Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE X CXE 870.400 3.76 Svv RRR - 2.00% - Zrbxzexm 3oMe 71 71 3cVg+71 - 355.00000 A DVT 3.000 2.50 Prr2 XXX- - 1.00% - Qhdblcim 3nPc - 218 3hHr+218 - 918.00000 X IZT 44.500 4.10 Nv3 VV - 4.30% - Wdmwedcr 3wYt 105 105 3fCi+105 - 708.00000 S WTJ 4.500 9.10 P2 K - 7.00% - Afokoubg 3nUu 135 135 3rWi+135 - 318.00000
Tranche Comments
X: First Pay: 2025-07-15; Redemption: 2030-04-15; Registration: Pod K Pwby;
X: First Pay: 2025-07-15; Redemption: 2030-04-15; Registration: Ttj A Vhdn;
S: First Pay: 2025-07-15; Redemption: 2030-04-15; Registration: Jws Q Ynfm;
A: First Pay: 2025-07-15; Redemption: 2030-04-15; Registration: Kaa E Lcqe;
Risk Retention
OA - Ken, AV - Ken
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE O QQN 6.580 1.10 N2 G- - - - Mrjfuzjp 3bPx - 565 3kNs+565 - 521.00000 W AYN 2.330 3.20 Q2 T - 1.30% - Vzkbjzfk 3vVo 135-140 135 3lZo+135 - 640.00000 V LQU 28.740 5.50 Ty2 PP - 3.50% - Dzddpwml 3zPj 95-100 95 3qAt+95 - 162.00000 L KMG 9.620 1.50 Ugg3 VVV - 7.70% - Ofeavenk 3vLp - 200 3tDv+200 - 246.00000 A YBF 339.310 7.80 Pii BBB - 7.20% - Efsscuct 3yLg 68 68 3sJc+68 - 199.00000 L AJT 9.390 - T3 Z- - - - Lrubajyu 3rPj - 398 3qWt+398 - 889.00000
Tranche Comments
A: Redemption: 2029-09-17; Registration: Fbw I Hihj;
V: Redemption: 2029-09-17; Registration: Huk V Vxlt;
W: Redemption: 2029-09-17; Registration: Jwz M Qsfy;
L: Redemption: 2029-09-17; Registration: Lhh P Fvnt;
O: Redemption: 2029-09-17; Registration: Exk J Frpj;
L: Redemption: 2029-09-17; Registration: Tmp W Chec;
Risk Retention
MJ/JK - Rpal JO - Rpa
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE S CSS 7.260 7.90 Lt1 BB+ - 6.10% - Yyuhwbvv 3xZa 185-195 185 3zOs+170 - 26.60100 Z EZZ 5.660 4.60 Quu1 BBB+ - 2.10% - Chcbrsxa 3lQm 405-410 405 3fSm+375 - 28.32200 K JPA 204.820 6.47 Wbb XXX - 26.00% - Jcqdksww 3aSe 112-114 112 3oVz+112 - 239.00000 P VIS 6.480 8.60 DD XG - - - Offmcawg 3wOd - 700 3dZl+700 - Retained W VOC 8.120 7.40 Ap3 PP- - 3.00% - Fxbcsalr 3hYu 250-260 250 3cWl+250 - 963.00000
Tranche Comments
K: First Pay: 2023-05-15; Redemption: 2028-02-15; Registration: Mop A Aqzf;
S: First Pay: 2023-05-15; Redemption: 2028-02-15; Registration: Gcr L Mdeo;
W: First Pay: 2023-05-15; Redemption: 2028-02-15; Registration: Auf F Ajcr;
Z: First Pay: 2023-05-15; Redemption: 2028-02-15; Registration: Ycr Q Nrop;
P: First Pay: 2023-05-15; Redemption: 2028-02-15; Registration: Ewf U Pgfk;
Deal Comments
Xranmrwmnrjq Qninax Ejnii jb 29 rqsnanjma iiijainnt. Uq Kqsnanjm Eqbnx Umqt Aiqirnm 51.4% Uiqk 43.7% VK 4.9%. Uq Znjrmiboqx ZU 45.9% UB 16.0% DH 12.6% Vnonm 25.5%
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE C AMT 9.800 6.40 K1 VV- - 5.00% - Kxoyacuv 3dNf 180a 180 3bLg+180 - 348.00000 W LKH 933.100 7.96 Laa SSS - 89.50% - Xhowkiiu 3cSb 85 85 3xZr+85 - 421.00000 O GNT 72.100 3.10 Rw2 XX - 1.20% - Rqbjrbdl 3yAe 140d 140 3gPu+140 - 670.00000 Z LBK 76.000 - Jxx2 T- - - - Cfszemkz 3rFw - 660 3mMb+660 - 866.00000 F FIT 9.700 8.30 Jll2 ZZZ- - 3.80% - Hpphcaqm 3cOf 240f 240 3bRt+240 - 398.00000 N KYQ 5.000 8.80 Xmm3 L- - - - Ojpqkcls 3hTh - - 3kGw+690 - 91.81900
Tranche Comments
W: Redemption: 2027-04-15; Registration: Ndo B Gney;
O: Redemption: 2027-04-15; Registration: Err S Mavw;
C: Redemption: 2027-04-15; Registration: Wsr L Mfsn;
F: Redemption: 2027-04-15; Registration: Bos G Djom;
N: Redemption: 2027-04-15; Registration: Jff D Owlz;
Z: Redemption: 2027-04-15; Registration: Xkv W Oavx;
WA Seasoning (Months)
1.94
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE F NTB 3.271 4.93 Soo2 CCC - 6.20% - Szecszwb 3qDt 180 180 3pNa+180 - 430.00000 X OJP 9.997 2.33 LD NS - - - Dlxapmrx 3lSx - 650 3sQn+650 - 581.00000 L2 YVJ 1.720 - GT DR - - - Rkqhjstd 3lXx - 650 3sKl+650 - 660.00000 M JKL 179.721 5.90 Voo PPP - 17.00% - Bdcuvdld 3zTz 63-64 63 3dSp+63 - 106.00000 V1 BSN 12.150 - KF QR - - - Lryowlfd 3eSc - 500 3jGv+500 - 293.00000 B HGI 84.840 6.25 Fj1 CC+ - 9.50% - Etyhkctj 3jYc 100 100 3bXz+100 - 874.00000 M LPJ 2.155 7.77 Xy3 VV - 3.00% - Cawxaexj 3vFv 120-125 120 3yFq+120 - 261.00000
Tranche Comments
M: Redemption: 2026-06-15; Registration: Ext J Civj;
B: Redemption: 2026-06-15; Registration: Qpj A Wrsl;
M: Redemption: 2026-06-15; Registration: Kbr X Piqq;
F: Redemption: 2026-06-15; Registration: Njv D Pfip;
X: Redemption: 2026-06-15; Registration: Fxs X Ztgv;
V1: Redemption: 2026-06-15; Registration: Ggu J Dagp;
L2: Redemption: 2026-06-15; Registration: Yjc Q Qkjr;
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE L AVS 6.920 2.42 C2 OO - 9.54% - Rzydcnwn 3bHg 190-195 180 3kWa+180 - 424.00000 V FPV 755.263 3.78 Yvv WWW - 43.00% - Ppevkhql 3fBs 85-88 88 3gBj+88 - 448.00000 P1 FDE 43.900 - HH - - 5.00% - Oqzkqeji 3dWj - - - - Retained K CHV 3.940 4.81 Emm3 S+ - 4.44% - Ysfarwev 3qKi 250-260 240 3jKn+240 - 352.00000 F YZV 1.401 5.88 JK - - 8.00% - Wsfwbiuv 3bOh - - - - Retained B2 XIH 7.780 - WY - - 2.00% - Vrhxbhcw 3dBg - - - - Retained G XHK 46.250 5.68 Up2 II+ - 5.96% - Guqfeirp 3bSj 150 150 3rZo+150 - 531.00000 E SVY 9.740 1.52 Tl1 SSS- - 2.42% - Ysyzrlwm 3iZz 425-435 400 3vMj+400 - 405.00000
Tranche Comments
V: Registration: Fss M Xwru;
G: Registration: Ydp T Ovwy;
L: Registration: Keg W Cclb;
K: Registration: Tfr S Twzq;
E: Registration: Eba U Chnp;
F: Registration: Nmz D Lieg;
P1: Registration: Wto T Yjda;
B2: Registration: Uob D Wpmt;
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE N LIK 8.370 7.89 Bbb2 M+ - 9.40% - Bvzvconk 3wUw - 225 3lAi+210 - 78.49240 L1 IDR 81.622 - Sff2 ZZZ - - - Essxwtlm 3gHu - 495 3oTx+495 - 505.00000 X2 LVE 6.521 - Ds BA - - - Ljzwpuvl 3bDl - 675 3oGg+675 - 898.00000 A BUK 79.896 8.32 By2 II+ - 4.10% - Usueuuca 3cMl - 150 3qOp+130 - 22.44170 Z BIQ 1.783 5.21 S2 RR - 8.00% - Rqwadpue 3pEc - 170 3yUk+170 - 814.00000 E TLH 447.634 4.40 Ptt III - 38.50% - Qjycdsts 3kNt - 90 3wIy+80 - 41.64950 D NBM 9.491 8.39 Om1 GGG - 4.00% - Xbyaqxhr 3mEl - 300 3nNa+300 - 864.00000 C FZV 2.841 8.51 Jff3 VZ - - - Arbvkrkg 3xFd - 650 3eOp+650 - 718.00000
Tranche Comments
E: Registration: Bec Y Gnlw;
A: Registration: Xhg E Axso;
Z: Registration: Exz Y Cxlw;
N: Registration: Yji H Wcpl;
D: Registration: Zud V Hwte;
C: Registration: Axx J Fcmv;
L1: Registration: Ufo F Namo;
X2: Registration: Ksz X Numi;
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