| 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 |
|---|
| G | OCJ | 45.000 | 4.20 | - | - | - | QQQ- | PPP (C) | - | - | 80.6% | Giowh | Bzvzc | - | 400 | 5.25% | 5.298% | 91.32638 |
| L | OXP | 35.000 | 1.30 | - | - | - | U | V | - | - | 32.7% | Vcyek | Kfhgc | - | 300 | 4.27% | 4.298% | 84.63910 |
| R | MGG | 67.000 | 5.30 | - | - | - | OOO | AAA | - | - | 86.3% | Iaucq | Gxmxu | - | 375 | 5.01% | 5.048% | 46.81489 |
| C | RMR | 104.000 | 9.30 | - | - | - | WWW | BBB | - | - | 14.4% | Jpruz | Ynton | - | 160 | 2.89% | 2.898% | 68.44965 |
| Z | JLI | 60.000 | 5.10 | - | - | - | RR | FF | - | - | 84.8% | Vikxm | Rxmpu | - | 260 | 3.88% | 3.898% | 97.58755 |