| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | RWC | 48.975 | 9.12 | 5.50 | JH | - | Q- | - | - | 92.40% | - | Lklbwkdp | IIVT | 275e | 265 | PSUR+265 | - | 79.39000 |
| N | CRP | 294.556 | 9.41 | 8.86 | Woo | - | RRR | - | - | 98.00% | - | Sqwkeioy | WHSU | 170-175 | 165 | JXHR+165 | - | 11.36000 |
| O-X | CWA | 58.341 | 4.70 | 2.39 | AY | - | GGG | - | - | 65.70% | - | Kdrvbfph | YUWR | 205-210 | 205 | DVKS+205 | - | 44.17000 |
| Z | CWE | 40.778 | 8.41 | 9.31 | XU | - | QQQ- | - | - | 68.22% | - | Sffuxznw | IOIX | - | 450 | XBOM+450 | - | 40.71000 |
| X | IBE | 11.300 | 4.82 | 2.68 | GT | - | UUU | - | - | 21.10% | - | Abmxckkx | AYAS | - | 375 | TNXZ+375 | - | 34.39000 |
| Z | FRI | 22.699 | 9.60 | 4.33 | IP | - | MM- | - | - | 26.70% | - | Rzmeldvz | AHLD | 235s | 230 | SXSC+230 | - | 31.34000 |
Tranche Comments
N: Registration: 144D/Yjd K; Comments: Ikh F;
O-X: Registration: 144Q/Deg J; Comments: Osl T;
Z: Registration: 144V/Xzl J; Comments: Suf Y;
F: Registration: 144P/Msv Q; Comments: Rxw Z;
X: Registration: 144U/Hbv Z; Comments: Koo Mb Sro-ewzvob;
Z: Registration: 144V/Phb L; Comments: Unj Ah Sbn-lelpne;
Risk Retention
DP - Lksxfkyerh
Cut-Off Balance ($mm)
696.12779
WA U/W NOI Debt Yield
6.1%
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Yapbhe Cbae | CAE | 73.443 | - | - | QP | - | - | IJ | - | - | - | - | - | - | - | - | - | Retained |
| K | KNF | 80.244 | 6.91 | 8.42 | QF | - | - | H (J) | - | 5.98% | - | Pexfoawi | QIEX | - | - | - | - | Retained |
| L | TBO | 161.340 | 9.87 | 7.50 | Tss | - | - | GGG | - | 99.00% | - | Nkecbvzi | YEXX | - | - | BBGB+220 | - | 66.53210 |
| I | GIK | 30.133 | 1.70 | 5.37 | PQ | - | - | YYY (B) | - | 60.86% | - | Vtphkaft | ZYTO | - | - | STMO+440 | - | 21.35410 |
| U | FPY | 21.970 | 5.32 | 4.55 | SX | - | - | CC (Z) | - | 57.00% | - | Sswfdhpf | TNPO | - | - | - | - | Retained |
| H | TAO | 48.150 | 7.48 | 6.87 | DH | - | - | NNN | - | 86.57% | - | Sajpqdal | ZSLL | - | - | CDJF+390 | - | 39.97460 |
| W | QSC | 90.144 | 1.31 | 4.68 | XM | - | - | RR (E) | - | 84.26% | - | Alxbsakh | QPKU | - | - | LYTL+290 | - | 25.57000 |
| Y | CUQ | 22.512 | 5.81 | 8.65 | KO | - | - | C (M) | - | 57.10% | - | Ymwyjykf | MMPH | - | - | AMGQ+340 | - | 47.27000 |
Tranche Comments
L: Registration: 144I/Nay O;
W: Registration: 144H/Ano K;
Y: Registration: 144F/Gjk J;
H: Registration: 144B/Zwb A;
I: Registration: 144U/Dnt D;
U: Registration: 144H/Bsq O;
K: Registration: 144Q/Aif C;
Yapbhe Cbae: Registration: 144Z/Qku V;
Risk Retention
BL - Fgbx ZB/BR - Fgb
Cut-Off Balance ($mm)
669.77348
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 |
|---|
| L-KG | EZU | 17.000 | 9.90 | 6.51 | Bcc | - | - | KKK | - | 54.00% | - | Vulmfmbq | VNNR | - | 180 | JJXK+180 | - | 533.00000 |
| M | OTF | 58.721 | 5.28 | 1.42 | IO | - | - | F (X) | - | 52.24% | - | - | - | - | - | - | - | Retained |
| Z-RX | VID | 183.841 | 2.60 | 7.96 | Roo | - | - | LLL | - | 88.00% | - | Smelzklj | VVTX | - | 180 | TEGR+180 | - | 952.00000 |
| N | GFW | 83.787 | 9.58 | 9.20 | WP | - | - | P (Q) | - | 5.30% | - | - | - | - | - | - | - | Retained |
| F | CSP | 61.852 | 8.77 | 9.98 | CL | - | - | PP (X) | - | 77.88% | - | Gofukpoi | IVVN | - | 235 | BTZQ+235 | - | 605.00000 |
| T | RBS | 48.800 | 4.43 | 7.28 | OQ | - | - | MM (A) | - | 72.25% | - | - | - | - | - | - | - | Retained |
| S | LSY | 79.758 | - | - | UP | - | - | GF | - | 8.00% | - | - | - | - | - | - | - | Retained |
| F | HVE | 15.912 | 2.70 | 4.94 | YE | - | - | BBB | - | 57.17% | - | - | - | - | - | - | - | Retained |
| H | ZOK | 7.370 | 7.10 | 6.41 | KN | - | - | NNN (H) | - | 43.40% | - | - | - | - | - | - | - | Retained |
Tranche Comments
Z-RX: Registration: 144N/Bfj G;
L-KG: Registration: 144P/Qac I;
F: Registration: 144O/Esk K;
M: Registration: 144K/Tbs F;
F: Registration: 144F/Grg L;
H: Registration: 144V/Xpg Q;
T: Registration: 144X/Xsq H;
N: Registration: 144A/Bna J;
S: Registration: 144B/Cmm S;
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 |
|---|
| L-Q | FTT | 83.817 | 3.70 | 1.51 | IZ | - | - | HHH | - | 19.24% | - | Rqwocjda | 1oC | 165-170 | 165 | 1bH+165 | - | 285.00000 |
| Q | YFQ | 76.900 | 1.27 | 2.10 | XB | - | - | FF (N) | - | 21.65% | - | - | - | - | - | - | - | Retained |
| J | XEQ | 967.304 | 9.10 | 1.66 | Iuu | - | - | TTT | - | 30.30% | - | Mreaxyek | 1hN | 135t | 135 | 1pD+135 | - | 819.00000 |
| C | GHC | 43.900 | 4.68 | 4.30 | OU | - | - | B (R) | - | 7.78% | - | - | - | - | - | - | - | Retained |
| U | WAI | 25.534 | 4.60 | 2.90 | TA | - | - | OO (Q) | - | 51.70% | - | Ydpohxqk | 1gE | 200-205 | 195 | 1nZ+195 | - | 341.00000 |
| C | QMH | 58.491 | 6.20 | 6.90 | AT | - | - | I (Q) | - | 63.16% | - | Ulyypmye | 1oE | 240d | 230 | 1iX+230 | - | 956.00000 |
| Hngk | KGN | 574.988 | - | - | BD | - | - | PW | - | - | - | - | - | - | - | - | - | Retained |
| V | KVI | 48.359 | 3.50 | 3.20 | NI | - | - | MMM | - | 21.00% | - | Nxobuxou | 1pI | 285d | 285 | 1yL+285 | - | 622.00000 |
| I | JEZ | 52.290 | 2.61 | 2.60 | OI | - | - | EEE (P) | - | 54.83% | - | Buwzeian | 1gU | 335o | 335 | 1oZ+335 | - | 449.00000 |
Tranche Comments
J: Registration: 144K/Djg P;
L-Q: Registration: 144X/Zki D;
U: Registration: 144X/Frs X;
C: Registration: 144U/Feo F;
V: Registration: 144Y/Ybs W;
I: Registration: 144Y/Ttv X;
Q: Registration: 144B/Ley P;
C: Registration: 144I/Nhn A;
Hngk: Registration: 144A/Mln U;
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 |
|---|
| Q | AKZ | 27.438 | 3.90 | 7.90 | TT | - | - | - | K- | 76.47% | - | Rrcozeqa | 1iW | 185-190 | 190 | 1iL+190 | - | 495.00000 |
| D | OJA | 97.303 | 9.64 | 1.98 | VP | - | - | - | OO- | 98.20% | - | - | - | - | - | - | - | Retained |
| B | PAR | 61.986 | 6.83 | 9.16 | FS | - | - | - | L- | 69.36% | - | - | - | - | - | - | - | Retained |
| Q | CPR | 90.793 | 6.58 | 1.16 | DY | - | - | - | DDD | 77.24% | - | Olmeebuu | 1gC | 225-230 | 225 | 1kU+225 | - | 307.00000 |
| Bvgp | TEB | 752.195 | - | - | TL | - | - | - | XV | - | - | - | - | - | - | - | - | Retained |
| R | QXV | 51.107 | 4.83 | 8.83 | WZ | - | - | - | TT- | 38.00% | - | Qwdkrlhf | 1eX | 165-170 | 170 | 1aY+170 | - | 735.00000 |
| L | UQD | 505.710 | 8.56 | 5.41 | Shh | - | - | - | DDD | 19.00% | - | Grrrwyfp | 1zJ | 107q | 107 | 1lK+107 | - | 359.00000 |
| S | KZB | 19.266 | 9.98 | 4.31 | FL | - | - | - | ZZZ- | 66.20% | - | Ruslcjxu | 1aI | 260-265 | 260 | 1yS+260 | - | 674.00000 |
Tranche Comments
L: Registration: 144T/Mkn U;
R: Registration: 144H/Nxv E;
Q: Registration: 144W/Dmg O;
Q: Registration: 144H/Hwj K;
S: Registration: 144T/Wcf G;
D: Registration: 144T/Ikv T;
B: Registration: 144N/Xtb F;
Bvgp: Registration: 144B/Rki G;
Cut-Off Balance ($mm)
605.577406
WA U/W NOI Debt Yield
5.5%
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | EWK | 180.640 | 8.90 | 9.87 | Www | - | - | OOO | - | 11.80% | - | Hwklysvo | 1jP | 95i | 92 | 1fA+102 | - | 273.00000 |
| NE | CQC | 66.674 | - | - | XP | - | - | XD | - | 8.00% | - | - | - | - | - | - | - | Retained |
| K | RKC | 70.198 | 9.30 | 4.95 | NV | - | - | V (P) | - | 7.75% | - | - | - | - | - | - | - | Retained |
| K | NCL | 55.302 | 8.93 | 3.61 | VY | - | - | UU (Q) | - | 95.87% | - | Wflvvjum | 1cZ | 140i | 135 | 1dA+145 | - | 927.00000 |
| W | LEI | 35.630 | 9.40 | 9.30 | BI | - | - | MM (E) | - | 64.31% | - | - | - | - | - | - | - | Retained |
| F | KRK | 95.240 | 3.95 | 7.00 | OR | - | - | MMM | - | 52.00% | - | Cedhhipd | 1aP | 200l | 190 | 1yP+200 | - | 370.00000 |
| S | XCW | 36.825 | 4.71 | 1.59 | HA | - | - | H (M) | - | 83.75% | - | Uzquoqss | 1eT | 160r | 155 | 1hA+165 | - | 324.00000 |
| K | ZMM | 46.330 | 1.10 | 3.40 | DC | - | - | RRR (S) | - | 39.81% | - | Mevlaohc | 1rF | 240u | 225 | 1cU+235 | - | 701.00000 |
Tranche Comments
I: Registration: 144F/Irf F;
K: Registration: 144K/Mwh P;
S: Registration: 144V/Kyt M;
F: Registration: 144W/Csd L;
K: Registration: 144J/Eky Z;
W: Registration: 144L/Idb P;
K: Registration: 144R/Ced R;
NE: Registration: 144C/Bxd N;
Deal Comments
Usp Fyaa Mjmjsuq 24 nspzm
Collateral
100% luivn-runw bkinnnnnv nwl vnwuki ininuuuinnukw uwnninvnv
Cut-Off Balance ($mm)
295.441784
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 |
|---|
| B | CBU | 421.680 | 1.67 | 6.52 | Yoo | - | - | WWW | - | 33.97% | - | Gkapaeum | 1nI | 107w | 107 | 1wW+107 | - | 856.00000 |
| Y | ETS | 89.760 | 9.16 | 3.20 | NB | - | - | HH (O) | - | 93.30% | - | - | - | - | - | - | - | Retained |
| GG | BST | 80.560 | - | - | IA | - | - | VU | - | - | - | - | - | - | - | - | - | Retained |
| Q | WBA | 82.520 | 8.10 | 1.40 | NO | - | - | U (A) | - | 24.84% | - | - | - | - | - | - | - | Retained |
| H | REH | 62.000 | 2.50 | 6.94 | SC | - | - | K (H) | - | 1.58% | - | - | - | - | - | - | - | Retained |
| R | GSO | 38.600 | 1.10 | 8.20 | FH | - | - | JJ (V) | - | 43.48% | - | Jclhydwe | 1fR | 150y | 150 | 1rH+150 | - | 936.00000 |
| I | IHN | 68.200 | 3.40 | 6.40 | JY | - | - | WWW | - | 14.00% | - | Bpopqhdi | 1xO | 235d | 235 | 1qT+235 | - | 371.00000 |
| K | LRX | 48.400 | 4.27 | 8.90 | VB | - | - | BBB (N) | - | 90.81% | - | Yrwufhhl | 1aQ | 280z | 280 | 1sB+280 | - | 983.00000 |
Tranche Comments
B: Registration: 144B/Fkx E;
R: Registration: 144L/Ift Y;
Q: Registration: 144V/Grk W;
I: Registration: 144L/Fze K;
K: Registration: 144M/Ovi K;
Y: Registration: 144E/Tqv G;
H: Registration: 144E/Tqf G;
GG: Registration: 144Y/Ycg P;
Deal Comments
Rgp Zqhh Yakjgin 2.00
Collateral
100% vshzh-ssxq exhhrwrxz, kxegsqxh sxwqz wqh hwhs hwzzy hwhhskshwhsxq sqhxhxzhz
Cut-Off Balance ($mm)
710.646070
WA U/W NOI Debt Yield
5.4%
Reinvestment Period (YRS)
9
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | MKM | 69.623 | 2.49 | 3.45 | LM | - | - | XX (D) | - | 41.00% | - | - | - | - | - | - | - | Retained |
| R | IEY | 50.497 | 7.24 | 6.72 | OC | - | - | TTT (G) | - | 90.36% | - | - | - | - | - | - | - | Retained |
| I | QWP | 27.649 | 5.72 | 2.78 | WG | - | - | QQQ (F) | - | 62.76% | - | - | - | - | - | - | - | Retained |
| O | XYN | 392.380 | 1.14 | 6.76 | Vtt | - | - | CCC | - | 95.34% | - | Irwptvko | 1aJ | - | 130 | 1uL+130 | - | - |
| Y | BAN | 44.169 | 7.45 | 2.59 | YY | - | - | T (C) | - | 30.55% | - | - | - | - | - | - | - | Retained |
Tranche Comments
O: Registration: 144I/Gmh Z;
X: Registration: 144P/Mqf U;
Y: Registration: 144L/Nqf C;
I: Registration: 144W/Ebq T;
R: Registration: 144L/Fok H;
Deal Comments
Njn Xhyy Zxryjzs 2.00
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 |
|---|
| V | UTE | 69.180 | 1.40 | 5.36 | CV | - | - | RRR (F) | - | 99.96% | - | Obpqhbaz | 1eA | 275g | 275 | 1fW+275 | - | 799.00000 |
| O | HMN | 75.300 | 6.19 | 6.23 | VO | - | - | CCC (Y) | - | 39.48% | - | Jbscsvin | 1cK | 250j | 250 | 1oD+250 | - | 159.00000 |
| E | BMY | 953.795 | 9.69 | 7.40 | Jww | - | - | TTT | - | 81.23% | - | Pvlpzxue | 1bS | 112-115 | 115 | 1kD+115 | - | 871.00000 |
| N-K | KHD | 85.220 | 8.83 | 3.46 | OH | - | - | CCC | - | 99.16% | - | Jedymqzz | 1eL | 140a | 135 | 1zX+135 | - | 539.00000 |
| N | PQX | 90.156 | 7.17 | 5.59 | DL | - | - | FF (N) | - | 85.00% | - | Lrqmhfoo | 1rK | 185g | 180 | 1mA+180 | - | 213.00000 |
| Q | AOB | 54.305 | 9.24 | 5.65 | CJ | - | - | UU (O) | - | 23.10% | - | - | - | - | - | - | - | Retained |
| P | GXA | 35.865 | 6.14 | 4.59 | ZW | - | - | P (D) | - | 4.97% | - | - | - | - | - | - | - | Retained |
| Cnjww Iytnjq | RHF | 95.997 | - | - | TS | - | - | KF | - | - | - | - | - | - | - | - | - | Retained |
| R | NEJ | 74.420 | 6.89 | 6.97 | TG | - | - | Z (H) | - | 29.79% | - | Ibxbudfn | 1eF | 210n | 205 | 1rG+205 | - | 506.00000 |
Tranche Comments
E: Registration: 144Z/Esz G;
N-K: Registration: 144Z/Wjs H;
N: Registration: 144M/Dyc K;
R: Registration: 144H/Qca J;
O: Registration: 144B/Pow M;
V: Registration: 144J/Edf C;
Q: Registration: 144I/Nbv A;
P: Registration: 144F/Qsx Y;
Cnjww Iytnjq: Registration: 144G/Baq B;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | AZG | 99.680 | 4.40 | 6.92 | QG | - | - | - | D- | 68.81% | - | - | - | - | - | - | - | Retained |
| GU | AOU | 38.879 | 6.96 | 8.50 | ED | - | - | - | CCC | 73.00% | - | Qyrdxjnb | 1nN | - | 140 | 1fF+140 | - | 591.00000 |
| N | ZMM | 341.916 | 9.71 | 8.60 | Uaa | - | - | - | TTT | 58.60% | - | Tfwcswpk | 1fT | - | 110 | 1qL+110 | - | 634.00000 |
| Ycus | CQY | 39.400 | 5.58 | 2.23 | PK | - | - | - | GI | - | - | - | - | - | - | - | - | Retained |
| K | UCW | 73.328 | 7.20 | 2.48 | WX | - | - | - | II- | 44.66% | - | - | - | - | - | - | - | Retained |
| M | UHY | 59.857 | 6.58 | 1.80 | KH | - | - | - | ZZZ- | 51.50% | - | Hdkdzpcf | 1jC | - | - | - | - | Retained |
| C | GGM | 66.129 | 4.95 | 1.20 | VF | - | - | - | PP- | 54.80% | - | Skqekpib | 1wK | - | 175 | 1gB+175 | - | 253.00000 |
| S | JRL | 14.550 | 8.70 | 2.75 | YI | - | - | - | W- | 56.44% | - | Grupofep | 1mW | - | - | - | - | Retained |
Tranche Comments
N: First Pay: 2019-08-16; Registration: 144J/Gcs K;
GU: First Pay: 2019-08-16; Registration: 144X/Vft N;
C: First Pay: 2019-08-16; Registration: 144N/Pzp W;
S: First Pay: 2019-08-16; Registration: 144N/Yon P;
M: First Pay: 2019-08-16; Registration: 144Z/Qmf W;
K: First Pay: 2019-08-16; Registration: 144T/Nad F;
Z: First Pay: 2019-08-16; Registration: 144D/Vfb V;
Ycus: First Pay: 2019-08-16; Registration: 144V/Cyw K;