INITIAL PRICING: BANK, 2019-BNK21

Class Amt $mln Sub Level% Avg Life (yrs) Rating Moody’s Rating Fitch Rating Kroll Pricing % Yield% Final Pricing (bp) Bnch mark A-1 396 3000 246 Aaa AAA AAA 99998 4073 +125 swaps A-2 9337 3000 493 Aaa AAA AAA 102992 4059 +125 swaps A-SB 594...

Class Amt $mln Sub Level% Avg Life (yrs) Rating S&P Rating Fitch Rating DBRS MStar Price % Yield% Final Pricing (bp) Bnch mark A-1 1500 3000 259 AAA AAA AAA 100000 3989 +120 p-spread A-2 10800 3000 486 AAA AAA AAA 102580 4008 +125 p-spread A-3...

Class Amt $mln Sub Level% Avg Life (yrs) Rating Fitch Rating Moody’s Rating Kroll Pricing % Yield% Final Pricing (bp) Bnch mark A-1 776 3000 320 AAA Aaa AAA 99998 3772 +120 P spread A-2 7410 3000 493 AAA Aaa AAA 102996 3767 +122 P spread A-SB...

Class Amt $mln Sub Level% Avg Life (yrs) Rating Moody’s Rating Fitch Rating DBRS Price % Yield% Final Pricing (bp) Bnch mark A-1 682 3000 254 Aaa AAA AAA 99998 3965 +110 P-spread A-2 3229 3000 477 Aaa AAA AAA 102249 3984 +115 P-spread A-3-1...

Class Amt $mln Sub Level% Avg Life (yrs) Rating Fitch Rating S&P Rating DBRS Pricing % Yield% Final Pricing (bp) Bnch mark A-1 1340 3000 294 AAA AAA AAA 100000 3823 +124 P spread A-SB 1870 3000 743 AAA AAA AAA 100749 3735 +121 P spread A-3 33500...

Class Amt $mln Sub Level% Avg Life (yrs) Rating Fitch Rating Kroll Rating Moody’s Pricing % Yield% Final Pricing (bp) Bnch mark A-1 584 3000 249 AAA AAA Aaa 99999 3510 +110 swaps A-2 3746 3000 487 AAA AAA Aaa 99997 3585 +125 swaps A-SB 1079...

Class Amt $mln Sub Level% Avg Life (yrs) Rating S&P Rating Fitch Rating DBRSMStar Price % Yield% Final Pricing (bp) Bnch mark A-1 1331 3000 266 AAA AAA AAA 99999 3023 +70 P-spread A-2 11478 3000 477 AAA AAA AAA 102527 3302 +105 P-spread A-SB...

Class Amt $mln Sub Level% Avg Life (yrs) Rating Fitch Rating Kroll Rating S&P Pricing % Yield% Final Pricing (bp) Bnch mark A-1 872 3000 264 AAA AAA AAA 99999 3144 +80 swaps A-2 2876 3000 469 AAA AAA AAA 101439 3507 +115 swaps A-3 1917 3000 677...

Class Amt $mln Sub Level% Avg Life (yrs) Rating S&P Rating Fitch Rating Kroll Pricing % Yield% Final Pricing (bp) P-spread Final Pricing (bp) J-spread A-1 1290 3000 271 AAA AAA AAA 99998 2864 +70 +58 A-2 7560 3000 467 AAA AAA AAA 101997 3138...

Class Amt $mln Sub Level% Avg Life (yrs) Rating Fitch Rating Kroll Rating S&P Pricing % Yield% Final Pricing (bp) Bnch mark A-1 1175 3000 290 AAA AAA AAA 100000 2358 +60 P spread A-2 686 3000 501 AAA AAA AAA 102997 2718 +83 P spread A-SB 2073...