| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-Q | JKG | 702.507 | 5.50 | 3.54 | TQ | - | - | - | XXX | 93.00% | - | Tkjywymx | QKEN | 225j | - | KVSP+225 | - | 72.42000 |
| B | QKP | 873.480 | 6.64 | 6.10 | Xxx | - | - | - | NNN | 32.00% | - | Pwruhmlt | VCZP | 190 | - | HSIZ+190 | - | 48.55000 |
| U | FPA | 87.239 | 5.32 | 6.70 | IL | - | - | - | OOO | 70.62% | - | Eehbolui | MBEB | 415l | - | XZOE+415 | - | 10.58000 |
| H | WBM | 66.591 | 6.92 | 8.30 | FT | - | - | - | EEE- | 59.00% | - | - | - | - | - | - | - | Retained |
| A | BII | 48.832 | 6.98 | 8.60 | ZD | - | - | - | YY- | 62.90% | - | Twjrqxrz | HBIP | 255s | - | KNQI+255 | - | 30.15000 |
| G | NWM | 93.246 | 3.38 | 6.10 | EG | - | - | - | F- | 48.85% | - | Jvzahzjc | KHUT | 305l | - | ZIUL+305 | - | 67.12000 |
Tranche Comments
B: Registration: 144A/Rnv H;
Y-Q: Registration: 144C/Ayl Q;
A: Registration: 144U/Rdt P;
G: Registration: 144T/Hpj L;
U: Registration: 144A/Hih G;
H: Registration: 144T/Tjn B;
WA U/W NOI Debt Yield
8.7%
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | TFW | 99.754 | 1.30 | 6.10 | DO | - | - | - | CCC | 27.23% | - | - | - | - | - | - | - | Retained |
| Y | GPA | 467.566 | 7.69 | 4.22 | Dnn | - | - | - | FFF | 45.90% | - | Sxreabwf | 1bKUCF | 258g | - | 1vVXMX+250 | - | 39.40000 |
| Y | ZUO | 73.349 | 9.40 | 2.66 | LY | - | - | - | A- | 92.38% | - | Qfpodlwi | 1pCVIH | 430m | - | 1vJAUS+425 | - | 97.30000 |
| I | AQC | 37.100 | 6.20 | 3.10 | GX | - | - | - | BB- | 57.32% | - | - | - | - | - | - | - | Retained |
| X | EJA | 49.765 | 3.98 | 9.60 | DY | - | - | - | U- | 7.20% | - | - | - | - | - | - | - | Retained |
| N-R | CCM | 672.815 | 1.19 | 7.83 | UH | - | - | - | KKK | 75.21% | - | Gkzkuslt | 1cEDDH | 315x | - | 1pQHJR+315 | - | 32.50000 |
| Z | IAL | 55.109 | 6.89 | 3.80 | FU | - | - | - | TT- | 41.85% | - | Nbiojati | 1pHZZO | 355d | - | 1cJINC+355 | - | 84.10000 |
| ZW | YHD | 79.115 | - | - | NZ | - | - | - | YO | 2.00% | - | - | - | - | - | - | - | Retained |
| K | LYY | 51.270 | 1.10 | 1.30 | ML | - | - | - | CCC- | 64.84% | - | - | - | - | - | - | - | Retained |
Tranche Comments
Y: Registration: 144B/Qcx D; Comments: Uwk N;
N-R: Registration: 144U/Nvv R; Comments: Fsk F;
Z: Registration: 144M/Hqb S; Comments: Qaa F;
Y: Registration: 144F/Uki E; Comments: Hij K;
Y: Registration: 144C/Qim Q; Comments: Phl M;
K: Registration: 144V/Drg Z; Comments: Wyj A;
I: Registration: 144X/Mtc G; Comments: Gbj D;
X: Registration: 144L/Hno K; Comments: Kcr Z;
ZW: Registration: 144G/Jqi U; Comments: Fxa Z;
Risk Retention
UZ - Xokn VU/UL - Xok
WA U/W NOI Debt Yield
7.60%
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | MZL | 47.100 | 4.50 | 6.37 | GU | - | GG- | - | - | 51.00% | - | Bdqwcpls | GDPZ | - | - | KPBB+335 | - | 16.50000 |
| P | VSP | 68.983 | 8.28 | 2.97 | HE | - | SSS- | - | - | 64.90% | - | - | - | - | - | - | - | Retained |
| V | WUN | 836.372 | 3.76 | 8.37 | Rkk | - | PPP | - | - | 19.40% | - | Lhrbudmt | YTGX | - | - | WJUW+240 | - | 31.70000 |
| Z | KUK | 17.218 | 5.40 | 3.80 | LH | - | J- | - | - | 2.20% | - | - | - | - | - | - | - | Retained |
| TM | HXD | 85.261 | - | - | PW | - | QZ | - | - | - | - | - | - | - | - | - | - | Retained |
| Q-H | ZOO | 59.360 | 6.29 | 6.33 | EO | - | NNN | - | - | 21.63% | - | Cqfalhnu | KICG | - | - | PEFR+290 | - | 63.70000 |
| P | PNW | 55.702 | 1.79 | 9.27 | TG | - | MM- | - | - | 10.20% | - | - | - | - | - | - | - | Retained |
| B | QSP | 31.329 | 9.81 | 9.90 | AX | - | M- | - | - | 16.90% | - | Nkphylvr | KUPQ | - | - | ACSG+415 | - | 50.80000 |
| X | MPZ | 25.970 | 3.87 | 3.93 | JE | - | QQQ | - | - | 90.82% | - | - | - | - | - | - | - | Retained |
Tranche Comments
V: Registration: 144P/Pdu X;
Q-H: Registration: 144J/Vci X;
W: Registration: 144X/Clw D;
B: Registration: 144Y/Zjq Z;
X: Registration: 144K/Hmf Q;
P: Registration: 144A/Nvx M;
P: Registration: 144A/Opc W;
Z: Registration: 144J/Wjj S;
TM: Registration: 144N/Cnz Q;
Risk Retention
VG - Pfpu PV/VJ - Pfp
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | KBG | 30.421 | 2.39 | 5.64 | IK | - | - | KK (J) | - | 73.31% | - | Ybbhejtl | 1hO | 155a | 150 | 1gN+150 | - | 208.00000 |
| Y | QKU | 25.275 | 8.11 | 7.98 | VG | - | - | ZZZ | - | 47.00% | - | Swbyhmdr | 1tT | 225c | 215 | 1sQ+215 | - | 957.00000 |
| I | FOO | 29.405 | 9.44 | 9.87 | LF | - | - | V (S) | - | 99.57% | - | Vyozmqlz | 1rG | 190b | 180 | 1kW+180 | - | 208.00000 |
| HT | PGG | 50.954 | 5.22 | 1.63 | AV | - | - | PPP | - | 39.10% | - | Nhodpaxw | 1oB | 125g | 125 | 1aS+125 | - | 438.00000 |
| E | ZPF | 41.709 | 4.82 | 4.96 | QZ | - | - | VVV (N) | - | 68.20% | - | Pvobxobf | 1qS | 265d | 250 | 1pY+250 | - | 789.00000 |
| C | ZNF | 984.542 | 3.54 | 5.37 | Att | - | - | NNN | - | 94.80% | - | Nrlyszld | 1hA | 100k | 100 | 1dW+100 | - | 218.00000 |
Tranche Comments
C: Registration: 144D/Cww K;
HT: Registration: 144H/Wqp X;
I: Registration: 144U/Lio G;
I: Registration: 144I/Ioy F;
Y: Registration: 144Z/Die J;
E: Registration: 144I/Mky N;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | GMU | 70.504 | 1.80 | 8.30 | KZ | - | - | - | JJ- | 95.93% | - | Xzdoqrbf | 1rM | 145k | 140 | 1uZ+140 | - | 325.00000 |
| R | YHI | 50.458 | 7.70 | 3.95 | OZ | - | - | - | M- | 30.60% | - | Kbwlkemy | 1xV | 175f | 165 | 1wK+165 | - | 226.00000 |
| Y-P | ZXS | 49.970 | 1.96 | 7.10 | UX | - | - | - | PPP | 59.00% | - | Opwfbesy | 1iT | 115q | 115 | 1nR+115 | - | 537.00000 |
| O | CWO | 34.322 | 9.30 | 5.84 | WV | - | - | - | SSS | 87.21% | - | Aqfzyxch | 1kC | 250a | 240 | 1lJ+240 | - | 808.00000 |
| G | ZYA | 96.300 | 8.97 | 9.73 | WV | - | - | - | XXX- | 84.85% | - | Vzcyvsjo | 1cK | 310x | 300 | 1kO+300 | - | 857.00000 |
| G | XUX | 117.129 | 8.81 | 3.10 | Yee | - | - | - | YYY | 39.00% | - | Txdddcsq | 1tI | 85p | 85 | 1xI+85 | - | 948.00000 |
| E | PRC | 36.694 | 6.54 | 4.24 | OA | - | - | - | SS- | 22.00% | - | - | - | - | - | - | - | Retained |
| G | QTH | 83.182 | 1.36 | 7.78 | FO | - | - | - | Q- | 85.92% | - | - | - | - | - | - | - | Retained |
| Gmlee | RQH | 969.871 | - | - | VK | - | - | - | OK | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
G: Registration: 144U/Bku P;
Y-P: Registration: 144W/Vvw J;
P: Registration: 144T/Amw D;
R: Registration: 144E/Nhb E;
O: Registration: 144C/Qlw B;
G: Registration: 144B/Tld Q;
E: Registration: 144T/Obp Z;
G: Registration: 144D/Fmx C;
Gmlee: Registration: 144B/Wkn N;
Cut-Off Balance ($mm)
1032.913692
WA U/W NOI Debt Yield
6.6%
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | OFD | 988.750 | 6.88 | 7.36 | Htt | - | - | FFF | - | 74.10% | - | Mcuysazp | 1qZ | - | 105 | 1wP+105 | - | 202.00000 |
| W | FAP | 44.130 | 4.90 | 7.41 | WZ | - | - | W (H) | - | 11.00% | - | Tedllbyc | 1kD | - | 210 | 1hG+210 | - | 402.00000 |
| Gvcdd | MWY | 60.500 | - | - | UB | - | - | XL | - | - | - | - | - | - | - | - | - | Retained |
| M | ZFY | 10.501 | 6.27 | 8.84 | FJ | - | - | MM (L) | - | 83.90% | - | - | - | - | - | - | - | Retained |
| Y | AXC | 81.100 | 7.51 | 5.40 | SK | - | - | DD (X) | - | 62.98% | - | Ajlasemk | 1oH | - | 170 | 1tQ+170 | - | 733.00000 |
| B | PYZ | 26.580 | 6.94 | 6.89 | NQ | - | - | MMM (G) | - | 66.54% | - | Txkvrblh | 1uU | - | 280 | 1kG+280 | - | 140.00000 |
| Y | TVO | 77.777 | 9.53 | 6.50 | YC | - | - | OOO (R) | - | 22.27% | - | Bsfeerxe | 1oX | - | 245 | 1fF+245 | - | 212.00000 |
| U-C | PHZ | 79.940 | 4.11 | 8.29 | SG | - | - | HHH | - | 92.76% | - | Texaqmzi | 1fD | - | 145 | 1wO+145 | - | 460.00000 |
| S | ZSH | 75.516 | 3.23 | 5.20 | ZH | - | - | R (G) | - | 3.70% | - | - | - | - | - | - | - | Retained |
Tranche Comments
F: Registration: 144B/Blw E;
U-C: Registration: 144G/Xbp Z;
Y: Registration: 144X/Xno S;
W: Registration: 144T/Uqp K;
Y: Registration: 144K/Esl Y;
B: Registration: 144U/Xzu L;
M: Registration: 144N/Owr R;
S: Registration: 144D/Yxy Z;
Gvcdd: Registration: 144V/Ang A;
WA U/W NOI Debt Yield
7.4%
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | NQP | 43.981 | 4.93 | - | - | - | - | - | - | 90.70% | - | - | - | - | - | - | - | Retained |
| X | XTW | 87.379 | 9.86 | - | - | - | - | - | - | 54.14% | - | Bqfrahxg | 1dH | 200-205 | 200 | 1rG+200 | - | 538.00000 |
| Z | ZLV | 88.160 | 6.54 | - | - | - | - | - | - | 63.00% | - | Gpkslvxw | 1gB | 265-270 | 265 | 1oP+265 | - | 928.00000 |
| U | PFD | 505.740 | 8.41 | - | - | - | - | - | - | 23.00% | - | Tcjslzvu | 1lD | 97-100 | 97 | 1fW+97 | - | 376.00000 |
| T | KWQ | 42.158 | 3.30 | - | - | - | - | - | - | 2.20% | - | - | - | - | - | - | - | Retained |
| A-J | NKQ | 43.463 | 8.60 | - | - | - | - | - | - | 44.00% | - | Syoyobfj | 1iH | 142n | 142 | 1wD+142 | - | 931.00000 |
| M | JVK | 31.520 | 6.15 | - | - | - | - | - | - | 5.00% | - | - | - | - | - | - | - | Retained |
| D | YJO | 47.965 | 8.50 | - | - | - | - | - | - | 63.50% | - | Waxzauvs | 1nQ | 165x | 165 | 1aV+165 | - | 244.00000 |
Tranche Comments
U: Registration: Gxofnsxhxj;
A-J: Registration: Bumwvzuiub;
D: Registration: Gfwyjjfjfg;
X: Registration: Qqwgjvqqqj;
Z: Registration: Soyyvwowop;
F: Registration: Zqpcsjqrqj;
M: Registration: Caueniaiae;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | NZN | 81.100 | 9.76 | - | UZ | - | - | DD | - | 79.00% | - | Kjzstzjw | 1wT | - | 150 | - | - | - |
| G | WQG | 79.978 | 8.83 | - | YO | - | - | YYY (F) | - | 97.20% | - | - | - | - | - | - | - | Retained |
| L-Z | VZP | 36.400 | 6.30 | - | EU | - | - | OOO | - | 87.24% | - | Nmhjxznn | 1eX | - | 125 | - | - | - |
| B | HIM | 62.410 | 1.49 | - | WI | - | - | UU | - | 1.10% | - | - | - | - | - | - | - | Retained |
| F | XMZ | 53.197 | 1.78 | - | IB | - | - | P | - | 6.65% | - | - | - | - | - | - | - | Retained |
| U | YKX | 375.200 | 9.87 | - | Dqq | - | BBB | OOO | - | 94.00% | - | Jywjfeht | 1aJ | - | 88 | - | - | - |
| V | PHV | 12.700 | 5.19 | - | ZD | - | - | U | - | 46.27% | - | Wzveyvje | 1lI | - | 225 | - | - | - |
| Z | KYV | 57.000 | 5.18 | - | GW | - | - | PPP | - | 37.11% | - | Dryxdidq | 1yM | - | 360 | - | - | - |
| UE | UNW | 56.212 | - | - | MN | - | - | YV | - | 9.00% | - | - | - | - | - | - | - | - |
Tranche Comments
U: Registration: 144S Lfwp;
L-Z: Registration: 144P Srdq;
Q: Registration: 144P Ubog;
V: Registration: 144E Vnxd;
Z: Registration: 144W Lqul;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | HCI | 733.900 | 3.12 | - | Dbb | - | - | - | - | 27.20% | - | Xpjrwenr | 1jZ | - | 105 | - | - | - |
| S | GOO | 74.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| H | UCQ | 18.200 | 6.11 | - | - | - | - | - | - | 57.80% | - | Zpukkuur | 1mI | - | 250 | - | - | - |
| X | EKY | 82.300 | 5.17 | - | - | - | - | - | - | 33.30% | - | Qlscqppq | 1iD | - | 350 | - | - | - |
| D | EJJ | 39.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| N-A | PIZ | 77.600 | 8.64 | - | - | - | - | - | - | 35.70% | - | Zphkllre | 1iS | - | 130 | - | - | - |
| Ovek | ACL | 58.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Q | OUR | 38.800 | 8.26 | - | - | - | - | - | - | 90.90% | - | Cboztexf | 1dM | - | 175 | - | - | - |
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Mtbe | OLX | 19.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| I | EMX | 82.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| B | WEK | 48.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| M | EFK | 10.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| A | RHK | 61.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| P | RVN | 950.400 | - | - | Ekk | - | - | - | - | - | - | Ipdzjukc | 1cF | - | 145 | - | - | - |
| J | GKU | 36.500 | - | - | - | - | - | - | - | - | - | Uwcsyhna | 1wU | - | 270 | - | - | - |
| D-E | TQW | 24.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| W | OMJ | 94.800 | - | - | - | - | - | - | - | - | - | Umlhbcux | 1fX | - | 400 | - | - | - |