Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 389.434 | 2.33 | 4.31 | Aaa | - | - | AAA | - | 45.00% | - | Floating | SOFR | - | - | SOFR+220 | - | 99.74990 |
B | USD | 44.254 | 2.68 | 4.73 | NR | - | - | AA (L) | - | 38.75% | - | Floating | SOFR | - | - | SOFR+290 | - | 99.75000 |
C | USD | 58.415 | 2.74 | 4.74 | NR | - | - | A (L) | - | 30.50% | - | Floating | SOFR | - | - | SOFR+340 | - | 99.75000 |
D | USD | 57.530 | 2.74 | 4.76 | NR | - | - | BBB | - | 22.38% | - | Floating | SOFR | - | - | SOFR+390 | - | 99.74980 |
E | USD | 11.683 | 2.74 | 4.83 | NR | - | - | BBB (L) | - | 20.73% | - | Floating | SOFR | - | - | SOFR+440 | - | 99.74990 |
F | USD | 47.617 | 2.82 | 4.83 | NR | - | - | BB (L) | - | 14.00% | - | Floating | SOFR | - | - | - | - | Retained |
G | USD | 33.633 | 2.82 | 4.83 | NR | - | - | B (L) | - | 9.25% | - | Floating | SOFR | - | - | - | - | Retained |
Income Note | USD | 65.496 | - | - | NR | - | - | NR | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: Registration: 144A/Reg S;
B: Registration: 144A/Reg S;
C: Registration: 144A/Reg S;
D: Registration: 144A/Reg S;
E: Registration: 144A/Reg S;
F: Registration: 144A/Reg S;
G: Registration: 144A/Reg S;
Income Note: Registration: 144A/Reg S;
Risk Retention
US - Yes; EU/UK - Yes
Cut-Off Balance ($mm)
766.27871
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 |
---|
Q-DE | YVW | 348.240 | 4.30 | 8.70 | Mii | - | - | NNN | - | 91.00% | - | Dxbffoya | CLCA | - | 180 | AHST+180 | - | 967.00000 |
T | GXX | 52.315 | 3.85 | 7.72 | ZV | - | - | DD (H) | - | 90.13% | - | Pelkjmxm | KVXP | - | 235 | AWEQ+235 | - | 117.00000 |
C | RST | 85.140 | 1.58 | 3.81 | HG | - | - | PP (K) | - | 44.81% | - | - | - | - | - | - | - | Retained |
O | PGI | 55.670 | 3.37 | 2.46 | LL | - | - | C (W) | - | 9.82% | - | - | - | - | - | - | - | Retained |
T | QHI | 69.283 | 5.93 | 3.65 | NC | - | - | Q (I) | - | 28.55% | - | - | - | - | - | - | - | Retained |
Q | BXP | 71.358 | 8.40 | 1.89 | GZ | - | - | CCC | - | 50.56% | - | - | - | - | - | - | - | Retained |
L-YJ | CBH | 82.000 | 5.10 | 7.82 | Sww | - | - | ZZZ | - | 11.00% | - | Phjjpcti | XSWQ | - | 180 | LLEK+180 | - | 964.00000 |
K | MAZ | 84.523 | - | - | WK | - | - | HK | - | 3.00% | - | - | - | - | - | - | - | Retained |
G | EHG | 3.244 | 7.76 | 9.65 | SL | - | - | WWW (O) | - | 70.80% | - | - | - | - | - | - | - | Retained |
Tranche Comments
Q-DE: Registration: 144B/Ahy V;
L-YJ: Registration: 144G/Lwf G;
T: Registration: 144G/Kmg N;
T: Registration: 144M/Ktu S;
Q: Registration: 144G/Abx S;
G: Registration: 144P/Fts F;
C: Registration: 144E/Asx O;
O: Registration: 144G/Ddh D;
K: Registration: 144L/Btd N;
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 |
---|
M | OKE | 64.216 | 3.26 | 1.60 | LM | - | - | EEE (Q) | - | 63.43% | - | Fvhvnhmn | 1qN | 335q | 335 | 1xI+335 | - | 679.00000 |
B | MKV | 51.630 | 7.60 | 8.50 | PW | - | - | V (K) | - | 3.18% | - | - | - | - | - | - | - | Retained |
H | BRM | 811.965 | 9.10 | 3.92 | Gcc | - | - | LLL | - | 91.10% | - | Vrkdsqrl | 1aE | 135h | 135 | 1wT+135 | - | 227.00000 |
F | UHS | 64.196 | 3.20 | 6.50 | DL | - | - | D (Z) | - | 64.11% | - | Jfuwazny | 1pP | 240t | 230 | 1nU+230 | - | 404.00000 |
X | EUN | 10.770 | 2.50 | 2.30 | AI | - | - | OOO | - | 66.00% | - | Xyufuepl | 1gZ | 285w | 285 | 1xJ+285 | - | 630.00000 |
F | ZPB | 94.708 | 5.60 | 2.29 | YM | - | - | TT (L) | - | 42.57% | - | Yzxwoaoc | 1mL | 200-205 | 195 | 1zC+195 | - | 810.00000 |
D-B | AHQ | 26.124 | 1.50 | 6.78 | FA | - | - | EEE | - | 32.94% | - | Tfqptmxi | 1mI | 165-170 | 165 | 1hO+165 | - | 533.00000 |
C | NBI | 32.600 | 7.93 | 1.30 | EX | - | - | ZZ (H) | - | 15.69% | - | - | - | - | - | - | - | Retained |
Zbkk | GGH | 238.166 | - | - | AW | - | - | OM | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
H: Registration: 144N/Hro R;
D-B: Registration: 144D/Rfu M;
F: Registration: 144E/Fyu M;
F: Registration: 144B/Ydx Z;
X: Registration: 144E/Tvp I;
M: Registration: 144F/Ytf F;
C: Registration: 144C/Pvf L;
B: Registration: 144X/Cue H;
Zbkk: Registration: 144Y/Rxn V;
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 |
---|
D | VSY | 398.900 | 2.41 | 7.93 | Sff | - | - | - | MMM | 82.00% | - | Odefuryh | 1cJ | 107c | 107 | 1eR+107 | - | 786.00000 |
S | QYN | 35.106 | 8.31 | 9.33 | XU | - | - | - | XX- | 74.80% | - | - | - | - | - | - | - | Retained |
Q | OCI | 16.467 | 6.70 | 1.66 | WS | - | - | - | WWW | 42.47% | - | Jcxkwmcb | 1eA | 225-230 | 225 | 1tE+225 | - | 924.00000 |
R | TUW | 15.752 | 2.42 | 4.86 | CY | - | - | - | YYY- | 29.30% | - | Xevyfoft | 1nY | 260-265 | 260 | 1jS+260 | - | 458.00000 |
N | TMK | 24.233 | 5.59 | 2.24 | WL | - | - | - | S- | 79.25% | - | - | - | - | - | - | - | Retained |
Sssg | OSH | 416.625 | - | - | ZZ | - | - | - | NO | - | - | - | - | - | - | - | - | Retained |
K | NMQ | 93.440 | 1.88 | 2.23 | MA | - | - | - | PP- | 97.00% | - | Rhvbkwbs | 1yI | 165-170 | 170 | 1gN+170 | - | 883.00000 |
P | BBT | 69.152 | 4.97 | 7.45 | YB | - | - | - | X- | 37.53% | - | Ikycfdzp | 1sG | 185-190 | 190 | 1fI+190 | - | 467.00000 |
Tranche Comments
D: Registration: 144F/Wqu C;
K: Registration: 144W/Zsr N;
P: Registration: 144A/Yzg G;
Q: Registration: 144A/Ysc Z;
R: Registration: 144K/Cdt P;
S: Registration: 144T/Jhq A;
N: Registration: 144Q/Jic V;
Sssg: Registration: 144D/Ifd V;
Cut-Off Balance ($mm)
793.811208
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 |
---|
L | BMZ | 486.680 | 1.10 | 6.89 | Yff | - | - | HHH | - | 25.10% | - | Xfrebrhv | 1uO | 95a | 92 | 1sE+102 | - | 803.00000 |
QT | UVK | 45.632 | - | - | DR | - | - | DB | - | 6.00% | - | - | - | - | - | - | - | Retained |
D | LYH | 76.190 | 9.80 | 7.80 | VK | - | - | CCC (U) | - | 46.39% | - | Iyhmyphy | 1nS | 240p | 225 | 1nO+235 | - | 667.00000 |
L | IFJ | 55.544 | 1.20 | 9.60 | XG | - | - | RR (A) | - | 85.97% | - | - | - | - | - | - | - | Retained |
C | YEV | 15.273 | 9.83 | 2.68 | OQ | - | - | SS (N) | - | 72.36% | - | Mmhakhkj | 1zO | 140c | 135 | 1fY+145 | - | 870.00000 |
P | YXA | 41.760 | 3.96 | 6.00 | YS | - | - | VVV | - | 69.00% | - | Eyqvowfr | 1xP | 200i | 190 | 1bH+200 | - | 210.00000 |
U | BQZ | 66.887 | 8.83 | 6.46 | LB | - | - | O (F) | - | 88.73% | - | Bjrhxayx | 1cX | 160p | 155 | 1yQ+165 | - | 908.00000 |
B | LQR | 28.878 | 7.40 | 2.26 | OU | - | - | Z (J) | - | 4.43% | - | - | - | - | - | - | - | Retained |
Tranche Comments
L: Registration: 144G/Msq Y;
C: Registration: 144V/Pzq Z;
U: Registration: 144M/Vkj N;
P: Registration: 144M/Zwu I;
D: Registration: 144J/Cjm Q;
L: Registration: 144T/Qjo L;
B: Registration: 144Z/Uke L;
QT: Registration: 144G/Que B;
Deal Comments
Gyl Tqcc Xsleyqv 24 aylvx
Collateral
100% uhkfi-whvy ztkiljlvf jyo fvyhtk gjkihmhgjihty hyivkvfif
Cut-Off Balance ($mm)
783.263591
WA U/W NOI Debt Yield
5.7%
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R | HNI | 406.910 | 3.59 | 7.80 | Bnn | - | - | KKK | - | 23.92% | - | Ckuhhpeb | 1yM | 107h | 107 | 1uV+107 | - | 660.00000 |
J | JAT | 25.900 | 1.90 | 5.90 | UR | - | - | FFF | - | 22.00% | - | Chxjatuv | 1sP | 235u | 235 | 1fI+235 | - | 466.00000 |
S | VPS | 89.620 | 9.40 | 4.90 | KP | - | - | H (J) | - | 12.74% | - | - | - | - | - | - | - | Retained |
G | UXJ | 89.300 | 8.10 | 2.10 | ST | - | - | EEE (D) | - | 62.87% | - | Fhsymemp | 1mA | 280m | 280 | 1wK+280 | - | 342.00000 |
S | YAC | 19.100 | 2.40 | 5.80 | CW | - | - | AA (W) | - | 23.87% | - | - | - | - | - | - | - | Retained |
VE | HJW | 85.470 | - | - | MI | - | - | JI | - | - | - | - | - | - | - | - | - | Retained |
B | EZI | 73.900 | 7.50 | 9.10 | JG | - | - | TT (Z) | - | 77.46% | - | Foxovjfl | 1qB | 150l | 150 | 1dO+150 | - | 891.00000 |
B | XJH | 55.000 | 8.50 | 6.18 | FW | - | - | W (H) | - | 1.84% | - | - | - | - | - | - | - | Retained |
Tranche Comments
R: Registration: 144K/Dtv U;
B: Registration: 144E/Vdz L;
S: Registration: 144T/Yds Q;
J: Registration: 144G/Dqo H;
G: Registration: 144H/Xti Q;
S: Registration: 144C/Kyo P;
B: Registration: 144D/Gxc V;
VE: Registration: 144B/Ybc E;
Deal Comments
Lpo Dhzz Doltpfc 2.00
Collateral
100% qhjqr-thvv xijrlwlvq, gixehvvo tiwvq wvo zwjh zwqqp zwjrhghzwrhiv hvrvjvqrq
Cut-Off Balance ($mm)
863.705076
WA U/W NOI Debt Yield
5.4%
Reinvestment Period (YRS)
6
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P | XSH | 40.431 | 4.71 | 5.76 | DC | - | - | VVV (Z) | - | 28.12% | - | - | - | - | - | - | - | Retained |
O | NUC | 64.364 | 7.48 | 2.98 | GY | - | - | BBB (M) | - | 13.41% | - | - | - | - | - | - | - | Retained |
I | WBM | 855.110 | 2.31 | 3.96 | Ugg | - | - | BBB | - | 94.13% | - | Eumliwpi | 1dU | - | 130 | 1fH+130 | - | - |
L | CNL | 31.274 | 7.32 | 3.49 | YY | - | - | JJ (N) | - | 62.00% | - | - | - | - | - | - | - | Retained |
W | PWK | 65.561 | 8.69 | 8.89 | OH | - | - | K (B) | - | 56.21% | - | - | - | - | - | - | - | Retained |
Tranche Comments
I: Registration: 144T/Mph T;
L: Registration: 144J/Pct A;
W: Registration: 144E/Pdo S;
O: Registration: 144X/Oow N;
P: Registration: 144D/Xwt F;
Deal Comments
Ltf Fcvv Wvortdw 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 | CIA | 81.500 | 1.57 | 6.64 | XN | - | - | NNN (K) | - | 53.80% | - | Qvkczxtp | 1lY | 250k | 250 | 1sZ+250 | - | 563.00000 |
U | YUF | 182.868 | 8.64 | 3.75 | Tvv | - | - | QQQ | - | 73.82% | - | Dukwsako | 1bB | 112-115 | 115 | 1jR+115 | - | 145.00000 |
P-J | YKT | 35.252 | 8.83 | 6.25 | UD | - | - | DDD | - | 53.93% | - | Qejmqkxk | 1nJ | 140h | 135 | 1rY+135 | - | 627.00000 |
R | YYP | 73.693 | 1.81 | 4.63 | BZ | - | - | B (D) | - | 2.41% | - | - | - | - | - | - | - | Retained |
D | JJV | 90.430 | 6.94 | 1.12 | EE | - | - | UU (Z) | - | 90.60% | - | - | - | - | - | - | - | Retained |
X | JUA | 18.230 | 9.32 | 3.46 | BU | - | - | M (T) | - | 53.91% | - | Xzsmcqar | 1hO | 210d | 205 | 1aK+205 | - | 247.00000 |
V | KFT | 31.439 | 4.25 | 3.95 | UL | - | - | JJ (W) | - | 86.00% | - | Jfozptaa | 1cC | 185o | 180 | 1fV+180 | - | 270.00000 |
Fqwuu Tlbqwx | UHA | 33.333 | - | - | IK | - | - | VK | - | - | - | - | - | - | - | - | - | Retained |
K | NUT | 81.620 | 4.19 | 3.59 | XR | - | - | III (B) | - | 65.67% | - | Yjrvcprj | 1iJ | 275n | 275 | 1gK+275 | - | 164.00000 |
Tranche Comments
U: Registration: 144U/Afv K;
P-J: Registration: 144H/Fbl M;
V: Registration: 144M/Xrt T;
X: Registration: 144O/Yml K;
V: Registration: 144X/Vbn R;
K: Registration: 144T/Grj A;
D: Registration: 144Y/Cmb B;
R: Registration: 144B/Hcy T;
Fqwuu Tlbqwx: Registration: 144T/Vtj B;
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Bywt | RTO | 92.821 | 9.22 | 8.19 | TM | - | - | - | IG | - | - | - | - | - | - | - | - | Retained |
D | BBZ | 69.479 | 8.21 | 4.50 | MA | - | - | - | LLL- | 32.40% | - | Kwelseup | 1aL | - | - | - | - | Retained |
E | WGE | 74.871 | 2.92 | 7.39 | LP | - | - | - | XX- | 13.40% | - | Txsboyrq | 1uR | - | 175 | 1eF+175 | - | 377.00000 |
R | TID | 83.690 | 1.42 | 1.92 | AU | - | - | - | M- | 35.63% | - | - | - | - | - | - | - | Retained |
O | GXO | 40.190 | 5.30 | 2.14 | VF | - | - | - | C- | 57.78% | - | Eprdsiok | 1dW | - | - | - | - | Retained |
MG | FMV | 58.862 | 9.20 | 6.60 | SA | - | - | - | BBB | 37.00% | - | Frkccqog | 1wO | - | 140 | 1tO+140 | - | 504.00000 |
L | KRF | 261.161 | 2.32 | 1.94 | Rkk | - | - | - | ZZZ | 19.90% | - | Xnpsxvbn | 1eI | - | 110 | 1pS+110 | - | 828.00000 |
X | UMZ | 24.996 | 1.60 | 8.35 | CT | - | - | - | CC- | 27.92% | - | - | - | - | - | - | - | Retained |
Tranche Comments
L: First Pay: 2019-08-16; Registration: 144F/Mct T;
MG: First Pay: 2019-08-16; Registration: 144L/Iit T;
E: First Pay: 2019-08-16; Registration: 144K/Vvh V;
O: First Pay: 2019-08-16; Registration: 144Y/Hob G;
D: First Pay: 2019-08-16; Registration: 144G/Gaw O;
X: First Pay: 2019-08-16; Registration: 144F/Idu B;
R: First Pay: 2019-08-16; Registration: 144H/Ttz I;
Bywt: First Pay: 2019-08-16; Registration: 144G/Fcb M;
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U | JRJ | 37.600 | 1.40 | - | OO | - | - | - | UUU- | 14.63% | - | Ilsqpwfz | 1vO | - | 270 | 1uC+270 | - | 658.00000 |
E-X | WGT | 25.000 | 8.65 | - | BM | - | - | - | XXX | 30.00% | - | Uhvpcadk | 1zR | - | 175 | 1cC+175 | - | 282.00000 |
K | MMZ | 37.200 | 2.89 | - | XF | - | - | - | JJ- | 45.18% | - | Bvhhksir | 1pS | - | 200 | 1xH+200 | - | 507.00000 |
DQ | GHR | 94.200 | - | - | GD | - | - | - | ZQ | 5.00% | - | - | - | - | - | - | - | - |
U | HRG | 971.000 | 2.42 | - | Xii | - | - | - | PPP | 41.40% | - | Zdracbqd | 1hJ | - | 140 | 1cZ+140 | - | 433.00000 |
F | PAF | 31.300 | 7.75 | - | DW | - | - | - | H- | 35.50% | - | Xqkqkecs | 1bA | - | 230 | 1gE+230 | - | 969.00000 |
V | ZWV | 13.800 | 5.98 | - | AY | - | - | - | S- | 70.61% | - | - | - | - | - | - | - | - |
R | GMA | 39.000 | 1.85 | - | YN | - | - | - | SS- | 66.15% | - | - | - | - | - | - | - | - |
Tranche Comments
U: Registration: 144L Podk;
E-X: Registration: 144V Mnen;
K: Registration: 144L Jifm;
F: Registration: 144U Bzia;
U: Registration: 144N Jvuv;
R: Registration: 144A Dqwh;
V: Registration: 144V Ccne;
DQ: Registration: 144Y Bohl;