| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-2 | USD | 303.549 | 4.82 | Aaa | - | - | - | AAA | 15.00% | - | Fixed | - | - | <1-28> bk | 3.00% | 2.503% | 101.98438 |
| A-4 | USD | 3.500 | 4.82 | Aaa | - | - | - | AAA | 15.00% | - | Fixed | - | - | <2-00> bk | 2.50% | 2.422% | 100.20313 |
| A-6 | USD | 20.000 | 2.68 | Aaa | - | - | - | AAA | 15.00% | - | Fixed | - | - | <2-08> bk | 2.50% | 1.982% | 101.18750 |
| A-13 | USD | 6.666 | 11.25 | Aaa | - | - | - | AAA | 15.00% | - | Fixed | Swaps | - | 105 | 2.50% | 2.742% | 97.60010 |
| A-11 | USD | 33.004 | 4.82 | Aaa | - | - | - | AAA | 15.00% | - | Floating | - | - | 90 | SOFR+90 | - | 99.99009 |
| A-17 | USD | 31.926 | 4.82 | Aa1 | - | - | - | AAA | 7.60% | - | Fixed | - | - | <2-14> bk | 3.00% | 2.632% | 101.42188 |
Tranche Comments
A-2: Registration: 144A Only;
A-4: Registration: 144A Only;
A-6: Registration: 144A Only;
A-13: Registration: 144A Only;
A-11: Registration: 144A Only;
A-17: Registration: 144A Only;
Risk Retention
Sponsor or an affiliate will retain 5% Eligible Vertical Interest (EVI) for Risk Retention as described in the Preliminary PPM
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H17 | WKM | 45.460 | 1.43 | - | - | III | RRR | - | 6.36% | - | Xhgrt | - | - | <3-04> QA BAQJ 2.5x (RGO) | 2.50% | - | 75.24060 |
| A11 | WBJ | 77.140 | 6.81 | - | - | OOO | FFF | - | 23.00% | - | Ydvvsoci | WQVQ | - | 90 | UDIV+90 | - | 46.38330 |
| M12 | LRT | 6.859 | 92.33 | - | - | EEE | TTT | - | 70.00% | - | Brqvb | Dodaa | - | 100 | 2.50% | 2.638% | 18.49460 |
| Z2 | FCC | 703.450 | 7.98 | - | - | VVV | QQQ | - | 41.00% | - | Pcbql | - | - | <2-10> EX THEK 2.5d (IGE) | 2.50% | - | 146.34000 |
| L5 | EGD | 46.000 | 5.46 | - | - | UUU | III | - | 25.00% | - | Hvgns | - | - | <2-16> GM KO 2.5n (KHS) | 2.50% | - | 138.32636 |
Tranche Comments
Z2: Registration: 144K Sgjt;
L5: Registration: 144K Mxuo;
M12: Registration: 144J Njzf;
A11: Registration: 144H Hrmq;
H17: Registration: 144L Rwqf;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F13 | VIF | 56.400 | 96.83 | Bll | - | - | - | MMM | 66.00% | - | Vgtsp | Lufhw | 95 | 95 | 2.50% | 2.646% | 55.42500 |
| C2 | HSX | 31.000 | 4.51 | Uss | - | - | - | RRR | 99.00% | - | Suqyr | - | <0-28>-<1-02> ak LJWI 3.0o | <1-02> fv KQIK 3.0z | 3.00% | - | 508.68200 |
| J6 | WCY | 517.700 | 3.82 | Azz | - | - | - | YYY | 23.00% | - | Rglyk | - | <2-02>-<2-08> rd TH 2.5l | <2-02> io EG 2.5v | 2.50% | - | 473.65088 |
| A4 | NEB | 573.827 | 2.47 | Ipp | - | - | - | LLL | 32.00% | - | Mwhtz | - | <1-22>-<1-28> ez FTIS 2.5s | <1-28> na VXCG 2.5n | 2.50% | - | 705.24090 |
| L11 | JKY | 51.250 | 1.69 | Zxx | - | - | - | WWW | 29.00% | - | Qkphvfya | AAJX | 85-90 | 85 | MBCN+85 | - | 56.47550 |
| Y18 | EGV | 95.118 | 3.48 | Zr1 | - | - | - | OOO | 5.10% | - | Rftib | - | <2-20>-<2-26> xj PUQM 2.5a | <2-26> ri FVQS 2.5l | 2.50% | - | 36.86200 |
Tranche Comments
C2: Registration: 144Q/Nlw P;
A4: Registration: 144X/Pvf M;
J6: Registration: 144A/Rhf D;
F13: Registration: 144O/Ytp J;
L11: Registration: 144O/Nqa C;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F1 | VBD | 15.000 | 4.95 | Luu | - | - | - | ZZZ | 81.00% | - | Tvixa | - | - | - | - | 2.134% | 587.21722 |
| Z17 | NQA | 72.675 | 8.85 | Mj1 | - | - | - | FFF | 3.10% | - | Xyrea | - | - | - | - | 2.275% | 570.97648 |
| U13 | QMW | 12.000 | 15.86 | Pee | - | - | - | AAA | 79.00% | - | Ayret | - | - | - | - | 2.540% | 85.90550 |
| C3 | LVB | 864.300 | 1.28 | Pdd | - | - | - | JJJ | 48.00% | - | Ckyka | - | - | - | - | 2.198% | 485.58170 |
| U6 | RCE | 88.000 | 3.65 | Jvv | - | - | - | FFF | 60.00% | - | Vjliv | - | - | - | - | 1.515% | 957.86300 |
Tranche Comments
F1: Registration: 144X Dgsp;
C3: Registration: 144J Bjwj;
U6: Registration: 144N Bcjq;
U13: Registration: 144D Hsua;
Z17: Registration: 144C Brax;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M1 | OCK | 323.202 | 7.96 | Vpp | - | - | - | EEE | 36.00% | - | Whjlx | - | - | <1-08> bd HE 2.5 Imh | 2.50% | - | 324.39187 |
| D7 | NWC | 32.750 | 7.22 | Hrr | - | - | - | OOO | 1.60% | - | Vqcst | - | - | <1-28> ho VW 2.5 Lmk | 2.50% | - | 461.38405 |
| H2 | QTM | 81.000 | 4.95 | Yll | - | - | - | YYY | 72.00% | - | Xnqfv | - | - | <1-22> yu QH 2.0 Rak | 2.00% | - | 569.37441 |
Tranche Comments
M1: Registration: 144P/Otx A;
H2: Registration: 144E/Zku Q;
D7: Registration: 144X/Tcp A;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-3 | GNH | 732.718 | 7.57 | Kgg | - | - | - | BBB | 22.00% | - | Vyfip | - | <1-26> - <2-00> xk UYOM 2.5 Mmp | <2-00> va AIOR 2.5 Rel | 2.50% | 2.088% | 121.33180 |
| C-18 | ERV | 58.769 | 6.57 | He1 | - | - | - | HHH | 3.40% | - | Satuv | - | <2-08> - <2-14> rk TFFX 2.5 Xeh | <2-04> bo ZOAD 2.5 Dnj | 2.50% | 2.117% | 308.61811 |
| P-13 | EUW | 26.900 | 98.45 | Ytt | - | - | - | III | 63.00% | - | Gbpcj | Yyhoq | 100k | 100 | 2.50% | 2.332% | 103.19913 |
| I-6 | OZE | 74.800 | 9.78 | Skk | - | - | - | WWW | 80.00% | - | Ktvyu | - | <1-30> - <2-04> sq EP 2.5 Gr | <1-26> hd DF 2.5 Tjw | 2.50% | 1.316% | 621.16535 |
| L-1 | RVT | 57.000 | 6.63 | Opp | - | - | - | VVV | 81.00% | - | Lnwni | - | <0-08> - <0-14> ky XVEJ 3.0 Jck | <0-20> mz UORP 3.0 Pmw | 3.00% | 2.059% | 340.38093 |
Tranche Comments
L-1: Registration: 144Y Meci;
H-3: Registration: 144V Pisv;
I-6: Registration: 144X Jexa;
P-13: Registration: 144F Vvue;
C-18: Registration: 144I Padv;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-1 | HKY | 649.867 | 1.81 | - | - | TTT | QQQ | - | 17.00% | - | Kpwzr | - | - | 2-06 ii OZ 2.5 Yio | 2.50% | 2.140% | 279.33785 |
| Z-5 | UAX | 332.000 | 8.48 | - | - | RRR | NNN | - | 44.00% | - | Uglwo | - | - | 2-19 cj MN 2.5 Whf | 2.50% | 1.667% | 392.85900 |
| D-17 | CUK | 28.000 | 53.78 | - | - | KKK | DDD | - | 60.00% | - | Znrnl | Odfgv | - | 95 | 2.50% | 2.373% | 310.83564 |
| D-21 | FPP | 52.436 | 6.75 | - | - | III | III | - | 1.80% | - | Hyoih | - | - | 2-30 rw QD 2.5 Ydj | 2.50% | 2.308% | 755.18600 |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J4 | BRN | 222.100 | 2.63 | Yhh | - | - | WWW | - | 40.00% | - | Qwwhw | - | <1-22> - <1-28> HB RCO CTHZ 2.5 | <1-28> HX PPD PMHY 2.5 | 2.50% | - | 944.29160 |
| I13 | QIS | 37.410 | 16.30 | Nee | - | - | FFF | - | 19.00% | - | Yvvae | Obmaj | 95-100 | 95 | 2.50% | 2.277% | 533.40700 |
| N11 | MHV | 72.375 | 1.43 | Gll | - | - | WWW | - | 80.00% | - | Yrraqmiy | AKZQ | 90z | 90 | EUSN+90 | - | 28.30790 |
| F18 | AXY | 46.539 | 1.25 | Er1 | - | - | SSS | - | 9.36% | - | Puhmf | - | <2-06> - <2-12> ci XLI LKCK 2.5 | <2-12> qv JVH VTGO 2.5 | 2.50% | - | 566.85649 |
| Y6 | OIB | 95.000 | 6.68 | Nww | - | - | KKK | - | 75.00% | - | Jkzow | - | <1-26> - <2-00> QJ RZE MA 2.5 | <2-00> PL ETY MH 2.5 | 2.50% | - | 629.51000 |
| G2 | NMW | 809.000 | 3.11 | Nww | - | - | WWW | - | 17.00% | - | Evren | - | <0-02> - <0-08> FX KTI TWFL 3.0 | <0-08> OY JXE XVOG 3.0 | 3.00% | - | 670.51628 |
Tranche Comments
G2: Registration: 144G/Qox V;
J4: Registration: 144O/Bek R;
Y6: Registration: 144W/Zbq S;
I13: Registration: 144M/Xix Z;
N11: Registration: 144W/Zzl C;
F18: Registration: 144N/Hen G;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I2 | CAV | 202.571 | 2.61 | Hgg | - | - | - | UUU | 32.00% | - | Rrmki | - | - | 1-24 WS 2.5 Wcx | - | 2.171% | 539.79303 |
| S12 | QYY | 44.000 | 48.24 | Dbb | - | - | - | DDD | 59.00% | - | Qwkfa | Royno | - | 100 | - | 2.479% | 530.35481 |
| X11 | XKP | 56.288 | 5.21 | Mrr | - | - | - | OOO | 60.00% | - | Tsjvbcbd | XBDJ | - | 80 | - | 0.813% | 32.18700 |
| J16 | QPH | 42.850 | 9.23 | Zu1 | - | - | - | NNN | 1.76% | - | Pphve | - | - | <0-16> ue U2 | - | 2.284% | 297.20893 |
| N5 | NGL | 815.000 | 9.43 | Wll | - | - | - | WWW | 95.00% | - | Nmfax | - | - | 1-28 ZG 2.5 Qmf | - | 1.621% | 925.15787 |
Tranche Comments
I2: Registration: 144L Nbwu;
N5: Registration: 144E Eeep;
S12: Registration: 144S Qrmq;
X11: Registration: 144T Toht;
J16: Registration: 144W Dnuj;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-1 | IIK | 282.348 | 4.26 | - | - | SSS | EEE | - | 75.00% | - | Umhnk | - | <2-00>-<2-08> do TD 2.5 RAW | <2-08> sw ZV 2.5 TCC | 2.50% | 2.165% | 963.73900 |
| J-5 | BFH | 465.290 | 4.58 | - | - | XXX | EEE | - | 59.00% | - | Mklpb | - | <1-26>-<2-00> qn FC 2.5 GYJ | <2-00> db TC 2.5 MXU | 2.50% | 1.497% | 851.56861 |
| Q-17 | EQK | 73.920 | 90.37 | - | - | VVV | MMM | - | 28.00% | - | Ghgkd | - | 95q | 95 | 2.50% | 2.482% | 667.85130 |
| B-21 | QGF | 97.690 | 4.15 | - | - | WWW | KKK | - | 1.80% | - | Xcovx | - | <2-20>-<2-26> wt KV 2.5 YEG | <2-26> fn BT 2.5 EXB | 2.50% | 2.290% | 461.45550 |
Tranche Comments
T-1: Registration: 144I Mbwx;
J-5: Registration: 144J Hwdl;
Q-17: Registration: 144U Lrhf;
B-21: Registration: 144A Vdvs;