| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 256.000 | - | Aaa | NR | AAA | - | - | 36.00% | - | Floating | 3mL | - | 150 | 3mL+150 | - | 100.00000 |
| B-1 | USD | 35.200 | - | Aa2 | NR | NR | - | - | 24.20% | - | Floating | 3mL | - | 215 | 3mL+215 | - | 100.00000 |
| B-2 | USD | 12.000 | - | Aa2 | NR | NR | - | - | 24.20% | - | Fixed | Swaps | - | 215 | 4.849% | - | - |
| C | USD | 16.400 | - | A2 | NR | NR | - | - | 20.10% | - | Floating | 3mL | - | 300 | 3mL+300 | - | 100.00000 |
| D | USD | 22.000 | - | Baa3 | NR | NR | - | - | 14.60% | - | Floating | 3mL | - | 400 | 3mL+400 | - | 100.00000 |
| E | USD | 20.000 | - | Ba3 | NR | NR | - | - | 9.60% | - | Floating | 3mL | - | 700 | 3mL+700 | - | 100.00000 |
| Sub | USD | 44.000 | - | NR | NR | NR | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
A: First Pay: 2019-07-16; Registration: 144A Only;
B-1: First Pay: 2019-07-16; Registration: 144A Only;
B-2: First Pay: 2019-07-16; Registration: 144A Only;
C: First Pay: 2019-07-16; Registration: 144A Only;
D: First Pay: 2019-07-16; Registration: 144A Only;
E: First Pay: 2019-07-16; Registration: 144A Only;
Sub: First Pay: 2019-07-16; Registration: 144A Only;
Deal Comments
Credit enhancement levels are based on $400.0mm target portfolio par. The Class A Notes will be issued in loan format.
Reinvestment Period (YRS)
5
AllReportsSurveillanceOther