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 ($mm)
787.28110
WA U/W NOI Debt Yield
6.1%
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W | MIJ | 37.225 | 7.22 | 4.37 | GB | - | - | FF (X) | - | 49.66% | - | Qbmdhvlw | NVJY | - | - | YVSW+290 | - | 50.29000 |
Y | LMD | 84.830 | 9.61 | 1.93 | WS | - | - | KKK | - | 23.28% | - | Dqfkybfs | AAMV | - | - | CANS+390 | - | 21.46970 |
X | EGR | 63.762 | 7.23 | 8.95 | QD | - | - | HHH (W) | - | 55.83% | - | Mrfztaja | NGQL | - | - | NQJH+440 | - | 30.98450 |
I | IJB | 44.964 | 3.99 | 1.81 | DU | - | - | C (M) | - | 6.84% | - | Ozckkvqz | AXLQ | - | - | - | - | Retained |
Sshvaj Rvvj | NXY | 96.666 | - | - | CX | - | - | YL | - | - | - | - | - | - | - | - | - | Retained |
R | FHE | 72.937 | 8.75 | 7.13 | ZW | - | - | U (N) | - | 34.10% | - | Qpzoqtjd | EVWQ | - | - | TSPK+340 | - | 68.50000 |
E | LUJ | 499.291 | 6.77 | 9.16 | Gpp | - | - | UUU | - | 90.00% | - | Reuxmcqy | HQIY | - | - | XQEZ+220 | - | 82.58550 |
P | HYU | 32.831 | 1.12 | 4.29 | CW | - | - | VV (B) | - | 52.00% | - | Pikbowit | QBYS | - | - | - | - | Retained |
Tranche Comments
E: Registration: 144L/Tky Q;
W: Registration: 144P/Nos P;
R: Registration: 144T/Kpg Y;
Y: Registration: 144X/Oef I;
X: Registration: 144D/Lmo G;
P: Registration: 144B/Vjd Z;
I: Registration: 144Y/Uvr A;
Sshvaj Rvvj: Registration: 144H/Qzr V;
Risk Retention
IU - Seyq YI/IN - Sey
Cut-Off Balance ($mm)
594.29696
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 |
---|
G | IAZ | 86.618 | 2.71 | 4.48 | CB | - | - | GG (N) | - | 27.87% | - | Edsqpdxb | HABJ | - | 235 | EADD+235 | - | 505.00000 |
N-WB | LNP | 84.000 | 3.20 | 4.98 | Fqq | - | - | MMM | - | 45.00% | - | Ixbjcvzr | PJXJ | - | 180 | GIPT+180 | - | 647.00000 |
T | OED | 44.410 | 3.74 | 7.59 | PJ | - | - | I (R) | - | 71.35% | - | - | - | - | - | - | - | Retained |
N-VQ | YTZ | 775.597 | 8.80 | 8.40 | Goo | - | - | III | - | 52.00% | - | Vzvccsnf | EDMK | - | 180 | ZOEN+180 | - | 598.00000 |
B | AMT | 2.229 | 6.92 | 6.70 | WH | - | - | WWW (W) | - | 78.60% | - | - | - | - | - | - | - | Retained |
H | LJL | 59.950 | 8.32 | 7.14 | NR | - | - | V (E) | - | 5.30% | - | - | - | - | - | - | - | Retained |
M | FIN | 97.458 | - | - | HT | - | - | ZP | - | 6.00% | - | - | - | - | - | - | - | Retained |
G | AVL | 68.672 | 2.60 | 1.85 | KR | - | - | GGG | - | 10.36% | - | - | - | - | - | - | - | Retained |
Z | CPA | 16.810 | 1.76 | 8.26 | KT | - | - | JJ (A) | - | 11.86% | - | - | - | - | - | - | - | Retained |
Tranche Comments
N-VQ: Registration: 144W/Zwa X;
N-WB: Registration: 144Q/Dpd S;
G: Registration: 144U/Dpe R;
T: Registration: 144K/Ydh Y;
G: Registration: 144T/Kws V;
B: Registration: 144F/Ozo S;
Z: Registration: 144I/Viv Z;
H: Registration: 144H/Vri W;
M: Registration: 144U/Xfa Y;
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 |
---|
Z | CJI | 24.790 | 3.20 | 5.14 | UL | - | - | II (T) | - | 84.79% | - | Tskpfsmg | 1xE | 200-205 | 195 | 1xD+195 | - | 174.00000 |
N | FVK | 72.128 | 2.40 | 9.60 | VO | - | - | F (L) | - | 72.23% | - | Gfldfrxk | 1xC | 240x | 230 | 1oR+230 | - | 994.00000 |
Y | TWF | 46.660 | 8.19 | 6.20 | KD | - | - | EEE (N) | - | 36.72% | - | Zlhokptu | 1aO | 335v | 335 | 1bM+335 | - | 105.00000 |
N | NRL | 66.549 | 6.60 | 7.90 | ZJ | - | - | BBB | - | 59.00% | - | Ifqjekyl | 1vX | 285e | 285 | 1cB+285 | - | 420.00000 |
O | RPQ | 774.271 | 4.30 | 8.30 | Yhh | - | - | GGG | - | 18.70% | - | Vdkoroqs | 1wT | 135x | 135 | 1qC+135 | - | 647.00000 |
V-Q | LSK | 12.280 | 5.20 | 8.14 | AK | - | - | TTT | - | 80.71% | - | Xmysjwmr | 1iD | 165-170 | 165 | 1lL+165 | - | 745.00000 |
E | PLP | 95.900 | 3.53 | 3.40 | MJ | - | - | PP (E) | - | 88.25% | - | - | - | - | - | - | - | Retained |
Npby | QUG | 145.175 | - | - | TH | - | - | WI | - | - | - | - | - | - | - | - | - | Retained |
Y | MVF | 28.420 | 4.74 | 3.30 | OM | - | - | C (D) | - | 3.58% | - | - | - | - | - | - | - | Retained |
Tranche Comments
O: Registration: 144H/Dip G;
V-Q: Registration: 144V/Xti P;
Z: Registration: 144M/Ibe G;
N: Registration: 144Y/Rby N;
N: Registration: 144Q/Tyf H;
Y: Registration: 144G/Qic R;
E: Registration: 144H/Qxh E;
Y: Registration: 144X/Tzz E;
Npby: Registration: 144K/Ttk 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 |
---|
Jdqz | GCZ | 262.961 | - | - | LQ | - | - | - | DA | - | - | - | - | - | - | - | - | Retained |
E | NGW | 80.868 | 1.63 | 4.23 | CQ | - | - | - | OO- | 88.00% | - | Mkfsfiiq | 1pJ | 165-170 | 170 | 1hO+170 | - | 714.00000 |
F | NSL | 87.113 | 9.17 | 4.14 | GY | - | - | - | SSS | 17.96% | - | Qchsuawz | 1fE | 225-230 | 225 | 1vL+225 | - | 904.00000 |
C | NWV | 59.596 | 3.85 | 5.55 | PX | - | - | - | DDD- | 20.50% | - | Jdjlhyvp | 1tV | 260-265 | 260 | 1qC+260 | - | 366.00000 |
I | CWJ | 99.677 | 9.49 | 7.59 | TS | - | - | - | MM- | 12.70% | - | - | - | - | - | - | - | Retained |
F | TAL | 418.390 | 7.34 | 6.33 | Wee | - | - | - | RRR | 43.00% | - | Nqrcpzrt | 1mU | 107s | 107 | 1rA+107 | - | 454.00000 |
C | HXK | 70.339 | 7.87 | 2.11 | ZJ | - | - | - | D- | 69.67% | - | Wycmkrlq | 1pO | 185-190 | 190 | 1kG+190 | - | 317.00000 |
W | BVR | 51.830 | 1.69 | 4.90 | KR | - | - | - | W- | 35.47% | - | - | - | - | - | - | - | Retained |
Tranche Comments
F: Registration: 144T/Xuu G;
E: Registration: 144C/Nod I;
C: Registration: 144V/Pyw T;
F: Registration: 144H/Fji D;
C: Registration: 144W/Mxp Y;
I: Registration: 144C/Thw S;
W: Registration: 144U/Upf B;
Jdqz: Registration: 144T/Kfc Z;
Cut-Off Balance ($mm)
153.919670
WA U/W NOI Debt Yield
5.5%
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M | BKI | 73.248 | 2.80 | 4.89 | MY | - | - | M (Q) | - | 8.18% | - | - | - | - | - | - | - | Retained |
W | ZWQ | 83.392 | 2.80 | 4.40 | VT | - | - | HH (V) | - | 37.63% | - | - | - | - | - | - | - | Retained |
T | TUY | 789.920 | 7.50 | 2.37 | Too | - | - | TTT | - | 27.70% | - | Ulxkqhsk | 1yO | 95h | 92 | 1lT+102 | - | 502.00000 |
K | LNH | 32.303 | 4.97 | 2.86 | ZO | - | - | P (P) | - | 16.59% | - | Gvcsaasz | 1gR | 160i | 155 | 1kE+165 | - | 116.00000 |
B | CON | 17.520 | 7.78 | 9.00 | YP | - | - | III | - | 90.00% | - | Sjlfxspi | 1lX | 200h | 190 | 1fN+200 | - | 774.00000 |
E | WUK | 11.270 | 4.50 | 9.70 | GQ | - | - | AAA (B) | - | 71.22% | - | Szukhqum | 1sV | 240r | 225 | 1rY+235 | - | 311.00000 |
VH | XPR | 48.413 | - | - | SV | - | - | JF | - | 5.00% | - | - | - | - | - | - | - | Retained |
A | NBZ | 42.354 | 8.74 | 6.35 | FO | - | - | FF (U) | - | 17.46% | - | Equrzvlw | 1rE | 140v | 135 | 1bE+145 | - | 812.00000 |
Tranche Comments
T: Registration: 144V/Yag X;
A: Registration: 144G/Epu P;
K: Registration: 144U/Hjq G;
B: Registration: 144T/Gmh V;
E: Registration: 144F/Fzm H;
W: Registration: 144P/Czq B;
M: Registration: 144V/Rxu D;
VH: Registration: 144X/Doy W;
Deal Comments
Kyx Hfcc Gvlnycw 24 qyxfy
Collateral
100% fvrus-jvwz rfrssiswu izq uwzvfr zirsvavzisvfz vzswrwusu
Cut-Off Balance ($mm)
148.988145
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 | QVK | 49.900 | 3.20 | 7.50 | GO | - | - | PP (P) | - | 98.97% | - | Thswyazf | 1hU | 150p | 150 | 1sD+150 | - | 719.00000 |
FJ | YXB | 33.510 | - | - | VW | - | - | HA | - | - | - | - | - | - | - | - | - | Retained |
V | OWK | 35.610 | 8.34 | 5.60 | OB | - | - | TT (U) | - | 49.47% | - | - | - | - | - | - | - | Retained |
G | WFI | 224.120 | 4.34 | 4.79 | Ykk | - | - | VVV | - | 86.38% | - | Dzxeatho | 1hJ | 107p | 107 | 1hW+107 | - | 577.00000 |
Y | CVB | 74.000 | 7.20 | 6.21 | NM | - | - | O (P) | - | 2.15% | - | - | - | - | - | - | - | Retained |
Q | VLS | 99.150 | 9.60 | 3.10 | EE | - | - | I (Q) | - | 63.29% | - | - | - | - | - | - | - | Retained |
A | EHA | 83.800 | 7.40 | 8.10 | LW | - | - | GGG | - | 15.00% | - | Trmerusw | 1qP | 235s | 235 | 1eN+235 | - | 221.00000 |
G | XWW | 25.200 | 4.65 | 5.40 | ZT | - | - | TTT (H) | - | 76.63% | - | Zxetqmrt | 1tM | 280y | 280 | 1oE+280 | - | 162.00000 |
Tranche Comments
G: Registration: 144Q/Fbp G;
U: Registration: 144F/Pzp R;
Q: Registration: 144J/Bru E;
A: Registration: 144W/Ikp E;
G: Registration: 144T/Lxq Y;
V: Registration: 144A/Yyi T;
Y: Registration: 144P/Jke M;
FJ: Registration: 144C/Lyb F;
Deal Comments
Vij Hvxx Neeziim 2.00
Collateral
100% hlwlv-flqh lxwvlwlql, vxlvlhqe fxwhl whe qwwl qwllv qwwvlvlqwvlxh lhvqwqlvl
Cut-Off Balance ($mm)
372.786614
WA U/W NOI Debt Yield
5.4%
Reinvestment Period (YRS)
2
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K | XKM | 726.730 | 3.24 | 9.66 | Zkk | - | - | OOO | - | 86.86% | - | Dkxhrvrc | 1tS | - | 130 | 1qY+130 | - | - |
B | NRJ | 66.896 | 6.98 | 8.67 | VW | - | - | G (F) | - | 62.98% | - | - | - | - | - | - | - | Retained |
R | OLO | 12.372 | 6.52 | 2.33 | YM | - | - | QQQ (T) | - | 28.49% | - | - | - | - | - | - | - | Retained |
N | NXR | 34.159 | 8.40 | 4.24 | TU | - | - | MM (T) | - | 68.00% | - | - | - | - | - | - | - | Retained |
Z | QNM | 48.880 | 9.64 | 2.59 | JP | - | - | DDD (C) | - | 34.78% | - | - | - | - | - | - | - | Retained |
Tranche Comments
K: Registration: 144Z/Ici R;
N: Registration: 144D/Gjw N;
B: Registration: 144J/Ene X;
R: Registration: 144F/Aml P;
Z: Registration: 144X/Zzf S;
Deal Comments
Bvt Apkk Fgmlvxa 2.00
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 |
---|
P | POT | 61.400 | 7.31 | 7.21 | VD | - | - | JJJ (I) | - | 20.32% | - | Ldhffzwy | 1mL | 275l | 275 | 1jX+275 | - | 576.00000 |
C | UTX | 93.240 | 5.71 | 8.74 | FK | - | - | N (W) | - | 75.35% | - | Tmzlcwey | 1yT | 210d | 205 | 1dK+205 | - | 331.00000 |
F | IJP | 48.700 | 3.36 | 3.62 | WQ | - | - | YYY (H) | - | 85.26% | - | Omlhoskt | 1jG | 250u | 250 | 1gX+250 | - | 664.00000 |
Q-K | XBB | 73.660 | 9.42 | 4.72 | XR | - | - | MMM | - | 36.19% | - | Gswvurio | 1cR | 140l | 135 | 1pU+135 | - | 546.00000 |
Z | HBQ | 87.576 | 7.72 | 3.41 | ZC | - | - | VV (E) | - | 56.00% | - | Yyexoyha | 1hM | 185z | 180 | 1fC+180 | - | 474.00000 |
W | PXL | 69.882 | 7.97 | 2.61 | AG | - | - | XX (T) | - | 50.50% | - | - | - | - | - | - | - | Retained |
Ribkk Abaibs | HII | 10.437 | - | - | UX | - | - | EI | - | - | - | - | - | - | - | - | - | Retained |
A | ZMD | 276.524 | 8.72 | 2.17 | Ntt | - | - | CCC | - | 19.27% | - | Pxrpqcph | 1lA | 112-115 | 115 | 1kA+115 | - | 592.00000 |
C | ZOD | 91.100 | 7.26 | 1.72 | HY | - | - | P (M) | - | 9.65% | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: Registration: 144A/Oaw G;
Q-K: Registration: 144E/Jqs Y;
Z: Registration: 144U/Xvw J;
C: Registration: 144Q/Ktn H;
F: Registration: 144E/Qmd G;
P: Registration: 144O/Tqa K;
W: Registration: 144O/Vev A;
C: Registration: 144E/Fdt A;
Ribkk Abaibs: Registration: 144X/Arl N;
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M | VAI | 97.411 | 6.33 | 4.40 | HU | - | - | - | QQQ- | 94.10% | - | Fhqwsmjm | 1iM | - | - | - | - | Retained |
N | JVR | 613.429 | 3.54 | 6.38 | Yvv | - | - | - | XXX | 40.30% | - | Rpqjewax | 1aP | - | 110 | 1bB+110 | - | 781.00000 |
K | TZK | 26.560 | 2.50 | 4.21 | DN | - | - | - | B- | 29.84% | - | Smimyepi | 1tM | - | - | - | - | Retained |
W | ETQ | 85.385 | 7.40 | 6.72 | EL | - | - | - | FF- | 96.58% | - | - | - | - | - | - | - | Retained |
O | BQN | 94.910 | 2.13 | 7.66 | CN | - | - | - | U- | 94.74% | - | - | - | - | - | - | - | Retained |
Xhah | FJD | 24.499 | 3.19 | 2.78 | MJ | - | - | - | IW | - | - | - | - | - | - | - | - | Retained |
DY | UVW | 87.750 | 9.23 | 5.10 | SI | - | - | - | CCC | 24.00% | - | Zlxhjmcr | 1mA | - | 140 | 1lI+140 | - | 301.00000 |
E | JIL | 84.451 | 1.92 | 4.44 | UI | - | - | - | NN- | 13.40% | - | Hzjsaekl | 1xY | - | 175 | 1rC+175 | - | 952.00000 |
Tranche Comments
N: First Pay: 2019-08-16; Registration: 144V/Jel L;
DY: First Pay: 2019-08-16; Registration: 144K/Jzn Y;
E: First Pay: 2019-08-16; Registration: 144P/Ffk Z;
K: First Pay: 2019-08-16; Registration: 144K/Icx E;
M: First Pay: 2019-08-16; Registration: 144A/Eol L;
W: First Pay: 2019-08-16; Registration: 144V/Xlb Z;
O: First Pay: 2019-08-16; Registration: 144M/Xzw V;
Xhah: First Pay: 2019-08-16; Registration: 144T/Lmn R;