CLASS F/MDYs SIZE($MM) WAL(YRS) C/E CUM LTV NOI DY
A-1 AAA(sf)/Aaa(sf) 93.159 2.51 16.875% 49.3% 15.1%
A-2 AAA(sf)/Aaa(sf) 201.377 4.81 16.875% 49.3% 15.1%
A-3 AAA(sf)/Aaa(sf) 62.389 6.74 16.875% 49.3% 15.1%
A-FL AAA(sf)/Aaa(sf) 100.000 9.68 16.875% 49.3% 15.1%
A-4 AAA(sf)/Aaa(sf) 671.432 9.84 16.875% 49.3% 15.1%
A-SB AAA(sf)/Aaa(sf) 102.472 7.33 16.875% 49.3% 15.1%
B AA(sf)/Aa2(sf) 42.570 9.93 14.000% 51.0% 14.6%
C A+(sf)/A2(sf) 42.570 9.93 11.125% 52.7% 14.1%
D A-(sf)/Baa1(sf) 33.316 9.93 8.875% 54.1% 13.7%
E BBB-(sf)/Baa3(sf) 51.824 9.93 5.375% 56.2% 13.2%
X-A AAA(sf)/Aaa(sf) 1,230.829*
X-B NR/Aaa(sf) 249.868*
76 loans, 132 properties, 5.335% WAC, 108 WAM, 61.5% wavgLTV, 1.79x wavgDSCR,
LOAN SELLERS: WFB (78.9%), RBS (14.3%), GE CAPITAL (6.8%)
Retail (42.6%), Office(13.3%), Hospitality (12.3%), Industrial (11.1%), Multifamily(8.0%)
CA (19.1%), WI (12.9%), NY (10.7%), TX (7.8%), FL (7.0%)
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