| 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 |
|---|
| K-2 | AMZ | 18.419 | 3.47 | B2 | - | - | - | - | 8.80% | - | Pyyalkwr | UOIA | - | 395 | GCUX+395 | - | 517.00000 |
| C-1R | NSM | 83.220 | 3.15 | Gee2 | - | - | - | - | 3.00% | - | Euylazrq | EKUI | - | 165 | ZBSZ+165 | - | 459.00000 |
| K-1 | TIZ | 82.739 | 9.96 | R3 | - | - | - | - | 1.85% | - | Vyhkdpxt | XLCC | - | 550 | PPNH+550 | - | 631.00000 |
| M-1E | KYN | 77.976 | 8.50 | Ky2 | - | - | - | - | 1.19% | - | Leufqtpe | LEGL | - | 300 | DNNY+300 | - | 203.00000 |
| W-1K | XIE | 332.325 | 2.10 | Tii3 | - | - | - | - | 3.40% | - | Nkhzmwjm | LMTJ | - | 205 | EGEU+205 | - | 113.00000 |
Tranche Comments
C-1R: Registration: 144N/Kxo G;
W-1K: Registration: 144Q/Ivx X;
M-1E: Registration: 144K/Arv E;
K-2: Registration: 144P/Qfp J;
K-1: Registration: 144Y/Npw G;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-2 | CKD | 53.369 | 8.21 | H1 | - | - | I (O) | - | 6.81% | - | Eeoeciwk | 1xG | 550-560 | 525 | 1yC+525 | - | 206.00000 |
| N-1F | BPW | 45.758 | 4.65 | Ou1 | - | - | VV (E) | - | 6.95% | - | Wvyulorr | 1gD | 380-390 | 360 | 1dJ+360 | - | 746.00000 |
| F-1N | KIL | 17.175 | 6.84 | Pmm2 | - | - | ZZZ (A) | - | 7.31% | - | Vsulktiw | 1vR | 260-270 | 240 | 1vV+240 | - | 300.00000 |
| Y-1 | GPG | 26.390 | 9.49 | P3 | - | - | PS | - | 9.00% | - | Abrlumko | 1qJ | 725-750 | 700 | 1zC+700 | - | 512.00000 |
Tranche Comments
F-1N: Registration: 144A/Fdd A;
N-1F: Registration: 144F/Fpn A;
I-2: Registration: 144T/Kru K;
Y-1: Registration: 144B/Lzt A;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-1O | MRH | 466.290 | 5.00 | - | - | - | - | - | 9.41% | - | Nxdojbhs | 1mJ | 185-195 | 195 | 1kI+195 | - | 216.00000 |
| U-2 | OQH | 10.396 | 6.75 | - | - | - | - | - | 5.33% | - | Ufexssnv | 1zB | 260-270 | 255 | 1zP+255 | - | 636.00000 |
| V-1T | BEQ | 450.960 | 4.30 | - | - | - | - | - | 4.19% | - | Edhzwymy | 1oV | 140q | 140 | 1rZ+140 | - | 371.00000 |
| A-1A | LYO | 11.914 | 1.44 | - | - | - | - | - | 7.17% | - | Azhsddxq | 1sP | 435 | 435 | 1aH+435 | - | 501.00000 |
| D-1T | YLW | 78.871 | 3.92 | - | - | - | - | - | 7.30% | - | Gydjhdah | 1rJ | 350 | 350 | 1vM+350 | - | 259.00000 |
Tranche Comments
V-1T: First Pay: 2019-08-25; Registration: 144N Sbxk;
I-1O: First Pay: 2019-08-25; Registration: 144Y Fjru;
U-2: First Pay: 2019-08-25; Registration: 144Z Fibo;
D-1T: First Pay: 2019-08-25; Registration: 144G Gfgq;
A-1A: First Pay: 2019-08-25; Registration: 144J Ugkw;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-1 | XQU | 14.330 | 1.48 | - | - | - | - | - | 8.49% | - | Ikycyhsq | 1bM | - | 225 | 1bP+225 | - | 434.00000 |
| W-1 | LOA | 81.530 | 9.17 | - | - | - | - | - | 2.20% | - | Xqedabtf | 1dG | - | 575 | 1jQ+575 | - | 601.00000 |
| C-2 | CFP | 97.682 | 8.66 | - | - | - | - | - | 6.80% | - | Rolkbocu | 1xI | - | 400 | 1uC+400 | - | 537.00000 |
Tranche Comments
L-1: Registration: 144T Mnus;
C-2: Registration: 144W Ynze;
W-1: Registration: 144V Vojs;