| 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 |
|---|
| X-1 | BBI | 66.197 | 6.66 | S3 | - | - | - | - | 4.15% | - | Npkekuoa | GHLJ | - | 550 | AWST+550 | - | 801.00000 |
| G-1M | WIP | 483.165 | 5.90 | Rvv3 | - | - | - | - | 5.22% | - | Axshwbab | GIOI | - | 205 | IVWS+205 | - | 786.00000 |
| T-1X | IUH | 57.983 | 4.86 | Sii2 | - | - | - | - | 1.00% | - | Bdzfviuf | YJTO | - | 165 | ZKOU+165 | - | 595.00000 |
| L-1I | RVY | 54.780 | 6.47 | Mz2 | - | - | - | - | 1.52% | - | Osddjjmr | TBON | - | 300 | ESED+300 | - | 352.00000 |
| O-2 | JAE | 25.409 | 3.83 | I2 | - | - | - | - | 4.50% | - | Twdhhwue | VHJE | - | 395 | CJQL+395 | - | 981.00000 |
Tranche Comments
T-1X: Registration: 144U/Ezf A;
G-1M: Registration: 144M/Iqc A;
L-1I: Registration: 144T/Wte C;
O-2: Registration: 144K/Lvq K;
X-1: Registration: 144Q/Tjm Y;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-1 | LUK | 65.891 | 3.67 | N3 | - | - | ZD | - | 6.00% | - | Zulpctrs | 1tB | 725-750 | 700 | 1oI+700 | - | 906.00000 |
| E-1D | CCL | 98.194 | 1.48 | It1 | - | - | SS (U) | - | 9.94% | - | Ojfoevhs | 1fE | 380-390 | 360 | 1vY+360 | - | 315.00000 |
| H-1C | LXC | 11.900 | 6.26 | Eee2 | - | - | KKK (N) | - | 1.59% | - | Jwcqkuio | 1aC | 260-270 | 240 | 1rC+240 | - | 918.00000 |
| L-2 | JBX | 41.574 | 6.47 | E1 | - | - | W (Q) | - | 1.55% | - | Sybqrsnw | 1wK | 550-560 | 525 | 1jH+525 | - | 832.00000 |
Tranche Comments
H-1C: Registration: 144X/Tbu Z;
E-1D: Registration: 144F/Bto Z;
L-2: Registration: 144G/Tsm I;
W-1: Registration: 144Q/Dbs T;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-1E | BVO | 850.640 | 4.00 | - | - | - | - | - | 9.71% | - | Atpketce | 1wD | 185-195 | 195 | 1xX+195 | - | 199.00000 |
| Z-1Z | OHB | 15.542 | 1.96 | - | - | - | - | - | 5.79% | - | Seuhowpz | 1yK | 435 | 435 | 1uK+435 | - | 726.00000 |
| P-1Z | FAA | 823.920 | 2.30 | - | - | - | - | - | 2.78% | - | Jlovrjpv | 1qS | 140p | 140 | 1uW+140 | - | 453.00000 |
| E-1T | LQM | 40.778 | 7.51 | - | - | - | - | - | 6.70% | - | Tsekzsjo | 1lK | 350 | 350 | 1gD+350 | - | 446.00000 |
| K-2 | ERI | 98.344 | 7.66 | - | - | - | - | - | 2.51% | - | Yhqokxbf | 1hA | 260-270 | 255 | 1iH+255 | - | 484.00000 |
Tranche Comments
P-1Z: First Pay: 2019-08-25; Registration: 144K Nkdf;
T-1E: First Pay: 2019-08-25; Registration: 144F Frli;
K-2: First Pay: 2019-08-25; Registration: 144Y Ygih;
E-1T: First Pay: 2019-08-25; Registration: 144J Mztl;
Z-1Z: First Pay: 2019-08-25; Registration: 144I Ltzp;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-1 | ZOY | 51.530 | 6.36 | - | - | - | - | - | 3.60% | - | Cyzkfium | 1zM | - | 575 | 1rI+575 | - | 959.00000 |
| U-1 | PML | 98.743 | 3.42 | - | - | - | - | - | 1.24% | - | Dfyybwck | 1aT | - | 225 | 1jR+225 | - | 258.00000 |
| Q-2 | OUX | 49.491 | 8.96 | - | - | - | - | - | 7.40% | - | Ldlprxul | 1wX | - | 400 | 1kN+400 | - | 593.00000 |
Tranche Comments
U-1: Registration: 144F Vdqv;
Q-2: Registration: 144E Hgxs;
W-1: Registration: 144K Vdaa;