INITIAL PRICING: BANK, 2019-BNK24

  Class Amt $mln Sub Level % Avg Life (yrs) Rating Fitch Rating Moody’s Rating Kroll Price % Yield % Final Pricing (bp) Bnch mrk A-2 25560 3000 471 AAA Aaa AAA 100996 6027 +151 J-spread A-3 33363 3000 486 AAA Aaa AAA 102998 6025 +153...

  Class Amt $mln Sub Level % Avg Life (yrs) Rating S&P Rating Fitch Rating Kroll Price % Yield % Final Pricing (bp) Bnch mrk A-1 197 3000 268 AAA AAA AAA 99913 6064 +1274 J-spread A-2 10013 3000 487 AAA AAA AAA 101115 6143 +170 J-spread A-3...

  Class Amt $mln Sub Level % Avg Life (yrs) Rating Fitch Rating Kroll Rating Moody’s Price % Yield % Final Pricing (bp) Bnch mrk A-1 651 3000 271 AAA AAA Aaa 100000 5598 +135 J-spread A-2 5430 3000 488 AAA AAA Aaa 102998 6041 +175...

  Class Amt $mln Sub Level % Avg Life (yrs) Rating Fitch Rating Kroll Rating S&P Price % Yield % Final Pricing (bp) Bnch mrk A-1 071 3000 234 AAA AAA AAA 100000 6394 +160 J-spread A-3 53570 3000 479 AAA AAA AAA 103000 5824 +160 J-spread A-S...

  Class Amt $mln Sub Level % Avg Life (yrs) Rating S&P Rating Fitch Rating Kroll Price % Yield % Final Pricing (bp) Bnch mrk A-1 208 3000 253 AAA AAA AAA 100000 5928 +1395 J-spread A-2 20000 3000 473 AAA AAA AAA 101000 5666 +162 J-spread...

  Class Amt $mln Sub Level % Avg Life (yrs) Rating S&P Rating Fitch Rating Kroll Price % Yield % Final Pricing (bp) Bnch mrk A-1 766 3000 245 AAA AAA AAA 100000 6004 +145 J-spread A-2 20128 3000 486 AAA AAA AAA 102804 6019 +200 J-spread A-4...

  Class Amt $mln Sub Level % Avg Life (yrs) Rating Fitch Rating Kroll Rating Moody’s Price % Yield % Final Pricing (bp) Bnch mrk A-1 530 3000 257 AAA AAA Aaa 99998 6171 +150 J-spread A-2-1 2200 3000 477 AAA AAA Aaa 100997 5967 +178...

  Class Amt $mln Sub Level % Avg Life (yrs) Rating S&P Rating Fitch Rating Kroll Price % Yield % Final Pricing (bp) Bnch mrk A-1 463 3000 260 AAA AAA AAA 100000 5836 +140 J-spread A-2 14920 3000 489 AAA AAA AAA 101875 5954 +200 J-spread A-3...

  Class Amt $mln Sub Level % Avg Life (yrs) Rating Fitch Rating Kroll Rating S&P Price % Yield % Final Pricing (bp) Bnch mrk A-1 1289 3000 255 AAA AAA AAA 100000 5710 +152 J-spread A-2 11109 3000 485 AAA AAA AAA 103000 5816 +200 J-spread...

  Class Amt $mln Sub Level % Avg Life (yrs) Rating Fitch Rating Kroll Rating Moody’s Price % Yield % Final Pricing (bp) Bnch mrk A-1 244 3000 293 AAA AAA Aaa 99999 5521 +171 P-spread A-2 10169 3000 490 AAA AAA Aaa 102997 5757 +225...