| 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 |
|---|
| A | AHV | 82.600 | 1.19 | 9.68 | TG | - | - | Y (T) | - | 53.28% | - | Xpjwwsjo | 1bC | - | 275 | 1hZ+275 | - | 967.00000 |
| Q | NIE | 87.500 | 3.43 | 6.41 | JG | - | - | RRR (R) | - | 13.00% | - | Vjoyjyhm | 1tA | - | 350 | 1bF+350 | - | 939.00000 |
| M | ZWG | 15.300 | 6.54 | 7.10 | XI | - | - | KKK (S) | - | 48.16% | - | Rehxfkac | 1oX | - | 300 | 1oO+300 | - | 574.00000 |
| F | CMR | 49.500 | 9.28 | 3.10 | EY | - | - | X (H) | - | 77.49% | - | - | - | - | - | - | - | Retained |
| J | IEK | 11.800 | 5.46 | 7.48 | TF | - | - | AA (P) | - | 41.15% | - | Tlkarutu | 1cC | - | 225 | 1vL+225 | - | 768.00000 |
| BH | GVA | 19.800 | - | - | KS | - | - | LW | - | 8.00% | - | - | - | - | - | - | - | Retained |
| L | PZA | 63.700 | 4.90 | 5.13 | BA | - | - | TT (U) | - | 86.62% | - | - | - | - | - | - | - | Retained |
| D | XLZ | 994.500 | 4.22 | 7.86 | Cuu | - | - | CCC | - | 94.00% | - | Rlbddiww | 1xD | - | 140 | 1qR+140 | - | 946.00000 |
| W-T | IBJ | 47.100 | 5.84 | 3.98 | JF | - | - | AAA | - | 48.50% | - | Rrxupmnr | 1hP | - | 185 | 1kK+185 | - | 771.00000 |
Tranche Comments
D: First Pay: 2019-09-16; Registration: 144K/Pjn A;
W-T: First Pay: 2019-09-16; Registration: 144L/Xov M;
J: First Pay: 2019-09-16; Registration: 144B/Naa V;
A: First Pay: 2019-09-16; Registration: 144W/Xrf A;
M: First Pay: 2019-09-16; Registration: 144H/Eax Q;
Q: First Pay: 2019-09-16; Registration: 144F/Jqp T;
L: First Pay: 2019-09-16; Registration: 144O/Qbk S;
F: First Pay: 2019-09-16; Registration: 144G/Vjg F;
BH: First Pay: 2019-09-16; Registration: 144V/Pyz 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 |
|---|
| V | GNM | 866.500 | 1.24 | - | Zee | - | - | - | VVV | - | - | - | - | - | - | 4.40% | 4.250% | 685.00000 |
| P | OBR | 96.900 | 8.73 | - | Zll2 | - | - | - | B- | - | - | - | - | - | - | 6.12% | 6.000% | 454.00000 |
Tranche Comments
V: Registration: 144G Kcfp;
P: Registration: 144S Eoie;