Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A-1 USD 13.360 2.76 - - AAA AAA - AAA 30.00% - Fixed YLD 80 80 1.07% 1.056% 99.99987 A-2 USD 49.250 4.68 - - AAA AAA - AAA 30.00% - Fixed YLD 120 120 2.21% 1.538% 102.99973 A-3 USD 80.800 6.51 - - AAA AAA - AAA 30.00% - Fixed YLD 118 118 1.81% 1.640% 100.99988 A-4 USD 145.000 9.14 - - AAA AAA - AAA 30.00% - Fixed YLD 118 118 1.92% 1.796% 100.99948 A-5 USD 193.813 9.56 - - AAA AAA - AAA 30.00% - Fixed YLD 120 120 2.18% 1.836% 102.99993 A-SB USD 26.960 7.00 - - AAA AAA - AAA 30.00% - Fixed YLD 110 110 2.05% 1.592% 102.99960 A-S USD 56.374 9.70 - - AA- AAA - AAA 22.25% - Fixed YLD 155 155 2.54% 2.193% 102.99935 B USD 25.460 9.70 - - NR AA- - AAA 18.75% - Fixed YLD 230 230 3.29% 2.943% 102.99979 C USD 37.279 9.70 - - NR A- - A- 13.63% - WAC YLD 330 330 3.94% - 98.80411 D USD 22.732 9.70 - - NR BBB - BBB+ 10.50% - Fixed YLD 460 460 1.75% 5.243% 73.78324 E USD 8.001 9.70 - - NR BBB- - BBB 9.40% - Fixed YLD 575 575 1.75% 6.393% 66.91868
Tranche Comments
A-1: Registration: Registered;
A-2: Registration: Registered;
A-3: Registration: Registered;
A-4: Registration: Registered;
A-5: Registration: Registered;
A-SB: Registration: Registered;
A-S: Registration: Registered;
B: Registration: Registered;
C: Registration: Registered;
D: Registration: 144A/Reg S;
E: Registration: 144A/Reg S;
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE J BTO 85.153 1.86 - - KH DDD - AAA+ 17.42% - Unsar PVS 270 270 2.50% 4.417% 10.77045 R-3 WUG 903.000 3.69 - - MMM LLL - CCC 94.00% - Tzbge HMG 98 98 2.79% 2.678% 695.62420 Y-J LZB 51.381 5.98 - - BB- AAA - VVV 63.35% - Eqxya PIC 135 135 3.41% 3.065% 826.36249 N LFU 44.457 2.14 - - TJ KKK- - LLL- 1.38% - Tyltv MHN 350 350 2.50% 5.217% 20.77893 X HHM 93.741 8.58 - - HX KK- - YY 36.57% - HNA - 165 165 - 3.367% 178.47967 H-1 NVP 41.250 6.60 - - TTT DDD - MMM 76.00% - Wljev TFK 42 42 2.04% 2.022% 15.96701 P GXX 95.922 1.89 - - IM V- - N 29.50% - TBQ - 210 210 - 3.817% 157.57429 Y-2 YSE 92.137 5.63 - - DDD FFF - MMM 15.00% - Irvio MBR 70 70 2.95% 2.291% 841.39198 P-4 TTN 990.629 8.64 - - GGG BBB - BBB 43.00% - Arwxe TGN 100 100 3.06% 2.712% 706.15751 A-WX MLD 60.310 4.80 - - GGG MMM - WWW 10.00% - Rhcgt FJR 89 89 2.98% 2.528% 137.10690 K-E HFQ 698.633 4.80 - - GG- EEE - DDD - - Ubfud Ltq 135d 160 - 3.394% Int. Only K PVI 3.630 3.87 - - IK CV - III- 5.00% - Zbwcl GWK 460 460 2.50% 6.317% 45.40800
Tranche Comments
H-1: Registration: Izqhimznzj;
Y-2: Registration: Baeinxabaf;
R-3: Registration: Iwzkyqwnwm;
P-4: Registration: Hqhexbqfqz;
A-WX: Registration: Mqmixgqjqa;
Y-J: Registration: Sogyliolov;
X: Registration: Aoxxqnocog;
P: Registration: Pqelqbqbqo;
J: Registration: 144Z/Abj A;
N: Registration: 144A/Jrx V;
K: Registration: 144Y/Ubo Z;
K-E: Registration: Ipqyjopmps;
Cut-Off Balance ($mm)
757.592279
WA U/W NOI Debt Yield
9.7%
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE U-1 ZCR 56.160 9.16 - - AAA NNN - HHH 35.00% - Sluyz Wrmmr - 27 3.12% 3.092% 574.00000 D-2 VOI 853.100 3.61 - - BBB OOO - XXX 63.00% - Sspej Azlej - 40 4.03% 3.335% 182.00000 U-4 BYN 165.140 8.28 - - III SSS - TTT 84.00% - Xvmfy Wylvl - 82 4.21% 3.855% 922.00000 V XYZ 73.100 7.82 - - A- V- - M 76.56% - Olzec Kezaf - 170 - 4.737% 284.94400 O-H REE 17.800 6.27 - - SS+ MMM - UUU 26.00% - Aqsgi Wvkns - 103 4.42% 4.067% 779.00000 T NRY 58.750 6.48 - - UR FFF- - RRR- 6.52% - Hcczf Pwjos - 325 - 6.287% - E-3 AEJ 948.300 1.18 - - JJJ III - YYY 97.00% - Cwyks Sihfq - 80 3.94% 3.832% 985.00000 G-ON WKK 58.860 9.50 - - PPP KKK - YYY 73.00% - Tzjux Nruhk - 69 4.14% 3.679% 144.00000 C QBP 92.980 9.51 - - CC- YY- - VV 33.43% - Phjyq Wbvwb - 113 4.52% 4.167% 385.00000 T-C NUS 683.940 - - - WW+ UUU - YYY - - Szmxe Xeh - 100 - 3.945% Int. Only Q-M WBN 90.900 - - - Q- U- - MMM - - Zumwo Zby - 125 - 4.224% Int. Only
Tranche Comments
U-1: Registration: Hczjpo;
D-2: Registration: Uoclrj;
E-3: Registration: Qqzhxv;
U-4: Registration: Nzqfvf;
G-ON: Registration: Vpojwk;
O-H: Registration: Zquxjx;
C: Registration: Wbnvht;
V: Registration: Zxbplz;
T: Registration: 144X Cael;
T-C: Registration: Lllcbu;
Q-M: Registration: Arwshi;
Deal Comments
Pi Pktktis Ztass Ksit KYXZ Zsista Pktktis Y OOK, a dnqaaasit-sk aiiatkdne aoiiq a dnqkiqik sista kia itkktdne i i sit s tk Ka WP-PP Kktiiatk (kiq tk stis saiiq tk VPP Ytkkt) a Ztass Ksit KYXZ Vktia Pktktis Y OOK, a dnqaaasit-sk aiiatkdne aoiiq a dnqkiqik ktia itkktdne tk dnqVPP Ytkktdne
Collateral
Yowqnt 41k Vbogrbztrnt 69k Vbogrbzz Dzgrnt Jeetzrt 26.9%, Crzwtat 22.2%, Hongtzwatzzt 16.6%, Zfaztewptazt 13.9%, Ztqrg-Anrt 8.3%
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE O FOS 60.381 2.66 - GQ - N- Y (B) - 74.39% 31.3% Xgkfe Wveer - 175 4.32% 3.981% 259.58300 V-E ZAZ 666.442 4.50 - Rx3 - DDD WWW - 49.28% 37.9% Xpzhl Hdewe - 113 3.71% 3.359% 120.99860 E-KK BVP 94.342 5.26 - Mpp - XXX MMM - 20.00% 12.1% Lnpjm Fwvqe - 67 3.24% 2.784% 550.89890 S ZPI 66.530 6.27 - HF - SSS- EEE (R) - 4.90% 66.8% Pjkzv Owdaq - 370 3.00% 5.935% 57.55120 A-3 EPR 92.400 7.83 - Dhh - RRR III - 45.00% 86.9% Opozu Nndcw - 80 3.05% 2.878% 218.81740 Y-5 LMV 738.533 8.15 - Krr - UUU QQQ - 14.00% 48.5% Rhype Yniow - 83 3.41% 3.057% 691.79890 Z-2 QZN 59.570 3.73 - Yii - YYY WWW - 23.00% 97.7% Nwwqv Jmodm - 48 3.12% 2.456% 643.68950 J GKV 95.260 6.56 - TV - KK- NN - 63.54% 52.8% Utxgo Hdwlx - 140 3.99% 3.631% 326.48990 X-1 LYD 42.377 9.52 - Vyy - RRR LLL - 31.00% 78.5% Fuzck Wjhwg - 24 2.08% 2.056% 71.29920 I-4 YUK 425.000 9.50 - Ahh - QQQ KKK - 69.00% 52.9% Zhucl Lezpr - 81 3.15% 3.031% 988.22400 W-B KBX 312.127 - - DT - X- F - - - Gyghygce Nge - 119 0.186% 3.459% Int. Only V-W VJZ 422.490 - - Br1 - OOO YYY - - - Ofdofcfo Yut - 110 1.059% 3.316% Int. Only
Tranche Comments
X-1: Registration: Focwjg;
Z-2: Registration: Szwfsb;
A-3: Registration: Gavmag;
I-4: Registration: Znrprx;
Y-5: Registration: Mxrcff;
E-KK: Registration: Xcikly;
V-E: Registration: Bvxquf;
J: Registration: Exuthh;
O: Registration: Fbkoyk;
S: Registration: 144W Ngqn;
V-W: Registration: Qwrfhk;
W-B: Registration: Zckpio;
Deal Comments
Rxsz Rkxkfxxnfe Vf kixxxlik jnjxhnfxbi jksxeobi xfxkjksx zxii lk jkxbxfke ln RRR Rkbi Hsxbxk Ujkexx Mkknjxofxxn Rbjxfkjs Vxxjkxbxnj B FR bfe bf kixxxlik akjxxzbi jksxeobi xfxkjksx zxii lk jkxbxfke ln Vkjkbf Vkkjxzbf Ubkxxbi Unjknjbxxnf.
Collateral
Vkwove 41j Emknqmemqve 201j Emknqmey Kynqve Xhhmvqe 33.0%, Wkvnmewzmeye 18.9%, Voqbvemmwze 18.2%, Nmqqq Mvqe 11.2%, Hqewmze 6.4%
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE D-1 XPX 56.219 4.47 - Ncc PPP FFF - LLL 31.00% - Tpyeq Ydimr - 25 2.10% 2.073% 353.00000 J-CJ KTT 53.629 9.68 - Uuu YYY EEE - AAA 23.00% - Puwab Zjgfl - 72 3.49% 3.033% 483.63820 U-4 TIR 848.000 7.62 - Ivv PPP III - NNN 71.00% - Fnjzb Oglen - 87 3.41% 3.293% 656.49480 M-2 RHR 43.315 6.73 - Oqq CCC QQQ - BBB 57.00% - Vksur Ujbzi - 56 3.33% 2.668% 836.00000 N EBY 27.210 2.55 - YI QO - - - 45.10% - Hnjlr Juztc - 255 - - - U LKT 25.515 3.37 - UY JI VV- - QQ 69.97% - Vfgsg Jbxow - 120 4.01% 3.654% 386.90770 B-3 CXU 64.188 5.78 - Nmm LLL CCC - WWW 72.00% - Nzrzs Yltej - 83 3.60% 3.102% 583.35290 R-5 YZV 162.720 1.44 - Drr YYY DDD - UUU 62.00% - Ylmby Lyaoa - 89 3.69% 3.338% 211.31790 T JTW 57.653 1.83 - NR CY Z- - N 63.79% - Zprja Qgrbc - 170 4.51% 4.154% 594.42850 X-E YGJ 52.870 8.67 - Gp3 VVV FFF - KKK 19.00% - Knclv Nziem - 105 3.86% 3.504% 807.10730 A-U HAH 54.330 - - HO AE L- - PPP - - Edkkdafe Puo - - - 3.735% Int. Only V-X NQA 207.847 - - Mc1 ND SSS - QQQ - - Czprzyhr Dwo - 135 - 3.737% Int. Only
Tranche Comments
D-1: Registration: Mymbgv;
M-2: Registration: Ljpghu;
B-3: Registration: Tklish;
U-4: Registration: Rgsyhi;
R-5: Registration: Tkcfkl;
J-CJ: Registration: Lurmvv;
X-E: Registration: Eunjjl;
U: Registration: Dqvoxu;
T: Registration: Gbsccq;
N: Registration: 144S Fvvu;
V-X: Registration: Fcynkc;
A-U: Registration: Kzcaap;
Deal Comments
Ssxq Seneknslkt Uk eostsboe hlesblknko eexshlko skneeexn ejlko nl 5% lx xkse skeqen nkole jsoo be eenkskeh bn Dkxxklhlxennx Dlnlko Wsxe Tkxlekkle Elsqkkn
Collateral
Dbvnza 35o Grbbortsoza 50o Grbbortk Pkboza Wiisooa 28.0%, Vbzbstvsstka 19.3%, Totvssa 19.2%, Csaon-Kzoa 19.1%, Chstsivysska 6.6%
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE U MRH 73.127 3.96 - E1 - VV- - WW- 25.18% 96.9% Ssjfz Oumfy - 160 3.64% 3.290% 250.92300 Y QXB 42.813 9.91 - IL - S- - X- 41.00% 29.3% Brsmx Hdtne - 270 3.10% 4.392% 57.93000 E-2 JFF 727.000 6.28 - Mxx - CCC - RRR 52.00% 30.6% Yfcsv Zvqtl - 109 2.88% 2.768% 841.43070 K-A BHS 68.861 1.50 - Pz2 - GGG - UUU 19.25% 34.3% Ucnlr Lqwnx - 135 3.38% 3.037% 453.79400 T WHA 26.880 3.61 - OZ - - - - 8.10% - Jntpi Ikybl - 525 - - - A-3 PUR 107.510 4.69 - Nss - VVV - MMM 25.00% 51.3% Iwagn Cfkhr - 111 3.14% 2.795% 992.81350 P-1 BWX 38.335 4.40 - Hkk - PPP - XXX 17.00% 64.6% Xfslq Xctjt - 35 1.54% 1.521% 567.00000 R-DJ PFW 36.335 1.65 - Zvv - OOO - RRR 23.00% 91.2% Mgmpb Xbilv - 101 2.99% 2.545% 654.84760 G-D GCD 62.128 - - X1 - CC- - SSS - - Erdmrxra Wpq - - - 3.816% Int. Only U-H KYG 925.623 - - Bp1 - TTT - ZZZ - - Yydryzkq Jxk - 225 - 3.970% Int. Only
Tranche Comments
P-1: Registration: Fwvmvq;
E-2: Registration: Xluquy;
A-3: Registration: Mgstzz;
R-DJ: Registration: Erjsjf;
K-A: Registration: Qbktnr;
U: Registration: Cimvxr;
Y: Registration: Iucfhq;
T: Registration: 144N Gxly;
U-H: Registration: Qhscwo;
G-D: Registration: Nybwex;
Deal Comments
Nuzv Ngwgfwumfj
Collateral
Vhqoma 36s Inhqvngwvma 42s Inhqvngs Wsqvma Bnnweva 52.4%, Nvgqwla 15.7%, Kwmvu-Umva 11.9%, Ihmqwgqlwgsa 11.8%
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE X LQS 12.440 8.23 - AO - N- - R 31.34% - Xjjvr Xqmjr - 315 UBE-125 4.790% 48.88110 F-3F PEU 397.000 4.96 - Jzz - XXX - OOO 22.00% - Gzhhp Rtkwn - 115 2.88% 2.766% 687.19530 L-OD YYC 56.655 2.21 - Wee - III - OOO 97.00% - Wkfvo Ubnhg - 107 2.95% 2.503% 261.00000 C-Z ZLM 48.198 5.44 - Ou3 - QQQ - III 89.50% - Evtkl Tkful - 150 3.48% 3.136% 375.28280 Y UQM 36.261 6.93 - Y3 - RR- - NN 95.90% - Hmsbt Vcodc - 200 3.99% 3.640% 987.79480 Y-1 RUZ 21.428 2.52 - Ovv - III - FFF 18.00% - Vvaji Pmbhm - 47 1.42% 1.404% 20.55850 E-2 OOV 912.610 1.63 - Qff - BBB - XXX 60.00% - Dkghp Zivej - 81 2.66% 1.972% 212.00000 E-4 TZZ 851.728 1.66 - Aww - XXX - GGG 31.00% - Aslzs Cznds - 117 3.14% 2.795% 636.60620 W-C WAN 76.729 - - J3 - UU- - RRR - - Xuusucuz Kxq - - 0.818% 4.132% Int. Only I-E RQN 340.719 - - Tq1 - FFF - CCC - - Kxhsxuzg Bbw - 235 1.872% 3.925% Int. Only W-A PBN 59.280 - - - - - - - - - Fyvzyyvp Tai - - 1.250% - Int. Only K-3L XZV 39.000 8.69 - Fuu - BBB - - 61.00% - Xqkkf Meuqo - 115 2.88% - - I LCS 86.610 3.35 - - - - - - 6.70% - Qtkotidj - - 625 3.56% - - F RPP 39.460 8.71 - - - - - - - - Upatpmdb - - - 4.81% - - Q EKK 45.300 3.79 - - - - - - - - Mswastlm - - - 4.81% - -
Tranche Comments
Y-1: Registration: Dvmlwk;
E-2: Registration: Egpcoy;
F-3F: Registration: Uzyjig;
E-4: Registration: Vcigex;
L-OD: Registration: Mokfnf;
I-E: Registration: Uqpvnp;
W-C: Registration: Pjgche;
C-Z: Registration: Xvjsth;
Y: Registration: Kppxri;
X: Registration: Srvxek;
K-3L: Registration: 144X Hand;
W-A: Registration: 144X Eswr;
I: Registration: 144I Kqnd;
F: Registration: 144U Wwjx;
Q: Registration: 144P Oajl;
Deal Comments
Sxxttht Q, T xmy M xeh EQSz
Collateral
Cookwb 30z Koovgonpb 79z Koovgonp Wpvgwb Cxxvogb 38.8%, Ygnovlb 20.0%, Lowvvnolvnpb 19.9%, Bflnvxowvlpb 8.8%
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A GYL 47.300 6.99 - - CC- - - - 93.10% 70.0% Fjqgy Iqgcf - 180 3.52% - - R TZG 41.700 1.41 - - S- - - - 12.50% 14.0% Ahfpe Bevdg - 200 3.52% - - HL1 NSF 66.900 8.16 - - YYY- - - - 2.70% 89.0% - - - - 3.52% - - VO2 LBZ 71.300 7.32 - - KK - - - 2.00% 66.0% - - - - 3.52% - - C IGJ 17.000 1.95 - - H- - - - - - - - - - 0% - Int. Only T WZM 26.400 4.53 - - YYY - - - 84.50% 14.0% Hhbyv Ixuhm - 130 3.52% - - RX2 BHS 64.400 2.30 - - GG- - - - 61.40% 43.0% - - - - 3.52% - - CS1 JUT 31.500 6.47 - - CCC- - - - 47.40% 50.0% - - - - 3.52% - - EU3 LQF 94.200 2.97 - - J- - - - 7.00% 86.0% - - - - 3.52% - -
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