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 |
---|
Y-1 | CRJ | 99.218 | 2.80 | G3 | - | - | - | - | 7.41% | - | Avmzkqmk | TXQR | - | 550 | DSLY+550 | - | 522.00000 |
L-1L | WLD | 112.679 | 3.60 | Qss3 | - | - | - | - | 2.18% | - | Dvrqxjzq | YNNB | - | 205 | DEIJ+205 | - | 909.00000 |
A-1T | VEC | 99.166 | 4.35 | Mg2 | - | - | - | - | 7.48% | - | Yswcoupk | LSQV | - | 300 | SDAC+300 | - | 833.00000 |
S-2 | CCI | 16.862 | 1.95 | Q2 | - | - | - | - | 4.80% | - | Mrkjvkmq | IAOM | - | 395 | ZGKN+395 | - | 555.00000 |
F-1L | ATP | 28.960 | 5.61 | Uww2 | - | - | - | - | 3.00% | - | Qbpoqhol | AZTM | - | 165 | KBHC+165 | - | 180.00000 |
Tranche Comments
F-1L: Registration: 144Y/Dbd I;
L-1L: Registration: 144V/Wmq D;
A-1T: Registration: 144M/Yxf C;
S-2: Registration: 144A/Xjs W;
Y-1: Registration: 144K/Zqp Z;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W-1Q | UAT | 62.912 | 9.34 | Oe1 | - | - | WW (P) | - | 6.59% | - | Rlszuhfl | 1yF | 380-390 | 360 | 1kA+360 | - | 590.00000 |
S-1H | MEO | 41.134 | 2.54 | Eyy2 | - | - | EEE (H) | - | 2.28% | - | Szvzddvk | 1cI | 260-270 | 240 | 1dY+240 | - | 979.00000 |
D-1 | PGQ | 15.858 | 6.36 | S3 | - | - | DX | - | 1.00% | - | Dssykdhw | 1vL | 725-750 | 700 | 1mC+700 | - | 244.00000 |
O-2 | FGW | 39.325 | 5.10 | V1 | - | - | N (F) | - | 5.23% | - | Teuuhqlx | 1cN | 550-560 | 525 | 1oI+525 | - | 577.00000 |
Tranche Comments
S-1H: Registration: 144I/Esk G;
W-1Q: Registration: 144E/Hvo C;
O-2: Registration: 144U/Uuq X;
D-1: Registration: 144A/Jwp Q;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E-2 | ATH | 55.862 | 3.44 | - | - | - | - | - | 1.70% | - | Nwuqpodd | 1qD | 260-270 | 255 | 1fG+255 | - | 230.00000 |
M-1S | RLO | 827.370 | 1.00 | - | - | - | - | - | 2.33% | - | Rcdhwfxf | 1pM | 185-195 | 195 | 1dD+195 | - | 865.00000 |
E-1C | XPV | 915.620 | 6.20 | - | - | - | - | - | 3.69% | - | Oqeejlhu | 1zB | 140n | 140 | 1zZ+140 | - | 111.00000 |
T-1T | VHZ | 43.299 | 8.10 | - | - | - | - | - | 6.84% | - | Xxleliyn | 1bM | 435 | 435 | 1eT+435 | - | 930.00000 |
J-1O | OFY | 81.782 | 7.59 | - | - | - | - | - | 5.50% | - | Xmflkuwf | 1yM | 350 | 350 | 1aG+350 | - | 884.00000 |
Tranche Comments
E-1C: First Pay: 2019-08-25; Registration: 144N Azsp;
M-1S: First Pay: 2019-08-25; Registration: 144Q Gcdz;
E-2: First Pay: 2019-08-25; Registration: 144E Tfre;
J-1O: First Pay: 2019-08-25; Registration: 144U Lxbn;
T-1T: First Pay: 2019-08-25; Registration: 144R Tpcy;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E-2 | HHX | 77.353 | 6.72 | - | - | - | - | - | 7.50% | - | Qriqyhni | 1uM | - | 400 | 1xO+400 | - | 279.00000 |
W-1 | FEU | 34.260 | 1.46 | - | - | - | - | - | 2.80% | - | Awmeopdd | 1lU | - | 575 | 1kG+575 | - | 412.00000 |
F-1 | YLZ | 75.796 | 2.99 | - | - | - | - | - | 4.89% | - | Ekdebtws | 1oZ | - | 225 | 1kN+225 | - | 329.00000 |
Tranche Comments
F-1: Registration: 144G Khds;
E-2: Registration: 144R Vblk;
W-1: Registration: 144Q Dqpr;