CF 2019-CF1 Mortgage Trust

Tranches, pool and monthly delinquency indicator for CF 2019-CF1 Mortgage Trust.

Data as of loan data through September 2026; ratings as held in the dataset at build

Current pool balance: $662.0M (April 2019)
Original pool balance: $662.0M
Loans at issuance: 68
Closing date: 2019-04-30
Weighted average coupon at issuance: 4.84%
Weighted average LTV at issuance: 43.8%
30+ delinquent (latest): 0.00%
Realized stress score: 0.0
Net rating change since issuance: +0.08 notches

Tranches

Class	Original balance	Credit support (computed)	Coupon	CUSIP	Fitch	KBRA	S&P	Moody's	DBRS
A-1	$9.0M	98.63%	2.855% fixed	12529MAA6	PIF	WR	NR	not yet reported	not yet reported
A-2	$47.7M	91.42%	3.623% fixed	12529MAB4	AAA	AAA	AAA (sf)	not yet reported	not yet reported
A-3	$50.6M	83.78%	3.836% fixed	12529MAD0	AAA	AAA	AAA (sf)	not yet reported	not yet reported
A-4	$154.2M	60.49%	3.523% fixed	12529MAE8	AAA	AAA	AAA (sf)	not yet reported	not yet reported
A-5	$182.9M	32.86%	3.786% fixed	12529MAF5	AAA	AAA	AAA (sf)	not yet reported	not yet reported
A-S	$60.4M	23.74%	4.027% fixed	12529MAJ7	AAA	AAA	AA (sf)	not yet reported	not yet reported
A-SB	$18.9M	20.87%	3.660% fixed	12529MAC2	AAA	AAA	AAA (sf)	not yet reported	not yet reported
B	$32.3M	16.00%	4.178% floating (WAC)	12529MAK4	AA-	AA	A (sf)	not yet reported	not yet reported
C	$30.6M	11.38%	4.352% floating (WAC)	12529MAL2	A-	A-	not yet reported	not yet reported	not yet reported
D	$19.0M	8.50%	3.000% fixed	12529MCY2	BBB	BBB+	not yet reported	not yet reported	not yet reported
E	$14.1M	6.37%	3.000% fixed	12529MCZ9	BB-	BBB-	not yet reported	not yet reported	not yet reported
F	$13.2M	4.38%	3.500% fixed	12529MDA3	B-	B	not yet reported	not yet reported	not yet reported
G	$6.6M	3.38%	3.500% fixed	12529MDB1	CCC	CCC	not yet reported	not yet reported	not yet reported
NR-RR	$22.3M	0.00%	4.809% floating (WAC)	12529MDC9	not yet reported	not yet reported	not yet reported	not yet reported	not yet reported
R	not yet reported	not yet reported	not yet reported	12529MDD7	not yet reported	not yet reported	not yet reported	not yet reported	not yet reported
S	not yet reported	not yet reported	not yet reported	12529MDN5	not yet reported	not yet reported	not yet reported	not yet reported	not yet reported
X-A	$463.4M	Interest only	1.145% floating	12529MAG3	AAA	AAA	AAA (sf)	not yet reported	not yet reported
X-B	$123.3M	Interest only	0.661% floating	12529MAH1	A-	AAA	not yet reported	not yet reported	not yet reported
X-D	$33.1M	Interest only	1.808% floating	12529MCV8	BB-	BBB-	not yet reported	not yet reported	not yet reported
X-F	$13.2M	Interest only	1.308% floating	12529MCW6	B-	B	not yet reported	not yet reported	not yet reported
X-G	$6.6M	Interest only	1.308% floating	12529MCX4	CCC	CCC	not yet reported	not yet reported	not yet reported

Credit support is computed from the class stack order in the prospectus: the share of the deal's principal balance in classes junior to the class. Interest-only classes carry a notional balance and no principal support figure. Ratings are the latest held in the dataset for each class and agency; NR means the agency shows the class as not rated, WR that the rating was withdrawn, PIF that the class has been paid in full. Any other status value is shown exactly as the agency reports it. A + after a CUSIP marks a class with companion CUSIPs in the dataset.

Pool at issuance

Loans	68
Original loan balance	$837.1M
Weighted average coupon	4.84%
Weighted average LTV	43.8%
Median loan LTV	59.5%
Full-term interest only (share of balance)	63.3%
Balloon loans (share of balance)	100.0%
Largest loan (share of balance)	6.0%
Five largest loans (share of balance)	26.6%
Occupancy at issuance (weighted average)	92.4%

Realized outcomes

Months reported	1
Peak 30+ delinquency	0.00% (April 2019)
Ever severe (share of original balance)	0.00%
Ever modified (share of original balance)	0.00%
Past scheduled maturity (share of original balance)	0.00%
Non-performing matured (share of original balance)	2.99%
Maximum servicer advances (share of balance)	0.00%
Median DSCR, first year	not yet reported
Median DSCR, latest	not yet reported
Realized stress score	0.0

Property types

Property type	Original balance	Share of pool
Office	$232.7M	27.8%
Multifamily	$192.5M	23.0%
Self storage	$96.6M	11.5%
Retail	$76.3M	9.1%
Mixed use	$72.3M	8.6%
Lodging	$64.6M	7.7%
Other (code 98)	$38.8M	4.6%
Industrial	$34.0M	4.1%
Manufactured housing	$29.2M	3.5%

Property type is reported for 100.0% of the pool balance; shares are of the full pool.

Largest loans

Property	Location	Original balance	Share of pool	Coupon	Originated
625 North Michigan Avenue	Chicago, IL	$50.6M	6.0%	4.63%	2019
3 Columbus Circle	New York, NY	$50.0M	6.0%	3.91%	2019
SSTII Self Storage Portfolio II	not yet reported	$46.8M	5.6%	5.00%	2019
65 Broadway	New York, NY	$40.0M	4.8%	4.93%	2019
AC by Marriott San Jose	San Jose, CA	$35.0M	4.2%	4.93%	2019

Delinquency and stress indicator

▬ 30+ days delinquent · ▬ Distressed (90+, foreclosure, REO, non-performing matured)

Monthly shares of the deal's reported balance, from the deal indicator series in the dataset. Months in which fewer than half of the reported loans carry a delinquency status code are not plotted.

Ratings

Classes with a CUSIP	21 of 21
Classes with a current rating in the dataset	18 of 21
Net rating change since issuance	+0.08 notches (balance-weighted)
Delinquency threshold crossed	Not crossed in the dataset
First downgrade	None recorded

Sources: SEC Form ABS-EE asset-level reports, Form 10-D distribution reports and the deal prospectus; rating histories published under SEC Rule 17g-7(b) and agency releases. Definitions are in the methods note on the market page.