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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 |
---|
T | KFZ | 96.700 | 4.30 | 6.80 | LR | - | - | B (K) | - | 12.12% | - | Xuecvirc | 1eP | - | 275 | 1tL+275 | - | 819.00000 |
D-U | RAH | 48.900 | 5.46 | 5.81 | GF | - | - | VVV | - | 78.50% | - | Bmehtjqx | 1lG | - | 185 | 1bF+185 | - | 416.00000 |
N | IHS | 54.600 | 7.37 | 8.56 | FW | - | - | RR (F) | - | 10.95% | - | Wecooifv | 1jV | - | 225 | 1iP+225 | - | 662.00000 |
N | UGG | 15.200 | 8.83 | 7.71 | IG | - | - | III (W) | - | 33.00% | - | Zpkvaupw | 1kK | - | 350 | 1wQ+350 | - | 781.00000 |
LT | MEM | 72.400 | - | - | QT | - | - | AL | - | 3.00% | - | - | - | - | - | - | - | Retained |
P | NPT | 47.600 | 6.93 | 6.70 | JG | - | - | Z (X) | - | 93.53% | - | - | - | - | - | - | - | Retained |
V | OKD | 151.700 | 3.94 | 4.84 | Nqq | - | - | MMM | - | 79.00% | - | Njyrlavg | 1fG | - | 140 | 1lZ+140 | - | 733.00000 |
Z | FTI | 74.300 | 8.69 | 9.93 | NX | - | - | OOO (E) | - | 17.54% | - | Hzylylsw | 1kZ | - | 300 | 1vB+300 | - | 166.00000 |
K | OML | 73.700 | 8.70 | 9.21 | NB | - | - | RR (G) | - | 92.44% | - | - | - | - | - | - | - | Retained |
Tranche Comments
V: First Pay: 2019-09-16; Registration: 144D/Blt V;
D-U: First Pay: 2019-09-16; Registration: 144Z/Edo T;
N: First Pay: 2019-09-16; Registration: 144L/Hia U;
T: First Pay: 2019-09-16; Registration: 144L/Jmj S;
Z: First Pay: 2019-09-16; Registration: 144N/Qsc D;
N: First Pay: 2019-09-16; Registration: 144T/Jiw K;
K: First Pay: 2019-09-16; Registration: 144N/Uiz A;
P: First Pay: 2019-09-16; Registration: 144L/Owd I;
LT: First Pay: 2019-09-16; Registration: 144P/Ibu H;
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 |
---|
D | IHD | 638.200 | 8.93 | - | Gxx | - | - | - | YYY | - | - | - | - | - | - | 4.40% | 4.250% | 296.00000 |
H | YXX | 33.600 | 5.15 | - | Ozz2 | - | - | - | Z- | - | - | - | - | - | - | 6.12% | 6.000% | 165.00000 |
Tranche Comments
D: Registration: 144W Saon;
H: Registration: 144U Qatr;