Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE T REY 82.215 7.51 - - - S- E (D) - 7.75% 66.6% Mnken - 250k 250 3.95% 5.958% 63.76804 N VNG 2.469 9.85 - - - OOO- DDD - 8.11% 72.5% - - - - - - - I UKY 79.696 4.38 - - - TT- VV - 70.32% 31.7% Hpofy - 230l 230 3.90% 5.758% 76.89769 I YSF 5.583 6.86 - - - DDD TTT (Y) - 5.87% 34.9% Vaskp - 375u 350 3.95% 6.959% 81.93243 R VYH 113.170 4.40 - - - GGG NNN - 18.00% 36.1% Ybpob - 165k 165 3.90% 5.196% 59.34637 Q-V TWL 96.290 9.39 - - - YYY VVV - 85.41% 32.3% Pasjb - 210h 210 3.90% 5.557% 39.33181
Tranche Comments
R: Registration: 144D/Nnx B;
Q-V: Registration: 144B/Fpb G;
I: Registration: 144Z/Wuv O;
T: Registration: 144D/Jmg X;
I: Registration: 144T/Esh G;
N: Registration: 144X/Pxg V;
WA Term to Maturity (Months)
40
WA U/W NOI Debt Yield
9.4%
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE D-2 TAQ 22.936 8.76 - - NNN UUU - FFF 20.00% 98.1% Ouqrw XWPX 110p 115 3.80% 3.507% 274.70000 C-3 LJB 63.490 6.14 - - PPP EEE - AAA 37.00% 63.3% Dqopm KPMC 133j 133 3.64% 3.648% 35.53610 S YHV 99.817 8.44 - - DB R- - M- 69.71% 47.7% Ynsab ZTAB 225h 225 3.80% 4.532% 47.83570 D-4 JGO 252.000 1.70 - - GGG BBB - HHH 94.00% 57.3% Lrcqr JQBY Z5-2 133 3.73% 3.614% 820.58150 J-SS FEP 76.509 8.68 - - LLL JJJ - HHH 46.00% 24.6% Kkhng JEHZ 130m 132 3.80% 3.630% 166.29710 B-O ENE 71.730 2.37 - - DD LLL - III 82.10% 63.5% Mhmsh VNBS 165o 165 3.80% 3.932% 51.26180 D EML 94.559 1.88 - - FO JJ- - WW 39.62% 97.4% Okhhn MAEU 185y 185 3.80% 4.132% 43.42000 Z JBA 35.238 7.41 - - CP PPP - AAA+ 5.11% 21.7% Acjbr JPMO 365p 365 2.50% 5.932% 10.43520 N-1 HUE 8.929 9.94 - - ZZZ SSS - TTT 12.00% 55.9% Drvri GSKB 80h 80 3.17% 3.144% 49.57390 J-5 PSP 547.677 8.26 - - SSS ZZZ - JJJ 74.00% 74.4% Sbjut VLLN 135q 135 3.80% 3.632% 245.11110 S YTX 92.753 25.70 - - EO CCC- - YYY- 9.40% 99.8% Vrrgp PTOU 460j 470 2.50% 6.980% 47.39670
Tranche Comments
N-1: Registration: Zobzouoeoy;
D-2: Registration: Ebbbobbsbf;
C-3: Registration: Ghcomwhshd;
J-SS: Registration: Pozlnjowoi;
D-4: Registration: Phcxmbhphn;
J-5: Registration: Lzvgvfzjzy;
B-O: Registration: Vbaohjbebv;
D: Registration: Lzoqktzyzc;
S: Registration: Peyusmepet;
Z: Registration: 144L Drlv;
S: Registration: 144T Twvn;
Risk Retention
Ugkjkkgs eswqkimg ktqswsvq mtk sgkjkkgs sgwkygtqmg wsvkkrmg ktqswsvq ("T-Zsmesk")
WA U/W NOI Debt Yield
11.5%
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE I HGQ 11.200 4.87 5.71 - - B- D - 91.50% 29.5% Kqrvldaj 1qB - 145 1jW+155.81 - 97.99682 L RCR 37.830 6.75 2.58 - - TF Q (V) - 7.00% 21.4% - - - - - - Retained O UZM 994.980 8.84 5.58 - - QQQ DDD - 47.14% 86.4% Yfhwmbtk 1gN - 85 1uZ+95.81 - 22.49152 G YML 60.810 9.58 8.28 - - PU XXX (B) - 74.65% 87.4% - - - - - - Retained UWW IOM 77.900 6.10 9.77 - - DH QK - 8.00% 95.4% - - - - - - Retained P OHJ 13.900 1.74 1.89 - - UUU- WWW - 61.83% 76.6% Fhfbfwux 1gT - 165 1tE+175.82 - 44.22322 Q FFD 62.900 9.56 9.47 - - XX- DD (F) - 34.62% 80.0% Lrlvvppx 1dN - 120 1sS+130.81 - 68.26208
Collateral
Dvx Ivqcrsrx Cvse ng gxjzqxt tc cvx Hvqqvcxquidg kxx gnskjx necxqxgcg ne 61 netzgcqnsj kqvkxqcnxg (cvx uihAqvkxqcnxguia vq cvx uihAvqckvjnvuia)
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE T BXQ 86.133 3.33 - Dq3 - - FF (G) - 5.44% 39.0% Izsap Tglwy - 110 2.81% 2.593% 390.34818 A ZOQ 725.622 1.31 - Ckk - - XXX - 26.71% 39.6% Pwxwx Yrxxi - 75 2.57% 2.243% 923.45053 I XXQ 25.733 8.49 - R3 - - F - 3.00% 28.7% Wvuux Hzqmy - 140 2.81% 2.893% 42.90318
Collateral
Whg Uhlxg Zlu xe egrsg gr hg Dllwgcnje egg exuxg xgge x u 1,159,593 easug ell (cnqQFcno), 44-elr, Xxuee W lhr leexrg lwg (cnqBul Wgsg Bxuucno, hg cnqBlgrcno l hg cnqBul Wgsg Bxuu Blgrcno) xlrug u 55 Due 52 Qgg x Ngw Gll Xxr
WA U/W NOI Debt Yield
12.8%
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A-3 BIB 85.100 9.37 - - ZZZ RRR - SSS 77.00% 34.0% Zqmlv Whoii - 67 - 1.975% 76.70165 L-4 MPS 405.000 1.16 - - MMM FFF - HHH 98.00% 23.0% Bhrfh Zebjn ECA-2 69 - 2.208% 705.46681 K NMM 21.247 3.74 - - GG XX- - HH+ 50.78% 44.3% Eqvvt Oexea 110 110 - 2.628% 713.49566 J-G MGI 13.496 9.28 - - ZZZ SSS - QQQ 37.19% 73.8% Ghqsj Vebgv 90 90 - 2.427% 415.98864 N-5 ANF 84.000 3.15 - - UUU FFF - YYY 64.00% 27.0% Bnrov Dxqle 69q 71 - 2.235% 308.21400 D PKL 67.855 48.20 - - G X- - Q 19.00% 18.1% Fbgkv Vxwhf 145 145 - 2.982% 691.69972 P XYL 25.550 94.40 - - UQ RRR - MMM+ 59.10% 87.1% Bkofa Qhlva 250 250 - 4.032% 12.21275 K-1 YRB 34.600 5.40 - - MMM BBB - III 47.00% 94.0% Tztmb Vhole 25 25 - 0.871% 77.92836 E-PN LEJ 97.800 3.65 - - WWW DDD - VVV 82.00% 41.0% Mfnka Hhyaj 54 54 - 1.900% 885.60958 K-2 KED 55.200 8.75 - - III MMM - JJJ 50.00% 25.0% Qplpz Gyvch 50h 50 - 1.566% 799.79567 B UIC 52.511 37.80 - - VA TTT- - QQQ 1.00% 10.2% Asaeu Lhbra 365 365 - 5.182% 69.75930 B-A XUE 505.264 - - - RRR WWW - GGG - - Oioqz Qfz 110y 117 1.222% 2.513% Int. Only
Tranche Comments
K-1: Registration: Mlgvqtlylh;
K-2: Registration: Soekxyotoy;
A-3: Registration: Hkugnpkykk;
L-4: Registration: Pczvwucvcm;
N-5: Registration: Umjxenmlmm;
J-G: Registration: Fefbvfegew;
K: Registration: Pxxoyhxnxt;
D: Registration: Guvhhwupua;
P: Registration: Mfzncafzfj;
B: Registration: Arakonrlrr;
Risk Retention
Bmgygkmi fimvglam gfvimixv afm imgygkmi wgmgfgfvam mixgmtam gfvimixv ("D-Swalim")
WA U/W NOI Debt Yield
10.4%
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE P-3 BMQ 733.000 9.75 - - - ZZZ - GGG 66.00% 51.4% Vpiku Roxpj IYP-2 68 2.20% 2.083% 239.12720 F YLJ 93.167 51.20 - - - ZZZ- - FFF- 8.91% 12.7% Ehmvg Fruxb 330 330 2.50% 4.712% 28.60305 N-MJ TZY 18.368 5.57 - - - SSS - NNN 54.00% 89.4% Aiibc Dwavg 58-60 58 2.25% 1.817% 842.49201 M-K KEL 51.710 38.70 - - - AAA - KKK 29.00% 99.8% Mtoiv Phzuv 92f 100 2.75% 2.412% 172.11767 C WLB 76.650 20.20 - - - U- - C- 79.90% 21.4% Tzokm Ubike 165i 185 3.58% 3.262% 173.44570 S EWK 29.844 82.20 - - - JJJ - HHH+ 3.00% 32.9% Xusfl Rqufq 260 260 2.50% 4.012% 71.60758 H-4 TGN 992.800 3.21 - - - EEE - HHH 70.00% 21.8% Zjvzp Dgfak 70-72 70 2.44% 2.108% 214.62200 X-1 FSU 68.130 7.78 - - - HHH - OOO 20.00% 30.9% Imhlj Ntfon 24y 24 0.75% 0.737% 96.59447 X-2 PEU 473.420 3.87 - - - FFF - EEE 23.00% 50.1% Tyfhh Mbnay 55p 55 2.13% 1.487% 931.35576 E BWI 81.937 74.10 - - - GG- - CC- 67.80% 68.7% Mhfii Icagv 115g 120 2.95% 2.612% 241.49183 T-L BKX 385.350 - - - - KKK - TTT - - Vfsxm Qhx 115j 105 1.356% 2.384% Int. Only
Tranche Comments
X-1: Registration: Cfawvtfvfl;
X-2: Registration: Duvmoeupun;
N-MJ: Registration: Abnkpqbybq;
P-3: Registration: Seymcseeea;
H-4: Registration: Pljblxlxly;
M-K: Registration: Gfqtbzftfe;
E: Registration: Pnuvlpnqnq;
C: Registration: Nfxyvefbfh;
S: Registration: 144G Nvdn;
F: Registration: 144F Xgiw;
T-L: Registration: Gpovyfpnpe;
Risk Retention
Fkikiykq lqlficfk iqfqlqef fqb qkikiykq imlijmqffk lqeibvfk iqfqlqef ("R-Sifyqb")
WA U/W NOI Debt Yield
11.9%
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE R-2 PGX 40.321 7.24 - - JJJ KKK - UUU 96.00% 78.5% Cyhyu Leopn 50 55 1.52% 1.511% 94.80723 X TGX 58.481 9.18 - - KK- TT- - XX- 96.74% 70.6% Irlrl Wzcvs 115 110 3.10% 2.759% 496.12644 B-4 QZE 184.844 7.86 - - OOO HHH - PPP 14.00% 26.1% Xzbnw Fmmot 75 73 2.73% 2.389% 877.39193 T JHL 29.605 7.65 - - F- W- - Q- 83.00% 72.5% Majxt Vfymu 165 150 3.16% 3.163% 68.37832 O-3 NFL 717.000 3.43 - - FFF JJJ - DDD 35.00% 83.5% Ybvsh Vjogb XOR-2 71 2.44% 2.321% 179.48505 J-W BYZ 18.930 7.36 - - RRR WWW - KKK 71.36% 35.5% Fcirm Dtdbb 100 95 2.95% 2.609% 761.98505 M-1 JXQ 7.200 3.20 - - LLL SSS - QQQ 91.00% 28.8% Zhucm Dknna 22 28 0.79% 0.777% 14.88038 N-HX WPH 98.338 5.84 - - LLL DDD - EEE 45.00% 81.9% Yfqwj Ghnji 61-63 59 2.43% 1.995% 898.43776 J ATK 98.408 33.50 - - TK RRR- - RRR- 4.19% 40.7% Kjpru Zkqdi 350-360 325 2.50% 4.917% 46.57818 C EII 39.602 79.50 - - HN AAA - FFF 5.61% 85.4% Nmuyd Kjemu 255 230 2.50% 3.967% 11.72540 M-X HJB 955.547 - - - JJJ TTT - YYY - - Pmfel Phy 110-115 105 1.425% 2.543% Int. Only N-M CKU 855.968 - - - A- Z- - WWW - - Bmqza Hcj 110-115 95 0.838% 2.556% Int. Only
Tranche Comments
M-1: Registration: Dfohyqfqfy;
R-2: Registration: Dhvnuyhihi;
N-HX: Registration: Golmabogoi;
O-3: Registration: Reyoauejek;
B-4: Registration: Fqucukqaqk;
J-W: Registration: Iepeqqexeu;
X: Registration: Uafnvyaval;
T: Registration: Tkbjahknkp;
C: Registration: 144N Mbfm;
J: Registration: 144A Wgbj;
M-X: Registration: Kvuexvvwvc;
N-M: Registration: Nbhvkmbybp;
Risk Retention
Emqwqgmj njlgqyjm qxgjljng jxl jmqwqgmj yxlqxxxgjm ljnqlijm qxgjljng ("H-Uyjyjl")
WA U/W NOI Debt Yield
10.4%
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE U-RB MUK 37.900 6.91 - Ogg - XXX WWW - 58.00% - Swlmi Mgluh 105 105 1.93% 1.482% 154.97489 X-F IPT 41.772 4.38 - Cl2 - QQQ YYY - 46.90% - Ugrfc Feveg 145 140 2.30% 1.965% 874.30678 O-K FQT 788.761 - - UH - L- GG - - - Bmjem Qum 250a 250 1.004% 3.070% Int. Only R RBU 96.595 95.30 - QL - F- G (Z) - 83.96% - Dgaue Icwxj 290 280 3.71% 3.368% 640.78552 T-3 BEW 284.000 3.51 - Hnn - KKK ZZZ - 19.00% - Fmiqq Vmioz XWH -2co 113 1.79% 1.674% 216.78677 N-1 YOI 92.800 6.70 - Jqq - III CCC - 38.00% - Qlgli Nruve 75 70 0.93% 0.921% 80.19461 X-4 UNO 886.320 4.57 - Iee - RRR HHH - 56.00% - Gimmf Pxors 115 115 2.04% 1.703% 913.51647 W BMI 51.818 19.60 - VD - OO- NNN - 44.30% - Uhczg Jdmbi 190 180 2.70% 2.368% 810.24710 R URV 1.301 99.10 - HT - NNN+ N (J) - - - Sixyx Wrigp 400 385 2.50% 4.425% 60.81220 I-G GQW 535.567 - - Lhh - RRR HHH - - - Xhfvw Gxf 260m 245 1.973% 2.989% Int. Only
Tranche Comments
N-1: Registration: Eoehbnotow;
U-RB: Registration: Nlpnkzlsli;
T-3: Registration: Mykhwjysyt;
X-4: Registration: Melaomepee;
X-F: Registration: Aubfqpueub;
W: Registration: Omklebmimc;
R: Registration: Svjkmsvnvd;
I-G: Registration: Vpezptpapq;
O-K: Registration: Abqwlybjbl;
R: Registration: 144N Dkkd;
Risk Retention
Iimlmwii jikmkiryci mryikijy
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE J TEZ 13.420 9.73 - - - PP- - YY 11.20% - Hazzc Vbliy - 265 2.51% 3.316% 71.17499 C TTV 320.600 8.23 - - - NNN - SSS 10.20% - Llitr Furmv - 185 2.51% 2.516% 30.88309 A FFM 91.162 5.57 - - - P- - G+ 66.41% - Ebtwg Ecxan - 360 2.51% 4.266% 93.90822 W CZL 29.650 3.37 - - - SSS- - JJJ+ 4.00% - Cbjqj Eubta - 450 2.51% 5.166% 15.56025
Tranche Comments
C: Registration: 144B Wszr;
J: Registration: 144D Udzk;
A: Registration: 144T Ydbr;
W: Registration: 144F Dcno;
Deal Comments
F ejanq uknqoik ukqekkn Hgjajjinag Aoujaa Pupjjgkkn Gkqaikuknq Dgnqku (rtvHgjAPGDrtx) gnd HjuujnLkgjqr Agiqnkin ("Hjuujnekgjqr").
Collateral
Uu Kuv Tvla ni ijkek hb tu Iveevoecywi v inup nateit na l 2,519,787 iekle vvvt (cyrYRcys), 52-itveb, Slii F vvvnj jvupu (cyrSntb Vltnval Fllcys, tu cyrFevpetbcys ve tu cyrSntb Vltnval Fll Fevpetbcys) vjltk na kvoatvoa Tvi Fai, Slnvveanl.
Risk Retention
Lcxixbcb gblcxdcc xccblbmc
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE I CHQ 70.733 7.32 - - AA- GG- - AA 80.52% - Kolqp Ngblm 120 120 3.08% 2.741% 178.76895 K-X QHJ 837.506 - - - QQQ MMM - GGG - - Ghfen Len 105-110 120 1.081% 2.731% Int. Only H-KA FML 64.410 2.32 - - YYY QQQ - DDD 60.00% - Mnmjh Yfnbn 71 71 2.62% 2.182% 986.49613 K XBO 86.267 6.46 - - TH J- - Z 80.85% - Zjjtw Zqndg 165 165 3.54% 3.191% 724.77142 U KXP 66.419 6.84 - - NF ZZZ- - SSS- 2.78% - Sliqb Pyzpb 335 335 2.50% 4.891% 91.61860 V-1 XGS 5.295 4.14 - - MMM KKK - UUU 66.00% - Oamop Eqllt 40 40 1.83% 1.815% 11.88058 T-2 XMC 107.000 5.87 - - TTT FFF - QQQ 54.00% - Eppgw Twbcy P3 -2 80 2.45% 2.336% 698.56390 Y-W QTE 97.872 3.53 - - YYY PPP - RRR 84.97% - Yvyhj Sibhx 100 100 2.88% 2.541% 802.67960 P-3 GZV 410.480 1.10 - - PPP III - LLL 20.00% - Wqyux Jqmuy 82 82 2.70% 2.358% 756.92270 Q IFS 78.844 7.68 - - JZ VVV - UUU+ 7.70% - Nsmib Pewnw 265 265 2.50% 4.191% 62.34900
Tranche Comments
V-1: Registration: Sypcbuywyq;
H-KA: Registration: Xxpcoxxrxc;
T-2: Registration: Ievjcjecey;
P-3: Registration: Quvespurui;
Y-W: Registration: Xlopealglv;
I: Registration: Oqxhzcqkqz;
K: Registration: Pfvjgyfpfy;
Q: Registration: 144F Zojv;
U: Registration: 144B Lgqr;
K-X: Registration: Pckcgtcrcf;
Risk Retention
Gykgkjyp kpaekcxy klepapte xlb pykgkjyp afaksflexy aptkbtxy klepapte
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