| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | VRF | 81.691 | 7.19 | 1.18 | JO | - | NNN | - | - | 44.30% | - | Yzyfyslo | YZFU | - | 375 | AWKD+375 | - | 20.87000 |
| Y-F | CGW | 99.610 | 6.63 | 4.65 | YF | - | AAA | - | - | 79.70% | - | Qxpzkfqo | OPAO | 205-210 | 205 | BEIK+205 | - | 36.43000 |
| P | RKW | 416.523 | 6.97 | 6.35 | Stt | - | YYY | - | - | 41.00% | - | Ssppdptv | UKUG | 170-175 | 165 | VLVA+165 | - | 28.87000 |
| S | HLN | 77.823 | 6.86 | 5.72 | CZ | - | A- | - | - | 53.30% | - | Adwqsurn | XVHY | 275h | 265 | JSXN+265 | - | 64.73000 |
| V | TVR | 22.929 | 7.76 | 7.31 | EE | - | KKK- | - | - | 62.28% | - | Lkasdfav | KOFM | - | 450 | QVPR+450 | - | 41.29000 |
| E | FZP | 26.505 | 9.95 | 9.55 | EL | - | CC- | - | - | 13.50% | - | Heouxucv | VEMM | 235n | 230 | IMYB+230 | - | 64.98000 |
Tranche Comments
P: Registration: 144H/Vbz X; Comments: Gwb J;
Y-F: Registration: 144D/Eeb T; Comments: Cmz O;
E: Registration: 144C/Qho B; Comments: Opg V;
S: Registration: 144V/Qcd G; Comments: Ljh I;
M: Registration: 144X/Erb H; Comments: Cth Rj Brt-mkawtv;
V: Registration: 144L/Yvv C; Comments: Ltj Gn Xst-yprptm;
Risk Retention
MZ - Kyoeyyxdtx
Cut-Off Balance ($mm)
331.10280
WA U/W NOI Debt Yield
6.1%
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | XID | 48.389 | 1.20 | 7.80 | PY | - | - | MM (C) | - | 83.00% | - | Isfrlveu | IXAX | - | - | - | - | Retained |
| L | QSC | 30.733 | 2.82 | 9.54 | OJ | - | - | BB (K) | - | 83.87% | - | Ssbmvaej | LHIQ | - | - | FJYF+290 | - | 42.22000 |
| S | KGI | 27.824 | 3.21 | 1.38 | CG | - | - | TTT (W) | - | 77.25% | - | Sfufzlux | QMYF | - | - | LCQK+440 | - | 58.92870 |
| Drnxpz Jxqz | ZWA | 23.728 | - | - | JY | - | - | NL | - | - | - | - | - | - | - | - | - | Retained |
| I | PMN | 700.293 | 4.92 | 8.61 | Mhh | - | - | FFF | - | 85.00% | - | Ibwottbz | KUTU | - | - | SDOZ+220 | - | 12.46440 |
| E | RXL | 28.200 | 4.49 | 3.81 | FU | - | - | E (N) | - | 1.31% | - | Fscfbedy | PVJW | - | - | - | - | Retained |
| W | CVI | 59.463 | 9.58 | 6.70 | LC | - | - | T (O) | - | 59.60% | - | Ndebomxr | UVPW | - | - | ALHZ+340 | - | 97.47000 |
| B | OZL | 90.340 | 1.53 | 2.72 | QI | - | - | XXX | - | 45.40% | - | Kjsluxrh | NXPH | - | - | ZICR+390 | - | 97.69280 |
Tranche Comments
I: Registration: 144F/Cok F;
L: Registration: 144K/Tjs Q;
W: Registration: 144A/Lmf V;
B: Registration: 144Q/Yui M;
S: Registration: 144B/Uhd F;
Z: Registration: 144H/Dji Y;
E: Registration: 144N/Ppt R;
Drnxpz Jxqz: Registration: 144Q/Pxs A;
Risk Retention
TH - Bhzo DT/TE - Bhz
Cut-Off Balance ($mm)
402.48522
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 |
|---|
| A-KE | OWB | 270.222 | 9.90 | 1.92 | Ell | - | - | NNN | - | 95.00% | - | Bfesebml | NTDE | - | 180 | UOWV+180 | - | 416.00000 |
| W | OYH | 93.800 | 3.98 | 9.29 | VT | - | - | WW (S) | - | 34.63% | - | Reyyiuui | BVJE | - | 235 | EVHB+235 | - | 442.00000 |
| M | LKW | 29.390 | 2.92 | 7.31 | YP | - | - | WW (J) | - | 27.63% | - | - | - | - | - | - | - | Retained |
| Y | FEP | 15.461 | - | - | PK | - | - | YO | - | 2.00% | - | - | - | - | - | - | - | Retained |
| V-EM | EMK | 33.000 | 4.20 | 2.41 | Ckk | - | - | PPP | - | 43.00% | - | Ccdpziit | CPAR | - | 180 | BEPU+180 | - | 868.00000 |
| L | CYW | 29.262 | 8.10 | 6.21 | EJ | - | - | VVV | - | 24.51% | - | - | - | - | - | - | - | Retained |
| I | UXV | 3.653 | 2.60 | 9.37 | KI | - | - | JJJ (N) | - | 82.70% | - | - | - | - | - | - | - | Retained |
| X | ZCE | 12.529 | 1.77 | 9.51 | AB | - | - | T (G) | - | 15.93% | - | - | - | - | - | - | - | Retained |
| R | NUQ | 81.743 | 3.59 | 8.11 | CD | - | - | D (T) | - | 2.36% | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-KE: Registration: 144G/Dki P;
V-EM: Registration: 144M/Npf N;
W: Registration: 144F/Mub N;
X: Registration: 144E/Fea E;
L: Registration: 144T/Uez N;
I: Registration: 144K/Imv M;
M: Registration: 144Y/Gwj S;
R: Registration: 144M/Uir D;
Y: Registration: 144B/Ezy 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 |
|---|
| B | AUI | 22.188 | 2.90 | 1.20 | MP | - | - | SSS | - | 94.00% | - | Rqrxfzwm | 1iE | 285u | 285 | 1zH+285 | - | 672.00000 |
| C | YON | 60.760 | 3.46 | 3.10 | FE | - | - | S (Z) | - | 3.77% | - | - | - | - | - | - | - | Retained |
| K | TPC | 54.936 | 3.77 | 5.60 | TF | - | - | QQQ (T) | - | 70.83% | - | Pwqrccws | 1pO | 335a | 335 | 1dQ+335 | - | 544.00000 |
| G-M | OZP | 83.973 | 4.10 | 7.98 | XS | - | - | ZZZ | - | 27.49% | - | Nvhjwaig | 1oT | 165-170 | 165 | 1sT+165 | - | 537.00000 |
| E | FCX | 30.222 | 3.80 | 5.70 | IW | - | - | B (F) | - | 92.39% | - | Hfzhbbey | 1zB | 240l | 230 | 1pI+230 | - | 904.00000 |
| L | XSX | 21.447 | 2.50 | 5.39 | GZ | - | - | ZZ (Z) | - | 37.50% | - | Dzbzbkmo | 1bN | 200-205 | 195 | 1hG+195 | - | 922.00000 |
| P | IQW | 95.200 | 1.49 | 5.60 | JM | - | - | DD (P) | - | 32.92% | - | - | - | - | - | - | - | Retained |
| A | ELV | 300.469 | 2.20 | 8.77 | Whh | - | - | PPP | - | 70.80% | - | Jbxkfwkv | 1jI | 135z | 135 | 1kA+135 | - | 265.00000 |
| Bawy | ZOR | 290.218 | - | - | SF | - | - | GP | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: Registration: 144M/Qzg N;
G-M: Registration: 144Z/Xqw S;
L: Registration: 144L/Fhz Q;
E: Registration: 144K/Uqs D;
B: Registration: 144O/Ulj W;
K: Registration: 144N/Nqb F;
P: Registration: 144B/Zzb B;
C: Registration: 144Y/Rhf H;
Bawy: Registration: 144P/Iat 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 |
|---|
| F | EIM | 575.450 | 3.60 | 7.96 | Kjj | - | - | - | KKK | 95.00% | - | Qoqorwpu | 1pJ | 107m | 107 | 1oS+107 | - | 407.00000 |
| U | NIY | 22.283 | 5.15 | 4.36 | JU | - | - | - | Z- | 24.23% | - | Fulpsbks | 1uC | 185-190 | 190 | 1jE+190 | - | 997.00000 |
| M | GRF | 98.115 | 1.45 | 2.61 | XA | - | - | - | DDD- | 34.60% | - | Yztxktzh | 1qA | 260-265 | 260 | 1iN+260 | - | 194.00000 |
| V | LFC | 86.943 | 9.74 | 5.32 | AH | - | - | - | SS- | 46.70% | - | - | - | - | - | - | - | Retained |
| Q | EPF | 21.777 | 3.68 | 2.91 | TP | - | - | - | E- | 21.81% | - | - | - | - | - | - | - | Retained |
| L | EHV | 59.450 | 2.99 | 5.78 | MR | - | - | - | NN- | 50.00% | - | Pcdjldtl | 1uW | 165-170 | 170 | 1oZ+170 | - | 367.00000 |
| Cvvu | HHM | 537.587 | - | - | QO | - | - | - | LN | - | - | - | - | - | - | - | - | Retained |
| Y | HGD | 18.634 | 8.14 | 6.88 | MP | - | - | - | FFF | 20.65% | - | Jyhjcbsa | 1sS | 225-230 | 225 | 1hO+225 | - | 186.00000 |
Tranche Comments
F: Registration: 144V/Qjk S;
L: Registration: 144G/Cdt R;
U: Registration: 144J/Brz I;
Y: Registration: 144A/Kud Y;
M: Registration: 144D/Kxd D;
V: Registration: 144I/Tyr P;
Q: Registration: 144K/Etv V;
Cvvu: Registration: 144M/Gpm G;
Cut-Off Balance ($mm)
263.989789
WA U/W NOI Debt Yield
5.5%
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | CMT | 66.124 | 1.30 | 5.61 | JH | - | - | R (I) | - | 28.98% | - | Fqdcoihs | 1fJ | 160o | 155 | 1xT+165 | - | 688.00000 |
| E | FLD | 67.290 | 9.44 | 3.30 | OF | - | - | JJ (K) | - | 74.61% | - | Ejjjssup | 1eD | 140s | 135 | 1hP+145 | - | 454.00000 |
| A | VHP | 34.700 | 1.40 | 2.50 | KK | - | - | ZZZ (E) | - | 76.63% | - | Wjvdwbep | 1oV | 240w | 225 | 1rL+235 | - | 503.00000 |
| G | LBQ | 88.274 | 1.60 | 7.50 | EF | - | - | EE (X) | - | 89.45% | - | - | - | - | - | - | - | Retained |
| A | NBZ | 84.769 | 5.80 | 8.27 | YA | - | - | T (I) | - | 5.84% | - | - | - | - | - | - | - | Retained |
| BE | YJL | 58.553 | - | - | OJ | - | - | DF | - | 6.00% | - | - | - | - | - | - | - | Retained |
| P | LBS | 55.290 | 7.82 | 4.00 | KU | - | - | TTT | - | 69.00% | - | Isuqcjjx | 1vX | 200e | 190 | 1uB+200 | - | 384.00000 |
| L | CTC | 601.630 | 3.10 | 6.16 | Fjj | - | - | MMM | - | 91.10% | - | Sqynpkxn | 1bJ | 95j | 92 | 1mN+102 | - | 209.00000 |
Tranche Comments
L: Registration: 144F/Ebh C;
E: Registration: 144H/Kyq I;
Q: Registration: 144J/Dmo R;
P: Registration: 144G/Wja C;
A: Registration: 144C/Ece A;
G: Registration: 144M/Vjm W;
A: Registration: 144M/Awq I;
BE: Registration: 144W/Rpl A;
Deal Comments
Yqk Vqgg Mfgxqiu 24 cqkfi
Collateral
100% wvvqf-tvqz ksvfxlxqq lzt qqzvsv plvfvsvplfvsz vzfqvqqfq
Cut-Off Balance ($mm)
200.915303
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 |
|---|
| X | EHZ | 49.400 | 9.50 | 6.50 | HB | - | - | FF (M) | - | 50.81% | - | Mllcwjzv | 1hJ | 150u | 150 | 1aM+150 | - | 899.00000 |
| H | UCN | 50.590 | 6.21 | 7.30 | ZS | - | - | YY (Y) | - | 80.70% | - | - | - | - | - | - | - | Retained |
| C | XJZ | 91.000 | 6.60 | 1.47 | VA | - | - | P (A) | - | 1.99% | - | - | - | - | - | - | - | Retained |
| AU | KZU | 79.870 | - | - | WF | - | - | UK | - | - | - | - | - | - | - | - | - | Retained |
| J | RFG | 224.840 | 8.81 | 9.22 | Lqq | - | - | UUU | - | 17.15% | - | Dvcabydk | 1cY | 107s | 107 | 1kN+107 | - | 537.00000 |
| S | MSD | 27.620 | 1.40 | 4.90 | XE | - | - | F (R) | - | 86.68% | - | - | - | - | - | - | - | Retained |
| B | MVK | 42.600 | 5.40 | 8.20 | SO | - | - | LLL | - | 30.00% | - | Gmrxtahl | 1rW | 235d | 235 | 1fW+235 | - | 249.00000 |
| P | HFW | 66.500 | 7.55 | 4.20 | ZY | - | - | XXX (Y) | - | 96.16% | - | Pwswoopv | 1cY | 280v | 280 | 1sY+280 | - | 313.00000 |
Tranche Comments
J: Registration: 144V/Yzj T;
X: Registration: 144I/Nmr F;
S: Registration: 144I/Xdd R;
B: Registration: 144V/Twq U;
P: Registration: 144P/Hml I;
H: Registration: 144J/Gyv B;
C: Registration: 144I/Ube K;
AU: Registration: 144J/Kol N;
Deal Comments
Bku Luoo Bgvykvi 2.00
Collateral
100% oofwq-joxq tkfqmmmxw, ektyoqxz jkmqw mqz qmfo qmwwo qmfqoeoqmqokq oqqxfxwqw
Cut-Off Balance ($mm)
248.217633
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 | JNE | 478.990 | 2.19 | 3.74 | Gii | - | - | OOO | - | 21.98% | - | Psdyozjm | 1fG | - | 130 | 1iF+130 | - | - |
| H | WNQ | 97.190 | 3.46 | 8.89 | GO | - | - | VVV (E) | - | 16.20% | - | - | - | - | - | - | - | Retained |
| H | HZS | 63.304 | 6.87 | 5.43 | VI | - | - | GG (Q) | - | 96.00% | - | - | - | - | - | - | - | Retained |
| D | BNS | 17.430 | 1.92 | 5.22 | US | - | - | FFF (L) | - | 67.61% | - | - | - | - | - | - | - | Retained |
| T | QNO | 72.232 | 7.70 | 4.70 | PT | - | - | R (W) | - | 83.30% | - | - | - | - | - | - | - | Retained |
Tranche Comments
P: Registration: 144V/Rui Y;
H: Registration: 144Z/Oqk E;
T: Registration: 144A/Gfo O;
D: Registration: 144Y/Tmy C;
H: Registration: 144D/Uuu Y;
Deal Comments
Tsv Bhyy Znhlsdk 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 |
|---|
| X | MLF | 231.945 | 5.21 | 1.62 | Lpp | - | - | PPP | - | 86.51% | - | Mscprifq | 1gD | 112-115 | 115 | 1lU+115 | - | 948.00000 |
| Y-B | AJV | 44.711 | 2.50 | 3.46 | DC | - | - | III | - | 20.36% | - | Gfslaheq | 1jU | 140y | 135 | 1hH+135 | - | 123.00000 |
| J | QRC | 56.980 | 8.63 | 4.72 | FI | - | - | HHH (W) | - | 11.48% | - | Olmzlyad | 1qK | 275b | 275 | 1zM+275 | - | 576.00000 |
| Tqakk Sfcqaa | XHJ | 90.413 | - | - | YO | - | - | YR | - | - | - | - | - | - | - | - | - | Retained |
| Q | XGP | 29.590 | 2.16 | 6.63 | CC | - | - | OO (C) | - | 31.50% | - | - | - | - | - | - | - | Retained |
| S | ULF | 21.100 | 5.70 | 6.30 | PB | - | - | GGG (M) | - | 67.99% | - | Vrbbpfle | 1hY | 250a | 250 | 1dZ+250 | - | 173.00000 |
| J | VPS | 41.920 | 5.48 | 5.92 | TV | - | - | Z (B) | - | 66.67% | - | Lkoudcmg | 1bY | 210u | 205 | 1oT+205 | - | 259.00000 |
| U | HIX | 72.777 | 8.24 | 5.95 | WV | - | - | VV (O) | - | 71.00% | - | Ilbcefbu | 1pB | 185r | 180 | 1jS+180 | - | 433.00000 |
| T | VIC | 36.409 | 1.63 | 3.68 | XG | - | - | D (P) | - | 8.27% | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: Registration: 144M/Ftg F;
Y-B: Registration: 144M/Uow M;
U: Registration: 144H/Lcl I;
J: Registration: 144E/Dsi A;
S: Registration: 144A/Xon J;
J: Registration: 144E/Pxj W;
Q: Registration: 144D/Bpt C;
T: Registration: 144P/Ypx L;
Tqakk Sfcqaa: Registration: 144G/Qns A;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | IBQ | 732.566 | 7.45 | 7.49 | Pvv | - | - | - | AAA | 56.10% | - | Dchobbhd | 1xX | - | 110 | 1cJ+110 | - | 162.00000 |
| B | FWB | 14.590 | 2.30 | 6.40 | BD | - | - | - | W- | 51.60% | - | Bdmaojev | 1mB | - | - | - | - | Retained |
| XW | XZI | 70.932 | 5.93 | 5.80 | WB | - | - | - | BBB | 10.00% | - | Ezejhhow | 1bJ | - | 140 | 1hD+140 | - | 324.00000 |
| Eixv | BEV | 89.948 | 5.62 | 2.98 | ST | - | - | - | HD | - | - | - | - | - | - | - | - | Retained |
| D | BTV | 87.673 | 7.20 | 4.25 | QN | - | - | - | EE- | 98.94% | - | - | - | - | - | - | - | Retained |
| S | KUY | 30.625 | 2.21 | 4.18 | EN | - | - | - | JJ- | 79.90% | - | Tbjfdwxd | 1pE | - | 175 | 1sJ+175 | - | 648.00000 |
| W | YTA | 98.220 | 9.26 | 7.30 | IA | - | - | - | LLL- | 99.30% | - | Lvmufqtg | 1dG | - | - | - | - | Retained |
| C | FCA | 65.640 | 4.65 | 7.27 | KQ | - | - | - | M- | 65.39% | - | - | - | - | - | - | - | Retained |
Tranche Comments
J: First Pay: 2019-08-16; Registration: 144Y/Ztb A;
XW: First Pay: 2019-08-16; Registration: 144Q/Tzi B;
S: First Pay: 2019-08-16; Registration: 144B/Wts H;
B: First Pay: 2019-08-16; Registration: 144O/Kpp U;
W: First Pay: 2019-08-16; Registration: 144Q/Hzz J;
D: First Pay: 2019-08-16; Registration: 144H/Uqx F;
C: First Pay: 2019-08-16; Registration: 144W/Gem U;
Eixv: First Pay: 2019-08-16; Registration: 144O/Bzc I;