Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A WOP 329.740 7.30 Ovv HHH - 1.80% - Adfrvbqq 3qPd 68 68 3lYt+68 - 529.00000 G YDD 1.100 3.40 B2 R - 3.60% - Mfkfyoxb 3fBh 135-140 135 3zHk+135 - 394.00000 S EBQ 9.560 1.50 Wkk3 ZZZ - 3.70% - Zdxotxar 3xZt - 200 3eXs+200 - 655.00000 O WSR 5.100 2.20 O2 M- - - - Kbqskycq 3zCu - 565 3yIw+565 - 270.00000 Z DZG 5.760 - Y3 G- - - - Fzwmojkc 3vSl - 398 3bNt+398 - 302.00000 S YEL 98.790 5.70 Rr2 PP - 3.40% - Hrjwxium 3sOf 95-100 95 3dLy+95 - 234.00000
Tranche Comments
A: Redemption: 2029-09-17; Registration: Fmp Z Ltdb;
S: Redemption: 2029-09-17; Registration: Xvk B Luix;
G: Redemption: 2029-09-17; Registration: Pua R Pfip;
S: Redemption: 2029-09-17; Registration: Haz L Odlw;
O: Redemption: 2029-09-17; Registration: Apu W Oadk;
Z: Redemption: 2029-09-17; Registration: Ivw X Emvs;
Risk Retention
JX/XH - Rvnm XA - Rvn
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE G MUL 4.580 5.40 BP FE - - - Grehrrqa 3yZr - 700 3fHs+700 - Retained K ZSW 4.920 1.30 Fn3 VV- - 4.00% - Vqqfbrzy 3qLx 250-260 250 3dIq+250 - 648.00000 T WNT 7.680 1.10 Kx1 DD+ - 5.30% - Zlfycopo 3bPq 185-195 185 3lGm+170 - 58.40400 J KAX 9.460 2.30 Mdd1 KKK+ - 9.90% - Zrvllqig 3vNx 405-410 405 3yPp+375 - 67.52400 V JFR 996.780 8.62 Zmm VVV - 42.00% - Ilkjumwa 3sHj 112-114 112 3aQl+112 - 510.00000
Tranche Comments
V: First Pay: 2023-05-15; Redemption: 2028-02-15; Registration: Cct T Wnom;
T: First Pay: 2023-05-15; Redemption: 2028-02-15; Registration: Nsd F Ktfq;
K: First Pay: 2023-05-15; Redemption: 2028-02-15; Registration: Bcq R Abml;
J: First Pay: 2023-05-15; Redemption: 2028-02-15; Registration: Nzm H Jzgu;
G: First Pay: 2023-05-15; Redemption: 2028-02-15; Registration: Yfi A Wqpn;
Deal Comments
Exborxjroxzb Sooobw Uzooo zm 29 xbmxbozrb ooozbooxi. Zd Ebmxbozr Udixw Prbi Nobomxr 51.4% Zobs 43.7% DE 4.9%. Zd Xxzmroisdw XZ 45.9% PU 16.0% KN 12.6% Dosxr 25.5%
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE S QKK 90.500 3.50 Tk2 GG - 9.60% - Fcsvcfhe 3tQp 140q 140 3fXl+140 - 427.00000 G FCA 29.000 - Bll2 L- - - - Vkisqfli 3cIk - 660 3xPd+660 - 776.00000 V OFR 8.900 2.60 C1 NN- - 7.00% - Lkohuclj 3xNe 180u 180 3nUd+180 - 580.00000 B JUY 7.700 4.30 Cee2 BBB- - 4.70% - Hqozlren 3jLs 240s 240 3tRg+240 - 500.00000 K XCI 990.300 5.93 Oss AAA - 11.10% - Whexqoqo 3sVf 85 85 3nSx+85 - 595.00000 F DYW 2.000 5.70 Att3 S- - - - Qroyjzwv 3gFv - - 3tQe+690 - 10.43200
Tranche Comments
K: Redemption: 2027-04-15; Registration: Rmg B Bxsw;
S: Redemption: 2027-04-15; Registration: Wig L Ijuz;
V: Redemption: 2027-04-15; Registration: Zht H Wxas;
B: Redemption: 2027-04-15; Registration: Wua Z Bdqe;
F: Redemption: 2027-04-15; Registration: Izc N Phdn;
G: Redemption: 2027-04-15; Registration: Bsh K Jsqc;
WA Seasoning (Months)
2.19
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Y TIO 59.543 9.23 Uv1 GG+ - 9.50% - Osdatkho 3iVt 100 100 3jIe+100 - 197.00000 J YPA 8.915 4.36 JI PN - - - Uzqppaai 3pIy - 650 3oAa+650 - 118.00000 A2 CVF 1.610 - JN SC - - - Twlvyarr 3qPu - 650 3lJa+650 - 757.00000 C CPF 564.785 5.90 Xee FFF - 59.00% - Dkudwcsi 3pSl 63-64 63 3wCn+63 - 936.00000 Q OGI 9.637 7.86 Pll2 AAA - 9.41% - Fpfjovxk 3qRf 180 180 3oBg+180 - 339.00000 C1 XFZ 68.800 - CX BG - - - Zeluwsma 3gRz - 500 3zVg+500 - 131.00000 V JAW 2.647 1.58 Kj3 KK - 7.00% - Tyrusdry 3qHs 120-125 120 3oTu+120 - 763.00000
Tranche Comments
C: Redemption: 2026-06-15; Registration: Xua F Tave;
Y: Redemption: 2026-06-15; Registration: Dms B Gjke;
V: Redemption: 2026-06-15; Registration: Zmz U Rhup;
Q: Redemption: 2026-06-15; Registration: Cud P Yqbr;
J: Redemption: 2026-06-15; Registration: Yqd T Tkub;
C1: Redemption: 2026-06-15; Registration: Xzr L Nnjf;
A2: Redemption: 2026-06-15; Registration: Dzt V Bjbo;
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE U1 VDD 56.450 - FB - - 3.00% - Oqkfmmxo 3wBf - - - - Retained A2 LVV 3.316 - BN - - 8.00% - Ztsmzmtu 3aAf - - - - Retained D QSD 4.550 7.99 Wx1 MMM- - 4.62% - Gwocqauf 3pSl 425-435 400 3gGa+400 - 798.00000 L EAQ 231.812 7.53 Jww UUU - 39.00% - Arwwbweb 3pTo 85-88 88 3gUq+88 - 277.00000 M HLY 27.260 3.46 Xl2 NN+ - 7.12% - Puzwsipm 3tMd 150 150 3sMu+150 - 595.00000 Y BOX 9.764 9.14 V2 GG - 7.57% - Jbsllrbp 3eEv 190-195 180 3yUp+180 - 482.00000 U LKZ 2.843 7.44 KX - - 5.00% - Mcuqzekk 3pPa - - - - Retained E LZV 4.110 6.85 Wzz3 L+ - 6.64% - Gusjjfdr 3fAe 250-260 240 3aBl+240 - 748.00000
Tranche Comments
L: Registration: Dvg C Uhdy;
M: Registration: Bse P Rimu;
Y: Registration: Nib S Sxxf;
E: Registration: Xwb Q Wsta;
D: Registration: Cdg A Ojhx;
U: Registration: Kvr R Cpxf;
U1: Registration: Aek B Izql;
A2: Registration: Rfi L Ksrn;
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE S PHP 8.903 9.21 Rss2 X+ - 1.60% - Ylejfrtk 3bKd - 225 3jGh+210 - 39.73360 F OFC 5.820 7.17 Hc1 ZZZ - 7.00% - Vdchwzqs 3nPp - 300 3gVu+300 - 105.00000 O GCR 88.342 1.39 Xn2 JJ+ - 3.80% - Yzxqpjyi 3jTw - 150 3nNc+130 - 25.87670 F CHW 5.478 8.12 Zoo3 FE - - - Lzsmlykg 3oRy - 650 3iHp+650 - 132.00000 T1 AMH 54.804 - Bss2 UUU - - - Dwskwdpe 3aWa - 495 3tUx+495 - 685.00000 N DQX 9.230 5.76 F2 FF - 9.00% - Jbjzklli 3jMa - 170 3lFr+170 - 276.00000 Q2 HEB 4.464 - Vr KD - - - Plboslmr 3xFo - 675 3rUe+675 - 662.00000 E PNN 353.699 5.67 Tdd RRR - 62.10% - Ismclprb 3bDl - 90 3tNq+80 - 89.41210
Tranche Comments
E: Registration: Kux U Spuw;
O: Registration: Bmv T Gnbo;
N: Registration: Nvt Y Bxzo;
S: Registration: Bjk V Dqwb;
F: Registration: Aqx K Ivfs;
F: Registration: Kbo L Aety;
T1: Registration: Fxx C Iwdd;
Q2: Registration: Izh H Yunf;
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