| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 22.100 | 3.16 | - | - | - | AAA | - | AAA | 30.00% | - | Fixed | Swaps | - | 100 | - | 1.233% | 99.99998 |
| A-2 | USD | 22.300 | 6.76 | - | - | - | AAA | - | AAA | 30.00% | - | Fixed | Swaps | - | 120 | - | 1.652% | 102.99991 |
| A-3 | USD | 130.614 | 9.20 | - | - | - | AAA | - | AAA | 30.00% | - | Fixed | Swaps | - | 125 | - | 1.874% | 102.99920 |
| A-S | USD | 25.002 | 9.46 | - | - | - | NR | - | AAA | 20.00% | - | Fixed | Swaps | - | 165 | - | 2.291% | 102.99960 |
| B | USD | 13.126 | 9.47 | - | - | - | NR | - | AA- | 14.75% | - | Fixed | Swaps | - | 230 | - | 2.941% | 99.99929 |
| C | USD | 10.626 | 9.90 | - | - | - | NR | - | A- | 10.50% | - | Fixed | Swaps | - | 345 | - | 4.118% | 99.30633 |
Tranche Comments
A-1: Registration: 144A/Reg S;
A-2: Registration: 144A/Reg S;
A-3: Registration: 144A/Reg S;
A-S: Registration: 144A/Reg S;
B: Registration: 144A/Reg S;
C: Registration: 144A/Reg S;
WA Term to Maturity (Months)
111
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | OVB | 7.319 | 42.00 | - | - | - | - | MM | - | - | - | - | - | - | - | - | - | - |
| H-N | LSF | 68.130 | 6.91 | - | - | - | - | YYY | - | - | - | Dnfwb | Syzrr | - | 145 | 3.77% | 3.419% | 106.34155 |
| K-2 | RSA | 66.400 | 6.10 | - | - | - | - | RRR | - | - | - | Zhago | Rygcq | - | 100 | 3.33% | 2.855% | 128.65216 |
| B-1 | LUO | 98.800 | 6.70 | - | - | - | - | HHH | - | - | - | Irgpp | Aqopa | - | 90 | 2.66% | 2.643% | 85.12897 |
| W-3 | AMY | 20.176 | 3.42 | - | - | - | - | WWW | - | - | - | Ppgrs | Hzgah | - | 115 | 3.47% | 3.106% | 867.67701 |
| Y | TRV | 7.510 | 9.26 | - | - | - | - | GG (Q) | - | - | - | Nbtfb | Agzcu | - | 200 | 3.96% | 3.972% | 96.66960 |
| T | TFX | 6.300 | 4.57 | - | - | - | - | H (U) | - | - | - | Qrgbi | Kjlxc | - | - | 4.48% | 4.500% | 89.61585 |
| J | XFR | 142.590 | - | - | - | - | - | Y | - | - | - | - | - | - | - | - | - | Retained |
| D | QHS | 9.714 | 6.99 | - | - | - | - | FFF (X) | - | - | - | - | - | - | - | - | - | - |
| E | YLQ | 5.247 | 50.00 | - | - | - | - | Z | - | - | - | - | - | - | - | - | - | - |
| C | GNT | 3.946 | 36.00 | - | - | - | - | JC | - | - | - | - | - | - | - | - | - | - |
| KTTO | RQI | 2.184 | 4.87 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
B-1: First Pay: 2019-08-15; Registration: 144L Jcmq;
K-2: First Pay: 2019-08-15; Registration: 144X Mrxq;
W-3: First Pay: 2019-08-15; Registration: 144W Xiua;
H-N: First Pay: 2019-08-15; Registration: 144G Movv;
Y: First Pay: 2019-08-15; Registration: 144E Npjh;
T: First Pay: 2019-08-15; Registration: 144S Pkjz;
J: First Pay: 2019-08-15; Registration: 144X Hwqo;
D: First Pay: 2019-08-15; Registration: 144Y Obso; Comments: Uxu-fgqauk;
B: First Pay: 2019-08-15; Registration: 144H Xikf; Comments: Tzv-oxyevj;
E: First Pay: 2019-08-15; Registration: 144L Prws; Comments: Smi-unbait;
C: First Pay: 2019-08-15; Registration: 144R Pwfc; Comments: Wbq-gozvqt;
KTTO: Registration: 144L Suqb;
WA U/W NOI Debt Yield
10.9%
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | ACP | 46.400 | 8.20 | - | - | - | - | GGG | - | 52.00% | - | Hlspd | Ziqnh | - | 50 | 3.72% | 3.580% | 139.93513 |
| E-Z | KWH | 13.560 | 1.22 | - | - | - | - | XXX | - | 61.00% | - | Jhlng | Ifdeq | - | 135 | 4.84% | 4.477% | 345.93579 |
| W | ZET | 2.359 | 3.45 | - | - | - | - | O (Y) | - | 7.84% | - | Ppguf | Hdndl | - | 250 | - | 5.628% | 49.29387 |
| N | FAB | 9.309 | 9.57 | - | - | - | - | VV (S) | - | 71.40% | - | Kbalz | Urunf | - | 190 | 5.00% | 5.028% | 68.61034 |
| O-3 | JIS | 88.324 | 8.24 | - | - | - | - | XXX | - | 94.00% | - | Zixpy | Dkabp | - | 100 | 4.50% | 4.123% | 537.88640 |
| R-2 | HYW | 24.000 | 4.60 | - | - | - | - | YYY | - | 77.00% | - | Ktqqt | Zuvyu | - | 85 | 4.43% | 3.950% | 314.58893 |
Collateral
31 fvlyy, 40 oyvocyzdcy