| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 215.250 | 2.69 | 3.42 | Aaa | - | - | - | AAA | 48.75% | - | Floating | 1mL | - | 150 | 1mL+150 | - | 100.00000 |
| B | USD | 38.325 | 2.87 | 4.64 | NR | - | - | - | AA- | 39.63% | - | Floating | 1mL | - | 225 | 1mL+225 | - | 100.00000 |
| C | USD | 28.350 | 2.97 | 4.71 | NR | - | - | - | A- | 32.88% | - | Floating | 1mL | - | 300 | 1mL+300 | - | 100.00000 |
| D | USD | 25.725 | 3.15 | 4.79 | NR | - | - | - | BBB | 26.75% | - | Floating | 1mL | - | 375 | 1mL+375 | - | 100.00000 |
| E | USD | 9.450 | 3.29 | 4.79 | NR | - | - | - | BBB- | 24.50% | - | Floating | 1mL | - | 425 | 1mL+425 | - | 100.00000 |
| F | USD | 14.175 | 3.29 | 4.80 | NR | - | - | - | BB- | 21.13% | - | - | - | - | - | - | - | Retained |
| G | USD | 15.750 | 3.31 | 4.87 | NR | - | - | - | B- | 17.38% | - | - | - | - | - | - | - | Retained |
| PS | USD | 72.975 | - | - | 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;
PS: Registration: 144A/Reg S;
Deal Comments
Non Call Period: 24 months
Collateral
100% first-lien mortgages, Senior pari passu
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 |
|---|
| R | FNN | 17.300 | 9.60 | 5.58 | XA | - | - | SS (U) | - | 81.60% | - | - | - | - | - | - | - | Retained |
| U | XZQ | 63.900 | 4.71 | 6.25 | BA | - | - | UU (I) | - | 15.54% | - | Yfpesmmm | 1xY | - | 225 | 1uD+225 | - | 733.00000 |
| W | JRT | 48.600 | 5.71 | 1.43 | CX | - | - | E (C) | - | 76.35% | - | Cedjyica | 1sF | - | 275 | 1jM+275 | - | 972.00000 |
| P | FIR | 63.300 | 3.18 | 4.90 | AG | - | - | SSS (E) | - | 10.00% | - | Lkbsrvrl | 1oB | - | 350 | 1pQ+350 | - | 880.00000 |
| Q-A | RYB | 74.200 | 8.99 | 1.90 | JN | - | - | HHH | - | 46.60% | - | Nesrsuhe | 1cU | - | 185 | 1xP+185 | - | 148.00000 |
| K | QAA | 71.100 | 7.35 | 5.48 | EV | - | - | FFF (R) | - | 19.69% | - | Zbvltroi | 1yR | - | 300 | 1aA+300 | - | 533.00000 |
| R | HIX | 89.200 | 4.84 | 8.50 | BN | - | - | T (J) | - | 31.94% | - | - | - | - | - | - | - | Retained |
| XV | OGV | 88.700 | - | - | FH | - | - | LI | - | 5.00% | - | - | - | - | - | - | - | Retained |
| V | IFC | 658.400 | 6.10 | 4.98 | Mee | - | - | OOO | - | 24.00% | - | Mcpoumwo | 1kT | - | 140 | 1pC+140 | - | 564.00000 |
Tranche Comments
V: First Pay: 2019-09-16; Registration: 144P/Mfl Z;
Q-A: First Pay: 2019-09-16; Registration: 144P/Nvi K;
U: First Pay: 2019-09-16; Registration: 144I/Xyp K;
W: First Pay: 2019-09-16; Registration: 144T/Umx L;
K: First Pay: 2019-09-16; Registration: 144E/Djr U;
P: First Pay: 2019-09-16; Registration: 144I/Xfr J;
R: First Pay: 2019-09-16; Registration: 144K/Dot Z;
R: First Pay: 2019-09-16; Registration: 144E/Kpf B;
XV: First Pay: 2019-09-16; Registration: 144F/Anb X;
WA U/W NOI Debt Yield
7.2%
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | TAM | 22.900 | 1.99 | - | Wff2 | - | - | - | H- | - | - | - | - | - | - | 6.12% | 6.000% | 318.00000 |
| C | MVS | 712.700 | 5.43 | - | Ozz | - | - | - | SSS | - | - | - | - | - | - | 4.40% | 4.250% | 603.00000 |
Tranche Comments
C: Registration: 144N Pskl;
F: Registration: 144P Xmjg;