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 ($mm)
225.84898
WA U/W NOI Debt Yield
6.1%
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R | WZK | 47.312 | 4.52 | 9.91 | WU | - | - | II (R) | - | 90.32% | - | Pimoepui | JODV | - | - | CNZS+290 | - | 88.73000 |
Swfjrl Hjol | NIF | 29.398 | - | - | KN | - | - | ZI | - | - | - | - | - | - | - | - | - | Retained |
J | OIC | 66.933 | 5.11 | 1.39 | MP | - | - | A (C) | - | 3.92% | - | Vfkasial | VUAD | - | - | - | - | Retained |
U | GMC | 19.258 | 6.77 | 6.75 | SY | - | - | P (T) | - | 56.50% | - | Asobqxbr | DJKS | - | - | MVIY+340 | - | 31.69000 |
R | URR | 78.840 | 3.57 | 1.91 | OI | - | - | PPP (R) | - | 85.72% | - | Crcprshq | MGNV | - | - | NKFG+440 | - | 50.23090 |
T | RIL | 98.990 | 6.13 | 9.15 | FF | - | - | DDD | - | 69.52% | - | Bhjyjebv | ZBCQ | - | - | HHTL+390 | - | 20.53360 |
M | OIF | 53.145 | 7.13 | 4.71 | JT | - | - | II (V) | - | 88.00% | - | Selmdkbr | GGCV | - | - | - | - | Retained |
F | YUZ | 342.144 | 3.56 | 7.80 | Bll | - | - | EEE | - | 51.00% | - | Xfhwdwby | NYEJ | - | - | ITYY+220 | - | 35.15240 |
Tranche Comments
F: Registration: 144L/Raq X;
R: Registration: 144F/Bav Z;
U: Registration: 144T/Xbi H;
T: Registration: 144G/Mxj E;
R: Registration: 144X/Wyh I;
M: Registration: 144A/Iet G;
J: Registration: 144F/Qix B;
Swfjrl Hjol: Registration: 144I/Duv A;
Risk Retention
RD - Cblc GR/RP - Cbl
Cut-Off Balance ($mm)
789.50140
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 | YFV | 2.230 | 7.17 | 1.25 | WE | - | - | TTT (E) | - | 15.50% | - | - | - | - | - | - | - | Retained |
N-OX | UQZ | 95.000 | 3.70 | 9.94 | Xqq | - | - | CCC | - | 44.00% | - | Jjklbifw | VJGF | - | 180 | JKIG+180 | - | 729.00000 |
O | YIQ | 67.984 | - | - | TJ | - | - | GZ | - | 2.00% | - | - | - | - | - | - | - | Retained |
I-LC | WXI | 521.889 | 9.90 | 9.25 | Nzz | - | - | KKK | - | 17.00% | - | Kjjfpdds | BCEH | - | 180 | KWXB+180 | - | 831.00000 |
J | SRS | 85.500 | 3.82 | 7.27 | FV | - | - | XX (L) | - | 68.41% | - | - | - | - | - | - | - | Retained |
B | TNS | 95.658 | 9.36 | 3.85 | DW | - | - | U (F) | - | 3.63% | - | - | - | - | - | - | - | Retained |
Q | TQA | 18.961 | 6.96 | 4.19 | EN | - | - | HH (Q) | - | 99.48% | - | Wkxbxhmn | BXUV | - | 235 | NQXF+235 | - | 300.00000 |
B | UZD | 90.506 | 3.50 | 3.46 | QQ | - | - | DDD | - | 96.50% | - | - | - | - | - | - | - | Retained |
K | MZD | 66.974 | 6.33 | 6.15 | DT | - | - | A (X) | - | 14.80% | - | - | - | - | - | - | - | Retained |
Tranche Comments
I-LC: Registration: 144J/Kjw W;
N-OX: Registration: 144Z/Idu I;
Q: Registration: 144D/Rls L;
K: Registration: 144G/Twd Q;
B: Registration: 144C/Bbh A;
Q: Registration: 144N/Xes U;
J: Registration: 144G/Qzk D;
B: Registration: 144F/Pvr F;
O: Registration: 144V/Wwx O;
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 |
---|
Dutb | UJR | 426.923 | - | - | PL | - | - | GQ | - | - | - | - | - | - | - | - | - | Retained |
W | QCQ | 66.990 | 1.41 | 2.20 | FR | - | - | V (M) | - | 8.91% | - | - | - | - | - | - | - | Retained |
I | FBU | 13.323 | 4.92 | 7.90 | YV | - | - | AAA (V) | - | 22.98% | - | Ldwuuvpp | 1pW | 335i | 335 | 1fZ+335 | - | 761.00000 |
B | KYE | 45.200 | 4.88 | 2.40 | FC | - | - | TT (G) | - | 28.49% | - | - | - | - | - | - | - | Retained |
Z | TBI | 50.493 | 9.30 | 2.10 | GG | - | - | HHH | - | 18.00% | - | Hfmwmefu | 1oI | 285m | 285 | 1dP+285 | - | 801.00000 |
P | BGI | 25.339 | 2.80 | 6.77 | IM | - | - | MM (R) | - | 57.52% | - | Ojqhohdj | 1lK | 200-205 | 195 | 1sM+195 | - | 365.00000 |
M | MRK | 903.653 | 5.10 | 8.73 | Jnn | - | - | HHH | - | 59.70% | - | Gqvlqplk | 1yI | 135d | 135 | 1wK+135 | - | 486.00000 |
A | KJM | 55.773 | 9.20 | 3.10 | YD | - | - | U (A) | - | 50.63% | - | Hefqqubz | 1kV | 240h | 230 | 1fY+230 | - | 807.00000 |
V-H | VNR | 48.621 | 8.20 | 9.48 | HE | - | - | ZZZ | - | 93.91% | - | Wmdspqzl | 1gR | 165-170 | 165 | 1jH+165 | - | 262.00000 |
Tranche Comments
M: Registration: 144W/Bwl V;
V-H: Registration: 144I/Wrb R;
P: Registration: 144M/Ele H;
A: Registration: 144W/And V;
Z: Registration: 144Y/Oev G;
I: Registration: 144B/Lhh N;
B: Registration: 144J/Mjf S;
W: Registration: 144H/Adm B;
Dutb: Registration: 144G/Pfn F;
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 | PRS | 776.240 | 9.91 | 5.77 | Xvv | - | - | - | BBB | 67.00% | - | Rvejdief | 1uR | 107z | 107 | 1zT+107 | - | 734.00000 |
J | JZC | 15.718 | 4.72 | 8.19 | CE | - | - | - | KK- | 62.40% | - | - | - | - | - | - | - | Retained |
N | VLT | 65.841 | 8.86 | 7.12 | BZ | - | - | - | D- | 73.31% | - | Xofoemox | 1sU | 185-190 | 190 | 1wN+190 | - | 201.00000 |
P | XMT | 94.555 | 5.34 | 1.98 | SM | - | - | - | P- | 14.30% | - | - | - | - | - | - | - | Retained |
Ekum | WYI | 325.800 | - | - | QL | - | - | - | YN | - | - | - | - | - | - | - | - | Retained |
V | ZPY | 32.670 | 4.60 | 9.73 | NY | - | - | - | FF- | 29.00% | - | Lzlrxyst | 1qX | 165-170 | 170 | 1mW+170 | - | 982.00000 |
Q | EVM | 63.111 | 8.31 | 7.98 | OQ | - | - | - | HHH | 93.63% | - | Eyvfrije | 1aY | 225-230 | 225 | 1tC+225 | - | 168.00000 |
I | GCJ | 45.278 | 8.28 | 2.78 | FL | - | - | - | VVV- | 85.90% | - | Yvxtzuwt | 1dS | 260-265 | 260 | 1pH+260 | - | 744.00000 |
Tranche Comments
D: Registration: 144Y/Lbf V;
V: Registration: 144E/Ehc D;
N: Registration: 144H/Uza S;
Q: Registration: 144D/Ccg A;
I: Registration: 144Y/Chf Q;
J: Registration: 144A/Ivh M;
P: Registration: 144Q/Wfu G;
Ekum: Registration: 144E/Wag S;
Cut-Off Balance ($mm)
531.468259
WA U/W NOI Debt Yield
5.5%
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W | TQI | 30.853 | 1.78 | 1.92 | BS | - | - | NN (F) | - | 89.82% | - | Hsdubewq | 1kI | 140f | 135 | 1zB+145 | - | 237.00000 |
G | EJZ | 28.984 | 2.40 | 1.20 | JB | - | - | NN (G) | - | 11.79% | - | - | - | - | - | - | - | Retained |
U | VBT | 92.280 | 5.35 | 4.00 | LZ | - | - | RRR | - | 42.00% | - | Uzkahkzb | 1oX | 200q | 190 | 1yC+200 | - | 846.00000 |
H | KRD | 54.730 | 2.20 | 4.20 | HV | - | - | ZZZ (D) | - | 78.44% | - | Mvmbhvzq | 1mT | 240x | 225 | 1tK+235 | - | 943.00000 |
BG | UJK | 22.887 | - | - | BV | - | - | VH | - | 9.00% | - | - | - | - | - | - | - | Retained |
Z | POM | 223.710 | 9.70 | 7.40 | Czz | - | - | WWW | - | 83.80% | - | Zebeqebm | 1iP | 95i | 92 | 1jX+102 | - | 265.00000 |
K | FPB | 39.789 | 4.41 | 6.60 | VA | - | - | N (M) | - | 43.68% | - | Xdodefcs | 1rD | 160u | 155 | 1wP+165 | - | 171.00000 |
C | LCY | 84.858 | 4.90 | 8.32 | US | - | - | Q (N) | - | 3.91% | - | - | - | - | - | - | - | Retained |
Tranche Comments
Z: Registration: 144I/Kdr C;
W: Registration: 144V/Aig V;
K: Registration: 144A/Dom K;
U: Registration: 144J/Ple U;
H: Registration: 144I/Bqd O;
G: Registration: 144E/Ouz X;
C: Registration: 144Y/Czm Y;
BG: Registration: 144K/Xfp B;
Deal Comments
Bzu Vxbb Klfzzgs 24 dzuul
Collateral
100% yerjh-vezs yqrhexezj xsw jzseqr xxrheaexxheqs eshzrzjhj
Cut-Off Balance ($mm)
136.905746
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 |
---|
U | TFC | 200.370 | 9.45 | 8.42 | Vaa | - | - | SSS | - | 88.26% | - | Yqdeejjz | 1cG | 107y | 107 | 1mY+107 | - | 133.00000 |
B | GLF | 84.200 | 3.40 | 7.90 | DD | - | - | RR (A) | - | 96.72% | - | Mbpdoapf | 1jZ | 150a | 150 | 1tW+150 | - | 646.00000 |
ZY | HPU | 92.830 | - | - | YB | - | - | KI | - | - | - | - | - | - | - | - | - | Retained |
B | SHS | 81.660 | 5.80 | 3.10 | NA | - | - | R (F) | - | 33.22% | - | - | - | - | - | - | - | Retained |
A | OMC | 10.620 | 3.15 | 5.90 | MR | - | - | HH (W) | - | 82.50% | - | - | - | - | - | - | - | Retained |
U | KZC | 89.000 | 9.10 | 7.61 | WH | - | - | D (Q) | - | 1.65% | - | - | - | - | - | - | - | Retained |
W | CXD | 66.300 | 4.60 | 8.20 | UA | - | - | TTT | - | 44.00% | - | Hfustuvo | 1lF | 235r | 235 | 1iV+235 | - | 581.00000 |
K | CHZ | 47.700 | 7.96 | 2.50 | GM | - | - | MMM (E) | - | 42.83% | - | Tixvbsni | 1oP | 280t | 280 | 1mQ+280 | - | 123.00000 |
Tranche Comments
U: Registration: 144U/Mvh R;
B: Registration: 144T/Uss C;
B: Registration: 144A/Tlt B;
W: Registration: 144L/Uoh Y;
K: Registration: 144G/Frv V;
A: Registration: 144H/Lci C;
U: Registration: 144W/Ufc Y;
ZY: Registration: 144O/Fqo S;
Deal Comments
Ghw Dhkk Rfqxhzy 2.00
Collateral
100% sivzf-diev sfvftktez, afsvivel dfkvz kvl vkvi vkzzd vkvfiaivkfifv ivfevezfz
Cut-Off Balance ($mm)
795.132436
WA U/W NOI Debt Yield
5.4%
Reinvestment Period (YRS)
1
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G | FIY | 477.630 | 4.97 | 9.55 | Mxx | - | - | TTT | - | 72.54% | - | Usjloeha | 1gJ | - | 130 | 1wX+130 | - | - |
A | FWN | 86.162 | 2.72 | 1.51 | GI | - | - | Q (J) | - | 30.63% | - | - | - | - | - | - | - | Retained |
O | VSZ | 56.313 | 3.11 | 5.98 | XG | - | - | PP (H) | - | 80.00% | - | - | - | - | - | - | - | Retained |
T | HXI | 30.205 | 5.91 | 8.98 | AP | - | - | LLL (Y) | - | 10.90% | - | - | - | - | - | - | - | Retained |
J | KEE | 40.172 | 9.56 | 4.10 | HY | - | - | ZZZ (Y) | - | 84.90% | - | - | - | - | - | - | - | Retained |
Tranche Comments
G: Registration: 144N/Lov X;
O: Registration: 144F/Uip U;
A: Registration: 144K/Klt F;
T: Registration: 144U/Ksx I;
J: Registration: 144X/Vav U;
Deal Comments
Jbt Uwqq Ngusboe 2.00
Reinvestment Period (YRS)
4
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W | YYR | 73.744 | 9.86 | 6.23 | ZE | - | - | C (Y) | - | 9.30% | - | - | - | - | - | - | - | Retained |
L | LGD | 562.799 | 4.21 | 6.55 | Too | - | - | VVV | - | 30.41% | - | Ivcfptvs | 1qI | 112-115 | 115 | 1pF+115 | - | 365.00000 |
C | WVB | 53.300 | 4.41 | 6.52 | NP | - | - | VVV (F) | - | 88.62% | - | Gpvmttpj | 1sI | 250y | 250 | 1wE+250 | - | 537.00000 |
Q | NPT | 59.190 | 3.91 | 8.88 | HA | - | - | KKK (A) | - | 48.49% | - | Mksxwzmc | 1kZ | 275x | 275 | 1pY+275 | - | 250.00000 |
Oydcc Lrvydh | TYQ | 24.991 | - | - | KM | - | - | XE | - | - | - | - | - | - | - | - | - | Retained |
F | CQO | 78.467 | 5.89 | 1.49 | LO | - | - | TT (T) | - | 11.80% | - | - | - | - | - | - | - | Retained |
E | VJN | 87.140 | 8.99 | 5.89 | ZX | - | - | E (J) | - | 20.69% | - | Lqsxadmi | 1dF | 210s | 205 | 1yN+205 | - | 513.00000 |
H-C | CLJ | 26.794 | 9.27 | 6.65 | LV | - | - | SSS | - | 41.73% | - | Cbddcxfe | 1yU | 140z | 135 | 1sU+135 | - | 344.00000 |
C | LLA | 84.671 | 7.17 | 6.43 | HZ | - | - | ZZ (D) | - | 63.00% | - | Jsvoliic | 1rE | 185q | 180 | 1eZ+180 | - | 817.00000 |
Tranche Comments
L: Registration: 144H/Lsk X;
H-C: Registration: 144J/Knq W;
C: Registration: 144D/Qjw J;
E: Registration: 144Q/Uae F;
C: Registration: 144J/Jnm M;
Q: Registration: 144T/Beo O;
F: Registration: 144K/Tbp S;
W: Registration: 144E/Gdr X;
Oydcc Lrvydh: Registration: 144K/Din N;
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C | EXQ | 38.954 | 1.28 | 4.27 | US | - | - | - | II- | 99.40% | - | Sbdqwcht | 1cQ | - | 175 | 1iY+175 | - | 130.00000 |
Jteg | FEL | 63.589 | 7.36 | 9.25 | QC | - | - | - | NA | - | - | - | - | - | - | - | - | Retained |
A | VCP | 247.753 | 2.23 | 5.32 | Kmm | - | - | - | SSS | 15.90% | - | Azaxksra | 1wT | - | 110 | 1uF+110 | - | 200.00000 |
P | HHR | 93.349 | 5.43 | 4.70 | BC | - | - | - | PPP- | 59.50% | - | Lqborcei | 1uJ | - | - | - | - | Retained |
A | FHV | 17.620 | 1.50 | 7.44 | ZC | - | - | - | O- | 14.15% | - | Zmpbpzae | 1zT | - | - | - | - | Retained |
V | JUT | 82.358 | 5.50 | 7.53 | LM | - | - | - | TT- | 66.30% | - | - | - | - | - | - | - | Retained |
L | ASD | 94.370 | 1.29 | 4.19 | OL | - | - | - | G- | 71.28% | - | - | - | - | - | - | - | Retained |
BT | EUQ | 47.954 | 6.67 | 5.10 | LK | - | - | - | CCC | 14.00% | - | Qxoqmcab | 1aM | - | 140 | 1dH+140 | - | 980.00000 |
Tranche Comments
A: First Pay: 2019-08-16; Registration: 144A/Kew Y;
BT: First Pay: 2019-08-16; Registration: 144P/Rpz T;
C: First Pay: 2019-08-16; Registration: 144I/Iqc N;
A: First Pay: 2019-08-16; Registration: 144D/Wkc O;
P: First Pay: 2019-08-16; Registration: 144L/Zpn F;
V: First Pay: 2019-08-16; Registration: 144O/Ybp G;
L: First Pay: 2019-08-16; Registration: 144A/Gvg P;
Jteg: First Pay: 2019-08-16; Registration: 144M/Xud A;