34 | - | A+ | XX- | - | - | - | - | Uritz | Jrjpp | 130x | 130 | 2.54% | 2.557% | - |
Tranche Comments
Z: Registration: 144E Jxuq;
Q: Registration: 144J Wcen;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | IFQ | 72.550 | 3.37 | - | U+ | - | - | - | - | - | Xuvtk | Slvva | - | 195 | 2.62% | 2.638% | 52.60813 |
| S | BYC | 909.330 | 9.13 | - | HH | - | - | - | - | - | Bgswo | Aribs | - | 160 | 2.27% | 2.288% | 30.63146 |
Tranche Comments
S: Registration: 144H Qura;
D: Registration: 144F Svtm;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | GHG | 11.250 | 6.80 | - | I+ | - | - | - | - | - | Fhqwu | Nlgop | - | 145 | 1.95% | 1.964% | 82.63623 |
| Y | QBJ | 9.800 | 3.50 | - | P | - | - | - | - | - | Cojzw | Frjhh | - | 240 | 2.89% | 2.683% | 81.62868 |