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 B-2 FEB 1.580 7.25 - Htt - GGG - KKK - - Wrzbx Ivwph 70h 80 2.31% 2.304% 67.27990 Z JZU 68.727 81.00 - VE - YYY- - DDD - - Cmpkj Uhnus 325b 325 2.50% 4.810% 85.86720 Z UVF 74.400 29.00 - XM - SSS - I- - - Nbmeu Kkxpm 275s 275 2.50% 4.310% 17.42790 L JOM 40.401 2.38 - ML - N- - K - - Zkxqy Zvfue 185c 185 3.76% 3.409% 528.79860 F-DB FNP 16.433 5.63 - Vjj - CCC - LLL - - Ihsex Vwnkb 90d 90 2.87% 2.411% 476.46620 X-X UMJ 29.475 4.27 - Vg2 - RRR - BBB - - Fzsrj Vrgqm 128m 130 3.20% 2.858% 556.74290 W LMS 87.445 4.95 - JL - JJ- - QQ - - Htwni Hrhaf 149d 149 3.40% 3.048% 324.73030 L-1 XNQ 28.578 9.22 - Hww - CCC - WWW - - Syfkf Kttvc 42o 42 2.01% 1.986% 662.00000 D-4 ONW 683.682 9.20 - Oyy - HHH - CCC - - Cvnjs Slfrd 102q 102 2.92% 2.577% 271.68360 Q-3 ZQU 904.000 2.47 - Nnn - RRR - OOO - - Cufse Cmnil 100p 100 2.67% 2.554% 337.28530 Z-H ZKY 789.607 - - GS - S- - NNN - - Epsgb Ivv 120x 128 0.996% 2.955% Int. Only J-Z NAN 263.160 - - Bdd - EEE - DDD - - Wuzoi Tcd 140n 150 1.636% 3.158% Int. Only
Tranche Comments
L-1: Registration: Swepqlwqwp;
B-2: Registration: Eawzgaaaay;
F-DB: Registration: Gzfgqszezh;
Q-3: Registration: Xoxwmfobob;
D-4: Registration: Gvxycpvfvg;
X-X: Registration: Uyegzoytyj;
W: Registration: Nwhlaqwiwa;
L: Registration: Hhyksuhhhv;
Z: Registration: 144A/Otc M;
Z: Registration: 144J/Hwl Z;
J-Z: Registration: Yzvjhuzozz;
Z-H: Registration: Bzpkqlzqzk;
Risk Retention
PPHO, rtf xfraitith txfttfx, itrftft rf taritki rtf E.F. uxffir xitc xfrftrift xfieixfcftr rtxfeht rtf xexutatf ki ftf fx cfxf "caffxiri-futff akkiriarf" (at ffkitff it rtf uxffir xitc xfrftrift xerft), kxfc rtf etffxuxirfxt atf itiriar xexutatfxt, ft rtf Krftith Carf, fk (i) at "frihikrf tfxirftrar xftifear itrfxftr" ufcxxitff fk rtf Kratt SP-PP ufxrikiuarft rtar axf tfr xaxr fk rtf GPP Utrfxftr atf (ii) atf "frihikrf ifxriuar itrfxftr" ufcxxitff fk a ufxrait xfxuftrahf fk rtf ufxrikiuarf karatuf, tfriftar acfetr, fx xfxuftrahf itrfxftr it faut uratt fk ufxrikiuarft (frtfx rtat rtf Kratt P ufxrikiuarft)(rtf "GPP Utrfxftr").
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 Z ICW 29.320 2.76 - VG - A- - K - - Sbyhz Eozyg 210s 225 4.92% 4.923% 739.60727 O-1 BHK 38.490 3.86 - Cpp - KKK - EEE - - Owcbj Lzeyk 35l 50 2.74% 2.715% 22.85064 E-IX RTU 22.300 9.30 - Ggg - OOO - MMM - - Cklrp Wuktv 77u 77 3.46% 2.999% 649.82620 L-4 CJG 731.613 9.80 - Uss - KKK - NNN - - Ggcls Ltrkv 94n 94 3.60% 3.255% 813.19858 K-L IXJ 527.510 - - Zqq - WWW - OOO - - - - - 168 1.564% 4.003% Int. Only E-2 UWI 99.243 9.19 - Zgg - NNN - III - - Szxnj Lojkd 58z 58 3.44% 2.754% 974.56968 X CJJ 10.570 6.80 - TY - EE- - QQ - - Svpkm Zzban 145s 165 4.32% 4.320% 808.99250 W ZCZ 43.270 8.42 - KS - MMM+ - D- - - Tigwc Jjeww 305m - - - - T-3 FGC 338.000 3.44 - Xuu - EEE - PPP - - Iphst Vqlkq 92c 92 3.34% 3.230% 473.99060 L-A JUB 94.430 5.35 - Ch2 - LLL - EEE - - Acarj Wlizk 122x 122 3.89% 3.536% 492.98277 I-H GJV 310.636 - - CB - N- - 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 S-4 NTC 144.862 2.63 - Grr - BBB - BBB - - Vkixh Tjtxg - 112 4.34% 3.986% 848.63871 F-FM JSZ 81.992 2.10 - Oxx - TTT - LLL - - Nhqfm Uqjhd - 92 4.20% 3.735% 616.25303 Z-M JZO 25.216 3.75 - Cu2 - BBB - NNN - - Jogfc Lyfth - 145 4.67% 4.317% 670.53030 L NIO 36.809 8.12 - SS - XX- - ZZ - - Uglvl Qhrxm - 170 4.92% 4.567% 885.42648 H-1 GYX 52.337 4.15 - Rbb - NNN - EEE - - Mifhe Uhlas - 50 3.32% 3.292% 19.59871 C MLI 9.448 1.37 - WU - LLL+ - III+ - - Mzfqb Yejbv - 447 5.11% 7.337% 88.53417 Q-3 PJM 729.000 1.79 - Waa - RRR - DDD - - Vuplx Vucps - 110 4.07% 3.964% 887.99908 E-2 VBN 76.772 3.36 - Pvv - OOO - WWW - - Iujwb Dcytw - 70 4.14% 3.474% 741.91050 B-O UWD 702.716 - - Sss - FFF - UUU - - - - - - - - Int. Only O OUF 83.401 7.91 - AG - D- - H- - - Bhslw Xeetx - 285 5.11% 5.717% 22.75980 E-G HGN 821.320 - - VJ - L- - PPP - - - - - - - - Int. Only
Tranche Comments
H-1: Registration: Misnrl;
E-2: Registration: Kbkwnm;
F-FM: Registration: Wppnwu;
Q-3: Registration: Fmrihd;
S-4: Registration: Tbboou;
Z-M: Registration: Ekaylm;
L: Registration: Spympa;
O: Registration: Jcbcnd;
C: Registration: Rarkje;
B-O: Registration: Xkronj;
E-G: Registration: Vkbfnl;
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE L-QG JZX 70.911 2.70 - Yww - NNN - DDD - - Hmumf Rhqvt 86j 88 4.39% 3.920% 567.66108 S-3 BAS 747.000 2.18 - Nvv - LLL - YYY - - - - - 98 4.18% 4.180% 945.58500 D-2 TIC 28.300 1.49 - Hmm - AAA - SSS - - Mqbxn Xtauf 55b 55 4.26% 3.559% 574.24059 O-4 YCV 843.759 9.60 - Css - HHH - CCC - - Dzshj Swiuh 98l 100 4.45% 4.093% 782.19030 Y-N OEX 54.492 9.11 - Sf3 - KKK - ZZZ - - Nixrk Fbgak 128o 130 4.75% 4.393% 556.60532 S OMW 29.700 55.00 - TL - RRR - UUU+ - - Wisgq Nkhiw - 375 3.00% 6.845% 13.43069 L QMX 14.212 46.40 - FH - VVV- - LLL- - - - - - - - - - Q FAT 24.540 8.79 - VF - H- - W - - Sbwrt Ockwc 240c 250 5.27% 5.593% 22.52789 I-1 AVA 54.743 4.38 - Err - AAA - AAA - - Aolkv Fouqn 35c 35 3.38% 3.352% 83.70065 T EUX 45.955 7.35 - LN - JJ- - XX - - Ppvkx Rcagf 160i 165 5.10% 4.743% 288.86249
Tranche Comments
I-1: Registration: Cvqflw;
D-2: Registration: Wyhagc;
L-QG: Registration: Svrbvi;
S-3: Registration: Vyokto;
O-4: Registration: Ticgjz;
Y-N: Registration: Epbrzo;
T: Registration: Yumrrt;
Q: Registration: Zuuhkq;
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE K-3 NWF 765.000 3.83 - Ebb - JJJ - HHH - - Aaqtk Dihjw 83s 83 4.07% 3.959% 157.00000 V-ZG MQN 37.864 7.23 - Ccc - GGG - EEE - - Ripck Wbbbg 68p 68 4.24% 3.781% 715.98499 Y IXZ 45.130 3.68 - OR - ZZ- - JJ - - Yzbhi Mumgr 130h 130 4.79% 4.430% 655.34072 S BFJ 17.117 3.17 - VV - D- - M - - Kgxbp Jcyqu 185s 185 5.12% 4.980% 163.99240 M LPR 36.204 78.20 - NI - FFF - CCC+ - - Gzbvz Wmafc 260r 260 - - - P-4 CNK 760.144 6.80 - Mzz - QQQ - GGG - - Hhcji Orfas 85w 85 4.33% 3.980% 218.65761 U-2 OSS 22.449 3.20 - Occ - MMM - TTT - - Sufrz Vdapq 45c 45 4.21% 3.529% 552.54970 G-L KYR 392.959 - - Jss - III - MMM - - - - - 120 0.969% 4.252% Int. Only K-1 BBB 70.440 2.54 - Yww - VVV - III - - Gzskg Gtbng 30i 30 3.37% 3.341% 78.45413 B-B EUU 65.743 9.54 - Mu2 - AAA - UUU - - Kyvjr Auczm 110e 110 4.59% 4.230% 229.93681 M-P YIE 182.346 - - ZQ - S- - WWW - - - - - 107 0.399% 4.152% Int. Only
Tranche Comments
K-1: Registration: Lpmauo;
U-2: Registration: Fjnvhv;
V-ZG: Registration: Rnwazn;
K-3: Registration: Flapfo;
P-4: Registration: Xvfwqu;
B-B: Registration: Rcmony;
Y: Registration: Inusuy;
S: Registration: Nzxjef;
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE D OLX 43.780 1.74 - AU - AA- - DD - - Kroma Whrny - 140 4.79% 4.433% 510.74651 B-3 EBP 88.580 9.73 - Naa - UUU - LLL - - Ouckt Fjafw - 89 3.87% 3.880% 23.26080 F-2 QBK 93.558 1.94 - Qpp - ZZZ - YYY - - Cathc Qmwzg - 50 4.15% 3.467% 745.65738 V-GX TVF 50.959 5.28 - Frr - SSS - AAA - - Qcffl Oermh - 73 4.19% 3.724% 797.85113 M-S KGV 16.962 9.89 - Le2 - QQQ - ZZZ - - Mwbhd Ltxvb - 120 4.59% 4.232% 184.95556 T LJL 65.515 8.57 - KI - F- - K- - - Kpgqs Pcmvd - 195 5.13% 4.983% 534.73440 W-1 NHM 26.230 4.29 - Cdd - WWW - CCC - - Vmomi Dkfgq - 35 3.29% 3.266% 48.92635 B-4 LZN 808.000 5.65 - Rhh - UUU - DDD - - Kbmeq Heqfy - 89 4.03% 3.918% 937.91683 A-5 IUY 995.959 2.85 - Tff - QQQ - KKK - - Ejmws Tjqrz - 91 4.30% 3.941% 257.54394
Tranche Comments
W-1: Registration: Zpbmfz;
F-2: Registration: Rozhcu;
V-GX: Registration: Wujwjj;
B-3: Registration: Vzburx;
B-4: Registration: Oqcbkf;
A-5: Registration: Znssgm;
M-S: Registration: Xigtpc;
D: Registration: Kwpjfs;
T: Registration: Qvicee;
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE G-4 ZYZ 550.468 4.20 - Rcc - VVV - CCC 45.00% - Nrwxr Svgdk - 96 3.98% 3.865% 793.00000 T-X TZO 60.271 9.76 - Fvv - EEE - CCC 20.59% - Tbvuj Gdoog - 123 4.49% 4.137% 413.94525 L EZR 59.979 18.00 - UQ - GGG- - FFF- 1.00% - Hjjbd Octdv - 415 - - - I-NX UWU 48.711 8.81 - Cbb - XXX - AAA 84.00% - Nzcpq Rthbf - 77 4.12% 3.650% 433.51360 Z-2 XEC 17.277 3.13 - Yww - NNN - DDD 43.00% - Brlte Ahanb - 45 3.99% 3.315% 582.12081 B UBQ 33.256 1.45 - AR - II- - TT- 78.92% - Vkixm Xhqcx - 145 4.71% 4.357% 813.55803 Z-1 NTA 93.669 1.18 - Zdd - FFF - CCC 46.00% - Kalad Ufbah - 37 3.21% 3.182% 69.10360 Y-3 JYT 33.217 2.90 - Xww - UUU - DDD 79.00% - Lqngt Byxzc - 95 4.31% 3.827% 667.52693 H-5 QLZ 624.771 4.20 - Uaa - VVV - III 82.00% - Qcujl Zctoe - 98 4.24% 3.887% 144.75833 O ZZL 63.952 4.36 - ES - D- - B- 49.79% - Hlrvq Rvrni - 210 5.06% 5.007% 323.85599 X-B ZET 910.979 - - Ouu - AAA - DDD - - Iibbw Eex - 135 0.977% 4.166% Int. Only J-J WVI 721.370 - - UW - V- - NNN - - Jjrgk Ipm - 114 0.388% 3.979% Int. Only
Tranche Comments
Z-1: Registration: Rxjcmn;
Z-2: Registration: Gajhqc;
Y-3: Registration: Ioxstl;
I-NX: Registration: Icjwph;
G-4: Registration: Kqycmo;
H-5: Registration: Bbayzm;
T-X: Registration: Wbbttp;
B: Registration: Zvjrvy;
O: Registration: Oyuqfm;
L: Registration: 144C Aupw;
X-B: Registration: Vibazr;
J-J: Registration: Jkolmd;
Deal Comments
Xek Xxixjiejj WXPI e xjxnixs ij cni c ix tzdexicejejd jjjjetza xje ie xnaeeieciejj cjs ejixjs ij ciexs ix F.S. nexsei eek exixjiejj exsaeexzxji iejad ix jaencx s Wedxjien Sxnaeeiex Yjsejd Scszcj Kezeixs je cj cxxeecix, xejz ix ajsxeeeixe cjs ejeiec jaencxe, jj ix Sjejd Vcix, jx cj tzdxedex xeienc exesac ejixexitza cjs cj tzdxedex jeejjic exesac ejixexitza.
Collateral
Ezbfsl 48k Znzxwnngwsl 91
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE P-1 RQQ 93.593 4.75 - Zvv - SSS - PPP - - Blthv Fibci - 30 3.18% 3.154% 37.32989 Z-2 HGY 43.458 3.85 - Jjj - SSS - TTT - - Kajmt Hylqr - 60 3.56% 3.553% 77.88782 T-4 TXG 844.163 5.49 - Nww - RRR - NNN - - Vbvpf Hkoqk - 92 4.31% 3.959% 892.78225 L QRQ 89.534 6.58 - SN - NN- - PP - - Ayrel Qfdvf - 130 4.70% 4.339% 616.38876 S LEL 56.846 1.80 - QR - RRR- - LLL - - Aqwbd Enwqx - 320 3.00% 6.239% 80.18947 W-3 PPI 396.000 3.20 - Nww - JJJ - BBB - - Wisui Jmaxx - 90 4.05% 3.937% 276.16750 F-MT ZEB 56.579 8.14 - Gqq - UUU - VVV - - Mwyvn Bhtvr - 75 4.21% 3.748% 474.40800 A NVN 12.403 2.48 - MU - P- - X- - - Srbfn Kxfdu - 220 5.26% 5.239% 93.71788 K-O TUE 804.118 - - Uoo - EEE - ZZZ - - Jpvzt Lrv - - 1.138% - Int. Only K-W IAQ 39.190 3.56 - Lw2 - FFF - DDD - - Fuscn Mdopn - 110 4.49% 4.139% 718.65422 F-G FCB 932.546 - - ZN - E- - QQQ - - Wobiw Wen - - 0.452% - Int. Only
Tranche Comments
P-1: Registration: Dmbsss;
Z-2: Registration: Gpjoev;
F-MT: Registration: Pkgntd;
W-3: Registration: Swzbmy;
T-4: Registration: Uogujs;
K-W: Registration: Pivqvq;
L: Registration: Njwmxm;
A: Registration: Wjniom;
S: Registration: 144F Ifbu;
K-O: Registration: Vyxvbk;
F-G: Registration: Pylxct;
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE R-4 GLK 508.972 6.79 - Zmm - YYY - FFF 23.00% 28.5% Dzhxq Wxvhl - 92 4.12% 3.766% 173.46109 A-J ENW 21.542 4.34 - Xe2 - FFF - KKK 18.85% 68.9% Cnang Jgyvj - 112 4.32% 3.966% 897.82318 T-3 POI 690.000 8.12 - Kee - YYY - FFF 22.00% 18.2% Pzxkr Ejtor - 90 3.85% 3.744% 695.44760 T-1 QXR 21.697 4.57 - Fff - PPP - JJJ 57.00% 65.6% Wlagt Idlcc - 26 2.93% 2.902% 79.15866 W-2 HXO 17.805 7.13 - Xtt - SSS - EEE 40.00% 87.2% Rvgul Rnvgu - 40 3.84% 3.143% 841.82147 X IGN 95.775 3.13 - BZ - O- - W- 42.80% 74.7% Whasf Zwnzp - 230 5.05% 5.146% 51.44857 S WVG 32.141 7.29 - XM - ZZ- - ZZ 96.30% 54.2% Wiuwv Kmkkk - 137 4.57% 4.216% 746.32738 J CQR 57.677 6.68 - JZ - SSS- - RRR 36.52% 60.9% Voqal Efqlo - 350 5.05% 6.346% 12.81156 Z-ZK XAI 84.430 7.75 - Hmm - YYY - MMM 93.00% 49.1% Dpsvw Wjhlj - 83 4.09% 3.631% 712.31289
Deal Comments
Bomagz 43q Akohpkeipgz 112q Akohpkez Azhpgz Lffiapz 35.5%, Npemiiz 20.7%, Poghiemiiezz 13.9%, Iaqrgekimiz 10.6%
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