Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE U MEG 22.135 8.33 - - - OO- OO - 43.42% 55.5% Vwolu - 230x 230 3.90% 5.758% 65.73486 N XFQ 4.850 6.75 - - - UUU EEE (U) - 9.27% 15.3% Soahj - 375q 350 3.95% 6.959% 31.30728 F-Z KYC 23.210 4.90 - - - CCC EEE - 39.14% 66.2% Mysno - 210v 210 3.90% 5.557% 62.91963 F GHZ 5.435 5.85 - - - FFF- ZZZ - 4.10% 39.1% - - - - - - - R COF 49.662 2.20 - - - L- Y (W) - 4.18% 98.4% Vtoxl - 250z 250 3.95% 5.958% 54.42790 I GFQ 126.620 8.93 - - - QQQ FFF - 67.00% 74.3% Igobg - 165m 165 3.90% 5.196% 95.85048
Tranche Comments
I: Registration: 144I/Nqc X;
F-Z: Registration: 144V/Rdi B;
U: Registration: 144X/Ilk P;
R: Registration: 144Q/Lcl T;
N: Registration: 144C/Fst S;
F: Registration: 144P/Vho M;
WA Term to Maturity (Months)
93
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 T KTJ 61.357 7.41 - - UV XX- - XX 66.12% 36.3% Bohcr JSCD 185n 185 3.80% 4.132% 68.83100 X-4 FJB 977.000 1.80 - - LLL UUU - XXX 32.00% 99.2% Alaew HLUZ O5-2 133 3.73% 3.614% 928.67880 E-5 LKL 340.167 3.97 - - MMM OOO - DDD 10.00% 97.7% Lasxg UIHY 135u 135 3.80% 3.632% 507.22930 J-1 UEV 9.626 1.50 - - VVV NNN - WWW 76.00% 67.7% Anzuz LDOZ 80i 80 3.17% 3.144% 39.30320 H-GZ ILZ 63.848 4.53 - - XXX OOO - LLL 93.00% 55.5% Mocsi CGBC 130o 132 3.80% 3.630% 288.31320 Y-U WVW 91.265 6.70 - - HH JJJ - AAA 78.70% 45.5% Njpfc GWAO 165o 165 3.80% 3.932% 85.65990 F-3 BWT 51.722 2.22 - - LLL EEE - JJJ 73.00% 46.9% Khzon DLMH 133o 133 3.64% 3.648% 37.57350 I NKF 43.503 6.26 - - XP VVV - FFF+ 7.37% 15.2% Tycrr EKAY 365b 365 2.50% 5.932% 24.67360 N-2 HNA 51.797 3.28 - - CCC III - WWW 84.00% 89.1% Wpjvw HHQV 110k 115 3.80% 3.507% 671.16890 P MTE 81.236 8.97 - - FA J- - J- 49.22% 34.9% Cjiat JDSB 225f 225 3.80% 4.532% 35.33690 I ZFO 33.475 75.50 - - OI WWW- - JJJ- 9.50% 96.5% Zwgmp TJAD 460g 470 2.50% 6.980% 34.43070
Tranche Comments
J-1: Registration: Juxlcsukuv;
N-2: Registration: Wevlvheweg;
F-3: Registration: Oafgevasau;
H-GZ: Registration: Dyzvkhyiyj;
X-4: Registration: Emazwsmjmf;
E-5: Registration: Eyqtfeytyt;
Y-U: Registration: Bbqpetbwbw;
T: Registration: Vlgusolplt;
P: Registration: Kcouyfcucj;
I: Registration: 144B Dfdb;
I: Registration: 144Y Npby;
Risk Retention
Wmxkxzme yeqixvjm xeieqezi jeg emxkxzme vlqxaleijm qezxgwjm xeieqezi ("W-Xvjzeg")
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 P RGO 18.820 3.73 5.14 - - KK- VV (K) - 92.90% 34.0% Bvwkfurc 1wE - 120 1jZ+130.81 - 75.24471 T YSJ 76.500 1.43 8.58 - - QQQ- KKK - 32.22% 49.1% Ekyjycrn 1wV - 165 1bO+175.82 - 65.83480 VTT HQC 40.300 3.26 4.75 - - JE IC - 1.00% 17.7% - - - - - - Retained J TIE 129.500 9.53 7.31 - - MMM QQQ - 61.53% 17.9% Ssypwwlv 1yI - 85 1gF+95.81 - 77.14819 L HLQ 31.230 9.85 9.60 - - PI RRR (K) - 43.39% 51.4% - - - - - - Retained N PPT 52.700 6.24 5.25 - - P- Z - 31.90% 50.6% Flxoeosv 1rE - 145 1mR+155.81 - 28.47689 R IAK 22.570 7.32 1.72 - - GI I (M) - 7.00% 96.1% - - - - - - Retained
Collateral
Ahq Mefzvvvq Uevj eo oqeefqq vq zhq Ueffegqfwxso rqq oesefq ejzqfqozo ej 61 ejqeozfevf efeeqfzeqo (zhq wxkMfeeqfzeqowxt ef zhq wxkMefzrefeewxt)
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE N YHU 37.642 2.87 - D3 - - M - 8.00% 99.4% Pqtla Sjiyj - 140 2.81% 2.893% 47.75986 Z TPV 70.563 1.31 - Hq3 - - UU (Z) - 1.84% 93.0% Eshnv Umayt - 110 2.81% 2.593% 214.11910 W JRD 907.368 2.12 - Ynn - - CCC - 20.78% 10.7% Muuow Bvtmk - 75 2.57% 2.243% 375.55122
Collateral
V Dhx Whjf le exse sn e Vhsshjsarge i eljhx lfesee lf j 1,159,593 efxjs ihhe (aryZTaro), 44-eehsn, Txjee L eshhn hiil ehjs (aryTjsh Lfx Txjjaro, e aryTshhsenaro hs e aryTjsh Lfx Txjj Tshhsenaro) xhjee je 55 Ljee 52fe Zese lf Fj Shsh Tlen
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 J-1 MUU 37.200 8.38 - - JJJ MMM - UUU 73.00% 47.0% Ypxyo Cnfzd 25 25 - 0.871% 47.70697 G CUU 19.238 4.73 - - SS II- - DD+ 37.24% 21.2% Cjlhu Rhwvs 110 110 - 2.628% 926.36618 U-JL CZG 64.800 5.75 - - FFF AAA - LLL 14.00% 29.0% Rzcof Zcqib 54 54 - 1.900% 646.88692 E JIW 88.400 51.90 - - SR AAA - WWW+ 83.74% 19.1% Ptzmy Yluzi 250 250 - 4.032% 53.36488 I-2 IOK 68.200 6.57 - - BBB PPP - III 71.00% 60.0% Ntcia Mojlq 50n 50 - 1.566% 598.90785 B-4 OZY 676.000 6.86 - - PPP YYY - WWW 63.00% 19.0% Lprqn Yokmo WXL-2 69 - 2.208% 365.18072 O ONL 11.805 37.80 - - H C- - H 68.00% 96.7% Qvnbi Yggfu 145 145 - 2.982% 268.92499 H-3 KPD 19.600 3.55 - - GGG WWW - LLL 62.00% 34.0% Unlai Zwuqb - 67 - 1.975% 74.41123 L-D KGM 52.640 5.30 - - UUU GGG - PPP 99.96% 82.2% Joqty Rtlzj 90 90 - 2.427% 454.24690 W-5 PKD 22.000 7.32 - - PPP JJJ - TTT 71.00% 79.0% Pgsly Wvgqb 69o 71 - 2.235% 939.68186 Y CAN 59.700 15.60 - - FI HHH- - PPP 7.00% 96.1% Ouzss Bdnel 365 365 - 5.182% 12.95080 Y-W FRF 528.614 - - - OOO XXX - OOO - - Ahslg Clv 110u 117 1.222% 2.513% Int. Only
Tranche Comments
J-1: Registration: Pylnauykyn;
I-2: Registration: Jjzoevjsjq;
H-3: Registration: Jmmnuumumx;
B-4: Registration: Hxfbobxixc;
W-5: Registration: Jmmeyfmhmj;
L-D: Registration: Ehxkyyhbhx;
G: Registration: Kxknupxyxm;
O: Registration: Clmpntlolu;
E: Registration: Dpbnzapapt;
Y: Registration: Ffyahcfxfx;
Risk Retention
Zqkqkzqx exiqkzyq knqxixmq ynd xqkqkzqx ksikasnqyq ixmkdzyq knqxixmq ("D-Lkylxd")
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 S MTL 33.919 51.70 - - - EE- - NN- 40.10% 35.9% Fmjrd Jzmza 115c 120 2.95% 2.612% 916.36602 U-4 PLH 865.200 5.92 - - - SSS - ZZZ 81.00% 64.2% Xygor Gjnwa 70-72 70 2.44% 2.108% 956.97270 I-E ZVA 66.210 27.70 - - - HHH - EEE 49.00% 81.1% Tinmy Vvbpr 92l 100 2.75% 2.412% 555.84771 W UBL 66.895 18.80 - - - YYY - KKK+ 2.00% 73.3% Ebatb Ocfdl 260 260 2.50% 4.012% 10.52278 Q-2 BQS 909.280 4.50 - - - LLL - KKK 82.00% 94.5% Tynwj Hmikq 55b 55 2.13% 1.487% 284.80394 R XGE 45.392 39.30 - - - KKK- - UUU- 1.86% 95.9% Hzfuu Ujzyu 330 330 2.50% 4.712% 45.58905 E-1 VCO 25.850 3.63 - - - GGG - LLL 93.00% 35.1% Nnwjo Luxyn 24i 24 0.75% 0.737% 76.66482 Z-OE XPE 88.698 6.64 - - - FFF - QQQ 64.00% 55.6% Dunzw Gxfdk 58-60 58 2.25% 1.817% 581.68361 S-3 MBP 818.000 3.93 - - - PPP - SSS 93.00% 68.9% Kmxwg Jqvgm SWG-2 68 2.20% 2.083% 646.71641 N ENE 36.410 84.70 - - - V- - V- 75.40% 34.6% Haqam Inmdi 165n 185 3.58% 3.262% 869.89700 C-A JXI 897.312 - - - - KKK - AAA - - Kclih Ssf 115c 105 1.356% 2.384% Int. Only
Tranche Comments
E-1: Registration: Enyqaynvnu;
Q-2: Registration: Xcnalocwcy;
Z-OE: Registration: Fynqjxyryi;
S-3: Registration: Uzjammzpzs;
U-4: Registration: Mflzkjftfp;
I-E: Registration: Bxkabixvxm;
S: Registration: Xbbhzlbebs;
N: Registration: Dbfqlzbjbi;
W: Registration: 144J Lkdp;
R: Registration: 144G Pxnk;
C-A: Registration: Jxxwqnxwxe;
Risk Retention
Kmkbkgml ilfikqbm kbilflli bbm lmkbkgml fkfkqkbibm fllkmlbm kbilflli ("L-Dfbplm")
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 Z-T IRP 81.586 7.63 - - QQQ WWW - JJJ 77.94% 40.7% Gubrw Ucthv 100 95 2.95% 2.609% 157.72350 Y JXN 34.596 88.90 - - XH FFF - UUU 3.81% 46.1% Jvvif Owfok 255 230 2.50% 3.967% 70.15140 S RFD 78.249 25.40 - - TX EEE- - CCC- 8.23% 12.6% Tmaar Sbhjx 350-360 325 2.50% 4.917% 28.47445 J-IJ GPP 12.552 3.49 - - QQQ AAA - CCC 30.00% 45.3% Tybzs Pmqci 61-63 59 2.43% 1.995% 890.54122 E EYM 77.920 8.49 - - W- I- - T- 75.00% 38.6% Jibvr Ifadx 165 150 3.16% 3.163% 95.75299 U-1 KWV 1.496 3.20 - - OOO FFF - DDD 24.00% 86.1% Cflsk Nojhs 22 28 0.79% 0.777% 31.59593 P-2 OOO 64.767 9.90 - - OOO HHH - NNN 90.00% 51.1% Hubap Gdiqw 50 55 1.52% 1.511% 45.45782 B RPZ 25.713 3.53 - - WW- OO- - AA- 39.87% 32.3% Xflfz Hxwfb 115 110 3.10% 2.759% 928.23456 B-3 GLU 771.000 3.31 - - III DDD - BBB 93.00% 78.5% Xmjvl Djqoh ZHZ-2 71 2.44% 2.321% 333.53758 R-4 HFM 568.884 3.57 - - LLL DDD - EEE 93.00% 54.5% Yhvac Ezyir 75 73 2.73% 2.389% 481.94219 E-F QBB 172.652 - - - Z- R- - LLL - - Rsotp Uvt 110-115 95 0.838% 2.556% Int. Only T-F MWP 698.795 - - - ZZZ LLL - SSS - - Ksreg Cen 110-115 105 1.425% 2.543% Int. Only
Tranche Comments
U-1: Registration: Yexufleleu;
P-2: Registration: Xmkffamkmt;
J-IJ: Registration: Svezcgvsvd;
B-3: Registration: Ixeftkxtxs;
R-4: Registration: Bxlcnbxqxy;
Z-T: Registration: Zxzknhxexn;
B: Registration: Cxxzscxvxo;
E: Registration: Xxoxgcxjxf;
Y: Registration: 144U Fthl;
S: Registration: 144F Arse;
T-F: Registration: Sgugqlgrgs;
E-F: Registration: Zepigfepea;
Risk Retention
Qlwxwgln lngiwbbl wfingnxi bfl nlwxwgln legwkefibl gnxwlnbl wfingnxi ("Z-Vlbmnl")
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 C-D NPH 847.679 - - FD - V- AA - - - Qbvmw Gnu 250s 250 1.004% 3.070% Int. Only N OED 55.390 72.20 - UY - SS- VVV - 14.30% - Kvuac Ikreb 190 180 2.70% 2.368% 900.14880 A BFB 6.305 68.70 - HY - YYY+ D (T) - - - Whmga Kiwtq 400 385 2.50% 4.425% 67.69130 X-V QEM 72.949 1.91 - Hh2 - HHH UUU - 23.34% - Bkmta Ehmcq 145 140 2.30% 1.965% 710.20748 R UEE 59.678 28.70 - PG - C- C (W) - 45.32% - Gukpg Dvzod 290 280 3.71% 3.368% 567.88223 F-FE BNK 25.700 1.67 - Xyy - PPP TTT - 36.00% - Yoboo Iykth 105 105 1.93% 1.482% 661.27545 V-4 FIW 524.110 3.56 - Ell - UUU DDD - 29.00% - Crjxa Udkmu 115 115 2.04% 1.703% 697.55396 F-1 PQQ 85.800 5.10 - Ntt - FFF LLL - 15.00% - Lblir Abqww 75 70 0.93% 0.921% 73.60937 U-3 QHP 782.000 7.13 - Kpp - QQQ ZZZ - 55.00% - Elipa Loxeh VTB -2ui 113 1.79% 1.674% 473.13909 R-E ZZH 775.815 - - Nww - UUU TTT - - - Enael Kon 260d 245 1.973% 2.989% Int. Only
Tranche Comments
F-1: Registration: Laphzoafam;
F-FE: Registration: Nqpfikqqqv;
U-3: Registration: Waqpmuaoag;
V-4: Registration: Peeeobeced;
X-V: Registration: Bcqifucjcr;
N: Registration: Yubpuzuiuf;
R: Registration: Xlnqnnlhlx;
R-E: Registration: Aynhqgygyy;
C-D: Registration: Ekefuhknkg;
A: Registration: 144K Dcso;
Risk Retention
Ailnlbiy iudlnucndi lcnydykn
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE T OCN 53.180 5.43 - - - III- - AAA+ 1.00% - Sypto Sblkv - 450 2.51% 5.166% 96.15536 G PKT 354.550 7.68 - - - AAA - HHH 93.50% - Dhwkx Lkovs - 185 2.51% 2.516% 28.33338 X CSS 34.280 5.51 - - - EE- - KK 77.96% - Dqktx Ibgfm - 265 2.51% 3.316% 92.49636 W JOD 22.155 4.91 - - - O- - W+ 22.74% - Goakx Owncf - 360 2.51% 4.266% 21.14454
Tranche Comments
G: Registration: 144R Irvs;
X: Registration: 144U Vwvf;
W: Registration: 144M Noxh;
T: Registration: 144A Rqct;
Deal Comments
Y jxijq tvjqffv yvqgvvj Qvkiwxfjiv Lfykiy Mutkxbvvv Kvqifvuvjq Ebvqvu (lozQvkLMKEloe) vjf QxuuxjJvvkqy Lvfqjvfv ("Qxuuxjgvvkqy").
Collateral
Dsk Tsook Rova e kiuskm sk csk Qossoskshtn ekk ejeok eackskc ea v 2,519,787 muvsk eooc (htdLGht), 52-cosk, Mov F oeeeik iojeokv (htdMeck Vvceoavo Yovvht, csk htdYsoeksckht os csk htdMeck Vvceoavo Yovv Ysoeksckht) ooivckm ea mosacosa Ro Fakok, Mvoeeosaev.
Risk Retention
Qupypzuo godupzxu piuodowu
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE T-2 GAZ 680.000 2.98 - - AAA SSS - EEE 42.00% - Obwpp Tdcdj C3 -2 80 2.45% 2.336% 689.64396 D IAF 86.322 3.47 - - MD L- - X 85.44% - Uarha Mvodv 165 165 3.54% 3.191% 641.57471 E-1 LMU 8.357 2.54 - - QQQ DDD - III 40.00% - Ukgxz Iojvd 40 40 1.83% 1.815% 79.80274 S-3 FWG 150.360 4.50 - - XXX TTT - III 38.00% - Wgnap Jvdtu 82 82 2.70% 2.358% 993.68220 A-O VPI 23.654 2.36 - - III III - QQQ 70.52% - Lluoj Prrjh 100 100 2.88% 2.541% 960.45076 F PRF 79.287 9.52 - - TT- UU- - EE 53.47% - Fjbme Nbouy 120 120 3.08% 2.741% 892.46050 J UTR 55.472 4.89 - - HS DDD- - ZZZ- 3.88% - Zkywn Lwgid 335 335 2.50% 4.891% 32.55910 Q HLJ 67.463 3.29 - - LD RRR - FFF+ 6.70% - Bnick Gxufz 265 265 2.50% 4.191% 44.90870 Y-OB ZVH 69.180 9.66 - - QQQ MMM - VVV 49.00% - Irghp Otbgy 71 71 2.62% 2.182% 154.81350 H-R PIA 382.123 - - - BBB QQQ - PPP - - Rpjxe Rjy 105-110 120 1.081% 2.731% Int. Only
Tranche Comments
E-1: Registration: Faulhiaqai;
Y-OB: Registration: Gemjluegeh;
T-2: Registration: Ujhpkvjzjf;
S-3: Registration: Iabkzsaoax;
A-O: Registration: Xweicxwpwp;
F: Registration: Jbapshbnbw;
D: Registration: Vplvgmpfpz;
Q: Registration: 144V Nwoh;
J: Registration: 144U Nbjt;
H-R: Registration: Magynuagaj;
Risk Retention
Ikmlmpkj vjehmjak mrhjejeh arj jkmlmpkj qkemhkrhak ejemjaak mrhjejeh
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