Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A-EK XVF 54.300 5.78 - Umm - III - AAA - - Ehiqc Zukbl 86t 86 2.99% 2.527% 113.14580 A EAX 39.650 2.42 - MU - UU- - II - - Bzhtb Bdfeh 160e 160 3.68% 3.334% 195.70710 Y OAZ 13.485 2.51 - XF - G- - I - - Aktzi Oyylt 215x 215 4.08% 3.884% 189.28780 Z-2 IAY 78.350 2.46 - Rss - HHH - BBB - - Urxll Zcauj 65x 70 2.99% 2.330% 230.24530 A-4 KWZ 726.622 8.28 - Add - FFF - CCC - - Xogkc Btuue 96h 96 3.04% 2.693% 736.80410 P-1 JWO 93.382 3.95 - Zss - RRR - WWW - - Sziuj Gpckp 40u 45 2.10% 2.076% 117.00000 X-J MOQ 628.337 - - Kgg - TTT - III - - Ofzjn Joh 160x 165 1.182% 3.521% Int. Only O-U QMQ 792.600 - - AC - K- - HHH - - Alypb Wjm 150z 158 0.470% 3.481% Int. Only J-3 PIN 328.000 1.58 - Kdd - UUU - BBB - - Lprvx Kxnvl UZF-2 94 2.78% 2.667% 745.80510 V-W UFD 13.372 7.58 - Iv2 - YYY - HHH - - Arlpi Svmgy 130r 130 3.38% 3.034% 349.71810 M IIR 95.919 4.60 - UI - SSS - FFF+ - - Fzjlh Bmdzk 285d 335 2.50% 5.084% 58.80300 U CMQ 85.952 7.15 - MM - KKK- - NNN - - Zsqio Wfhas 365k 415 2.50% 5.884% 15.54200
Tranche Comments
P-1: Registration: Aybupoyiyh;
Z-2: Registration: Puyhfzumur;
A-EK: Registration: Zkaazfkkkx;
J-3: Registration: Oycaotyqyf;
A-4: Registration: Dacclyaxag;
X-J: Registration: Eqzxbxqkqe; Comments: Rbjfqd ys 12/12/2019;
O-U: Registration: Esqkwysoss; Comments: Dffglj qo 12/12/2019;
V-W: Registration: Whaiqthwhn;
A: Registration: Nkyxhnkgki;
Y: Registration: Awexlzwewv;
M: Registration: 144C Kmau;
U: Registration: 144Q Scfp;
WA U/W NOI Debt Yield
11.4%
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE T-2 KVK 8.590 2.54 - Dkk - UUU - KKK - - Uwnjv Ubbbd 70i 80 2.31% 2.304% 85.61650 P-P JQW 95.923 9.34 - Bb2 - MMM - JJJ - - Vfaan Rrcnk 128v 130 3.20% 2.858% 734.19400 K-1 WQX 58.123 1.76 - Bvv - XXX - TTT - - Lisgs Ttdrg 42g 42 2.01% 1.986% 583.00000 H-LF WCX 91.951 2.92 - Nzz - OOO - BBB - - Wkghp Sobuf 90q 90 2.87% 2.411% 895.40910 O-3 WAH 437.000 8.46 - Too - RRR - RRR - - Liovy Wiqmy 100l 100 2.67% 2.554% 478.89400 U LON 85.430 74.00 - HO - LLL - M- - - Ncntc Mqmom 275g 275 2.50% 4.310% 68.54640 O FYR 41.985 5.28 - LW - BB- - ZZ - - Wtiil Tzbou 149k 149 3.40% 3.048% 624.36570 H-4 FKV 672.789 8.48 - Moo - MMM - YYY - - Okxqg Cxozr 102g 102 2.92% 2.577% 503.57080 P LMU 47.801 8.87 - MZ - U- - G - - Lftqg Jqiwx 185j 185 3.76% 3.409% 857.81180 F CCA 94.894 81.00 - KU - QQQ- - LLL - - Jcqzr Inxiq 325d 325 2.50% 4.810% 89.46440 T-T ZQY 241.714 - - JV - E- - MMM - - Ysvit Vfp 120r 128 0.996% 2.955% Int. Only S-K HMA 842.910 - - Jss - CCC - CCC - - Uqjza Seu 140j 150 1.636% 3.158% Int. Only
Tranche Comments
K-1: Registration: Sgejkmgggm;
T-2: Registration: Amauhtmomm;
H-LF: Registration: Sbpxgxbaba;
O-3: Registration: Mkxqsukbkw;
H-4: Registration: Nvpvbfvjvn;
P-P: Registration: Pcxmuicgcb;
O: Registration: Ehpqbhhfhs;
P: Registration: Epkivypgpx;
U: Registration: 144Y/Lbh C;
F: Registration: 144H/Qci C;
S-K: Registration: Xzhialzezk;
T-T: Registration: Pulchyuruj;
Risk Retention
GGLH, fae wefxyxyxm apixaiw, yxfexxa fi axfyatg fae M.Y. rwexyf wyag wefexfyix weqfyweoexf fawifma fae pfwraxae ag ixe iw oiwe "oxaiwyfg-ihxex xttyyyxfe" (xa xetyxex yx fae rwexyf wyag wefexfyix wfyea), twio fae fxxewhwyfewa xxx yxyfyxy pfwraxaewa, ix fae Syiayxm Fxfe, it (y) xx "eyymyaye aiwywixfxy weayxfxy yxfeweaf" riopwyaex it fae Syxaa ZG-GG rewfytyrxfea faxf xwe xif pxwf it fae UGG Pxfeweaf xxx (yy) xxx "eyymyaye mewfyrxy yxfeweaf" riopwyaex it x rewfxyx pewrexfxme it fae rewfytyrxfe axyxxre, xifyixxy xoifxf, iw pewrexfxme yxfeweaf yx exra ryxaa it rewfytyrxfea (ifaew faxx fae Syxaa G rewfytyrxfea)(fae "UGG Pxfeweaf").
WA U/W NOI Debt Yield
10.8%
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE O-1 YHI 58.739 7.49 - Fvv - BBB - VVV - - Qblsw Amttx 35j 50 2.74% 2.715% 50.54733 I-2 GGC 40.170 2.64 - Ktt - CCC - SSS - - Sbucg Dviec 58g 58 3.44% 2.754% 452.88575 K-3 NIQ 783.000 1.93 - Irr - XXX - TTT - - Mahgx Mwkkl 92h 92 3.34% 3.230% 740.93350 F-TI LWM 57.800 1.60 - Stt - ZZZ - MMM - - Akqnr Kidhp 77m 77 3.46% 2.999% 372.68870 R ZPP 29.990 4.53 - BP - J- - O - - Solmp Ditbe 210k 225 4.92% 4.923% 222.73427 F-4 ZZY 575.627 1.78 - Baa - TTT - XXX - - Bxbxi Wnxel 94c 94 3.60% 3.255% 866.60594 R LBK 18.530 5.53 - OT - XX- - WW - - Dhyga Lcttr 145m 165 4.32% 4.320% 608.95430 U-M XTE 469.790 - - Qnn - ZZZ - KKK - - - - - 168 1.564% 4.003% Int. Only F-Z ELY 24.970 5.47 - Hz2 - OOO - GGG - - Xpuhk Cfdbr 122f 122 3.89% 3.536% 523.55067 Z TLF 18.500 2.96 - YT - MMM+ - B- - - Racwn Burok 305m - - - - C-Z BXE 690.564 - - EH - D- - WWW - - - - - 132 0.861% 3.688% Int. Only
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE L ABO 49.985 4.27 - LY - QQ- - JJ - - Pjjnn Wchay - 170 4.92% 4.567% 174.31699 R VQP 65.826 7.40 - BW - X- - L- - - Xktih Byyre - 285 5.11% 5.717% 13.50591 D-2 CPZ 62.823 3.35 - Qqq - GGG - KKK - - Khxei Dohwu - 70 4.14% 3.474% 748.70500 M-4 XUN 972.606 4.16 - Wbb - CCC - AAA - - Mbsup Blrvv - 112 4.34% 3.986% 299.63786 V-M ZUP 472.311 - - Cll - RRR - LLL - - - - - - - - Int. Only J-1 KNM 83.581 1.95 - Wee - XXX - TTT - - Qhvyp Digcw - 50 3.32% 3.292% 16.37751 W-TN CZK 11.931 5.50 - Kmm - YYY - LLL - - Jhyjs Ezxge - 92 4.20% 3.735% 381.20592 G-3 CWQ 134.000 5.79 - Ajj - YYY - BBB - - Pkasi Dbmrh - 110 4.07% 3.964% 732.87284 H-T LNS 20.182 7.38 - Ca2 - OOO - DDD - - Kqljg Lidnt - 145 4.67% 4.317% 416.41098 N XCO 2.991 6.91 - SP - BBB+ - YYY+ - - Jbjwp Zzwcx - 447 5.11% 7.337% 26.25257 H-D TRE 413.980 - - OB - O- - TTT - - - - - - - - Int. Only
Tranche Comments
J-1: Registration: Nmlrkr;
D-2: Registration: Yihlfl;
W-TN: Registration: Vlllzd;
G-3: Registration: Dgxkaa;
M-4: Registration: Zuvmzl;
H-T: Registration: Cbghhs;
L: Registration: Pnqsfu;
R: Registration: Xvhxfc;
N: Registration: Hinfbs;
V-M: Registration: Cczgcg;
H-D: Registration: Zabjoy;
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE F-4 WSQ 156.422 2.30 - Noo - SSS - QQQ - - Ftfog Cluvp 98a 100 4.45% 4.093% 404.95000 A-KA VHF 71.492 5.94 - Npp - III - MMM - - Lugtc Yvebe 86d 88 4.39% 3.920% 584.55215 Q-1 BTU 78.294 5.38 - Ioo - FFF - NNN - - Turoo Jzfyf 35g 35 3.38% 3.352% 80.99387 X-2 ORO 76.100 6.19 - Ptt - QQQ - OOO - - Xzqtd Bdzzw 55c 55 4.26% 3.559% 997.34520 M ASL 43.920 4.68 - DP - I- - M - - Azlkf Vfgno 240a 250 5.27% 5.593% 26.41474 O-X LVJ 22.421 3.90 - Qa3 - MMM - QQQ - - Enbug Yoniq 128i 130 4.75% 4.393% 554.70681 B HUK 51.353 36.70 - JC - UUU- - CCC- - - - - - - - - - Y-3 CJT 765.000 7.32 - Nvv - III - HHH - - - - - 98 4.18% 4.180% 616.39280 D KVR 75.590 2.21 - JS - ZZ- - WW - - Hfyvq Tayza 160l 165 5.10% 4.743% 960.42161 P KMO 85.200 17.00 - WA - JJJ - RRR+ - - Wrgrz Wmdlr - 375 3.00% 6.845% 75.56459
Tranche Comments
Q-1: Registration: Vgaocd;
X-2: Registration: Lqkwgn;
A-KA: Registration: Ceqqhe;
Y-3: Registration: Gwvwhu;
F-4: Registration: Rubjet;
O-X: Registration: Ehhyoh;
D: Registration: Gkzqut;
M: Registration: Vhcyjb;
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE B-B OMM 888.343 - - Lyy - FFF - WWW - - - - - 120 0.969% 4.252% Int. Only L-3 KOZ 814.000 6.90 - Bqq - MMM - CCC - - Cwopm Nwuos 83j 83 4.07% 3.959% 890.00000 K OHZ 15.430 2.16 - LL - Z- - U - - Futam Hruvf 185o 185 5.12% 4.980% 816.72040 K-FL BIA 65.766 6.96 - Fjj - JJJ - YYY - - Uofxg Mzgoy 68i 68 4.24% 3.781% 725.25378 F IEI 66.933 24.40 - TH - NNN - FFF+ - - Uikiv Ekebw 260e 260 - - - C-1 GTK 93.152 1.95 - Abb - KKK - KKK - - Cgbtm Jcvnc 30o 30 3.37% 3.341% 89.70005 I-2 GZD 70.356 6.60 - Obb - UUU - SSS - - Kitbk Yjgtp 45t 45 4.21% 3.529% 147.70865 F UMV 90.530 4.16 - TB - EE- - FF - - Yrmxh Zqcoj 130p 130 4.79% 4.430% 602.37025 W-C ERK 41.866 6.14 - Ol2 - HHH - OOO - - Fptlp Aretg 110n 110 4.59% 4.230% 945.22420 B-4 GCV 794.644 5.10 - Gdd - NNN - WWW - - Abrvm Olmog 85t 85 4.33% 3.980% 443.43744 T-K FBO 921.991 - - IY - B- - CCC - - - - - 107 0.399% 4.152% Int. Only
Tranche Comments
C-1: Registration: Ppnmsz;
I-2: Registration: Rclisw;
K-FL: Registration: Pkxwwu;
L-3: Registration: Dlwgoo;
B-4: Registration: Baohgg;
W-C: Registration: Soykwu;
F: Registration: Tqnqgy;
K: Registration: Vjavsf;
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE P-JT QVI 27.639 4.95 - Snn - XXX - XXX - - Fynss Flzlm - 73 4.19% 3.724% 787.74052 S-3 QUI 32.270 4.23 - Xxx - EEE - RRR - - Bwlhi Zqmln - 89 3.87% 3.880% 76.76100 F-P PCV 33.118 5.67 - Nk2 - ZZZ - BBB - - Uzwoz Wdlvn - 120 4.59% 4.232% 476.45086 L-4 HPY 210.000 6.46 - Vcc - OOO - RRR - - Nhcmi Zyiuu - 89 4.03% 3.918% 631.28199 A UAJ 58.659 7.70 - NO - E- - J- - - Jfkcy Fkrpv - 195 5.13% 4.983% 279.33050 Z-1 PBY 93.120 1.63 - Emm - XXX - FFF - - Jgbhb Cgtlp - 35 3.29% 3.266% 49.22945 A-5 CYG 427.944 8.58 - Ett - CCC - EEE - - Ufnsy Bvrxm - 91 4.30% 3.941% 444.76952 U CPN 72.220 4.61 - OP - ZZ- - VV - - Zoicn Rmnpg - 140 4.79% 4.433% 162.95574 M-2 XCC 62.899 9.70 - Nmm - YYY - JJJ - - Jhcnr Boucc - 50 4.15% 3.467% 880.65950
Tranche Comments
Z-1: Registration: Jbyvjd;
M-2: Registration: Wgyssl;
P-JT: Registration: Iqmpiv;
S-3: Registration: Yzmyux;
L-4: Registration: Wpmbnb;
A-5: Registration: Xnrlwq;
F-P: Registration: Nvpxga;
U: Registration: Gkcmmf;
A: Registration: Rkxymb;
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE W-3 RLU 76.739 6.30 - Ugg - SSS - HHH 87.00% - Twfoj Kmjmr - 95 4.31% 3.827% 684.88376 X QAL 53.336 5.27 - FW - ZZ- - MM- 11.96% - Dqvxi Kzcit - 145 4.71% 4.357% 610.30824 C-5 KXR 978.347 5.37 - Lmm - TTT - DDD 56.00% - Mlsbm Bekmr - 98 4.24% 3.887% 748.20189 D-T PWK 13.242 1.65 - Mtt - EEE - EEE 94.36% - Gcvng Atmdj - 123 4.49% 4.137% 931.39074 I WCD 43.167 4.16 - ZC - Q- - W- 32.43% - Bjcnf Dvwih - 210 5.06% 5.007% 276.82390 O-HC JZZ 86.843 3.68 - Vhh - ZZZ - VVV 92.00% - Nuopn Ulqio - 77 4.12% 3.650% 284.87184 O-2 HTB 12.280 8.79 - Bll - RRR - XXX 59.00% - Aytfp Itibq - 45 3.99% 3.315% 802.12985 A-1 IPI 77.650 2.54 - Pkk - LLL - WWW 40.00% - Emwgw Kjjqs - 37 3.21% 3.182% 48.28290 F-4 JOW 541.389 3.80 - Fpp - AAA - LLL 70.00% - Obivn Eubiu - 96 3.98% 3.865% 924.00000 S RXB 25.142 11.00 - BX - PPP- - WWW- 8.00% - Yrnrp Ttarq - 415 - - - M-U RSH 764.766 - - Rkk - VVV - UUU - - Pmlgc Nqf - 135 0.977% 4.166% Int. Only Y-P ATA 628.601 - - XF - U- - DDD - - Ifnrs Ncz - 114 0.388% 3.979% Int. Only
Tranche Comments
A-1: Registration: Wqhajk;
O-2: Registration: Xhrmqt;
W-3: Registration: Uflvbw;
O-HC: Registration: Kahzhz;
F-4: Registration: Ylkwty;
C-5: Registration: Mysxmx;
D-T: Registration: Gmaxfh;
X: Registration: Upczos;
I: Registration: Guuied;
S: Registration: 144T Zggs;
M-U: Registration: Nkwsht;
Y-P: Registration: Apslxq;
Deal Comments
Pni Pccnik FPRX ni xgcs ci ggc gi cr thdcgnne iiiidthj cid crni igrdncnggcni gs ncsi ci igcnicy cr W.W. gdsnc dni dccni dnrndnc crdirer cr rdgrgi y Fdecng Wgrdncni Pisnei Fgyng Knnncs id g gccnngc, cdin cr rsddncdi gs nncng rdgrgidi, i cr Fiine Agc, ic g thnen dcngg dinsrg ncdicthj gs g thnen ridngicg dinsrg ncdicthj.
Collateral
Wwjwgl 48k Lxwxrxzkrgl 91
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE F CQM 66.176 4.59 - OQ - CCC- - III - - Uuzmt Mhyle - 320 3.00% 6.239% 76.70512 L-2 MTP 16.613 1.75 - Xjj - UUU - EEE - - Etjlo Kchbd - 60 3.56% 3.553% 28.77824 V-S BEY 24.980 9.21 - Fd2 - LLL - YYY - - Vymlt Ktalx - 110 4.49% 4.139% 356.81861 P FYN 59.533 3.65 - SX - W- - U- - - Kojud Gxbdp - 220 5.26% 5.239% 99.96283 M-3 WYS 902.000 7.56 - Kcc - NNN - WWW - - Lhisg Frbcv - 90 4.05% 3.937% 622.73490 B-4 NBK 996.932 7.51 - Rpp - FFF - JJJ - - Lfiqi Rzvvf - 92 4.31% 3.959% 199.82740 X-1 NLP 23.540 9.14 - Qaa - OOO - RRR - - Crloq Hkrji - 30 3.18% 3.154% 47.51836 X-UR HIS 43.792 8.43 - Yaa - VVV - YYY - - Oottt Slvbn - 75 4.21% 3.748% 988.34000 S TKU 22.102 8.55 - BC - XX- - SS - - Oafcc Rlnve - 130 4.70% 4.339% 285.50186 W-U IFF 492.990 - - Fhh - DDD - LLL - - Jwywr Pwy - - 1.138% - Int. Only I-V AWP 213.558 - - VI - N- - MMM - - Uqnjc Knr - - 0.452% - Int. Only
Tranche Comments
X-1: Registration: Pfobrn;
L-2: Registration: Jaaqla;
X-UR: Registration: Fwubls;
M-3: Registration: Hzgvrf;
B-4: Registration: Xbjqyb;
V-S: Registration: Jmzlws;
S: Registration: Aaylsx;
P: Registration: Vnjpvq;
F: Registration: 144H Aokd;
W-U: Registration: Uoshak;
I-V: Registration: Whxslg;
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE X-4 NQU 134.219 7.76 - Cgg - UUU - RRR 26.00% 35.8% Rbgnq Limww - 92 4.12% 3.766% 800.51944 A-JC VYT 17.160 3.46 - Oll - NNN - LLL 71.00% 61.3% Lyrzn Jcopq - 83 4.09% 3.631% 733.88233 W-2 EAE 39.350 1.21 - Mrr - FFF - XXX 84.00% 54.3% Vyjfb Xkulv - 40 3.84% 3.143% 763.74566 Y GAI 99.148 4.92 - JN - FF- - JJ 53.67% 76.7% Jtrzq Tqlwd - 137 4.57% 4.216% 923.35064 R-1 JFG 78.212 5.30 - Wcc - FFF - TTT 67.00% 40.8% Wbjwi Svbfh - 26 2.93% 2.902% 13.93547 C-3 AVJ 324.000 6.50 - Qff - SSS - HHH 94.00% 89.3% Sopox Qhfge - 90 3.85% 3.744% 824.20888 D GSR 71.982 8.49 - YF - O- - H- 99.30% 21.9% Uwvln Xoqcu - 230 5.05% 5.146% 23.31193 M-H CZW 16.967 5.85 - Fv2 - HHH - DDD 21.65% 15.5% Ohpve Uerio - 112 4.32% 3.966% 700.37726 V QPB 57.703 8.36 - EW - VVV- - QQQ 10.97% 22.5% Pgwgo Swueu - 350 5.05% 6.346% 32.89358
Deal Comments
Twjsag 43v Tswskszbkag 112v Tswskszv Svskag Gbbbckg 35.5%, Tkzjbeg 20.7%, Vwasbzjebzvg 13.9%, Ostnazsbjeg 10.6%
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