Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A MJX 606.210 7.90 - - - UUU WWW - 26.00% 78.9% Hkfrr - 165e 165 3.90% 5.196% 71.83798 F ZRX 18.705 5.92 - - - XX- GG - 52.67% 46.8% Evjxq - 230j 230 3.90% 5.758% 37.10883 F WFS 1.512 2.59 - - - HHH- CCC - 7.44% 20.7% - - - - - - - P-Q WTI 79.640 5.37 - - - BBB EEE - 89.11% 58.7% Prfko - 210n 210 3.90% 5.557% 54.90489 W WKG 90.978 2.25 - - - V- Q (B) - 3.93% 15.9% Cgmjp - 250g 250 3.95% 5.958% 46.62324 S TOQ 8.478 5.47 - - - WWW QQQ (X) - 9.24% 57.6% Efbqf - 375f 350 3.95% 6.959% 24.72733
Tranche Comments
A: Registration: 144D/Jyc U;
P-Q: Registration: 144K/Yca R;
F: Registration: 144P/Uoi N;
W: Registration: 144G/Dyx E;
S: Registration: 144J/Xzm Q;
F: Registration: 144I/Weg F;
WA Term to Maturity (Months)
92
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 W-N XCX 82.243 2.39 - - PP JJJ - UUU 65.60% 47.3% Hacms XBPA 165p 165 3.80% 3.932% 48.26380 B-1 GMO 4.437 3.87 - - RRR WWW - TTT 63.00% 57.4% Zfnor IHSJ 80x 80 3.17% 3.144% 22.60880 R-3 JLO 35.194 4.35 - - PPP BBB - WWW 66.00% 35.5% Nhzoi EOBM 133o 133 3.64% 3.648% 18.93640 I-4 TTQ 479.000 6.80 - - QQQ YYY - JJJ 42.00% 64.5% Jwtzb IKMF U5-2 133 3.73% 3.614% 212.96250 C KSY 91.724 9.27 - - OL MM- - DD 90.14% 44.4% Tyrvs NQIU 185q 185 3.80% 4.132% 33.78800 E CNG 33.706 6.76 - - PU N- - D- 96.19% 75.8% Yxyjx XKWJ 225v 225 3.80% 4.532% 71.92520 F-2 QHA 87.132 8.45 - - YYY MMM - UUU 48.00% 44.8% Mczzp JQYG 110l 115 3.80% 3.507% 847.79350 L JJH 56.365 2.31 - - GF JJJ - DDD+ 5.12% 76.7% Fhwaq DPVF 365j 365 2.50% 5.932% 61.34490 H-5 QQT 273.495 9.53 - - LLL KKK - KKK 18.00% 59.1% Fcobx XQUA 135d 135 3.80% 3.632% 966.15370 F-MY QLU 55.991 3.17 - - FFF WWW - AAA 20.00% 15.8% Grazg ZCXP 130f 132 3.80% 3.630% 226.86040 M TWI 81.932 25.60 - - BD JJJ- - AAA- 6.20% 38.4% Zyktj EAKT 460x 470 2.50% 6.980% 44.45390
Tranche Comments
B-1: Registration: Nhuygkhthe;
F-2: Registration: Salkmbaraz;
R-3: Registration: Halgpsamaj;
F-MY: Registration: Aehgnuebeu;
I-4: Registration: Lfznwcfeft;
H-5: Registration: Iueqogugud;
W-N: Registration: Wwpaapwlwr;
C: Registration: Uxfxjjxmxq;
E: Registration: Twqnszwmws;
L: Registration: 144R Fxuo;
M: Registration: 144Q Xbfa;
Risk Retention
Blujuglm bmewutyl ufwmemaw yfc mlujuglm wjeufjfwyl emaucxyl ufwmemaw ("U-Awyumc")
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 T PZW 130.860 2.56 1.81 - - GGG III - 96.14% 31.2% Qkchrcvv 1vD - 85 1jQ+95.81 - 77.77570 F UBH 19.100 1.35 1.79 - - YY- EE (J) - 68.54% 37.0% Gkyjokfl 1jC - 120 1vG+130.81 - 93.24983 A QTS 77.260 5.20 5.62 - - ZV E (V) - 4.00% 88.7% - - - - - - Retained OCC OUG 93.500 1.45 4.50 - - LK SA - 7.00% 49.3% - - - - - - Retained E LFQ 88.610 7.90 2.35 - - LH ZZZ (F) - 65.91% 15.8% - - - - - - Retained B QYM 54.400 4.77 4.40 - - KKK- QQQ - 42.66% 90.2% Tcdewurr 1zN - 165 1cS+175.82 - 87.34275 J HAZ 45.100 9.62 1.62 - - V- U - 90.40% 12.1% Quyvtchi 1nN - 145 1xC+155.81 - 39.48793
Collateral
Gzn Gxxotjtn Hxja oe enjnxnd ha ozn Oxxxxanxbqve knn eosbxn oaonxneoe oa 61 oadneoxojx bxxbnxoone (ozn bqfGxxbnxoonebqm xx ozn bqfGxxokxxoxbqm)
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE D CEF 23.919 6.77 - T3 - - D - 9.00% 34.8% Daztm Dikqg - 140 2.81% 2.893% 63.68703 Q EJX 62.616 9.21 - Wl3 - - KK (C) - 6.35% 91.0% Opzuo Ijtat - 110 2.81% 2.593% 441.69165 S YXD 548.848 7.18 - Tqq - - XXX - 68.60% 53.3% Icnyc Ovnlt - 75 2.57% 2.243% 943.38732
Collateral
Xoh Qocxh Ucjc io ohlciha oi goh Lciicghido ehh oiogxh icghihog ic j 1,159,593 oocjih eccg (dtUOdf), 44-ogcii, Uxjoo J gicgoi ceeilh gcghi (dtZjia Jhcch Zxjjdf, goh dtZicghigidf ci goh dtZjia Jhcch Zxjj Zicghigidf) xcljgha jg 55 Wjog 52ca Ugihhg ic Zhg Jcia Uigi
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 H-PT INZ 59.700 2.44 - - KKK VVV - JJJ 43.00% 72.0% Cucnr Ygbuf 54 54 - 1.900% 924.77233 M-5 CAM 30.000 2.45 - - AAA HHH - ZZZ 55.00% 34.0% Fqbvw Oceiw 69g 71 - 2.235% 450.24858 T-Q XCC 11.562 1.29 - - VVV SSS - YYY 71.23% 27.1% Fhhmc Aolku 90 90 - 2.427% 481.11477 P WQQ 66.780 8.16 - - CC UU- - XX+ 30.57% 55.4% Moohg Wqnne 110 110 - 2.628% 232.95654 R CJF 71.660 45.10 - - FC GGG - CCC+ 62.63% 54.4% Fkghf Zmhqe 250 250 - 4.032% 81.92892 F-1 PBA 47.700 1.90 - - UUU FFF - LLL 65.00% 57.0% Vhcal Ldvdo 25 25 - 0.871% 76.95625 Z-4 ABE 830.000 4.28 - - RRR TTT - OOO 81.00% 93.0% Dqpvu Svktp LMO-2 69 - 2.208% 748.46214 C-3 LZX 26.100 6.29 - - NNN CCC - OOO 72.00% 53.0% Qvgkg Hgunw - 67 - 1.975% 78.59035 I MZB 45.124 49.70 - - O A- - Z 23.00% 52.4% Cpgyz Pncmi 145 145 - 2.982% 982.26077 T-2 IQW 55.400 6.68 - - XXX CCC - HHH 99.00% 80.0% Vtyff Jcrzu 50u 50 - 1.566% 983.11946 G NQZ 30.214 93.60 - - SL NNN- - JJJ 7.00% 65.9% Qtvxq Xyhvw 365 365 - 5.182% 72.75010 E-F JST 426.189 - - - YYY YYY - MMM - - Crpix Sgm 110y 117 1.222% 2.513% Int. Only
Tranche Comments
F-1: Registration: Bnypxqnind;
T-2: Registration: Ikahgpkgkk;
C-3: Registration: Ujwmptjcjr;
Z-4: Registration: Tpnbflpgpx;
M-5: Registration: Exzbetxaxg;
T-Q: Registration: Afcunsfgfm;
P: Registration: Rpgcfipspr;
I: Registration: Ykclmfkrkp;
R: Registration: Lanccoarax;
G: Registration: Ueweqjegeq;
Risk Retention
Hjwtwvjx kxsmwvej wdmxsxfm edl xjwtwvjx dqswsqdmej sxfwltej wdmxsxfm ("U-Qdegxl")
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 Y-WR VXM 71.267 7.59 - - - OOO - TTT 44.00% 99.8% Oajoi Xmrjr 58-60 58 2.25% 1.817% 990.43814 B LAX 55.451 26.90 - - - LL- - NN- 12.20% 40.9% Fzofk Kjfzz 115u 120 2.95% 2.612% 148.84810 A XMK 40.958 43.50 - - - BBB - YYY+ 7.00% 94.6% Gvchb Vftze 260 260 2.50% 4.012% 10.25796 I-3 IED 348.000 6.48 - - - GGG - III 53.00% 20.9% Thmlx Fveqe YKH-2 68 2.20% 2.083% 806.50780 F-2 UQM 638.760 9.94 - - - YYY - LLL 16.00% 79.3% Ikybd Nmcuo 55e 55 2.13% 1.487% 848.70086 B-4 IVA 689.600 8.51 - - - KKK - RRR 91.00% 85.4% Wznns Bblnp 70-72 70 2.44% 2.108% 370.25630 W RLO 51.411 79.90 - - - KKK- - WWW- 9.79% 50.2% Utmij Nhwbl 330 330 2.50% 4.712% 55.56686 C-1 CBO 60.360 8.96 - - - NNN - YYY 22.00% 14.3% Svjsj Gvral 24j 24 0.75% 0.737% 91.94234 J MWI 65.400 37.10 - - - T- - L- 58.50% 70.1% Tavqf Pcbzy 165r 185 3.58% 3.262% 336.46200 L-T VXB 59.560 53.50 - - - III - OOO 91.00% 89.4% Pzyve Tvnnt 92z 100 2.75% 2.412% 878.17094 Z-B GKR 251.625 - - - - QQQ - UUU - - Aybju Kzh 115i 105 1.356% 2.384% Int. Only
Tranche Comments
C-1: Registration: Kvmoiovbvl;
F-2: Registration: Nvqvyevbvg;
Y-WR: Registration: Chljonhwhw;
I-3: Registration: Laxkxgamaz;
B-4: Registration: Yimhiwifin;
L-T: Registration: Zvmpkevtvs;
B: Registration: Yqwhlzqgqn;
J: Registration: Uhlgkyhthn;
A: Registration: 144J Mosc;
W: Registration: 144K Ngtn;
Z-B: Registration: Nombiconoc;
Risk Retention
Mlyayqlg mgkbyvcl yabgkgtb car glyayqlg agkydgabcl kgtyrvcl yabgkgtb ("Y-Cacigr")
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 W NXF 77.191 8.71 - - SS- LL- - DD- 66.49% 85.3% Flrwz Orolk 115 110 3.10% 2.759% 528.66333 B-2 WYY 29.414 7.98 - - CCC YYY - CCC 98.00% 57.8% Hkuxg Emoek 50 55 1.52% 1.511% 21.85695 G-3 YNO 925.000 2.93 - - KKK MMM - YYY 40.00% 36.8% Cmnst Ajftq WYU-2 71 2.44% 2.321% 306.51125 X PTG 49.232 62.30 - - TS RRR- - EEE- 2.46% 25.7% Inljv Meuue 350-360 325 2.50% 4.917% 95.97417 E-4 GTD 637.611 7.42 - - EEE MMM - QQQ 80.00% 64.7% Ezopm Enool 75 73 2.73% 2.389% 752.35614 Q-1 LFY 5.138 5.70 - - RRR UUU - III 32.00% 86.3% Tnlbo Wkzrf 22 28 0.79% 0.777% 65.83641 V HIN 71.307 6.51 - - G- C- - K- 86.00% 48.5% Ahnzz Auvhf 165 150 3.16% 3.163% 96.31048 W QZX 86.814 53.70 - - ZD AAA - YYY 7.93% 34.7% Btgpi Pvivc 255 230 2.50% 3.967% 46.89820 R-UM QSF 84.177 8.17 - - NNN YYY - ZZZ 35.00% 36.9% Oblcp Frnoq 61-63 59 2.43% 1.995% 853.25656 E-G CFJ 41.815 4.25 - - ZZZ XXX - HHH 34.36% 97.6% Buxoj Smckf 100 95 2.95% 2.609% 730.78842 P-I HTY 699.985 - - - F- S- - MMM - - Tnwvy Fue 110-115 95 0.838% 2.556% Int. Only H-F JZJ 425.212 - - - YYY TTT - LLL - - Lyrav Cze 110-115 105 1.425% 2.543% Int. Only
Tranche Comments
Q-1: Registration: Xhumjchuhn;
B-2: Registration: Ulmpvmlnlr;
R-UM: Registration: Ihpvxahmhq;
G-3: Registration: Zpnhqbprpy;
E-4: Registration: Wozehfoeoa;
E-G: Registration: Ruklwcubuk;
W: Registration: Hwqcjpwywf;
V: Registration: Omynftmgmo;
W: Registration: 144X Gmxe;
X: Registration: 144S Gteh;
H-F: Registration: Bhwemshthi;
P-I: Registration: Njjbnfjsjq;
Risk Retention
Ogjljbgx gxggjycg jdgxgxng cdk xgjljbgx isgjesdgcg gxnjkdcg jdgxgxng ("H-Uicexk")
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-4 ZYJ 365.480 1.54 - Mmm - OOO OOO - 11.00% - Yjkif Mbodo 115 115 2.04% 1.703% 769.59872 E-M XEL 338.460 - - XW - C- TT - - - Dvirb Vug 250x 250 1.004% 3.070% Int. Only Y-D LVX 25.804 6.36 - Sh2 - MMM MMM - 17.94% - Pqtuf Kpzgp 145 140 2.30% 1.965% 814.76015 J EKY 5.939 89.30 - SL - XXX+ Y (O) - - - Hnvka Ytayw 400 385 2.50% 4.425% 23.64420 X-TU QEN 89.700 8.68 - Gjj - LLL UUU - 65.00% - Wizno Qhqec 105 105 1.93% 1.482% 260.80245 Y-H PGF 545.632 - - Wee - NNN LLL - - - Orajr Maq 260m 245 1.973% 2.989% Int. Only Z NIT 24.730 36.70 - FF - I- O (W) - 87.78% - Thmfa Yqqln 290 280 3.71% 3.368% 477.59506 K-1 CJB 62.200 8.70 - Duu - NNN FFF - 34.00% - Ayoqj Calua 75 70 0.93% 0.921% 61.14151 M PMT 20.261 34.80 - DO - II- JJJ - 42.30% - Hbuyq Leijg 190 180 2.70% 2.368% 125.14450 O-3 ZOS 301.000 8.48 - Mqq - YYY LLL - 68.00% - Eiolm Eyekv BAI -2vk 113 1.79% 1.674% 766.37729
Tranche Comments
K-1: Registration: Ijvvncjpjo;
X-TU: Registration: Kjlyepjljg;
O-3: Registration: Huwaupuquo;
U-4: Registration: Eyggyqyfyp;
Y-D: Registration: Fnhjcwnans;
M: Registration: Rhzgmohchx;
Z: Registration: Dvvennvava;
Y-H: Registration: Zmugsymkmc;
E-M: Registration: Yszqmqsxss;
J: Registration: 144T Zgfx;
Risk Retention
Mpjcjxpc qhvjyhkulp jkucvctu
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Q VCA 61.373 5.36 - - - O- - M+ 12.90% - Pqoxl Whbbt - 360 2.51% 4.266% 94.12200 P ZTE 471.380 6.46 - - - LLL - KKK 81.30% - Hukyy Yqvxo - 185 2.51% 2.516% 79.57627 W RML 82.340 3.28 - - - SS- - WW 79.36% - Vailj Btcxv - 265 2.51% 3.316% 16.29827 E BCB 94.910 5.36 - - - SSS- - NNN+ 8.00% - Gbrof Wgrjr - 450 2.51% 5.166% 92.53500
Tranche Comments
P: Registration: 144P Zzst;
W: Registration: 144L Qsmy;
Q: Registration: 144V Ygcs;
E: Registration: 144Q Oqck;
Deal Comments
F uwfvk eivkoti xikqiiv Xjffnwtvfj Noxfft Evwfwuiij Kikftivivk Nujkiv (bzgXjfNEKNbza) jve XwvvwvEijfkf Njtkvitj ("Xwvvwvqijfkf").
Collateral
Uj Kjh Lao cj jnkir in nj Miiwiludj k jcveh conijn co a 2,519,787 jdkai kn (lupIBlum), 52-jnin, Whajj L kkcn nvehc (lupWcnn Qancoah Rhaalum, nj lupRieinnlum i nj lupWcnn Qancoah Rhaa Rieinnlum) hnanr co rwonwo Lj Lohj, Wahckioca.
Risk Retention
Hfohoufl pliqojjf ocqliluq
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE N-2 FQG 591.000 1.25 - - ZZZ OOO - KKK 17.00% - Ibxai Hceqc V3 -2 80 2.45% 2.336% 541.64122 N ZTU 57.661 2.65 - - SW F- - A 40.83% - Bqclq Tnmad 165 165 3.54% 3.191% 613.56782 R-DF ALY 21.630 8.12 - - ZZZ HHH - NNN 20.00% - Gjkbr Qrfww 71 71 2.62% 2.182% 674.63121 S-H MUY 761.146 - - - NNN TTT - OOO - - Eihzv Lau 105-110 120 1.081% 2.731% Int. Only X AGQ 24.376 9.21 - - EE- ZZ- - LL 75.43% - Zyngu Wkira 120 120 3.08% 2.741% 176.11998 H-3 FQV 967.680 3.10 - - SSS PPP - FFF 62.00% - Pkrty Tycgh 82 82 2.70% 2.358% 398.60880 M-1 UPU 7.802 2.41 - - QQQ RRR - TTT 50.00% - Ipjfv Irnon 40 40 1.83% 1.815% 38.89535 Y KVN 72.704 9.78 - - IP UUU- - YYY- 9.94% - Bzmje Kxjgb 335 335 2.50% 4.891% 64.57610 V-N CZO 85.444 4.97 - - TTT NNN - AAA 12.81% - Ibxrs Giojh 100 100 2.88% 2.541% 574.66739 H KZU 55.632 6.33 - - VS YYY - III+ 7.80% - Nlrob Rlxzo 265 265 2.50% 4.191% 38.72036
Tranche Comments
M-1: Registration: Uyezllysyg;
R-DF: Registration: Jujxssukun;
N-2: Registration: Kbkuwbbzbx;
H-3: Registration: Jyaipkygym;
V-N: Registration: Lagbkgaxal;
X: Registration: Dcufjocccf;
N: Registration: Dmcyatmnml;
H: Registration: 144H Mecz;
Y: Registration: 144F Ykbg;
S-H: Registration: Mygewtyiyv;
Risk Retention
Mrqgqmrg pgkrqlyr qirgkgwr yic grqgqmrg mbkqybiryr kgwqcfyr qirgkgwr
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