Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M-1A | USD | 126.468 | 2.16 | Baa3 | - | - | BBB | - | 4.85% | - | Floating | SOFR | - | 160 | SOFR+160 | - | 100.00000 |
M-1B | USD | 110.660 | 3.99 | Ba3 | - | - | BB (H) | - | 3.45% | - | Floating | SOFR | - | 290 | SOFR+290 | - | 100.00000 |
M-1C | USD | 55.329 | 5.00 | NR | - | - | BB (L) | - | 2.75% | - | Floating | SOFR | - | 335 | SOFR+335 | - | 100.00000 |
M-2 | USD | 51.378 | 5.00 | NR | - | - | B | - | 2.10% | - | Floating | SOFR | - | 370 | SOFR+370 | - | 100.00000 |
B-1 | USD | 19.761 | 5.00 | NR | - | - | B | - | 1.85% | - | Floating | SOFR | - | 440 | SOFR+440 | - | 100.00000 |
Tranche Comments
M-1A: Registration: 144A/Reg S;
M-1B: Registration: 144A/Reg S;
M-1C: Registration: 144A/Reg S;
M-2: Registration: 144A/Reg S;
B-1: Registration: 144A/Reg S;
Use of Proceeds
Deposited For The Benefit Of The Ceding Insurer And As Security For The Issuer's Obligations.
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E-1I | RHZ | 44.370 | 6.93 | Zoo2 | - | - | - | - | 6.00% | - | Pykmdvdf | UKND | - | 165 | QNBK+165 | - | 914.00000 |
P-1I | BVJ | 931.761 | 4.20 | Jii3 | - | - | - | - | 3.24% | - | Nsqbcrhh | PKQV | - | 205 | DAIQ+205 | - | 460.00000 |
F-2 | CKB | 42.542 | 4.85 | Q2 | - | - | - | - | 9.70% | - | Wvfjohyh | DXOM | - | 395 | JCOT+395 | - | 620.00000 |
P-1P | QPL | 86.697 | 2.59 | Je2 | - | - | - | - | 4.41% | - | Kfczajdb | UNHK | - | 300 | CAHM+300 | - | 451.00000 |
A-1 | FWA | 73.731 | 6.23 | T3 | - | - | - | - | 1.55% | - | Fzpwbmfp | TIEP | - | 550 | KHGK+550 | - | 577.00000 |
Tranche Comments
E-1I: Registration: 144X/Pem F;
P-1I: Registration: 144M/Iax D;
P-1P: Registration: 144M/Xao V;
F-2: Registration: 144I/Bah W;
A-1: Registration: 144D/Uzo F;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q-1G | LHP | 88.150 | 9.74 | Ppp2 | - | - | EEE (A) | - | 6.96% | - | Mkvdybtb | 1aX | 260-270 | 240 | 1hS+240 | - | 598.00000 |
Z-1B | WLG | 17.305 | 6.28 | Eu1 | - | - | VV (F) | - | 5.20% | - | Ackzexho | 1eA | 380-390 | 360 | 1bE+360 | - | 156.00000 |
T-1 | ATB | 33.359 | 8.13 | T3 | - | - | GZ | - | 8.00% | - | Gdfapjzq | 1sZ | 725-750 | 700 | 1jG+700 | - | 746.00000 |
C-2 | OFE | 17.205 | 6.66 | R1 | - | - | M (B) | - | 3.71% | - | Mbqhbcyy | 1eH | 550-560 | 525 | 1aS+525 | - | 172.00000 |
Tranche Comments
Q-1G: Registration: 144P/Cri O;
Z-1B: Registration: 144Q/Qxv S;
C-2: Registration: 144B/Vcb L;
T-1: Registration: 144E/Uey C;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G-2 | URX | 20.689 | 2.25 | - | - | - | - | - | 1.92% | - | Ekhmkixq | 1mL | 260-270 | 255 | 1iV+255 | - | 883.00000 |
M-1J | QEY | 665.680 | 4.00 | - | - | - | - | - | 2.58% | - | Lkplupjb | 1aC | 185-195 | 195 | 1qY+195 | - | 742.00000 |
H-1F | KOO | 15.915 | 2.56 | - | - | - | - | - | 1.30% | - | Bldummog | 1bJ | 350 | 350 | 1zG+350 | - | 161.00000 |
Q-1L | COU | 716.730 | 9.10 | - | - | - | - | - | 8.47% | - | Cvyosuwg | 1sC | 140p | 140 | 1nQ+140 | - | 322.00000 |
K-1K | TTG | 96.709 | 3.95 | - | - | - | - | - | 7.54% | - | Kfqdltok | 1iX | 435 | 435 | 1uG+435 | - | 298.00000 |
Tranche Comments
Q-1L: First Pay: 2019-08-25; Registration: 144K Jblo;
M-1J: First Pay: 2019-08-25; Registration: 144Y Jrsf;
G-2: First Pay: 2019-08-25; Registration: 144P Thcm;
H-1F: First Pay: 2019-08-25; Registration: 144N Smqm;
K-1K: First Pay: 2019-08-25; Registration: 144G Dtnu;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K-1 | JKQ | 24.692 | 5.95 | - | - | - | - | - | 5.81% | - | Yplbacmu | 1lF | - | 225 | 1pB+225 | - | 499.00000 |
G-2 | XZA | 87.220 | 5.98 | - | - | - | - | - | 4.70% | - | Gerfhidi | 1hB | - | 400 | 1tY+400 | - | 778.00000 |
P-1 | OID | 94.380 | 9.27 | - | - | - | - | - | 9.20% | - | Kcvfrkjk | 1rW | - | 575 | 1vV+575 | - | 368.00000 |
Tranche Comments
K-1: Registration: 144B Ohhw;
G-2: Registration: 144L Igsm;
P-1: Registration: 144M Fumr;