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-1T | YZP | 512.334 | 5.20 | Lcc3 | - | - | - | - | 9.18% | - | Cwoehkeu | TUOG | - | 205 | QNPL+205 | - | 756.00000 |
Q-2 | MRN | 21.796 | 2.22 | D2 | - | - | - | - | 5.70% | - | Nzqjuqhh | QBND | - | 395 | VXCU+395 | - | 671.00000 |
A-1 | WNP | 47.263 | 4.83 | E3 | - | - | - | - | 6.23% | - | Fsdakcmg | PYOL | - | 550 | HICC+550 | - | 930.00000 |
Q-1R | UNR | 21.560 | 8.64 | Jee2 | - | - | - | - | 3.00% | - | Gjyjmeyz | LBBC | - | 165 | EQKW+165 | - | 781.00000 |
T-1R | FVQ | 53.381 | 1.16 | Gr2 | - | - | - | - | 3.77% | - | Dzevqart | IHYE | - | 300 | NAJW+300 | - | 701.00000 |
Tranche Comments
Q-1R: Registration: 144X/Txo F;
D-1T: Registration: 144M/Nfg L;
T-1R: Registration: 144O/Utu R;
Q-2: Registration: 144M/Hao V;
A-1: Registration: 144I/Jva J;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F-1X | LGK | 34.684 | 1.59 | Pgg2 | - | - | SSS (H) | - | 4.65% | - | Reodbuwp | 1fU | 260-270 | 240 | 1dX+240 | - | 256.00000 |
W-1E | WUU | 71.909 | 7.38 | Kj1 | - | - | PP (Y) | - | 6.35% | - | Gdbyxwde | 1jS | 380-390 | 360 | 1uH+360 | - | 756.00000 |
E-2 | TBH | 72.330 | 1.74 | P1 | - | - | A (K) | - | 1.95% | - | Jjvqdfmc | 1aE | 550-560 | 525 | 1jF+525 | - | 234.00000 |
S-1 | OIK | 83.367 | 4.78 | C3 | - | - | IW | - | 4.00% | - | Ujyotldv | 1uQ | 725-750 | 700 | 1hS+700 | - | 974.00000 |
Tranche Comments
F-1X: Registration: 144A/Qls T;
W-1E: Registration: 144X/Tnt P;
E-2: Registration: 144A/Uhj S;
S-1: Registration: 144X/Xbj K;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E-2 | WMN | 91.554 | 7.68 | - | - | - | - | - | 7.65% | - | Yvyqrice | 1jM | 260-270 | 255 | 1uV+255 | - | 598.00000 |
E-1P | KXA | 556.290 | 1.00 | - | - | - | - | - | 3.38% | - | Qhlsfueg | 1iI | 185-195 | 195 | 1jA+195 | - | 350.00000 |
V-1Z | AYJ | 39.435 | 9.47 | - | - | - | - | - | 4.40% | - | Sylevudy | 1aB | 350 | 350 | 1vX+350 | - | 444.00000 |
B-1B | ALP | 77.745 | 6.48 | - | - | - | - | - | 2.95% | - | Shzhlhfg | 1aI | 435 | 435 | 1mE+435 | - | 597.00000 |
G-1M | BWY | 940.870 | 8.70 | - | - | - | - | - | 5.44% | - | Uydfslzt | 1wZ | 140t | 140 | 1cB+140 | - | 606.00000 |
Tranche Comments
G-1M: First Pay: 2019-08-25; Registration: 144W Coqj;
E-1P: First Pay: 2019-08-25; Registration: 144P Qghn;
E-2: First Pay: 2019-08-25; Registration: 144R Pmaq;
V-1Z: First Pay: 2019-08-25; Registration: 144Q Ybsm;
B-1B: First Pay: 2019-08-25; Registration: 144W Csel;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G-1 | TUV | 55.180 | 8.52 | - | - | - | - | - | 9.70% | - | Ivecfphq | 1nZ | - | 575 | 1dV+575 | - | 192.00000 |
S-2 | ORX | 38.555 | 9.15 | - | - | - | - | - | 3.20% | - | Awmceprg | 1nE | - | 400 | 1cQ+400 | - | 401.00000 |
X-1 | VBK | 78.735 | 5.88 | - | - | - | - | - | 9.67% | - | Zqhfpdmo | 1nM | - | 225 | 1uR+225 | - | 204.00000 |
Tranche Comments
X-1: Registration: 144S Acfq;
S-2: Registration: 144E Smbx;
G-1: Registration: 144P Uirn;