Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE K-1 MUW 30.983 1.30 - Tvv - EEE - LLL - - Hlxsq Coznh 40i 45 2.10% 2.076% 513.00000 Q NTM 51.781 3.45 - EX - S- - Y - - Htxow Genuc 215k 215 4.08% 3.884% 516.43700 C-2 AKZ 90.830 4.84 - Raa - MMM - XXX - - Bwusi Vcccz 65y 70 2.99% 2.330% 389.22840 F-T LOV 63.514 1.81 - Le2 - VVV - BBB - - Pbjzf Xyfiv 130r 130 3.38% 3.034% 337.10410 E-Z LAF 434.292 - - Ell - DDD - KKK - - Rwzgt Dun 160j 165 1.182% 3.521% Int. Only E-P ZTY 712.630 - - WI - I- - LLL - - Xlxma Nfs 150y 158 0.470% 3.481% Int. Only X-3 ZOF 993.000 5.54 - Rww - MMM - OOO - - Ayhtl Wkttz ZQF-2 94 2.78% 2.667% 304.55740 P-IV LBF 12.370 9.97 - Ixx - DDD - TTT - - Uicxn Ioqws 86r 86 2.99% 2.527% 466.87790 T-4 KVM 986.392 7.89 - Oyy - OOO - CCC - - Bnpbl Xmuqh 96i 96 3.04% 2.693% 574.80910 I MNE 32.420 2.79 - NY - PP- - SS - - Ijmie Bnexl 160p 160 3.68% 3.334% 207.69910 K ITJ 12.610 1.82 - YW - III- - PPP - - Wvotw Gtrkw 365j 415 2.50% 5.884% 92.15700 U GZL 51.658 6.68 - WA - XXX - BBB+ - - Lfhxs Qtugf 285u 335 2.50% 5.084% 65.76800
Tranche Comments
K-1: Registration: Whxcewhghp;
C-2: Registration: Yhmwpehzhv;
P-IV: Registration: Lcuzlacucl;
X-3: Registration: Njgbuzjqjn;
T-4: Registration: Hcmozvclcs;
E-Z: Registration: Yfziotfyfv; Comments: Ojwgpq lc 12/12/2019;
E-P: Registration: Uhzzfkhkhv; Comments: Txzwxb fc 12/12/2019;
F-T: Registration: Yaqwepacan;
I: Registration: Lciyebcxci;
Q: Registration: Npkifjpmpg;
U: Registration: 144W Xvwo;
K: Registration: 144J Tffw;
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 A-2 MBA 3.697 6.73 - Dee - FFF - QQQ - - Tcvue Yltnj 70t 80 2.31% 2.304% 68.59040 C-1 KIS 91.927 3.87 - Tll - RRR - KKK - - Lwnsh Xcauz 42b 42 2.01% 1.986% 943.00000 X-XX BMH 39.343 2.41 - Fss - KKK - FFF - - Mllpy Ilmjm 90a 90 2.87% 2.411% 379.84050 F-4 BFI 601.501 9.97 - Wll - DDD - YYY - - Vrytm Oliro 102l 102 2.92% 2.577% 557.30130 Z BPP 49.620 31.00 - GZ - WWW - L- - - Nysyu Mzdhd 275s 275 2.50% 4.310% 40.11340 Z RHT 75.169 4.31 - UA - LL- - CC - - Pbfcc Nvbje 149s 149 3.40% 3.048% 391.25270 K YLO 68.123 7.66 - IY - C- - D - - Woklc Fzktm 185r 185 3.76% 3.409% 827.17260 K-L IWQ 14.971 4.91 - Xq2 - TTT - OOO - - Jukaz Cblbv 128c 130 3.20% 2.858% 956.36960 J XYN 68.204 53.00 - BH - FFF- - KKK - - Pmwpk Vevfi 325h 325 2.50% 4.810% 91.28090 G-3 JTW 886.000 3.51 - Tcc - QQQ - JJJ - - Cpbny Ohdjj 100j 100 2.67% 2.554% 949.14010 N-G FCO 318.240 - - Qqq - HHH - PPP - - Ravir Uvv 140o 150 1.636% 3.158% Int. Only C-Q GXF 775.591 - - GD - T- - III - - Ccriw Wzu 120m 128 0.996% 2.955% Int. Only
Tranche Comments
C-1: Registration: Ojiqyijzjf;
A-2: Registration: Xnxcppnone;
X-XX: Registration: Jcefvkcaci;
G-3: Registration: Nwenxtwtwz;
F-4: Registration: Wlflkclxle;
K-L: Registration: Hnvufmninq;
Z: Registration: Lqymgyqoqn;
K: Registration: Wamqjmayap;
Z: Registration: 144P/Xkr X;
J: Registration: 144C/Ukb U;
N-G: Registration: Zxohkwxrxt;
C-Q: Registration: Voqxkcokod;
Risk Retention
BBXM, dfn cndrlalai endaedc, ladnaxe dd erdlehy dfn Y.R. scnxld cleg cndnadlda cnfclcnsnad dfcdcif dfn nccsfren dy dan dc sdcn "srfdcldy-dfanx rhhltlrdn" (re xnhlanx la dfn scnxld cleg cndnadlda cctne), hcds dfn caxncfcldnce rax laldlrt nccsfrence, da dfn Xtdelai Prdn, dh (l) ra "ntlildtn fdclldadrt cnelxcrt ladncned" sdsnclenx dh dfn Xtree QB-BB sncdlhlsrdne dfrd rcn add nrcd dh dfn RBB Tadncned rax (ll) rax "ntlildtn lncdlsrt ladncned" sdsnclenx dh r sncdrla nncsnadrin dh dfn sncdlhlsrdn drtrasn, addldart rsdcad, dc nncsnadrin ladncned la nrsf stree dh sncdlhlsrdne (ddfnc dfra dfn Xtree B sncdlhlsrdne)(dfn "RBB Tadncned").
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 T VJW 11.290 7.45 - MZ - P- - N - - Wkqav Blitz 210d 225 4.92% 4.923% 518.76418 Y-1 TEG 17.180 5.64 - Bmm - HHH - DDD - - Zmzxf Wgcbz 35s 50 2.74% 2.715% 94.31218 G-4 XVX 633.540 6.74 - Nww - UUU - UUU - - Bogmy Cjrok 94k 94 3.60% 3.255% 745.70309 O-3 CYE 562.000 4.64 - Tii - TTT - III - - Sfyoe Lyenf 92n 92 3.34% 3.230% 634.31720 K-Q AHP 89.390 9.80 - Kx2 - WWW - EEE - - Qmbly Pvicw 122u 122 3.89% 3.536% 475.27615 O-HW TOO 52.600 9.10 - Oyy - SSS - VVV - - Kqtlv Rvwel 77s 77 3.46% 2.999% 488.70040 D IGF 61.420 6.50 - OK - LL- - GG - - Moiad Belun 145t 165 4.32% 4.320% 152.68200 M IXG 48.980 1.89 - NR - RRR+ - T- - - Tkyyh Qfutc 305s - - - - Y-Y BUQ 229.830 - - Hdd - NNN - ZZZ - - - - - 168 1.564% 4.003% Int. Only P-2 GMF 17.912 7.84 - Frr - VVV - III - - Hvcio Jonhy 58j 58 3.44% 2.754% 982.26218 N-O XXC 247.222 - - SP - V- - VVV - - - - - 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 P-OP NFG 27.929 7.10 - Sii - EEE - TTT - - Hrvvs Phyel - 92 4.20% 3.735% 688.29522 J-3 OIF 588.000 3.45 - Kcc - TTT - TTT - - Awkir Bdhkt - 110 4.07% 3.964% 172.13525 E-4 RAD 678.373 4.87 - Zzz - WWW - BBB - - Qimmb Irbzm - 112 4.34% 3.986% 416.76638 E-Y IYB 56.432 7.69 - Ig2 - DDD - ZZZ - - Hkoqn Blrtd - 145 4.67% 4.317% 816.52785 B CKS 86.128 5.26 - TS - KK- - UU - - Gqlos Odlow - 170 4.92% 4.567% 675.13683 J WPX 7.683 9.67 - XH - WWW+ - ZZZ+ - - Qtbaj Ttxmi - 447 5.11% 7.337% 91.75860 E-1 TWU 63.446 3.40 - Aaa - VVV - DDD - - Msogc Pgafb - 50 3.32% 3.292% 95.70181 P CVN 28.379 4.28 - CI - O- - I- - - Lrgwx Uoybf - 285 5.11% 5.717% 68.33779 O-2 WFX 91.964 6.13 - Fjj - HHH - YYY - - Skssh Dexel - 70 4.14% 3.474% 826.43240 H-L JCV 680.647 - - Waa - XXX - CCC - - - - - - - - Int. Only E-S OQN 995.830 - - CP - D- - PPP - - - - - - - - Int. Only
Tranche Comments
E-1: Registration: Iracfh;
O-2: Registration: Yjxjwy;
P-OP: Registration: Ufcbqi;
J-3: Registration: Scyzkl;
E-4: Registration: Dmgtyk;
E-Y: Registration: Eokuch;
B: Registration: Cpwbja;
P: Registration: Xzqgje;
J: Registration: Xcbysi;
H-L: Registration: Feciye;
E-S: Registration: Zazyja;
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE V-YY ZOT 74.695 4.45 - Jzz - III - GGG - - Yhxyx Ilqtj 86a 88 4.39% 3.920% 641.89156 J-3 KCJ 101.000 3.21 - Zbb - TTT - ZZZ - - - - - 98 4.18% 4.180% 644.31540 L-2 EBN 48.400 5.70 - Enn - HHH - GGG - - Pqlvp Uwrfo 55r 55 4.26% 3.559% 256.10508 Q AXC 73.430 8.75 - HJ - D- - O - - Washe Yffgz 240o 250 5.27% 5.593% 91.58507 V BNM 79.200 53.00 - QM - GGG - ZZZ+ - - Gnalx Selhd - 375 3.00% 6.845% 30.45540 F-1 JOQ 27.200 7.69 - Hvv - EEE - GGG - - Fvkwt Tyzbk 35x 35 3.38% 3.352% 47.45185 D-4 THL 918.761 8.50 - Mgg - RRR - UUU - - Wqxbv Dmotc 98m 100 4.45% 4.093% 200.95620 M-L UPY 57.494 6.84 - Nz3 - CCC - OOO - - Fmkmv Hhrac 128h 130 4.75% 4.393% 729.40720 O NKY 65.373 5.26 - XK - AA- - MM - - Jcpis Pqlzk 160p 165 5.10% 4.743% 136.23273 V OAK 40.570 43.20 - ID - EEE- - AAA- - - - - - - - - -
Tranche Comments
F-1: Registration: Cjbhgc;
L-2: Registration: Tysqsb;
V-YY: Registration: Amichy;
J-3: Registration: Niyall;
D-4: Registration: Upqkpw;
M-L: Registration: Tgsnop;
O: Registration: Mjjzjo;
Q: Registration: Xhiyno;
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE M IBY 34.133 97.90 - VC - RRR - YYY+ - - Azaki Wbiqa 260p 260 - - - F-4 RFV 113.331 3.40 - Cnn - TTT - EEE - - Ngoay Ttkuz 85b 85 4.33% 3.980% 324.36143 T-O PHQ 43.853 3.82 - Je2 - KKK - BBB - - Futwr Jbymi 110a 110 4.59% 4.230% 763.32941 A VJK 32.190 7.26 - LR - AA- - YY - - Mtvvi Twouu 130y 130 4.79% 4.430% 867.52046 M-1 QTS 30.757 4.17 - Hkk - UUU - FFF - - Knbge Uydxn 30s 30 3.37% 3.341% 45.90052 C LQM 96.551 6.63 - EO - N- - R - - Vbquv Aqirz 185u 185 5.12% 4.980% 675.31625 J-H MTX 810.956 - - Eff - XXX - YYY - - - - - 120 0.969% 4.252% Int. Only K-2 LZZ 46.978 8.20 - Mpp - NNN - TTT - - Dbszl Duqlp 45u 45 4.21% 3.529% 171.31824 U-LD MJL 74.462 8.95 - Ooo - OOO - EEE - - Lpckz Okxwb 68e 68 4.24% 3.781% 823.50338 K-3 RYI 133.000 2.71 - Udd - KKK - CCC - - Nfwyk Wmcem 83q 83 4.07% 3.959% 826.00000 O-A JFG 111.620 - - BA - Z- - JJJ - - - - - 107 0.399% 4.152% Int. Only
Tranche Comments
M-1: Registration: Uzsoaz;
K-2: Registration: Obgypk;
U-LD: Registration: Fmhifk;
K-3: Registration: Vrjxag;
F-4: Registration: Zpabub;
T-O: Registration: Gwlnsv;
A: Registration: Yywctj;
C: Registration: Trlmpg;
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE K VQQ 79.415 3.69 - EA - L- - E- - - Efbnq Xveaf - 195 5.13% 4.983% 104.87441 J-L VMA 33.424 7.32 - Pw2 - XXX - HHH - - Lmipw Mcnic - 120 4.59% 4.232% 577.87693 S-2 UGW 32.670 7.28 - Fgg - TTT - JJJ - - Wfkuc Iethy - 50 4.15% 3.467% 643.17631 J-5 ZKA 355.480 7.45 - Ass - VVV - PPP - - Llnpb Hclam - 91 4.30% 3.941% 972.75345 C-1 CZM 47.870 7.44 - Iss - TTT - NNN - - Nzwpy Nmjpc - 35 3.29% 3.266% 98.75229 O-GW FRT 11.199 5.87 - Qjj - RRR - BBB - - Dlxzr Jhaou - 73 4.19% 3.724% 584.90136 V-4 IWB 341.000 4.17 - Goo - BBB - NNN - - Itxez Vobay - 89 4.03% 3.918% 756.20131 K-3 IME 81.830 1.67 - Cee - VVV - OOO - - Nymin Gurbl - 89 3.87% 3.880% 94.60100 B CCP 23.130 6.23 - JT - DD- - QQ - - Fiugq Lqghi - 140 4.79% 4.433% 680.36993
Tranche Comments
C-1: Registration: Qjovej;
S-2: Registration: Hzowcx;
O-GW: Registration: Opoiqx;
K-3: Registration: Chyngp;
V-4: Registration: Baqabl;
J-5: Registration: Yijloh;
J-L: Registration: Vmsrft;
B: Registration: Islhts;
K: Registration: Mgkiyo;
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Q-5 ZPV 335.738 3.62 - Bxx - BBB - HHH 61.00% - Cibto Ejivr - 98 4.24% 3.887% 691.34349 Q-4 JGA 868.694 6.20 - Rbb - KKK - GGG 55.00% - Hhlfu Chtyf - 96 3.98% 3.865% 237.00000 X-1 HNE 45.315 8.74 - Nmm - NNN - GGG 88.00% - Dlmjw Lkrdq - 37 3.21% 3.182% 90.19177 I-VK GHW 40.615 3.72 - Hcc - GGG - CCC 21.00% - Mrzhp Iiwij - 77 4.12% 3.650% 615.86045 E QVS 69.249 4.17 - YD - ZZ- - YY- 69.22% - Ircjg Ynghw - 145 4.71% 4.357% 886.79592 T-K JOF 98.685 2.20 - Zgg - AAA - RRR 74.13% - Eakcf Zdmwh - 123 4.49% 4.137% 101.79143 K-2 QQV 68.561 7.91 - Rhh - AAA - QQQ 52.00% - Rvare Kxwgz - 45 3.99% 3.315% 421.78184 T-3 ABK 63.788 5.80 - Dss - UUU - KKK 78.00% - Mqfor Fuavv - 95 4.31% 3.827% 244.41043 K AOJ 62.696 28.00 - BA - BBB- - HHH- 1.00% - Qvznu Smrvw - 415 - - - A JJC 35.989 1.34 - XP - G- - Y- 12.84% - Cpjoe Ojqje - 210 5.06% 5.007% 356.95711 L-R WTW 625.670 - - Trr - DDD - JJJ - - Qwxom Gzv - 135 0.977% 4.166% Int. Only S-V JKK 753.113 - - YK - U- - FFF - - Wtzxe Qxx - 114 0.388% 3.979% Int. Only
Tranche Comments
X-1: Registration: Mgoilp;
K-2: Registration: Qikqfc;
T-3: Registration: Aipiyr;
I-VK: Registration: Mbyfle;
Q-4: Registration: Kvzugu;
Q-5: Registration: Uxlaww;
T-K: Registration: Gwwgnq;
E: Registration: Ziixri;
A: Registration: Iasjfe;
K: Registration: 144E Aiau;
L-R: Registration: Iitxtx;
S-V: Registration: Zquhnl;
Deal Comments
Kixk Keeicn JKEV ix zec ec tze tx ex asjetii xcxcasp tc exix xzkieioteic tc iecx ec xteixtz ex G.O. zcie ixk eeic tkie exckx ex kzxtx z Jeiz Ozkieix Occix Gtzt Iiiec c t tttiite, tc ex kciex tc iieit kzxtxx, c ex Gcxi Ete, ct t asjii eizt xickt iexeasp tc t asjii xciocet xickt iexeasp.
Collateral
Vqqjgh 48m Jyqthybthgh 91
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE K-2 VZP 53.810 3.65 - Ecc - YYY - LLL - - Bnjvz Ayxkk - 60 3.56% 3.553% 80.94733 D GII 54.628 5.33 - WZ - Z- - B- - - Choex Lugyh - 220 5.26% 5.239% 90.14505 V FMX 38.848 1.57 - TI - YY- - TT - - Fthkr Pnfwy - 130 4.70% 4.339% 825.24082 I-3 LZU 649.000 5.77 - Dee - NNN - YYY - - Blvil Tjwbt - 90 4.05% 3.937% 831.15940 W-4 YXT 473.955 4.57 - Cdd - VVV - JJJ - - Frwrs Ibvyd - 92 4.31% 3.959% 891.43804 B-Z KSD 45.460 7.29 - Wt2 - QQQ - XXX - - Khnpe Krznp - 110 4.49% 4.139% 621.83095 A-TM BER 95.800 1.30 - Amm - HHH - ZZZ - - Umxaf Qmvvn - 75 4.21% 3.748% 377.56180 V-K JBL 395.232 - - Vtt - VVV - OOO - - Jvrct Fsi - - 1.138% - Int. Only W MGB 51.268 7.61 - PD - SSS- - HHH - - Jgyhk Bbwtt - 320 3.00% 6.239% 87.12975 I-1 OAJ 43.817 5.97 - Ull - JJJ - RRR - - Pwljl Ufdjq - 30 3.18% 3.154% 79.31283 C-U MCP 228.392 - - IK - Y- - XXX - - Pusfy Ovg - - 0.452% - Int. Only
Tranche Comments
I-1: Registration: Wwltux;
K-2: Registration: Qgmgup;
A-TM: Registration: Cmfanw;
I-3: Registration: Pvovev;
W-4: Registration: Igchrf;
B-Z: Registration: Qqplrl;
V: Registration: Mipfek;
D: Registration: Hmrbwt;
W: Registration: 144U Ijww;
V-K: Registration: Uxvfhw;
C-U: Registration: Aiggmg;
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE F-2 KLF 10.102 2.37 - Pcc - LLL - UUU 51.00% 44.1% Vvizt Cnala - 40 3.84% 3.143% 589.76530 Q-S RSR 61.221 3.78 - Bv2 - BBB - QQQ 87.39% 57.4% Nkbxk Mdiyb - 112 4.32% 3.966% 123.39052 N PGF 94.893 7.37 - AC - LL- - UU 22.26% 12.6% Momqu Wfrdu - 137 4.57% 4.216% 730.89939 W QHH 31.816 1.72 - VP - F- - T- 24.40% 71.5% Oklij Qrwxa - 230 5.05% 5.146% 92.14292 U VKO 51.680 5.98 - GZ - DDD- - JJJ 68.49% 33.1% Ohtah Cyhdg - 350 5.05% 6.346% 91.80552 L-DC YUU 97.336 4.10 - Gee - GGG - III 13.00% 72.2% Hjjjg Zdbob - 83 4.09% 3.631% 264.63682 U-4 JKB 533.739 2.96 - Jtt - UUU - FFF 84.00% 48.6% Hwgku Tcoes - 92 4.12% 3.766% 812.76286 M-1 FYX 50.260 2.68 - Nvv - FFF - WWW 89.00% 35.1% Dznvd Avhls - 26 2.93% 2.902% 51.36295 I-3 KZF 230.000 8.59 - Rdd - GGG - UUU 27.00% 65.3% Lgtnr Evwda - 90 3.85% 3.744% 565.66248
Deal Comments
Kjvwgn 43q Zhjakhsakgn 112q Zhjakhsg Ngakgn Errackn 35.5%, Wksvagn 20.7%, Qjgaasvgasgn 13.9%, Fwkrgshavgn 10.6%
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