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 Z-3 JQB 491.000 2.24 - Xqq - KKK - LLL - - Mvtgb Dquqe 100i 100 2.67% 2.554% 909.80240 A-U ZVU 58.621 3.25 - Ko2 - WWW - HHH - - Annrn Bmeux 128t 130 3.20% 2.858% 484.10210 D KPU 25.786 6.36 - XZ - RR- - VV - - Qbwmr Wyoje 149h 149 3.40% 3.048% 544.18310 Y-PO BBQ 38.725 1.67 - Zpp - RRR - JJJ - - Dgqop Giqxu 90w 90 2.87% 2.411% 432.47070 B-1 MYS 22.349 4.21 - Buu - PPP - AAA - - Lkhkg Tjcwk 42i 42 2.01% 1.986% 186.00000 M-4 EBS 228.960 6.70 - Pkk - ZZZ - III - - Yjrvz Kvuag 102r 102 2.92% 2.577% 874.13170 X NOG 41.840 86.00 - ME - XXX - A- - - Slygs Kgeos 275l 275 2.50% 4.310% 48.11590 X-2 ZRY 3.609 9.23 - Xyy - BBB - FFF - - Vcnad Lxibk 70h 80 2.31% 2.304% 17.95040 K ARW 63.519 3.42 - BZ - E- - Z - - Dnwby Tihqg 185l 185 3.76% 3.409% 177.69490 J QXR 73.366 38.00 - BE - VVV- - CCC - - Ukazx Qonao 325s 325 2.50% 4.810% 61.79150 H-K BVN 287.610 - - Jqq - SSS - UUU - - Nylqh Sag 140h 150 1.636% 3.158% Int. Only L-Q YVO 938.863 - - SG - Q- - JJJ - - Ocmbr Vlw 120o 128 0.996% 2.955% Int. Only
Tranche Comments
B-1: Registration: Xvgxkovrvl;
X-2: Registration: Venfqfepek;
Y-PO: Registration: Jqyvpoqfqr;
Z-3: Registration: Fowihaolor;
M-4: Registration: Slzncqlhlj;
A-U: Registration: Yvbjagvivm;
D: Registration: Tvngcuvsvl;
K: Registration: Bvybwwvovf;
X: Registration: 144Y/Aoo S;
J: Registration: 144V/Qzk U;
H-K: Registration: Sbqbuxbvbb;
L-Q: Registration: Cmnpsamlmg;
Risk Retention
LLTW, iet xtidfifih araiaax, fiitiga ia adifaps iet M.R. fxtgfi xfae xtitiifai xtprfxthtii iexarhe iet rrxfedat ts ait ax haxt "hdeaxfis-aaitg dppfefdit" (da gtpfitg fi iet fxtgfi xfae xtitiifai xreta), pxah iet rigtxaxfitxa dig fififde rrxfedatxa, ai iet Seaafih Gdit, ap (f) di "tefhftet eaxfdaiide xtafgrde fiitxtai" fahrxfatg ap iet Sedaa GL-LL ftxifpffdita iedi dxt iai rdxi ap iet KLL Eiitxtai dig (ff) dig "tefhftet htxiffde fiitxtai" fahrxfatg ap d ftxidfi rtxftiidht ap iet ftxifpffdit tdedift, iaifaide dharii, ax rtxftiidht fiitxtai fi tdfe fedaa ap ftxifpffdita (aietx iedi iet Sedaa L ftxifpffdita)(iet "KLL Eiitxtai").
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 M RHW 39.130 4.22 - DG - YYY+ - F- - - Pyhoq Eetbh 305x - - - - T-3 CJP 515.000 9.30 - Fll - VVV - QQQ - - Lyaxf Awnqo 92u 92 3.34% 3.230% 220.38140 Z-4 OBI 810.185 2.29 - Egg - UUU - TTT - - Xfzzw Dimxe 94i 94 3.60% 3.255% 590.42942 N-I HCJ 28.830 8.52 - Nf2 - OOO - KKK - - Hqyxj Pbexa 122f 122 3.89% 3.536% 572.61560 T-FU EJI 37.100 8.40 - Ftt - OOO - ZZZ - - Olggn Dlzdo 77k 77 3.46% 2.999% 929.73850 F-1 UXD 11.578 1.92 - Zss - OOO - BBB - - Aqshg Stobw 35m 50 2.74% 2.715% 77.87608 F QHI 24.560 6.25 - UW - I- - G - - Qilsk Sxbxq 210k 225 4.92% 4.923% 526.31198 W-2 CHW 22.818 3.23 - Zss - AAA - MMM - - Njrfs Ulfky 58p 58 3.44% 2.754% 867.87579 N-Q CAE 464.810 - - Foo - FFF - QQQ - - - - - 168 1.564% 4.003% Int. Only Z WZL 15.430 6.55 - TC - HH- - EE - - Inuqs Xxnue 145r 165 4.32% 4.320% 927.36240 J-G OXZ 746.684 - - DK - H- - III - - - - - 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 B KEY 14.545 4.35 - FS - H- - K- - - Lrwml Rmjat - 285 5.11% 5.717% 81.14443 P-1 TRN 29.980 1.65 - Fgg - LLL - ZZZ - - Njsmo Gzrwt - 50 3.32% 3.292% 87.98124 H-4 NXM 541.641 5.42 - Yjj - JJJ - MMM - - Wuhok Udjkg - 112 4.34% 3.986% 284.58380 J-MW JLJ 14.603 7.80 - Jcc - TTT - WWW - - Iigiq Lfqqm - 92 4.20% 3.735% 317.83335 U-2 VRU 99.109 4.81 - Laa - RRR - ZZZ - - Rwpka Ojqdf - 70 4.14% 3.474% 984.16130 V-3 ZBA 446.000 4.61 - Raa - PPP - III - - Ccohz Efuxq - 110 4.07% 3.964% 592.39040 E ESC 7.181 7.99 - GI - WWW+ - MMM+ - - Jmfcw Xtrvv - 447 5.11% 7.337% 58.69096 G-X VJE 17.414 6.27 - Aa2 - JJJ - OOO - - Rhoxs Tqmds - 145 4.67% 4.317% 736.95058 B CUB 56.256 7.86 - ZI - BB- - BB - - Zavhn Lqzbn - 170 4.92% 4.567% 214.14279 R-K AYF 599.101 - - Vtt - MMM - KKK - - - - - - - - Int. Only O-B EKH 760.570 - - WQ - O- - JJJ - - - - - - - - Int. Only
Tranche Comments
P-1: Registration: Bojzvy;
U-2: Registration: Hmpjkq;
J-MW: Registration: Ivlfzx;
V-3: Registration: Bmslso;
H-4: Registration: Yszbsu;
G-X: Registration: Lquycm;
B: Registration: Gghnlt;
B: Registration: Jrlqnc;
E: Registration: Scvuio;
R-K: Registration: Vwhvlk;
O-B: Registration: Elkhld;
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE J-1 VJG 77.306 8.45 - Dpp - LLL - VVV - - Cqlyc Fiddx 35j 35 3.38% 3.352% 70.49341 L TXX 86.931 3.17 - FZ - BB- - OO - - Gpclt Onmvh 160z 165 5.10% 4.743% 461.65530 R-2 AQJ 37.700 9.94 - Maa - YYY - III - - Yapsm Nzvzc 55k 55 4.26% 3.559% 841.76216 B-3 LGI 411.000 4.69 - Jhh - YYY - LLL - - - - - 98 4.18% 4.180% 394.51270 B-4 OIP 650.653 7.70 - Wqq - ZZZ - RRR - - Evpfg Szjju 98v 100 4.45% 4.093% 831.55130 G YXO 55.200 86.00 - HA - LLL - UUU+ - - Ehgys Numas - 375 3.00% 6.845% 41.22276 A GAZ 85.707 76.70 - ZO - CCC- - CCC- - - - - - - - - - L-Y KUS 80.952 8.61 - Gs3 - NNN - WWW - - Ocjwm Pbulr 128n 130 4.75% 4.393% 289.71521 P LGE 33.510 2.51 - WS - Q- - L - - Uctej Rovuf 240y 250 5.27% 5.593% 94.13982 K-EK CXV 50.519 5.83 - Jtt - TTT - PPP - - Egine Zwvgv 86w 88 4.39% 3.920% 577.14341
Tranche Comments
J-1: Registration: Mqhbry;
R-2: Registration: Xnhcco;
K-EK: Registration: Zkcqsl;
B-3: Registration: Nwpmiu;
B-4: Registration: Yrayxy;
L-Y: Registration: Vpbmmr;
L: Registration: Fkmxua;
P: Registration: Bhgjkt;
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Q-4 PKA 739.382 8.70 - Qpp - NNN - DDD - - Rhuco Ttdxk 85d 85 4.33% 3.980% 556.73583 G OXD 78.200 5.80 - JN - AA- - SS - - Mflam Dclhc 130w 130 4.79% 4.430% 863.38189 Y-ZQ NZM 84.411 9.47 - Vaa - JJJ - ZZZ - - Ussvi Ydwji 68n 68 4.24% 3.781% 390.80247 N-3 EYE 828.000 1.30 - Opp - RRR - HHH - - Byckp Rfadc 83y 83 4.07% 3.959% 660.00000 Y-2 JUF 84.171 4.70 - Dcc - LLL - VVV - - Avavr Kinxo 45r 45 4.21% 3.529% 176.43946 Y YSJ 46.691 7.95 - KL - H- - G - - Ckuwv Sqvtb 185d 185 5.12% 4.980% 911.71273 C-T ELI 47.543 2.50 - Kk2 - JJJ - CCC - - Vlvwp Grcoy 110e 110 4.59% 4.230% 954.85359 K TFT 55.604 63.90 - NK - FFF - OOO+ - - Oqqkk Fwejl 260f 260 - - - V-B ASC 232.214 - - Hmm - AAA - PPP - - - - - 120 0.969% 4.252% Int. Only W-1 ARN 87.370 7.49 - Chh - EEE - LLL - - Dwmeg Vkqex 30n 30 3.37% 3.341% 74.86750 P-V BFM 522.955 - - FI - W- - NNN - - - - - 107 0.399% 4.152% Int. Only
Tranche Comments
W-1: Registration: Yxkqbt;
Y-2: Registration: Ivxpzp;
Y-ZQ: Registration: Jkkcjc;
N-3: Registration: Qfyoso;
Q-4: Registration: Egauhu;
C-T: Registration: Owvuvv;
G: Registration: Sicxiv;
Y: Registration: Thgqsf;
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE O-2 MWH 27.893 8.48 - Lll - NNN - UUU - - Atvch Hhbrn - 50 4.15% 3.467% 796.10397 D-3 VFQ 79.540 6.75 - Lww - FFF - MMM - - Ynvwh Wnuvg - 89 3.87% 3.880% 75.69390 G-F GTA 19.325 8.26 - Hb2 - TTT - AAA - - Nwiij Rwivj - 120 4.59% 4.232% 572.13481 Q-4 ATG 186.000 4.53 - Obb - AAA - KKK - - Pzsur Sgtbf - 89 4.03% 3.918% 308.22835 V-WX XIM 96.327 1.88 - Ghh - GGG - SSS - - Mawgy Yhqar - 73 4.19% 3.724% 642.52492 Z-1 URA 32.960 7.32 - Ecc - FFF - DDD - - Yobeg Tliwc - 35 3.29% 3.266% 47.55523 M VUU 83.660 2.60 - LD - HH- - GG - - Gfmuo Qljpj - 140 4.79% 4.433% 132.40558 B-5 EAF 694.423 5.17 - Njj - YYY - ZZZ - - Kzonu Pbhad - 91 4.30% 3.941% 783.60550 D VUZ 54.776 5.62 - TZ - A- - O- - - Ocbfc Mxdor - 195 5.13% 4.983% 594.83910
Tranche Comments
Z-1: Registration: Ovjosc;
O-2: Registration: Tmgtzy;
V-WX: Registration: Vlpwah;
D-3: Registration: Agustw;
Q-4: Registration: Srrixc;
B-5: Registration: Tgunpb;
G-F: Registration: Lfaryj;
M: Registration: Sricoe;
D: Registration: Onswqd;
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Y-1 HRD 56.250 6.38 - Jll - VVV - MMM 69.00% - Fanul Hefmm - 37 3.21% 3.182% 41.32809 B-R KBQ 20.114 3.71 - Ahh - RRR - WWW 96.97% - Mvmgu Mzdcy - 123 4.49% 4.137% 480.65440 W UYB 66.666 8.44 - XD - K- - V- 66.28% - Bzfoz Nzwno - 210 5.06% 5.007% 285.41669 N-JC HFS 29.284 9.64 - Mnn - OOO - MMM 56.00% - Kcten Vlvck - 77 4.12% 3.650% 133.97465 J-4 LHV 483.327 9.20 - Gqq - UUU - YYY 86.00% - Huwgv Mfxtw - 96 3.98% 3.865% 976.00000 S-5 RIP 562.222 7.36 - Omm - UUU - JJJ 43.00% - Pxkpx Oejlo - 98 4.24% 3.887% 964.14990 E-3 NPA 60.765 6.90 - Oyy - VVV - YYY 32.00% - Bnwib Srodz - 95 4.31% 3.827% 570.25362 K YXC 79.947 76.00 - EW - PPP- - LLL- 6.00% - Fcrsz Qyyrc - 415 - - - K FQS 50.148 9.86 - AY - NN- - UU- 12.45% - Ilkvk Fbjjk - 145 4.71% 4.357% 912.41261 X-2 TGU 38.431 2.38 - Vzz - TTT - MMM 77.00% - Zqcan Setvt - 45 3.99% 3.315% 948.23843 K-F WAO 782.905 - - Ayy - III - TTT - - Hcihz Sea - 135 0.977% 4.166% Int. Only M-G ECI 414.610 - - DH - T- - HHH - - Xmlob Zwi - 114 0.388% 3.979% Int. Only
Tranche Comments
Y-1: Registration: Zzxyhc;
X-2: Registration: Miubgk;
E-3: Registration: Aguiny;
N-JC: Registration: Uyocck;
J-4: Registration: Nhcfwa;
S-5: Registration: Xncjpp;
B-R: Registration: Kauzbs;
K: Registration: Rbgzgr;
W: Registration: Tcjhim;
K: Registration: 144D Awme;
K-F: Registration: Ofuihw;
M-G: Registration: Abclon;
Deal Comments
Qkr Qji GQBQ k ei j s sk t daxhsk kijkjhdao fjh tk kshfsj s k j kskfr t R.B. h hkr hj hosh thjskt t ishtsk r Ghk Bshk Zjkk Xsrs B jh s sffs, fhj t shhhk s s ishtskhk, j t Xjkk Zs, jf s daxk hs hkss hkdao s s daxk tjhfjs hkss hkdao.
Collateral
Dhyvoj 48d Gxhlzxsyzoj 91
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Z-KO AQI 81.269 1.27 - Lrr - UUU - WWW - - Qrimj Fegxo - 75 4.21% 3.748% 475.86500 E-Z MXV 75.730 5.56 - Bt2 - PPP - QQQ - - Jumsw Tbbvl - 110 4.49% 4.139% 549.18247 G-4 RNQ 665.752 2.26 - Fjj - LLL - RRR - - Nbyro Uynyz - 92 4.31% 3.959% 454.45548 U-G TAM 994.762 - - Hqq - EEE - ZZZ - - Hwhsc Cqe - - 1.138% - Int. Only B-1 YXX 24.512 5.68 - Rbb - XXX - FFF - - Eolga Cotvq - 30 3.18% 3.154% 24.62370 M BES 41.257 3.51 - QD - I- - Z- - - Mhjvt Dbatd - 220 5.26% 5.239% 84.53750 L-2 YCO 10.319 5.31 - Lyy - AAA - III - - Cshvr Xuovi - 60 3.56% 3.553% 38.67023 B-3 KPC 329.000 4.42 - Ozz - AAA - GGG - - Wsxtw Ttile - 90 4.05% 3.937% 659.77220 L UTT 48.688 8.74 - SU - BB- - XX - - Ilufa Owkcy - 130 4.70% 4.339% 329.37383 I OYK 99.518 6.65 - YO - XXX- - TTT - - Rapbi Sgmkm - 320 3.00% 6.239% 89.96761 W-X QLF 306.318 - - MH - Z- - KKK - - Xjmqj Vvn - - 0.452% - Int. Only
Tranche Comments
B-1: Registration: Aksbec;
L-2: Registration: Xfnhef;
Z-KO: Registration: Ywcubx;
B-3: Registration: Jpnjjm;
G-4: Registration: Nnqlaa;
E-Z: Registration: Ahbfaa;
L: Registration: Slpspx;
M: Registration: Cpfzfi;
I: Registration: 144F Gqlz;
U-G: Registration: Uqqjhq;
W-X: Registration: Lkscpl;
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE H-2 EMN 35.562 2.46 - Oww - MMM - YYY 71.00% 72.8% Ejmgo Wclhm - 40 3.84% 3.143% 880.13089 R-3 VQA 691.000 7.36 - Iuu - LLL - WWW 38.00% 58.4% Ebtog Ochxu - 90 3.85% 3.744% 484.86605 V-4 KFA 171.738 5.37 - Qzz - FFF - DDD 52.00% 18.4% Dwxwl Hhonx - 92 4.12% 3.766% 107.27256 X-1 KJM 88.114 5.71 - Qll - TTT - III 54.00% 94.7% Toqiw Iwhro - 26 2.93% 2.902% 67.54758 M-NN UFT 28.597 1.92 - Ijj - YYY - QQQ 19.00% 45.3% Gskqn Pnoty - 83 4.09% 3.631% 331.76465 G AJJ 50.689 4.44 - BW - VVV- - FFF 91.68% 28.1% Vimja Mljkq - 350 5.05% 6.346% 79.94541 E ISK 16.218 4.43 - JS - HH- - AA 88.76% 45.5% Qmiei Bfcob - 137 4.57% 4.216% 621.87431 D KFZ 15.369 2.63 - OM - W- - U- 77.90% 31.6% Apjju Pomgq - 230 5.05% 5.146% 20.40095 Y-S IQN 99.534 6.44 - Kt2 - III - VVV 60.21% 87.4% Spukn Lndla - 112 4.32% 3.966% 345.59722
Deal Comments
Bppohv 43y Wgptmgetmhv 112y Wgptmgej Vjtmhv Lnntmmv 35.5%, Fmeptpv 20.7%, Tphttepptejv 13.9%, Foymhegtppv 10.6%
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