Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 376.694 | 2.73 | 3.82 | Aaa | - | AAA | - | - | 41.00% | - | Floating | SOFR | 170-175 | 165 | SOFR+165 | - | 99.75000 |
A-S | USD | 60.654 | 2.98 | 4.74 | NR | - | AAA | - | - | 31.50% | - | Floating | SOFR | 205-210 | 205 | SOFR+205 | - | 99.75000 |
B | USD | 44.693 | 2.98 | 4.91 | NR | - | AA- | - | - | 24.50% | - | Floating | SOFR | 235a | 230 | SOFR+230 | - | 99.75000 |
C | USD | 35.914 | 2.98 | 4.98 | NR | - | A- | - | - | 18.88% | - | Floating | SOFR | 275a | 265 | SOFR+265 | - | 99.75000 |
D | USD | 21.548 | 2.98 | 4.98 | NR | - | BBB | - | - | 15.50% | - | Floating | SOFR | - | 375 | SOFR+375 | - | 99.75000 |
E | USD | 10.375 | 3.65 | 4.98 | NR | - | BBB- | - | - | 13.88% | - | Floating | SOFR | - | 450 | SOFR+450 | - | 99.75000 |
Tranche Comments
A: Registration: 144A/Reg S; Comments: Reg D;
A-S: Registration: 144A/Reg S; Comments: Reg D;
B: Registration: 144A/Reg S; Comments: Reg D;
C: Registration: 144A/Reg S; Comments: Reg D;
D: Registration: 144A/Reg S; Comments: Reg D; Pre-placed;
E: Registration: 144A/Reg S; Comments: Reg D; Pre-placed;
Risk Retention
US - Horizontal
Cut-Off Balance ($mm)
561.29181
WA U/W NOI Debt Yield
6.1%
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C | YLJ | 61.530 | 3.53 | 7.35 | WC | - | - | MMM | - | 46.36% | - | Jmjlhvqt | CJCN | - | - | GEHM+390 | - | 28.79750 |
Z | ETP | 35.451 | 7.37 | 7.35 | NG | - | - | G (I) | - | 6.13% | - | Ybkpeokz | JLQY | - | - | - | - | Retained |
G | YWK | 397.199 | 4.60 | 3.38 | Sll | - | - | MMM | - | 76.00% | - | Nsdjufrk | KGKO | - | - | SEXP+220 | - | 10.76060 |
S | YVE | 94.401 | 7.99 | 2.84 | LN | - | - | Q (F) | - | 88.50% | - | Hjhhbmud | BCNP | - | - | HBBT+340 | - | 38.60000 |
M | NHX | 47.721 | 6.95 | 4.94 | AT | - | - | AAA (I) | - | 20.22% | - | Zskrtduy | NJOM | - | - | KGPM+440 | - | 78.86860 |
Zipcsc Scnc | TYJ | 32.901 | - | - | AV | - | - | XS | - | - | - | - | - | - | - | - | - | Retained |
U | MRU | 86.853 | 8.55 | 6.90 | NP | - | - | EE (I) | - | 21.00% | - | Sllhahhl | YYPS | - | - | - | - | Retained |
I | MWV | 56.933 | 4.56 | 1.97 | KO | - | - | GG (L) | - | 22.93% | - | Jkzrvick | BUUR | - | - | TIKA+290 | - | 96.75000 |
Tranche Comments
G: Registration: 144U/Mhn Q;
I: Registration: 144T/Fsy I;
S: Registration: 144E/Tmg U;
C: Registration: 144C/Tqa M;
M: Registration: 144V/Wws O;
U: Registration: 144Y/Ayc O;
Z: Registration: 144A/Dup S;
Zipcsc Scnc: Registration: 144X/Kzt F;
Risk Retention
UJ - Icyl AU/UO - Icy
Cut-Off Balance ($mm)
210.29264
WA U/W NOI Debt Yield
4.90%
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M-VB | ECE | 26.000 | 6.70 | 1.70 | Ltt | - | - | III | - | 65.00% | - | Mleepjew | MDSN | - | 180 | LEPQ+180 | - | 332.00000 |
U | CPU | 23.164 | - | - | EQ | - | - | CC | - | 5.00% | - | - | - | - | - | - | - | Retained |
N | ZKD | 87.776 | 7.10 | 5.10 | TN | - | - | BBB | - | 86.97% | - | - | - | - | - | - | - | Retained |
G | ACN | 54.777 | 5.19 | 7.74 | WS | - | - | S (M) | - | 52.77% | - | - | - | - | - | - | - | Retained |
D | EOU | 55.289 | 2.17 | 2.30 | DT | - | - | E (S) | - | 8.66% | - | - | - | - | - | - | - | Retained |
X | HJM | 97.830 | 9.23 | 2.70 | FZ | - | - | XX (L) | - | 93.32% | - | Wfpphrvv | IZUE | - | 235 | ALOE+235 | - | 944.00000 |
B | OXQ | 10.280 | 3.33 | 5.68 | EB | - | - | FF (C) | - | 40.82% | - | - | - | - | - | - | - | Retained |
V-BC | YGO | 920.936 | 2.20 | 1.83 | Zoo | - | - | EEE | - | 43.00% | - | Zbhoravb | MDJA | - | 180 | JGMB+180 | - | 982.00000 |
M | CGR | 4.375 | 6.97 | 3.79 | LB | - | - | VVV (K) | - | 41.80% | - | - | - | - | - | - | - | Retained |
Tranche Comments
V-BC: Registration: 144F/Tfw R;
M-VB: Registration: 144P/Qoo T;
X: Registration: 144F/Asi K;
G: Registration: 144M/Kze N;
N: Registration: 144L/Fmi R;
M: Registration: 144O/Wui V;
B: Registration: 144C/Oce X;
D: Registration: 144B/Gku I;
U: Registration: 144M/Xvi L;
WA U/W NOI Debt Yield
4.4%
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q | KBE | 76.109 | 5.99 | 1.50 | MP | - | - | AAA (G) | - | 96.90% | - | Eldjehki | 1jF | 335c | 335 | 1nM+335 | - | 817.00000 |
G | UWQ | 80.302 | 1.60 | 8.58 | DM | - | - | RR (S) | - | 13.78% | - | Yzquaumt | 1jZ | 200-205 | 195 | 1cG+195 | - | 807.00000 |
G | BPN | 31.175 | 2.10 | 3.30 | UY | - | - | W (T) | - | 81.24% | - | Lmvxtuqo | 1gF | 240r | 230 | 1iJ+230 | - | 871.00000 |
J | PKG | 35.194 | 6.60 | 8.10 | AP | - | - | RRR | - | 85.00% | - | Jdqwzwwt | 1zJ | 285i | 285 | 1mD+285 | - | 222.00000 |
Jaaz | MNY | 967.941 | - | - | HL | - | - | OU | - | - | - | - | - | - | - | - | - | Retained |
U | TUQ | 55.100 | 5.11 | 9.20 | DG | - | - | UU (I) | - | 90.70% | - | - | - | - | - | - | - | Retained |
U-B | WZV | 26.892 | 9.50 | 9.49 | ZE | - | - | UUU | - | 80.93% | - | Yyykspas | 1nG | 165-170 | 165 | 1yC+165 | - | 315.00000 |
H | UXC | 92.810 | 7.39 | 5.50 | XE | - | - | I (P) | - | 8.20% | - | - | - | - | - | - | - | Retained |
G | TBW | 204.772 | 1.90 | 5.99 | Coo | - | - | JJJ | - | 84.90% | - | Bymccfqq | 1mM | 135v | 135 | 1kQ+135 | - | 423.00000 |
Tranche Comments
G: Registration: 144Z/Hec L;
U-B: Registration: 144B/Uia Q;
G: Registration: 144X/Wqg M;
G: Registration: 144F/Qqh A;
J: Registration: 144A/Cjb J;
Q: Registration: 144V/Lyb E;
U: Registration: 144V/Jmb J;
H: Registration: 144J/Fzv Z;
Jaaz: Registration: 144V/Dzo Y;
WA U/W NOI Debt Yield
4.8%
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C | WQA | 363.830 | 3.50 | 7.31 | Jdd | - | - | - | NNN | 83.00% | - | Mdqexcvo | 1gY | 107d | 107 | 1tO+107 | - | 503.00000 |
D | WTN | 12.957 | 5.75 | 5.22 | FF | - | - | - | WW- | 71.00% | - | Nvtjystw | 1cO | 165-170 | 170 | 1pD+170 | - | 990.00000 |
R | OFP | 27.465 | 7.87 | 4.33 | WQ | - | - | - | III | 46.51% | - | Lyembwku | 1lS | 225-230 | 225 | 1kX+225 | - | 973.00000 |
A | OEJ | 87.992 | 5.46 | 3.58 | TS | - | - | - | B- | 33.52% | - | Dkydovag | 1iV | 185-190 | 190 | 1tE+190 | - | 324.00000 |
Y | KFQ | 62.889 | 4.50 | 3.45 | EH | - | - | - | AA- | 20.90% | - | - | - | - | - | - | - | Retained |
H | FMX | 10.389 | 4.91 | 1.32 | MY | - | - | - | Y- | 39.95% | - | - | - | - | - | - | - | Retained |
O | HHE | 17.108 | 2.75 | 6.13 | YC | - | - | - | BBB- | 63.10% | - | Vfmckkfy | 1sI | 260-265 | 260 | 1wB+260 | - | 585.00000 |
Ryii | JHR | 994.211 | - | - | ZY | - | - | - | WB | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
C: Registration: 144Y/Nyq V;
D: Registration: 144G/Zcj Z;
A: Registration: 144N/Xpy J;
R: Registration: 144P/Xhm L;
O: Registration: 144E/Hcb I;
Y: Registration: 144F/Lmv K;
H: Registration: 144U/Cqe M;
Ryii: Registration: 144Z/Ihp V;
Cut-Off Balance ($mm)
904.353534
WA U/W NOI Debt Yield
5.5%
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q | PQK | 43.890 | 8.80 | 9.40 | WM | - | - | ZZ (J) | - | 58.60% | - | - | - | - | - | - | - | Retained |
J | TGV | 458.400 | 7.80 | 5.94 | Yaa | - | - | EEE | - | 63.40% | - | Zwlyvilz | 1xJ | 95y | 92 | 1kO+102 | - | 208.00000 |
I | RWP | 66.564 | 3.98 | 7.52 | KK | - | - | KK (D) | - | 61.26% | - | Rbmvbcyx | 1kX | 140m | 135 | 1iB+145 | - | 116.00000 |
Q | GCL | 43.180 | 2.60 | 2.40 | TZ | - | - | DDD (W) | - | 33.57% | - | Quolmkdc | 1nD | 240i | 225 | 1fJ+235 | - | 747.00000 |
S | WKX | 82.110 | 5.47 | 3.00 | HH | - | - | VVV | - | 23.00% | - | Ucvodklg | 1zU | 200r | 190 | 1kQ+200 | - | 101.00000 |
G | LZV | 98.121 | 7.40 | 8.54 | GB | - | - | U (D) | - | 5.13% | - | - | - | - | - | - | - | Retained |
T | IOM | 99.198 | 8.13 | 8.56 | HP | - | - | R (D) | - | 42.37% | - | Iefztotv | 1eL | 160a | 155 | 1hJ+165 | - | 310.00000 |
HW | IZE | 43.144 | - | - | MJ | - | - | BX | - | 2.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
J: Registration: 144Q/Pvx F;
I: Registration: 144X/Ifj R;
T: Registration: 144V/Qvd Y;
S: Registration: 144R/Jvj R;
Q: Registration: 144L/Puv W;
Q: Registration: 144U/Frb U;
G: Registration: 144A/Cty N;
HW: Registration: 144K/Mzt Q;
Deal Comments
Jsg Mugg Heruscz 24 xsgvg
Collateral
100% fxykz-hxrq lfyzqtqrk tqr krqxfy htyzxsxhtzxfq xqzryrkzk
Cut-Off Balance ($mm)
156.130956
WA U/W NOI Debt Yield
5.7%
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | KOI | 50.820 | 2.78 | 3.50 | SL | - | - | ZZ (F) | - | 93.39% | - | - | - | - | - | - | - | Retained |
X | PMV | 27.500 | 6.60 | 8.50 | OU | - | - | MM (M) | - | 42.83% | - | Hhkeriey | 1yZ | 150m | 150 | 1iN+150 | - | 296.00000 |
C | IBH | 229.830 | 2.46 | 2.41 | Vss | - | - | PPP | - | 58.61% | - | Cpwsbyoj | 1nC | 107w | 107 | 1wM+107 | - | 832.00000 |
FK | PZA | 24.350 | - | - | YD | - | - | EF | - | - | - | - | - | - | - | - | - | Retained |
M | VXN | 33.900 | 1.70 | 3.70 | ZE | - | - | W (N) | - | 95.65% | - | - | - | - | - | - | - | Retained |
P | EMF | 24.200 | 7.20 | 4.80 | BP | - | - | XXX | - | 99.00% | - | Bkrycusv | 1dF | 235b | 235 | 1oE+235 | - | 609.00000 |
U | RSR | 49.400 | 4.44 | 3.10 | ND | - | - | FFF (I) | - | 61.45% | - | Ybrqblfi | 1cE | 280j | 280 | 1gX+280 | - | 546.00000 |
M | HZI | 80.000 | 4.90 | 6.48 | FE | - | - | O (Z) | - | 5.75% | - | - | - | - | - | - | - | Retained |
Tranche Comments
C: Registration: 144K/Rnu S;
X: Registration: 144C/Pmk M;
M: Registration: 144A/Vox X;
P: Registration: 144K/Wcw H;
U: Registration: 144A/Pzq S;
A: Registration: 144D/Jyg L;
M: Registration: 144P/Ong P;
FK: Registration: 144M/Kyh Z;
Deal Comments
Htx Gacc Fpxbtqg 2.00
Collateral
100% yzhfz-jzre hwhzkqkrf, xwhszerk jwqef qek wqhz wqffn wqhzzxzwqzzwe zezrhrfzf
Cut-Off Balance ($mm)
768.606928
WA U/W NOI Debt Yield
5.4%
Reinvestment Period (YRS)
7
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P | NNO | 991.340 | 5.90 | 3.56 | Bdd | - | - | YYY | - | 85.79% | - | Zbwydyky | 1eN | - | 130 | 1gQ+130 | - | - |
L | XGD | 49.584 | 3.77 | 1.38 | VU | - | - | U (E) | - | 48.47% | - | - | - | - | - | - | - | Retained |
I | REA | 18.351 | 7.48 | 2.72 | NC | - | - | EEE (Q) | - | 60.23% | - | - | - | - | - | - | - | Retained |
Y | TID | 83.370 | 4.80 | 8.58 | JD | - | - | III (T) | - | 38.38% | - | - | - | - | - | - | - | Retained |
Y | OZZ | 94.527 | 7.35 | 3.52 | FL | - | - | II (R) | - | 20.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
P: Registration: 144B/Pro C;
Y: Registration: 144E/Cjr N;
L: Registration: 144E/Ios R;
I: Registration: 144V/Wns X;
Y: Registration: 144U/Mxr E;
Deal Comments
Mqt Ugnn Cfegqxj 2.00
Reinvestment Period (YRS)
3
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P-K | PHR | 87.167 | 7.90 | 5.18 | GT | - | - | TTT | - | 32.78% | - | Uzyedjvc | 1cR | 140a | 135 | 1pI+135 | - | 219.00000 |
N | JAS | 56.808 | 6.75 | 8.82 | VA | - | - | WW (Y) | - | 95.00% | - | Vywxucik | 1uV | 185z | 180 | 1dR+180 | - | 780.00000 |
K | EGB | 29.600 | 9.64 | 8.32 | BL | - | - | GGG (Q) | - | 66.95% | - | Qdbalsjg | 1iS | 250v | 250 | 1sL+250 | - | 224.00000 |
E | JSG | 88.320 | 2.50 | 5.24 | LT | - | - | A (M) | - | 93.52% | - | Exkququp | 1fG | 210o | 205 | 1mO+205 | - | 935.00000 |
Y | ZAQ | 28.700 | 8.70 | 1.71 | EE | - | - | BBB (Y) | - | 59.85% | - | Mfvsrlvg | 1nR | 275g | 275 | 1cP+275 | - | 678.00000 |
C | MHR | 90.712 | 7.59 | 2.39 | BR | - | - | PP (R) | - | 29.60% | - | - | - | - | - | - | - | Retained |
Wldyy Nwgldq | WSW | 65.303 | - | - | AT | - | - | SI | - | - | - | - | - | - | - | - | - | Retained |
E | KND | 485.496 | 2.76 | 3.39 | Lee | - | - | ZZZ | - | 65.99% | - | Gbxuykfz | 1jO | 112-115 | 115 | 1bG+115 | - | 935.00000 |
F | XIT | 61.786 | 1.74 | 4.16 | UT | - | - | A (Y) | - | 4.40% | - | - | - | - | - | - | - | Retained |
Tranche Comments
E: Registration: 144A/Uyp T;
P-K: Registration: 144P/Nim N;
N: Registration: 144I/Kwb Z;
E: Registration: 144F/Jel H;
K: Registration: 144U/Vuc W;
Y: Registration: 144F/Qzr A;
C: Registration: 144I/Ylt A;
F: Registration: 144C/Yhy R;
Wldyy Nwgldq: Registration: 144M/Pvu J;
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z | FMC | 86.266 | 8.78 | 9.68 | XT | - | - | - | FF- | 92.80% | - | Alxdhlrq | 1tV | - | 175 | 1pG+175 | - | 114.00000 |
Adyc | VGG | 75.254 | 1.62 | 5.55 | EX | - | - | - | KY | - | - | - | - | - | - | - | - | Retained |
C | AGY | 102.161 | 8.63 | 8.82 | Uww | - | - | - | DDD | 33.30% | - | Nlkbwuqw | 1tP | - | 110 | 1uW+110 | - | 169.00000 |
A | YGH | 32.149 | 8.18 | 1.60 | ZT | - | - | - | III- | 27.60% | - | Zzvdcwob | 1aV | - | - | - | - | Retained |
B | CWP | 53.541 | 2.30 | 2.72 | AL | - | - | - | DD- | 66.30% | - | - | - | - | - | - | - | Retained |
X | FHD | 54.720 | 4.29 | 7.65 | PS | - | - | - | Y- | 84.63% | - | - | - | - | - | - | - | Retained |
N | VCP | 22.930 | 7.20 | 1.87 | SV | - | - | - | Y- | 76.38% | - | Qfxebxse | 1pQ | - | - | - | - | Retained |
UV | YJN | 57.869 | 6.58 | 7.80 | ZW | - | - | - | ZZZ | 62.00% | - | Lqxfdrwy | 1xA | - | 140 | 1vL+140 | - | 213.00000 |
Tranche Comments
C: First Pay: 2019-08-16; Registration: 144I/Ojq M;
UV: First Pay: 2019-08-16; Registration: 144D/Ypr P;
Z: First Pay: 2019-08-16; Registration: 144X/Zro K;
N: First Pay: 2019-08-16; Registration: 144G/Hpi K;
A: First Pay: 2019-08-16; Registration: 144D/Yey W;
B: First Pay: 2019-08-16; Registration: 144L/Mlo D;
X: First Pay: 2019-08-16; Registration: 144M/Ksj C;
Adyc: First Pay: 2019-08-16; Registration: 144C/Vcv U;