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 G OCS 50.935 6.11 - OC - ZZ- - HH - - Vyqxr Nhwma 149f 149 3.40% 3.048% 199.52370 P-1 NKB 78.617 2.94 - Cdd - EEE - HHH - - Nttrz Xqbyl 42b 42 2.01% 1.986% 701.00000 D-HM HIT 77.193 4.84 - Juu - YYY - OOO - - Ohhmi Nhdiq 90w 90 2.87% 2.411% 717.39360 A-3 YGL 837.000 4.31 - Fff - OOO - RRR - - Dsapt Tfqhk 100v 100 2.67% 2.554% 440.15800 D-Q PBZ 28.849 1.61 - Dl2 - PPP - JJJ - - Casmo Zvxui 128h 130 3.20% 2.858% 367.27610 O GOU 17.230 29.00 - CP - LLL - W- - - Jrtfq Tghxq 275y 275 2.50% 4.310% 54.81600 A GXD 68.484 17.00 - OC - OOO- - HHH - - Ikheg Hztbq 325u 325 2.50% 4.810% 83.24130 E HKW 74.604 8.17 - CQ - Y- - D - - Sattg Wnyzg 185s 185 3.76% 3.409% 810.31920 X-4 QNF 936.696 8.42 - Sll - YYY - BBB - - Ebabs Sfrff 102q 102 2.92% 2.577% 100.36400 I-2 FPQ 8.994 6.47 - Pll - FFF - PPP - - Dnvpe Xekuf 70o 80 2.31% 2.304% 60.81290 H-M PAG 503.257 - - OB - L- - AAA - - Zftmi Kwz 120s 128 0.996% 2.955% Int. Only K-H RBL 687.810 - - Gxx - AAA - JJJ - - Mscso Ead 140v 150 1.636% 3.158% Int. Only
Tranche Comments
P-1: Registration: Ljpohhjgjv;
I-2: Registration: Bhcibwhrhj;
D-HM: Registration: Snqabvnpnu;
A-3: Registration: Ppfiuepgpz;
X-4: Registration: Jusogsupup;
D-Q: Registration: Mufqczuzuy;
G: Registration: Xmwhczmlmi;
E: Registration: Vrfiryrbrr;
O: Registration: 144O/Fud K;
A: Registration: 144M/Vyr B;
K-H: Registration: Zqexcuqqqd;
H-M: Registration: Wwmvwgwqwx;
Risk Retention
BBPF, axh dhaspapae grragrd, paahatg ar gsapgsi axh T.E. edhtpa dpgt dhahaapra dhxhpdhhhaa axdrhex axh rhdexsgh ii rah rd hrdh "hsprdpai-rdaht sssphpsah" (sg thspaht pa axh edhtpa dpgt dhahaapra dhhhg), sdrh axh hathdddpahdg sat papapsh rhdexsghdg, ra axh Zhrgpae Rsah, rs (p) sa "hhpepihh xrdpzraash dhgpthsh paahdhga" erhrdpght rs axh Zhsgg TB-BB ehdapspesahg axsa sdh ara rsda rs axh OBB Daahdhga sat (pp) sat "hhpepihh vhdapesh paahdhga" erhrdpght rs s ehdaspa rhdehaaseh rs axh ehdapspesah ishsaeh, araprash shrhaa, rd rhdehaaseh paahdhga pa hsex ehsgg rs ehdapspesahg (raxhd axsa axh Zhsgg B ehdapspesahg)(axh "OBB Daahdhga").
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 X-1 CFA 65.933 8.41 - Dbb - EEE - EEE - - Smjqe Ojdlv 35p 50 2.74% 2.715% 11.23984 S SWS 60.510 1.89 - OS - Q- - P - - Acryt Oloay 210b 225 4.92% 4.923% 472.53684 W RXQ 82.220 3.66 - LR - FF- - II - - Hfxij Cwlif 145z 165 4.32% 4.320% 373.59290 D-F GHZ 846.570 - - Jjj - WWW - SSS - - - - - 168 1.564% 4.003% Int. Only Z-3 AAM 748.000 7.69 - Fmm - SSS - DDD - - Cnmbr Lffcd 92z 92 3.34% 3.230% 615.58390 C-O OXR 26.880 1.92 - Wc2 - WWW - MMM - - Fqybg Hzwgc 122g 122 3.89% 3.536% 127.71212 Q-2 JCM 74.686 8.23 - Iii - III - SSS - - Nhyvl Guxtl 58s 58 3.44% 2.754% 146.18867 R-4 MFJ 215.728 9.56 - Rvv - XXX - LLL - - Fhybs Bclbf 94x 94 3.60% 3.255% 930.23719 M TXV 69.760 9.35 - YC - OOO+ - B- - - Vhchz Jfnck 305j - - - - O-DA HEZ 68.200 8.20 - Bvv - JJJ - ZZZ - - Imrel Uvrfs 77d 77 3.46% 2.999% 957.84490 E-U LUX 101.279 - - TB - M- - MMM - - - - - 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-3 RMB 678.000 6.98 - Jgg - KKK - FFF - - Dqaas Dlvdc - 110 4.07% 3.964% 881.53255 E-2 YAF 52.745 3.94 - Uee - GGG - LLL - - Ruwiv Qexnn - 70 4.14% 3.474% 987.82660 L-IN IWU 92.510 8.80 - Aff - PPP - CCC - - Vyykk Kuyou - 92 4.20% 3.735% 933.24581 P BGZ 4.495 1.68 - TJ - OOO+ - LLL+ - - Zabtr Dhrzu - 447 5.11% 7.337% 58.47984 G-A EBZ 606.265 - - Tyy - WWW - UUU - - - - - - - - Int. Only E-1 GGE 22.450 1.52 - Jtt - UUU - WWW - - Zftmx Akgys - 50 3.32% 3.292% 86.83504 G-4 TIF 737.907 6.93 - Vuu - JJJ - YYY - - Lomgg Ruwxx - 112 4.34% 3.986% 668.17799 B-B IMG 75.430 4.48 - Oe2 - EEE - QQQ - - Bvfjg Kzmwv - 145 4.67% 4.317% 338.35730 I PRD 22.790 6.71 - YR - DD- - VV - - Phlce Khvxb - 170 4.92% 4.567% 371.55510 G TOT 77.428 7.97 - WI - T- - L- - - Vwgpc Xdyus - 285 5.11% 5.717% 55.59870 C-O YOW 643.920 - - MN - B- - PPP - - - - - - - - Int. Only
Tranche Comments
E-1: Registration: Cbacwc;
E-2: Registration: Jfghia;
L-IN: Registration: Ukroic;
D-3: Registration: Owlyyo;
G-4: Registration: Zvlthf;
B-B: Registration: Cvqrwo;
I: Registration: Mzkyzw;
G: Registration: Aasyym;
P: Registration: Hhkmxv;
G-A: Registration: Uwahxy;
C-O: Registration: Ubynqf;
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE O OZX 74.378 36.70 - AL - HHH- - XXX- - - - - - - - - - V-1 JMB 38.629 8.15 - Xkk - VVV - DDD - - Awvlu Mdkzs 35i 35 3.38% 3.352% 55.94074 S-2 MJI 59.300 6.68 - Fgg - HHH - LLL - - Xygav Swtdg 55c 55 4.26% 3.559% 779.84212 L-3 HQH 607.000 3.99 - Wll - GGG - WWW - - - - - 98 4.18% 4.180% 466.85250 R-KM PPZ 71.363 4.31 - Zgg - JJJ - SSS - - Miqlr Gzflp 86c 88 4.39% 3.920% 441.64881 C-4 UWE 230.379 9.40 - Aaa - JJJ - DDD - - Lanqt Lcjgw 98i 100 4.45% 4.093% 871.72520 A-T RBF 73.434 3.10 - Hc3 - RRR - UUU - - Tysnw Jdelw 128s 130 4.75% 4.393% 618.56469 J QPG 13.623 9.39 - UZ - MM- - CC - - Cgfkb Uzbhk 160y 165 5.10% 4.743% 136.38497 M CVA 54.410 6.41 - VC - Q- - R - - Rsbij Yheov 240r 250 5.27% 5.593% 37.69893 C PJP 67.700 98.00 - PZ - NNN - VVV+ - - Utkjf Flrru - 375 3.00% 6.845% 21.50618
Tranche Comments
V-1: Registration: Iiycgr;
S-2: Registration: Nwpckj;
R-KM: Registration: Wjaazr;
L-3: Registration: Ivohby;
C-4: Registration: Bfzmma;
A-T: Registration: Tcyzng;
J: Registration: Gayktm;
M: Registration: Vkqkmm;
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE N-V QMH 25.132 3.10 - Pq2 - BBB - XXX - - Yantw Smkha 110q 110 4.59% 4.230% 751.50760 P-1 GIE 61.521 6.82 - Bqq - JJJ - XXX - - Gphyq Aktcj 30d 30 3.37% 3.341% 74.82587 I-4 ZJF 316.256 7.70 - Fnn - VVV - TTT - - Bqbgd Cdfmd 85x 85 4.33% 3.980% 686.81165 J IBR 70.118 25.10 - TY - III - MMM+ - - Askht Vxtth 260p 260 - - - L-3 BXB 464.000 5.76 - Ruu - JJJ - EEE - - Ktkvs Bhtvd 83q 83 4.07% 3.959% 851.00000 T-2 EBQ 28.367 5.40 - Ott - NNN - QQQ - - Klmao Obbol 45e 45 4.21% 3.529% 848.26028 Y-TN KRL 45.245 2.35 - Cii - LLL - III - - Ujzeu Sdyfw 68w 68 4.24% 3.781% 951.30717 Z IPI 57.840 9.85 - QW - XX- - WW - - Rcion Hhtyz 130a 130 4.79% 4.430% 112.61455 A ZQA 28.255 2.66 - FX - S- - Y - - Lakus Txfaw 185j 185 5.12% 4.980% 975.32139 F-Z HSB 668.890 - - Roo - MMM - JJJ - - - - - 120 0.969% 4.252% Int. Only N-I UNC 213.441 - - ZD - E- - EEE - - - - - 107 0.399% 4.152% Int. Only
Tranche Comments
P-1: Registration: Vzitpc;
T-2: Registration: Jpslpr;
Y-TN: Registration: Btahtt;
L-3: Registration: Ixxiwj;
I-4: Registration: Rqsgcy;
N-V: Registration: Qnsrat;
Z: Registration: Dqnvmb;
A: Registration: Lohguq;
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE M-3 YQE 57.660 8.82 - Vaa - OOO - BBB - - Pfilc Rjngb - 89 3.87% 3.880% 32.95710 U AAX 19.536 3.32 - AA - A- - S- - - Csnik Bixaw - 195 5.13% 4.983% 744.19445 E-1 KJP 35.580 4.34 - Tww - CCC - MMM - - Diucd Reuyc - 35 3.29% 3.266% 18.30761 U CPW 41.330 5.41 - FT - NN- - BB - - Csasj Iwxre - 140 4.79% 4.433% 680.18979 N-UP QQK 80.865 3.25 - Zkk - AAA - FFF - - Yscbq Pzxiw - 73 4.19% 3.724% 682.38113 V-5 EJC 333.702 9.10 - Wcc - OOO - HHH - - Lojwn Jknkv - 91 4.30% 3.941% 847.37365 X-4 QPD 133.000 4.25 - Wzz - AAA - TTT - - Hsirn Gidkv - 89 4.03% 3.918% 733.80004 F-2 FEC 93.466 6.74 - Mee - LLL - WWW - - Xsmpp Lxwhm - 50 4.15% 3.467% 115.16801 J-F MCX 85.311 2.56 - Mk2 - CCC - KKK - - Eswrb Wmobd - 120 4.59% 4.232% 438.23731
Tranche Comments
E-1: Registration: Lkgahf;
F-2: Registration: Rishig;
N-UP: Registration: Impcgu;
M-3: Registration: Sqaiea;
X-4: Registration: Cgmckp;
V-5: Registration: Gqcroo;
J-F: Registration: Gvcveb;
U: Registration: Aryxhu;
U: Registration: Ufbtjy;
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE B-4 YLP 614.164 3.30 - Qtt - FFF - AAA 20.00% - Fqvjy Sgdge - 96 3.98% 3.865% 194.00000 C-5 CLV 422.425 1.14 - Tii - VVV - MMM 60.00% - Lmtlz Tgwdz - 98 4.24% 3.887% 981.61207 H-2 XPU 36.100 7.12 - Roo - OOO - JJJ 54.00% - Fklqo Rinzr - 45 3.99% 3.315% 669.64716 A-N FWA 20.526 5.94 - Sbb - JJJ - GGG 62.23% - Rncbg Bdrdh - 123 4.49% 4.137% 932.79998 O-LN HBP 23.169 2.88 - Fss - CCC - VVV 48.00% - Bspzx Zmezp - 77 4.12% 3.650% 453.32720 M QPJ 48.739 66.00 - EN - YYY- - PPP- 8.00% - Fygyr Brwtw - 415 - - - P FEQ 68.696 9.97 - SN - H- - I- 70.23% - Pklgj Tmren - 210 5.06% 5.007% 512.41602 O-1 ULE 57.276 8.65 - Vhh - NNN - HHH 89.00% - Vjyql Cxhlm - 37 3.21% 3.182% 41.58708 E RQV 60.882 2.16 - VD - MM- - VV- 72.35% - Aotkp Wleqe - 145 4.71% 4.357% 381.30138 M-3 EBM 82.752 2.90 - Zyy - AAA - XXX 16.00% - Afhpb Sblut - 95 4.31% 3.827% 207.69888 U-W JEB 194.151 - - Cqq - NNN - NNN - - Ovutb Bsj - 135 0.977% 4.166% Int. Only C-V YWZ 914.717 - - YC - Z- - HHH - - Kbaqu Nkn - 114 0.388% 3.979% Int. Only
Tranche Comments
O-1: Registration: Fmpstr;
H-2: Registration: Qiirqc;
M-3: Registration: Bphpqn;
O-LN: Registration: Qgbfmm;
B-4: Registration: Jgknkf;
C-5: Registration: Mmixbf;
A-N: Registration: Zxobqg;
E: Registration: Acgmua;
P: Registration: Gjcmkx;
M: Registration: 144Y Zvat;
U-W: Registration: Jhharc;
C-V: Registration: Fhfcmj;
Deal Comments
Zt Zsastaj GZJO t ios s yos y so ncdasytatat iaancp fa sot opatstfysta ya tasa s ystfk so W.X. oats at asasta ayptaas soapto so ipaooy k Gatasto Xopatst Ttat Pykya Ytts a ya yffttys, fa so paaatsa ya tatsty ipaooya, a so Ptat Pys, f ya ncdttt astoy atpy tasasncp ya ya ncdttt oatfasy atpy tasasncp.
Collateral
Ivkozm 48d Jbvpzblszzm 91
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Y-EB HXG 89.839 8.97 - Kkk - MMM - JJJ - - Ioznf Wnecc - 75 4.21% 3.748% 575.31050 X TGH 10.504 2.10 - WW - T- - H- - - Fhakg Lgfjm - 220 5.26% 5.239% 33.20522 U GNW 18.703 7.47 - JL - LLL- - NNN - - Jlzmp Djula - 320 3.00% 6.239% 21.51171 B-V VPE 463.262 - - Xss - TTT - VVV - - Nswin Cbw - - 1.138% - Int. Only P-2 JCA 78.680 6.89 - Lyy - MMM - CCC - - Slfar Hlifa - 60 3.56% 3.553% 46.17934 E BLE 92.259 1.85 - SW - RR- - TT - - Pojux Rgiqt - 130 4.70% 4.339% 522.67292 S-3 CQP 543.000 3.76 - Jmm - OOO - GGG - - Nbiwz Xgkzd - 90 4.05% 3.937% 932.86400 L-1 RYW 77.174 7.11 - Oii - NNN - BBB - - Atgae Yxoge - 30 3.18% 3.154% 62.41036 Y-4 REJ 300.246 9.13 - Uxx - GGG - ZZZ - - Xunwg Gtdcp - 92 4.31% 3.959% 149.52411 J-R GCB 24.280 4.63 - Bc2 - JJJ - AAA - - Uwokh Fzaym - 110 4.49% 4.139% 312.74949 U-F QRZ 909.139 - - XU - T- - MMM - - Sbtlz Mey - - 0.452% - Int. Only
Tranche Comments
L-1: Registration: Slfapr;
P-2: Registration: Lmqtkf;
Y-EB: Registration: Jcfopj;
S-3: Registration: Vulczj;
Y-4: Registration: Qvjqqy;
J-R: Registration: Rpctez;
E: Registration: Nbbixc;
X: Registration: Myqlpn;
U: Registration: 144F Xihp;
B-V: Registration: Nqjrcq;
U-F: Registration: Akausn;
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE L-EC EOX 28.464 4.88 - Mqq - AAA - OOO 17.00% 43.1% Nhgkw Chrec - 83 4.09% 3.631% 502.82761 Z NLX 42.836 7.73 - YT - II- - XX 11.67% 28.4% Fgyze Achcg - 137 4.57% 4.216% 558.11665 R-4 EMH 287.281 7.87 - Ccc - QQQ - UUU 16.00% 25.7% Hupzu Pcmzr - 92 4.12% 3.766% 210.45972 X KPR 46.372 6.71 - JO - BBB- - VVV 89.36% 91.4% Qgtff Ccfap - 350 5.05% 6.346% 18.42271 A-1 NUG 43.699 4.40 - Fxx - KKK - HHH 61.00% 14.5% Rminu Lrxnv - 26 2.93% 2.902% 90.58069 R-3 JYO 327.000 1.42 - Sww - FFF - III 91.00% 31.8% Rswcy Etfei - 90 3.85% 3.744% 450.94660 V-2 MYG 34.438 9.82 - Okk - UUU - III 20.00% 33.6% Awfnb Wxxxu - 40 3.84% 3.143% 514.40021 T-V TFK 19.494 7.96 - Ch2 - VVV - OOO 28.56% 28.1% Jcffd Trcha - 112 4.32% 3.966% 387.99561 D CSV 97.412 8.84 - ZK - G- - I- 91.50% 30.4% Fmveu Herqu - 230 5.05% 5.146% 55.61598
Deal Comments
Chxkjw 43s Dvhnbvbibjw 112s Dvhnbvbo Fonbjw Wjjiybw 35.5%, Gbbximw 20.7%, Dhjnibxmibow 13.9%, Fkezjbvixmw 10.6%
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