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)
713.35698
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 |
---|
D | TLR | 60.927 | 2.40 | 4.22 | GC | - | - | VVV | - | 57.56% | - | - | - | - | - | - | - | Retained |
A-NV | CBX | 951.553 | 8.90 | 4.30 | Lll | - | - | TTT | - | 33.00% | - | Zhrpdzfi | UZJG | - | 180 | EZSE+180 | - | 598.00000 |
U | YZC | 54.726 | - | - | NZ | - | - | KB | - | 1.00% | - | - | - | - | - | - | - | Retained |
R | AMX | 9.612 | 5.51 | 8.83 | VX | - | - | TTT (H) | - | 38.30% | - | - | - | - | - | - | - | Retained |
L | HYH | 27.404 | 1.96 | 8.38 | EA | - | - | P (A) | - | 6.40% | - | - | - | - | - | - | - | Retained |
R | BQQ | 66.833 | 6.69 | 1.55 | VF | - | - | V (Q) | - | 38.83% | - | - | - | - | - | - | - | Retained |
F | OQP | 54.310 | 9.46 | 4.47 | AM | - | - | BB (C) | - | 86.52% | - | - | - | - | - | - | - | Retained |
T-GH | UJI | 19.000 | 3.90 | 5.53 | Oll | - | - | AAA | - | 59.00% | - | Ksbukyxq | EUHC | - | 180 | CKMZ+180 | - | 566.00000 |
C | CXI | 51.222 | 5.81 | 6.58 | VF | - | - | RR (V) | - | 36.39% | - | Gzooqfoi | VLFR | - | 235 | XWCD+235 | - | 915.00000 |
Tranche Comments
A-NV: Registration: 144W/Tie T;
T-GH: Registration: 144K/Drg Q;
C: Registration: 144T/Wvv F;
R: Registration: 144V/Deu D;
D: Registration: 144J/Tap E;
R: Registration: 144L/Ddd P;
F: Registration: 144D/Chj B;
L: Registration: 144J/Wyq U;
U: Registration: 144D/Gxm B;
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 |
---|
C-B | AHU | 64.265 | 9.10 | 7.17 | GN | - | - | SSS | - | 50.61% | - | Zycpkcft | 1lD | 165-170 | 165 | 1zR+165 | - | 124.00000 |
B | CWP | 227.182 | 9.90 | 5.78 | Xrr | - | - | ZZZ | - | 52.60% | - | Gbcoikui | 1jX | 135b | 135 | 1bL+135 | - | 440.00000 |
U | PPD | 79.793 | 6.90 | 2.21 | JD | - | - | WW (H) | - | 87.76% | - | Nrysxruz | 1iJ | 200-205 | 195 | 1zJ+195 | - | 549.00000 |
Bupy | XIT | 789.664 | - | - | BP | - | - | UF | - | - | - | - | - | - | - | - | - | Retained |
I | OQA | 89.373 | 1.70 | 5.10 | EU | - | - | PPP | - | 67.00% | - | Qmdcxstx | 1zY | 285o | 285 | 1xD+285 | - | 174.00000 |
M | KMV | 83.900 | 3.65 | 7.40 | BB | - | - | EE (D) | - | 93.70% | - | - | - | - | - | - | - | Retained |
Z | TXH | 46.870 | 7.64 | 3.70 | PX | - | - | V (Q) | - | 5.18% | - | - | - | - | - | - | - | Retained |
U | KTC | 77.856 | 2.10 | 1.40 | MK | - | - | E (G) | - | 23.51% | - | Ckldmwxo | 1zA | 240b | 230 | 1rH+230 | - | 673.00000 |
W | AUW | 54.432 | 2.13 | 7.10 | GQ | - | - | III (T) | - | 55.83% | - | Pzzjwyal | 1qS | 335k | 335 | 1rH+335 | - | 928.00000 |
Tranche Comments
B: Registration: 144M/Qyv W;
C-B: Registration: 144F/Qjz R;
U: Registration: 144K/Kdh N;
U: Registration: 144M/Yfl H;
I: Registration: 144G/Anc P;
W: Registration: 144Q/Ffg P;
M: Registration: 144L/Vsw S;
Z: Registration: 144A/Bzv N;
Bupy: Registration: 144J/Qng K;
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 |
---|
T | JZP | 11.404 | 3.43 | 4.30 | GF | - | - | - | VVV- | 52.60% | - | Mqvmekbf | 1fA | 260-265 | 260 | 1aW+260 | - | 563.00000 |
H | URB | 85.794 | 8.64 | 3.47 | IX | - | - | - | JJ- | 87.50% | - | - | - | - | - | - | - | Retained |
I | GAN | 32.607 | 1.42 | 1.47 | UW | - | - | - | Q- | 42.92% | - | - | - | - | - | - | - | Retained |
D | PPP | 378.240 | 1.89 | 6.46 | Qkk | - | - | - | EEE | 73.00% | - | Zradxpao | 1sP | 107g | 107 | 1hO+107 | - | 977.00000 |
Zoaz | WIQ | 127.416 | - | - | FQ | - | - | - | EV | - | - | - | - | - | - | - | - | Retained |
V | KNW | 15.683 | 1.76 | 5.69 | SG | - | - | - | GG- | 99.00% | - | Hqlzlwkj | 1rJ | 165-170 | 170 | 1iW+170 | - | 332.00000 |
Z | GHV | 81.177 | 7.89 | 1.71 | UV | - | - | - | N- | 59.99% | - | Ephdwkho | 1nL | 185-190 | 190 | 1kX+190 | - | 140.00000 |
R | XMB | 25.677 | 9.25 | 4.54 | FX | - | - | - | TTT | 14.39% | - | Uebczslu | 1aX | 225-230 | 225 | 1rU+225 | - | 214.00000 |
Tranche Comments
D: Registration: 144P/Gvu D;
V: Registration: 144Z/Cbs J;
Z: Registration: 144P/Eia E;
R: Registration: 144L/Jqu X;
T: Registration: 144O/Php Y;
H: Registration: 144K/Zna N;
I: Registration: 144D/Yyu A;
Zoaz: Registration: 144X/Myy B;
Cut-Off Balance ($mm)
399.883765
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 |
---|
N | OXQ | 35.792 | 5.17 | 9.83 | NC | - | - | OO (X) | - | 55.68% | - | Qkjzqqbx | 1fT | 140b | 135 | 1pS+145 | - | 634.00000 |
B | PQI | 81.160 | 1.84 | 4.00 | XS | - | - | WWW | - | 20.00% | - | Zhevjymr | 1cO | 200s | 190 | 1nR+200 | - | 303.00000 |
D | XGS | 54.920 | 5.40 | 6.50 | GW | - | - | MMM (R) | - | 61.44% | - | Hprjyroq | 1wQ | 240o | 225 | 1hS+235 | - | 104.00000 |
E | HIE | 59.705 | 7.40 | 6.60 | II | - | - | JJ (G) | - | 14.78% | - | - | - | - | - | - | - | Retained |
LY | GIY | 92.977 | - | - | UX | - | - | JW | - | 6.00% | - | - | - | - | - | - | - | Retained |
C | HAU | 974.370 | 6.10 | 6.47 | Hqq | - | - | SSS | - | 46.50% | - | Gjepmfos | 1qT | 95f | 92 | 1zV+102 | - | 459.00000 |
G | TXM | 71.931 | 8.70 | 4.48 | NN | - | - | K (V) | - | 4.55% | - | - | - | - | - | - | - | Retained |
M | VFC | 24.519 | 6.95 | 2.80 | KN | - | - | K (T) | - | 35.26% | - | Hcvmkhxz | 1gY | 160l | 155 | 1gD+165 | - | 255.00000 |
Tranche Comments
C: Registration: 144X/Ymc H;
N: Registration: 144V/Hcx Y;
M: Registration: 144N/Cmh D;
B: Registration: 144P/Mjk S;
D: Registration: 144M/Auo S;
E: Registration: 144F/Zqw U;
G: Registration: 144M/Tth P;
LY: Registration: 144D/Qhp K;
Deal Comments
Djv Bgcc Tarbjey 24 ljvkh
Collateral
100% fwyhw-jwyq niywnnnyh nqy hyqwiy ynywwowynwwiq wqwyyyhwh
Cut-Off Balance ($mm)
990.171111
WA U/W NOI Debt Yield
5.7%
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N | HGA | 279.270 | 5.58 | 2.34 | Djj | - | - | RRR | - | 19.82% | - | Acclpqsz | 1fN | 107f | 107 | 1tM+107 | - | 739.00000 |
H | NBA | 54.700 | 5.34 | 7.20 | VO | - | - | OOO (J) | - | 97.66% | - | Ijsxuhkp | 1mE | 280f | 280 | 1qF+280 | - | 884.00000 |
S | LHU | 20.350 | 2.12 | 5.30 | AZ | - | - | FF (F) | - | 71.80% | - | - | - | - | - | - | - | Retained |
I | HOJ | 82.000 | 2.20 | 6.79 | NI | - | - | C (F) | - | 1.78% | - | - | - | - | - | - | - | Retained |
K | FLJ | 61.700 | 6.30 | 6.80 | YS | - | - | DD (X) | - | 99.62% | - | Jcxomdxe | 1sQ | 150z | 150 | 1xK+150 | - | 465.00000 |
F | EJW | 53.790 | 7.90 | 1.50 | HE | - | - | W (O) | - | 65.32% | - | - | - | - | - | - | - | Retained |
EL | OAP | 39.480 | - | - | EB | - | - | WS | - | - | - | - | - | - | - | - | - | Retained |
A | HMD | 96.300 | 8.80 | 9.90 | LA | - | - | PPP | - | 74.00% | - | Pvjvedfr | 1pD | 235m | 235 | 1vB+235 | - | 766.00000 |
Tranche Comments
N: Registration: 144V/Qbp X;
K: Registration: 144K/Tlv Y;
F: Registration: 144A/Lqn G;
A: Registration: 144V/Gsm Z;
H: Registration: 144H/Vby S;
S: Registration: 144O/Fug Z;
I: Registration: 144G/Ghj K;
EL: Registration: 144G/Ctd N;
Deal Comments
Qjv Zxhh Jjyzjfc 2.00
Collateral
100% fifjz-jish wwfzkvksj, gwwkihsg jwvhj vhg mvfi mvjjz mvfzigimvziwh ihzsfsjzj
Cut-Off Balance ($mm)
978.441091
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 |
---|
M | RNJ | 122.670 | 2.69 | 1.38 | Gqq | - | - | WWW | - | 90.47% | - | Dpmadlxn | 1nE | - | 130 | 1nG+130 | - | - |
T | ETF | 47.784 | 1.71 | 7.90 | EI | - | - | FFF (M) | - | 71.85% | - | - | - | - | - | - | - | Retained |
B | JFG | 63.726 | 6.95 | 8.39 | XJ | - | - | RRR (Z) | - | 80.95% | - | - | - | - | - | - | - | Retained |
C | OCT | 90.942 | 9.98 | 5.56 | JR | - | - | K (U) | - | 74.25% | - | - | - | - | - | - | - | Retained |
A | BTN | 86.452 | 3.60 | 7.75 | XU | - | - | BB (N) | - | 88.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
M: Registration: 144A/Rli J;
A: Registration: 144Z/Hsk E;
C: Registration: 144K/Mrd U;
T: Registration: 144A/Ozh K;
B: Registration: 144Z/Osq R;
Deal Comments
Kzh Ecbb Mjetzyk 2.00
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 |
---|
H | FKN | 50.556 | 3.23 | 5.68 | CG | - | - | NN (H) | - | 93.10% | - | - | - | - | - | - | - | Retained |
K | NHY | 59.999 | 8.31 | 8.84 | NP | - | - | RR (R) | - | 68.00% | - | Cwlpeuhx | 1cP | 185c | 180 | 1oF+180 | - | 634.00000 |
Y | QZD | 704.546 | 4.53 | 9.99 | Pss | - | - | KKK | - | 88.62% | - | Kcfkkkqh | 1xL | 112-115 | 115 | 1iT+115 | - | 448.00000 |
X-D | QOH | 50.431 | 9.12 | 9.52 | UH | - | - | FFF | - | 77.63% | - | Ryqrjvtq | 1sC | 140n | 135 | 1sC+135 | - | 885.00000 |
C | VZG | 51.300 | 6.90 | 3.56 | TR | - | - | BBB (V) | - | 47.40% | - | Ojkjkhxy | 1uA | 250f | 250 | 1mW+250 | - | 865.00000 |
G | NLQ | 33.600 | 1.22 | 8.58 | JN | - | - | Q (D) | - | 81.57% | - | Dwafawvn | 1sP | 210i | 205 | 1qK+205 | - | 440.00000 |
D | KNE | 29.800 | 6.46 | 4.10 | GT | - | - | BBB (O) | - | 81.63% | - | Beouybui | 1mG | 275w | 275 | 1bC+275 | - | 879.00000 |
T | QSH | 69.724 | 8.79 | 7.87 | ZG | - | - | G (K) | - | 3.50% | - | - | - | - | - | - | - | Retained |
Lrcbb Wjprcn | NZL | 23.187 | - | - | MX | - | - | QG | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Y: Registration: 144V/Ood X;
X-D: Registration: 144O/Qxg L;
K: Registration: 144L/Lmt J;
G: Registration: 144N/Nzs D;
C: Registration: 144T/Aee Y;
D: Registration: 144E/Odx E;
H: Registration: 144K/Oty E;
T: Registration: 144B/Qrc G;
Lrcbb Wjprcn: Registration: 144L/Wde R;
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L | HVC | 57.541 | 8.60 | 9.32 | XC | - | - | - | AA- | 14.83% | - | - | - | - | - | - | - | Retained |
L | GTI | 75.301 | 2.95 | 2.30 | YM | - | - | - | UUU- | 42.70% | - | Mpwtmxtf | 1gI | - | - | - | - | Retained |
AA | HCT | 48.368 | 5.15 | 5.20 | KF | - | - | - | III | 11.00% | - | Rclvdmhb | 1xX | - | 140 | 1eI+140 | - | 857.00000 |
B | NCN | 25.690 | 7.54 | 1.25 | QP | - | - | - | H- | 13.84% | - | - | - | - | - | - | - | Retained |
Qlbc | MXM | 40.920 | 3.53 | 6.91 | FH | - | - | - | YP | - | - | - | - | - | - | - | - | Retained |
C | TMW | 82.830 | 6.20 | 3.52 | HN | - | - | - | M- | 30.52% | - | Orwelafe | 1pY | - | - | - | - | Retained |
R | KHO | 481.951 | 2.76 | 9.59 | Xll | - | - | - | LLL | 13.70% | - | Sbqpybbo | 1eF | - | 110 | 1sW+110 | - | 660.00000 |
F | HFA | 55.989 | 7.41 | 4.32 | WR | - | - | - | SS- | 72.10% | - | Ovlhpyuv | 1cV | - | 175 | 1aX+175 | - | 419.00000 |
Tranche Comments
R: First Pay: 2019-08-16; Registration: 144C/Llq G;
AA: First Pay: 2019-08-16; Registration: 144P/Qvv A;
F: First Pay: 2019-08-16; Registration: 144P/Ehf G;
C: First Pay: 2019-08-16; Registration: 144J/Mqc R;
L: First Pay: 2019-08-16; Registration: 144D/Fnk V;
L: First Pay: 2019-08-16; Registration: 144M/Mfe B;
B: First Pay: 2019-08-16; Registration: 144K/Ovm J;
Qlbc: First Pay: 2019-08-16; Registration: 144C/Eps U;
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q-Z | CVM | 13.000 | 3.81 | - | PC | - | - | - | TTT | 10.00% | - | Fhfxbwol | 1uQ | - | 175 | 1qY+175 | - | 423.00000 |
Y | IPZ | 19.600 | 5.47 | - | GI | - | - | - | TT- | 79.16% | - | Uvmkmmbk | 1iV | - | 200 | 1zV+200 | - | 681.00000 |
Q | XOP | 258.000 | 9.34 | - | Tmm | - | - | - | WWW | 20.80% | - | Abuoroqt | 1yJ | - | 140 | 1eS+140 | - | 396.00000 |
V | KKV | 48.200 | 7.30 | - | EU | - | - | - | XXX- | 33.32% | - | Opjstcbb | 1uA | - | 270 | 1tE+270 | - | 792.00000 |
P | XGQ | 74.600 | 3.56 | - | EC | - | - | - | H- | 19.87% | - | Plxwjaqo | 1iT | - | 230 | 1gT+230 | - | 331.00000 |
P | KUZ | 44.000 | 8.83 | - | QN | - | - | - | EE- | 65.75% | - | - | - | - | - | - | - | - |
H | RJR | 99.500 | 7.52 | - | YT | - | - | - | I- | 72.30% | - | - | - | - | - | - | - | - |
QZ | ONK | 39.300 | - | - | QX | - | - | - | ZA | 1.00% | - | - | - | - | - | - | - | - |
Tranche Comments
Q: Registration: 144X Fzrp;
Q-Z: Registration: 144L Nozf;
Y: Registration: 144K Hizt;
P: Registration: 144X Nflc;
V: Registration: 144F Mklp;
P: Registration: 144A Tstz;
H: Registration: 144R Orkh;
QZ: Registration: 144N Fkag;