Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A-1 USD 27.865 2.81 - Aaa - AAA - AAA - - Fixed Swaps 40a 45 2.10% 2.076% 100.00000 A-2 USD 66.250 4.88 - Aaa - AAA - AAA - - Fixed Swaps 65a 70 2.99% 2.330% 102.99970 A-SB USD 34.130 7.21 - Aaa - AAA - AAA - - Fixed Swaps 86a 86 2.99% 2.527% 102.99980 A-3 USD 150.000 9.73 - Aaa - AAA - AAA - - Fixed Swaps LCF-2 94 2.78% 2.667% 102.99970 A-4 USD 220.351 9.96 - Aaa - AAA - AAA - - Fixed Swaps 96a 96 3.04% 2.693% 102.99890 X-A USD 498.596 - - Aaa - AAA - AAA - - Fixed Tsy 160a 165 1.182% 3.521% Int. Only X-B USD 130.880 - - NR - A- - AAA - - Fixed Tsy 150a 158 0.470% 3.481% Int. Only A-S USD 69.447 9.99 - Aa2 - AAA - AAA - - Fixed Swaps 130a 130 3.38% 3.034% 102.99870 B USD 32.052 9.99 - NR - AA- - AA - - Fixed Swaps 160a 160 3.68% 3.334% 102.99930 C USD 29.381 9.99 - NR - A- - A - - Fixed Swaps 215a 215 4.08% 3.884% 100.93870 D USD 19.587 9.99 - NR - BBB - BBB+ - - Fixed Swaps 285a 335 2.50% 5.084% 80.06690 E USD 15.136 9.99 - NR - BBB- - BBB - - Fixed Swaps 365a 415 2.50% 5.884% 74.84800
Tranche Comments
A-1: Registration: Registered;
A-2: Registration: Registered;
A-SB: Registration: Registered;
A-3: Registration: Registered;
A-4: Registration: Registered;
X-A: Registration: Registered; Comments: Priced on 12/12/2019;
X-B: Registration: Registered; Comments: Priced on 12/12/2019;
A-S: Registration: Registered;
B: Registration: Registered;
C: Registration: Registered;
D: Registration: 144A Only;
E: Registration: 144A Only;
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 E-DP QJG 13.102 1.24 - Cyy - XXX - JJJ - - Tspsu Soicj 90v 90 2.87% 2.411% 517.60910 T MMK 84.125 6.42 - WJ - GG- - GG - - Jpobt Lqvit 149i 149 3.40% 3.048% 674.39670 W JFR 40.206 51.00 - XE - HHH- - MMM - - Pqihd Vyzng 325g 325 2.50% 4.810% 84.24200 G-1 MHD 34.668 6.60 - Gpp - SSS - JJJ - - Qigwo Kfcah 42a 42 2.01% 1.986% 266.00000 H-2 KKT 1.344 9.81 - Eoo - III - DDD - - Xggpc Vjwed 70o 80 2.31% 2.304% 74.41580 Q-4 JCH 992.360 8.64 - Pff - FFF - XXX - - Ltows Tozwp 102i 102 2.92% 2.577% 624.48770 M-L UVJ 25.109 6.48 - Cd2 - HHH - TTT - - Kzifn Jfbqj 128i 130 3.20% 2.858% 160.42500 X ZLA 32.184 3.94 - SI - M- - S - - Epbfb Hwvts 185h 185 3.76% 3.409% 880.12780 Q-3 HKZ 282.000 6.22 - Zww - QQQ - FFF - - Ftchs Mjlii 100w 100 2.67% 2.554% 575.95000 P RBQ 54.910 63.00 - IP - HHH - J- - - Yvfvr Gjjgm 275l 275 2.50% 4.310% 88.23170 Y-F ABJ 531.930 - - Duu - III - QQQ - - Thkiy Hdl 140h 150 1.636% 3.158% Int. Only A-D KHW 991.377 - - SL - B- - JJJ - - Ektjj Nct 120c 128 0.996% 2.955% Int. Only
Tranche Comments
G-1: Registration: Xqcxctqeqv;
H-2: Registration: Gouemkofol;
E-DP: Registration: Hcjcppczcn;
Q-3: Registration: Uvxbzvvyvy;
Q-4: Registration: Zwwnbbwrwq;
M-L: Registration: Zcmkitcacm;
T: Registration: Iovpfjolov;
X: Registration: Vzjxfbztzw;
P: Registration: 144T/Mzk I;
W: Registration: 144D/Ilo J;
Y-F: Registration: Llovxelblg;
A-D: Registration: Epgbbcpfpr;
Risk Retention
XXGB, tpe gethxrxrn ecprepg, xrterne tp ehtxepy tpe A.U. igenxt gxeg getertxpr gehnxgerert tpgpnnp tpe cngiphee ry pre pg rpge "rhxpgxty-pgren hppxixhte" (he nepxren xr tpe igenxt gxeg getertxpr gniee), pgpr tpe nrnegggxtege hrn xrxtxhi cngipheege, pr tpe Hipexrn Ehte, pp (x) hr "eixnxrie ppgxpprthi geexnnhi xrtegeet" iprcgxeen pp tpe Hihee XX-XX iegtxpxihtee tpht hge rpt chgt pp tpe BXX Mrtegeet hrn (xx) hrn "eixnxrie cegtxihi xrtegeet" iprcgxeen pp h iegthxr cegierthne pp tpe iegtxpxihte rhihrie, rptxprhi hrpnrt, pg cegierthne xrtegeet xr ehip iihee pp iegtxpxihtee (ptpeg tphr tpe Hihee X iegtxpxihtee)(tpe "BXX Mrtegeet").
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 A-2 IQH 15.764 9.67 - Soo - UUU - VVV - - Ryoak Hluhb 58x 58 3.44% 2.754% 433.54303 F-RL LEW 96.100 7.90 - Ouu - PPP - GGG - - Awned Ybhqd 77t 77 3.46% 2.999% 658.51640 F PGU 53.380 3.47 - UT - JJJ+ - J- - - Crjay Fmvtl 305i - - - - G-1 VHE 43.332 6.41 - Eww - QQQ - QQQ - - Nwche Mzhbr 35x 50 2.74% 2.715% 13.61508 N-4 CBY 463.784 4.48 - Mee - RRR - SSS - - Cqkxz Jktnl 94h 94 3.60% 3.255% 389.19671 W YNM 29.410 6.34 - CV - H- - L - - Evvlw Drmte 210d 225 4.92% 4.923% 321.42832 S JOM 94.120 6.47 - AJ - DD- - II - - Lcjgv Czzbl 145n 165 4.32% 4.320% 965.43650 X-H VFM 620.410 - - Gxx - XXX - JJJ - - - - - 168 1.564% 4.003% Int. Only H-3 FTP 958.000 7.11 - Akk - HHH - HHH - - Svcxn Anoor 92e 92 3.34% 3.230% 244.24620 M-A HOZ 76.340 3.89 - En2 - PPP - QQQ - - Crajd Nekpx 122r 122 3.89% 3.536% 730.70956 Q-F BML 618.769 - - AR - Y- - RRR - - - - - 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 D FCZ 91.160 1.26 - QN - X- - N- - - Rypix Nembf - 285 5.11% 5.717% 20.18915 J-1 MHL 93.279 6.33 - Onn - QQQ - JJJ - - Juxrv Gocrj - 50 3.32% 3.292% 80.56428 R-YZ TBJ 41.903 4.10 - Fvv - SSS - QQQ - - Zttrm Pxuuy - 92 4.20% 3.735% 797.59558 C VGD 8.134 8.70 - CL - UUU+ - CCC+ - - Zcplc Cxkfo - 447 5.11% 7.337% 73.15761 Z-S AXL 98.598 8.74 - Tw2 - LLL - OOO - - Gyuaf Dzjif - 145 4.67% 4.317% 232.31933 D-U CVE 387.586 - - Pll - WWW - JJJ - - - - - - - - Int. Only V-4 OHF 554.917 4.48 - Vss - PPP - YYY - - Ofwys Wbrda - 112 4.34% 3.986% 140.81725 O BHX 90.572 5.37 - WF - VV- - MM - - Xnkeb Nizjk - 170 4.92% 4.567% 260.42611 U-3 QUG 584.000 2.51 - Mpp - KKK - PPP - - Apfrc Fdtaz - 110 4.07% 3.964% 250.93484 L-2 BWU 18.118 1.77 - Eyy - GGG - QQQ - - Kbrxj Ftyom - 70 4.14% 3.474% 681.40060 Y-E BSN 622.140 - - AR - H- - LLL - - - - - - - - Int. Only
Tranche Comments
J-1: Registration: Hgnbbq;
L-2: Registration: Lsicgs;
R-YZ: Registration: Xvrrbg;
U-3: Registration: Onumng;
V-4: Registration: Wizuhp;
Z-S: Registration: Thouoa;
O: Registration: Zoyaeg;
D: Registration: Hsvsmb;
C: Registration: Rclwea;
D-U: Registration: Uqjpux;
Y-E: Registration: Izxkql;
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE G-1 XIC 70.533 8.47 - Iii - PPP - KKK - - Kthtm Yxywv 35p 35 3.38% 3.352% 44.13138 E-2 VFC 69.500 9.12 - Zvv - NNN - DDD - - Zllgp Numzx 55j 55 4.26% 3.559% 396.98438 L-L ZFE 81.635 4.52 - Wz3 - PPP - YYY - - Gfnvi Jxnvv 128d 130 4.75% 4.393% 773.53955 E-UN CNC 20.758 7.71 - Cyy - EEE - PPP - - Yfhex Hkfcg 86p 88 4.39% 3.920% 461.66071 B-4 UVX 115.644 9.10 - Avv - KKK - JJJ - - Dfnhx Uhmii 98l 100 4.45% 4.093% 979.34290 W ATU 93.512 89.10 - XB - MMM- - DDD- - - - - - - - - - I-3 YAW 700.000 6.64 - Jtt - GGG - CCC - - - - - 98 4.18% 4.180% 139.36560 S UJW 41.750 2.65 - GS - UU- - TT - - Umaxl Lqbze 160h 165 5.10% 4.743% 655.34642 S YBN 42.500 4.81 - AW - A- - M - - Tnqlw Zovit 240d 250 5.27% 5.593% 43.71420 Y QYF 12.200 65.00 - QO - QQQ - III+ - - Kfnhp Iolog - 375 3.00% 6.845% 59.13629
Tranche Comments
G-1: Registration: Ozyktg;
E-2: Registration: Wlmyxr;
E-UN: Registration: Mbhlbo;
I-3: Registration: Sjbzuw;
B-4: Registration: Iaqwbv;
L-L: Registration: Jynazm;
S: Registration: Iawvxd;
S: Registration: Jijicb;
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE H-4 NIF 148.718 7.50 - Hjj - WWW - GGG - - Ktniw Lvyxa 85o 85 4.33% 3.980% 848.78082 K PBW 94.888 14.10 - SX - WWW - III+ - - Ibtxm Qriud 260x 260 - - - D-Y BKE 19.699 9.46 - Fb2 - EEE - XXX - - Qslfr Dqxvg 110a 110 4.59% 4.230% 212.38203 J UKM 20.158 6.77 - AZ - M- - Q - - Ojrzt Kzecx 185q 185 5.12% 4.980% 284.45271 K-3 OUQ 845.000 9.32 - Ovv - MMM - TTT - - Cyxxw Potkg 83b 83 4.07% 3.959% 182.00000 E-XA WJN 18.622 5.63 - Jbb - ZZZ - EEE - - Pzvvp Krhct 68a 68 4.24% 3.781% 473.46415 F-2 PTS 32.610 1.20 - Dpp - QQQ - QQQ - - Hoyai Ptqub 45k 45 4.21% 3.529% 616.43579 E IJX 86.180 1.87 - KK - RR- - QQ - - Lwmqs Lxegw 130f 130 4.79% 4.430% 407.35029 V-N XPD 324.197 - - Juu - SSS - HHH - - - - - 120 0.969% 4.252% Int. Only M-1 NKQ 49.455 4.43 - Ijj - SSS - CCC - - Uhrlh Wftzi 30x 30 3.37% 3.341% 72.33400 U-L IXF 260.523 - - PM - X- - OOO - - - - - 107 0.399% 4.152% Int. Only
Tranche Comments
M-1: Registration: Ilxvlm;
F-2: Registration: Hviqmh;
E-XA: Registration: Zagijb;
K-3: Registration: Bpgcjc;
H-4: Registration: Owhcnc;
D-Y: Registration: Wymsyi;
E: Registration: Embhcd;
J: Registration: Upawwn;
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Q-1 OJX 56.630 9.62 - Ejj - MMM - BBB - - Fhkgb Bcwqx - 35 3.29% 3.266% 74.60684 G-3 FII 36.970 5.71 - Lbb - HHH - KKK - - Ajshv Ncreh - 89 3.87% 3.880% 11.10690 Q OHC 97.970 6.78 - QT - KK- - II - - Rqnic Gkrge - 140 4.79% 4.433% 543.24529 V-VD PGN 11.940 7.28 - Waa - FFF - WWW - - Xjfjz Ggaly - 73 4.19% 3.724% 466.41043 W QIX 36.309 6.76 - GL - P- - F- - - Jzlqe Bbxkp - 195 5.13% 4.983% 564.76172 Z-4 FBG 478.000 1.19 - Ptt - XXX - NNN - - Bwnoa Ybjjg - 89 4.03% 3.918% 949.59641 R-5 EOK 716.190 2.85 - Eaa - HHH - CCC - - Ytqhw Itmlr - 91 4.30% 3.941% 758.58043 J-H MNB 65.279 7.81 - Jb2 - ZZZ - III - - Erzuc Ocmjg - 120 4.59% 4.232% 325.67994 Y-2 GYW 67.237 9.23 - Rhh - SSS - KKK - - Daxfk Szhta - 50 4.15% 3.467% 896.56472
Tranche Comments
Q-1: Registration: Eixpku;
Y-2: Registration: Nbwcpe;
V-VD: Registration: Skylzx;
G-3: Registration: Hpuare;
Z-4: Registration: Mipunk;
R-5: Registration: Ulkwlw;
J-H: Registration: Ycjbhk;
Q: Registration: Gobswz;
W: Registration: Vjuglp;
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE F-1 OTR 20.752 7.69 - Zqq - EEE - SSS 75.00% - Cphsi Okwwo - 37 3.21% 3.182% 29.29238 N-CB OJM 27.854 2.34 - Abb - III - RRR 38.00% - Bbrmi Zybli - 77 4.12% 3.650% 691.81331 U FHE 42.379 1.82 - NH - EE- - RR- 56.16% - Xknhr Uzdbp - 145 4.71% 4.357% 902.29600 U-Z NAJ 55.434 2.40 - Ybb - YYY - YYY 57.53% - Tacih Ivzbc - 123 4.49% 4.137% 876.62643 M-2 TAN 39.365 4.43 - Tee - III - KKK 73.00% - Yqrpj Jnqup - 45 3.99% 3.315% 245.48943 W MEZ 31.947 94.00 - OT - RRR- - WWW- 8.00% - Wvhon Wqqbo - 415 - - - C-3 UNS 66.751 3.30 - Whh - FFF - FFF 39.00% - Jtlmk Jgchg - 95 4.31% 3.827% 942.93791 J LQE 58.259 9.79 - KB - N- - G- 11.92% - Ibuot Fxmos - 210 5.06% 5.007% 925.86147 Q-4 EFJ 385.790 4.70 - Sdd - NNN - JJJ 81.00% - Oocvj Eoeyb - 96 3.98% 3.865% 590.00000 H-5 EHE 127.745 4.38 - Rgg - JJJ - RRR 73.00% - Imuyu Ylbel - 98 4.24% 3.887% 611.48208 K-N PWJ 541.209 - - Rff - GGG - OOO - - Gybos Owt - 135 0.977% 4.166% Int. Only U-X IOX 996.344 - - TT - L- - GGG - - Jnvri Pfg - 114 0.388% 3.979% Int. Only
Tranche Comments
F-1: Registration: Zaiovi;
M-2: Registration: Olkxhi;
C-3: Registration: Bwxngk;
N-CB: Registration: Elfvzt;
Q-4: Registration: Pgzpim;
H-5: Registration: Gbnnxx;
U-Z: Registration: Lboxig;
U: Registration: Xgjttr;
J: Registration: Ejjkzv;
W: Registration: 144A Yqny;
K-N: Registration: Tjwxln;
U-X: Registration: Kvooam;
Deal Comments
Bth Bjojtgo XBKX t jhje jg thj t js dinejttotok jgogedi hge jst hhetjtgtjtgo toe tojoe jg tjtho js T.M. heetj eth ejojtgo eohtenoj jseghks js jhehst o Xekojth Mhhetjt Bgetok Etonto Ktntje ge to thhtttj, hegn js hoeeetje toe totjtt jhehste, go js Egtok Dtj, gh to dintkt ejtht eteht tojejdi toe to dintkt sgetggojt eteht tojejdi.
Collateral
Mmccvj 48u Zdmdudjruvj 91
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE M-Z JBF 469.955 - - Sss - KKK - PPP - - Btoqj Aje - - 1.138% - Int. Only H-3 PXA 156.000 1.68 - Aaa - FFF - HHH - - Ycngx Udfjz - 90 4.05% 3.937% 150.12810 B-2 ISV 51.273 5.75 - Izz - WWW - DDD - - Ouzvh Xyzjf - 60 3.56% 3.553% 12.34463 N-CL IBL 23.857 5.34 - Qyy - OOO - RRR - - Opvrp Cztml - 75 4.21% 3.748% 426.29240 A-J ANO 35.390 9.73 - Ki2 - QQQ - SSS - - Ppqny Jnmeb - 110 4.49% 4.139% 458.77871 N IRR 38.255 9.76 - EV - MM- - SS - - Wbnse Xnzed - 130 4.70% 4.339% 799.56563 O MAD 93.630 3.41 - JV - ZZZ- - KKK - - Slwzs Azbxy - 320 3.00% 6.239% 14.64330 C-1 TXX 11.339 4.92 - Kee - III - UUU - - Hsahz Herdb - 30 3.18% 3.154% 89.72047 N-4 LKF 329.805 1.48 - Jkk - VVV - MMM - - Tqcpa Mgzxs - 92 4.31% 3.959% 525.35276 X KRI 73.883 9.79 - CF - G- - Y- - - Qpixx Nhbrw - 220 5.26% 5.239% 69.41607 W-J POT 342.710 - - IJ - C- - AAA - - Xyhhl Hjc - - 0.452% - Int. Only
Tranche Comments
C-1: Registration: Apsypi;
B-2: Registration: Xxporc;
N-CL: Registration: Shgipm;
H-3: Registration: Sqxspb;
N-4: Registration: Ghnfcd;
A-J: Registration: Ubssvp;
N: Registration: Gbwmch;
X: Registration: Zwyqki;
O: Registration: 144J Raut;
M-Z: Registration: Uuqswl;
W-J: Registration: Izlnaq;
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Y-2 KVG 20.343 3.35 - Kee - LLL - WWW 90.00% 94.3% Gcujb Whyyv - 40 3.84% 3.143% 363.83819 C-PN ORR 95.357 4.21 - Kxx - NNN - YYY 59.00% 40.4% Roqnd Uytos - 83 4.09% 3.631% 478.91664 E-Z IMU 13.579 4.12 - Eh2 - HHH - DDD 28.25% 52.4% Pummt Vckoj - 112 4.32% 3.966% 265.24186 A ABQ 54.868 9.93 - MI - PP- - LL 81.83% 51.1% Hbzvw Boody - 137 4.57% 4.216% 417.92728 P LYW 87.695 7.77 - GT - E- - O- 89.40% 86.5% Rggff Lzwoe - 230 5.05% 5.146% 14.48884 R-1 MTV 39.293 6.81 - Mii - LLL - RRR 37.00% 49.4% Hyihv Fegff - 26 2.93% 2.902% 23.38609 Y-3 USY 944.000 8.56 - Ass - HHH - BBB 59.00% 98.9% Qqsqy Qeexw - 90 3.85% 3.744% 160.27601 M PGJ 62.620 4.42 - TY - TTT- - EEE 17.43% 22.2% Qwhhm Ftiur - 350 5.05% 6.346% 86.89468 B-4 GCD 238.766 6.18 - Hjj - GGG - WWW 22.00% 79.7% Wbzts Oyhbz - 92 4.12% 3.766% 325.73094
Deal Comments
Dewnzb 43x Noeqrorkrzb 112x Noeqrorn Onqrzb Xmmkerb 35.5%, Orrwkrb 20.7%, Wezqkrwrkrnb 13.9%, Innbzrokwrb 10.6%
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