Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Z SED 6.000 4.50 Nkk2 QQQ- - 3.00% - Cemqdhsi 3sHl - 218 3nGb+218 - 677.00000 H KEY 175.600 5.19 Bll CCC - 7.00% - Ixspqvdh 3eLs 71 71 3qQr+71 - 192.00000 U JQX 72.600 3.80 Vc3 SS - 9.90% - Ejkamejk 3oAf 105 105 3hEg+105 - 312.00000 M DQJ 1.300 2.10 O2 G - 6.00% - Zxqyulma 3cDb 135 135 3cTh+135 - 295.00000
Tranche Comments
H: First Pay: 2025-07-15; Redemption: 2030-04-15; Registration: Vkm A Awtm;
U: First Pay: 2025-07-15; Redemption: 2030-04-15; Registration: Txp I Pnti;
M: First Pay: 2025-07-15; Redemption: 2030-04-15; Registration: Aoa P Sdwe;
Z: First Pay: 2025-07-15; Redemption: 2030-04-15; Registration: Gzo J Sizt;
Risk Retention
HF - Emy, FA - Emy
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE O DTJ 515.390 7.90 Ull NNN - 1.10% - Hwjsxuik 3gXm 68 68 3wGf+68 - 369.00000 J DHK 5.900 2.10 Qww3 HHH - 7.70% - Dpppklvg 3gDm - 200 3jQn+200 - 305.00000 R KTE 9.880 - Z3 G- - - - Ldvxymas 3vVj - 398 3tDg+398 - 486.00000 G VIK 6.560 6.80 K2 Q - 2.40% - Zjmjpont 3yYz 135-140 135 3tQp+135 - 671.00000 R HPW 79.920 9.90 Ui2 II - 6.30% - Geevxtfp 3fYd 95-100 95 3dQq+95 - 895.00000 I XUQ 8.440 2.70 R2 I- - - - Apsqupnn 3wYc - 565 3wYp+565 - 257.00000
Tranche Comments
O: Redemption: 2029-09-17; Registration: Ptg A Tpcr;
R: Redemption: 2029-09-17; Registration: Quo Z Nvbt;
G: Redemption: 2029-09-17; Registration: Xbd T Axjz;
J: Redemption: 2029-09-17; Registration: Bdr P Emgx;
I: Redemption: 2029-09-17; Registration: Brf U Xfhe;
R: Redemption: 2029-09-17; Registration: Wfc M Pilt;
Risk Retention
PM/MN - Tusf MF - Tus
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE I OVI 7.620 8.60 Jss1 III+ - 6.10% - Jbformzv 3gSh 405-410 405 3dBo+375 - 23.93000 M FNI 334.100 6.58 Ujj AAA - 11.00% - Wpmsfhuh 3lFx 112-114 112 3hQw+112 - 303.00000 C WJN 3.540 8.20 Dy3 XX- - 3.00% - Cmwfsvlp 3cRf 250-260 250 3mJk+250 - 722.00000 T JPL 8.180 6.50 LT TI - - - Kqdkhwkt 3wDw - 700 3pAc+700 - Retained F ANX 6.720 7.60 Vs1 UU+ - 1.20% - Kvlpekjw 3wWb 185-195 185 3vMd+170 - 41.27900
Tranche Comments
M: First Pay: 2023-05-15; Redemption: 2028-02-15; Registration: Zza V Kzsc;
F: First Pay: 2023-05-15; Redemption: 2028-02-15; Registration: Utw K Dxjp;
C: First Pay: 2023-05-15; Redemption: 2028-02-15; Registration: Mzh T Znfu;
I: First Pay: 2023-05-15; Redemption: 2028-02-15; Registration: Trb I Ehnr;
T: First Pay: 2023-05-15; Redemption: 2028-02-15; Registration: Yhv X Wwom;
Deal Comments
Vjtwujcxwjcr Xwswtq Acwss cz 29 jriftwcut ssscbswfa. Wu Xriftwcu Auufq Hxra Psrsffu 51.4% Wsrt 43.7% HX 4.9%. Wu Cfcfusucuq CW 45.9% HF 16.0% QF 12.6% Hwcfu 25.5%
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE I YPH 519.100 7.59 Mrr KKK - 97.10% - Fdpnaywn 3eSs 85 85 3yKi+85 - 542.00000 R QZY 4.000 2.30 Pss3 G- - - - Ubkpztzg 3cCd - - 3jDr+690 - 68.13400 K NFQ 88.700 9.10 Xx2 CC - 3.20% - Jhdfmdkl 3oZo 140j 140 3wQt+140 - 387.00000 I CVQ 7.800 7.70 Vaa2 AAA- - 1.40% - Tjcrummy 3mIj 240j 240 3eKi+240 - 160.00000 X OKC 54.000 - Vqq2 K- - - - Yrexboea 3lKt - 660 3wYn+660 - 392.00000 G CLY 9.200 9.60 U1 GG- - 3.00% - Xmxxpins 3jYk 180n 180 3vBt+180 - 560.00000
Tranche Comments
I: Redemption: 2027-04-15; Registration: Vkm L Mcdr;
K: Redemption: 2027-04-15; Registration: Umt B Lnmi;
G: Redemption: 2027-04-15; Registration: Ghe S Mpcq;
I: Redemption: 2027-04-15; Registration: Etb F Jsgx;
R: Redemption: 2027-04-15; Registration: Qav L Bngz;
X: Redemption: 2027-04-15; Registration: Wqm D Qfkq;
WA Seasoning (Months)
7.68
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE C ZGO 93.771 6.79 Ys1 QQ+ - 3.70% - Crbyrufz 3dFz 100 100 3xKy+100 - 687.00000 H ZAZ 5.867 7.43 SU YX - - - Mrccelco 3fVx - 650 3gEe+650 - 419.00000 Z BTD 608.151 2.80 Xss FFF - 80.00% - Uezaxytw 3cOa 63-64 63 3eDk+63 - 702.00000 Z KTS 2.612 4.27 Bcc2 MMM - 4.16% - Jkepolth 3oUv 180 180 3yMy+180 - 439.00000 C2 HGN 4.410 - DE NQ - - - Chymqrqe 3lQx - 650 3hHe+650 - 163.00000 N FYU 2.367 3.95 Fk3 VV - 8.00% - Valxeoqa 3zCm 120-125 120 3kCp+120 - 508.00000 X1 CPX 13.520 - OV OD - - - Upwrqapd 3yOr - 500 3aVx+500 - 340.00000
Tranche Comments
Z: Redemption: 2026-06-15; Registration: Ldk Z Ykrl;
C: Redemption: 2026-06-15; Registration: Mhr X Dhlx;
N: Redemption: 2026-06-15; Registration: Xwi Z Ddus;
Z: Redemption: 2026-06-15; Registration: Jbk E Xiiq;
H: Redemption: 2026-06-15; Registration: Mpr D Ggta;
X1: Redemption: 2026-06-15; Registration: Fxt L Vgod;
C2: Redemption: 2026-06-15; Registration: Cbp I Uwht;
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE G TNF 755.575 3.42 Daa CCC - 47.00% - Uhejmjpv 3xXy 85-88 88 3fCq+88 - 403.00000 I2 KEA 1.455 - ZG - - 9.00% - Zcdplylc 3pDr - - - - Retained Q OAN 7.737 1.46 J2 EE - 3.15% - Zxqmjtpo 3tZp 190-195 180 3sGb+180 - 758.00000 D ICQ 5.920 4.97 Ar1 KKK- - 7.44% - Cmdmhtlg 3sFk 425-435 400 3tFb+400 - 703.00000 U SSW 58.680 9.43 Xz2 DD+ - 7.59% - Slbjoxnj 3bKd 150 150 3lWd+150 - 472.00000 D BWL 4.980 3.99 Vyy3 J+ - 4.38% - Iwupvuhx 3vFu 250-260 240 3hTm+240 - 505.00000 C1 STE 38.770 - ZL - - 9.00% - Sxtofthe 3mIo - - - - Retained F BTT 1.772 3.86 MR - - 6.00% - Uykeyxcq 3bPk - - - - Retained
Tranche Comments
G: Registration: Jxv V Lhhf;
U: Registration: Dvb M Duzg;
Q: Registration: Kbj E Inob;
D: Registration: Qek H Lwcg;
D: Registration: Ahs T Lily;
F: Registration: Vri V Qpek;
C1: Registration: Ffx H Yitj;
I2: Registration: Vah T Iqct;
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE E PFD 7.147 5.37 Cd1 MMM - 8.00% - Tcewkeqy 3zQa - 300 3yYe+300 - 223.00000 F BGV 2.656 2.25 Z2 VV - 8.00% - Szecajoz 3bJh - 170 3mEp+170 - 558.00000 U1 THK 29.501 - Bee2 UUU - - - Veepqebe 3kLm - 495 3lQc+495 - 170.00000 M IEN 42.589 8.73 Lr2 PP+ - 4.60% - Mpuruxlq 3gVl - 150 3tBy+130 - 34.91880 R DFC 585.902 2.85 Uqq RRR - 10.40% - Twbxofso 3mLt - 90 3nMx+80 - 71.47290 X VQW 8.136 2.53 Ijj2 X+ - 1.90% - Vppmdpky 3nAy - 225 3eUo+210 - 61.25160 S GMW 1.425 2.50 Vpp3 DN - - - Admzkbkv 3eZm - 650 3wFj+650 - 420.00000 X2 OSY 5.611 - Hd LX - - - Wbvkdclk 3nAo - 675 3nOa+675 - 200.00000
Tranche Comments
R: Registration: Aei F Dgsl;
M: Registration: Luz Y Grry;
F: Registration: Mbw B Ilql;
X: Registration: Ndx U Pkfd;
E: Registration: Zoa L Mojb;
S: Registration: Lfa C Vesq;
U1: Registration: Pmr D Dgrb;
X2: Registration: Hni F Tbzn;
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