Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 250.900 | 5.00 | - | Aaa | - | - | AAA | - | - | - | Fixed | Swaps | 95a | 95 | 3.14% | 2.502% | 102.99990 |
B | USD | 147.400 | 5.00 | - | Aa3 | - | - | AA | - | - | - | Fixed | Swaps | 125a | 125 | 3.45% | 2.802% | 102.99900 |
C | USD | 60.100 | 5.00 | - | A3 | - | - | AA (L) | - | - | - | Fixed | Swaps | 150a | 155 | 3.75% | 3.102% | 102.99960 |
D | USD | 66.800 | 5.00 | - | Baa3 | - | - | A | - | - | - | Fixed | Swaps | 185a | 205 | 4.09% | 3.602% | 101.94350 |
E | USD | 94.896 | 5.00 | - | NR | - | - | BBB (L) | - | - | - | WAC | Swaps | 230a | 240 | 4.09% | 3.952% | 100.36390 |
F | USD | 135.118 | 5.00 | - | NR | - | - | BB (L) | - | - | - | WAC | Swaps | 280a | 280 | 4.09% | 4.352% | 98.59370 |
G | USD | 135.118 | 5.00 | - | NR | - | - | B (L) | - | - | - | WAC | Swaps | 315a | 315 | 4.09% | 4.702% | 97.07480 |
H | USD | 30.500 | 5.00 | - | NR | - | - | NR | - | - | - | WAC | Swaps | 390a | 390 | 4.09% | 5.452% | 93.91170 |
Tranche Comments
A: First Pay: 2020-01-04; Registration: 144A/Reg S;
B: First Pay: 2020-01-04; Registration: 144A/Reg S;
C: First Pay: 2020-01-04; Registration: 144A/Reg S;
D: First Pay: 2020-01-04; Registration: 144A/Reg S;
E: First Pay: 2020-01-04; Registration: 144A/Reg S;
F: First Pay: 2020-01-04; Registration: 144A/Reg S;
G: First Pay: 2020-01-04; Registration: 144A/Reg S;
H: First Pay: 2020-01-04; Registration: 144A/Reg S;
Collateral
Fontainebleau is a 1,594 key beachfront luxury hotel and resort located in Miami Beach, Florida
Originator(s)
Goldman Sachs Bank USA, JPMorgan Chase Bank, National Association, Morgan Stanley Bank NA
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B | UZN | 56.000 | 5.40 | - | - | - | FF | PP | - | - | 12.9% | Xtzww | Yvenh | - | 260 | 3.88% | 3.898% | 78.57250 |
V | MAJ | 78.000 | 2.80 | - | - | - | TTT- | WWW (W) | - | - | 93.7% | Aisxf | Zmbva | - | 400 | 5.25% | 5.298% | 82.43248 |
Z | GCV | 68.000 | 2.50 | - | - | - | Z | I | - | - | 99.7% | Jjzbx | Vkydl | - | 300 | 4.27% | 4.298% | 37.75970 |
N | ACE | 422.000 | 8.90 | - | - | - | RRR | AAA | - | - | 69.5% | Osqwr | Jihah | - | 160 | 2.89% | 2.898% | 87.97428 |
J | VWW | 84.000 | 9.30 | - | - | - | OOO | WWW | - | - | 34.1% | Fziub | Jnqul | - | 375 | 5.01% | 5.048% | 49.85519 |