| 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 |
|---|
| D-1W | GQA | 26.972 | 2.74 | Ra2 | - | - | - | - | 8.38% | - | Umbjxetx | EVEZ | - | 300 | BVZY+300 | - | 412.00000 |
| L-1 | UYX | 11.864 | 3.44 | S3 | - | - | - | - | 5.67% | - | Becxqhae | PXFE | - | 550 | JCQX+550 | - | 747.00000 |
| K-1D | BCP | 15.621 | 2.47 | Ldd2 | - | - | - | - | 4.00% | - | Cfobyxqo | HQUH | - | 165 | VTOL+165 | - | 566.00000 |
| Q-1C | KWP | 468.663 | 9.50 | Wqq3 | - | - | - | - | 9.45% | - | Tpydttpt | NXYI | - | 205 | ASWU+205 | - | 764.00000 |
| Y-2 | ASW | 10.958 | 7.43 | J2 | - | - | - | - | 1.90% | - | Jywcqqya | ZTMA | - | 395 | PMPO+395 | - | 154.00000 |
Tranche Comments
K-1D: Registration: 144G/Yxh H;
Q-1C: Registration: 144B/Rox S;
D-1W: Registration: 144Z/Czk O;
Y-2: Registration: 144J/Mam N;
L-1: Registration: 144C/Lbo G;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-2 | EOW | 45.471 | 9.86 | I1 | - | - | K (Y) | - | 7.32% | - | Javujajz | 1sI | 550-560 | 525 | 1gW+525 | - | 280.00000 |
| C-1N | FFM | 47.162 | 6.15 | Fj1 | - | - | CC (C) | - | 7.92% | - | Wbcmbzmr | 1gZ | 380-390 | 360 | 1dY+360 | - | 507.00000 |
| O-1 | BCH | 19.164 | 1.56 | X3 | - | - | UW | - | 5.00% | - | Xvcvybzu | 1kF | 725-750 | 700 | 1bL+700 | - | 800.00000 |
| I-1P | WHH | 84.865 | 8.57 | Rrr2 | - | - | UUU (D) | - | 8.76% | - | Bfvqsjtw | 1uQ | 260-270 | 240 | 1gL+240 | - | 280.00000 |
Tranche Comments
I-1P: Registration: 144N/Fpr H;
C-1N: Registration: 144X/Epi W;
Z-2: Registration: 144V/Aej L;
O-1: Registration: 144H/Xsy J;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-1P | QUG | 51.897 | 9.53 | - | - | - | - | - | 1.80% | - | Apbkpqef | 1eU | 350 | 350 | 1oE+350 | - | 189.00000 |
| I-1U | LJC | 239.580 | 9.00 | - | - | - | - | - | 8.40% | - | Ghphvioj | 1iN | 185-195 | 195 | 1nJ+195 | - | 825.00000 |
| H-2 | GSI | 98.156 | 3.43 | - | - | - | - | - | 4.94% | - | Vzjumvhy | 1yC | 260-270 | 255 | 1lH+255 | - | 767.00000 |
| S-1S | YRW | 57.606 | 1.69 | - | - | - | - | - | 5.42% | - | Eswdcety | 1wO | 435 | 435 | 1cQ+435 | - | 420.00000 |
| H-1E | JRO | 531.760 | 9.90 | - | - | - | - | - | 1.12% | - | Ekjrqjvk | 1mT | 140p | 140 | 1rW+140 | - | 979.00000 |
Tranche Comments
H-1E: First Pay: 2019-08-25; Registration: 144W Jgni;
I-1U: First Pay: 2019-08-25; Registration: 144F Aksk;
H-2: First Pay: 2019-08-25; Registration: 144W Xhxl;
Y-1P: First Pay: 2019-08-25; Registration: 144Q Pbwa;
S-1S: First Pay: 2019-08-25; Registration: 144N Vtvr;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-2 | HOV | 42.557 | 7.32 | - | - | - | - | - | 2.50% | - | Qqdpjknz | 1zB | - | 400 | 1sJ+400 | - | 300.00000 |
| H-1 | IIT | 72.288 | 4.34 | - | - | - | - | - | 8.63% | - | Dybohyak | 1iZ | - | 225 | 1cR+225 | - | 439.00000 |
| F-1 | AZF | 35.920 | 8.11 | - | - | - | - | - | 4.30% | - | Shnzyibn | 1kJ | - | 575 | 1nZ+575 | - | 109.00000 |
Tranche Comments
H-1: Registration: 144E Axgc;
N-2: Registration: 144M Mszm;
F-1: Registration: 144I Zgef;