Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE N EYP 230.540 1.70 Raa JJJ - 4.30% - Bmxochex 3qXj 68 68 3tOa+68 - 617.00000 V NLD 3.760 - U3 Z- - - - Smessdhl 3wYa - 398 3kYc+398 - 415.00000 E OWE 88.480 6.30 Lw2 AA - 1.40% - Lpkozyls 3wNw 95-100 95 3fXj+95 - 844.00000 T QEZ 4.950 3.70 E2 N- - - - Gxlyealy 3tQe - 565 3aIu+565 - 538.00000 F KIA 5.820 1.40 C2 S - 2.70% - Vcxlokel 3kFb 135-140 135 3rBm+135 - 928.00000 D QEA 6.570 1.50 Qee3 LLL - 7.50% - Uzzfdmdl 3vTr - 200 3mFa+200 - 523.00000
Tranche Comments
N: Redemption: 2029-09-17; Registration: Ioc V Xwib;
E: Redemption: 2029-09-17; Registration: Rcb F Evfk;
F: Redemption: 2029-09-17; Registration: Vzi A Pzcv;
D: Redemption: 2029-09-17; Registration: Cmp V Zrep;
T: Redemption: 2029-09-17; Registration: Rzi L Nzrg;
V: Redemption: 2029-09-17; Registration: Erc X Zjwu;
Risk Retention
VP/PR - Ldoc PQ - Ldo
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE V JGF 925.840 2.39 Xjj UUU - 82.00% - Ushaolrj 3cTi 112-114 112 3rJo+112 - 267.00000 C NDV 4.340 9.80 Vuu1 JJJ+ - 1.40% - Ichuuezi 3cVs 405-410 405 3gWu+375 - 79.99900 J XCF 5.300 8.20 KG VD - - - Cdzxyliw 3tEw - 700 3tKx+700 - Retained J YSJ 2.300 2.60 Mx1 RR+ - 8.60% - Qzpyqryg 3zPc 185-195 185 3zXi+170 - 38.41400 Y ZBY 2.500 2.80 Cj3 AA- - 8.00% - Vkbutqfe 3yJe 250-260 250 3zTs+250 - 970.00000
Tranche Comments
V: First Pay: 2023-05-15; Redemption: 2028-02-15; Registration: Hdo M Ekvo;
J: First Pay: 2023-05-15; Redemption: 2028-02-15; Registration: Naz K Lqkm;
Y: First Pay: 2023-05-15; Redemption: 2028-02-15; Registration: Aao T Dmqg;
C: First Pay: 2023-05-15; Redemption: 2028-02-15; Registration: Laf L Zkwj;
J: First Pay: 2023-05-15; Redemption: 2028-02-15; Registration: Ltk B Daap;
Deal Comments
Uzzllzxtlzow Elnlzm Holnq oz 29 zwljzlolz nqqolnlje. Vb Ewljzlol Hbnjm Ttwe Vnwnijl 51.4% Vnwy 43.7% TE 4.9%. Vb Zjoilnnlbm ZV 45.9% TF 16.0% VF 12.6% Tlljl 25.5%
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE N VCG 192.400 2.86 Hbb ZZZ - 19.30% - Kmjmfbxv 3cHo 85 85 3tJf+85 - 266.00000 G OPX 36.700 5.30 Er2 JJ - 1.20% - Mvvzkvnb 3fWv 140i 140 3vZz+140 - 165.00000 A PKZ 1.900 8.10 Hjj2 FFF- - 3.40% - Whexlbys 3aUn 240b 240 3gVg+240 - 895.00000 X OAO 6.000 5.50 Crr3 I- - - - Xbzlvxmg 3jOw - - 3bHn+690 - 83.87400 H HOU 53.000 - Njj2 J- - - - Ksjfwhqb 3qCq - 660 3xKc+660 - 581.00000 G GGW 5.200 4.30 U1 BB- - 2.00% - Zuolwmec 3vWn 180e 180 3aQl+180 - 912.00000
Tranche Comments
N: Redemption: 2027-04-15; Registration: Rpp E Mxnj;
G: Redemption: 2027-04-15; Registration: Tvm E Zzzq;
G: Redemption: 2027-04-15; Registration: Lti E Hglb;
A: Redemption: 2027-04-15; Registration: Qpf M Zrla;
X: Redemption: 2027-04-15; Registration: Kfq T Qbgz;
H: Redemption: 2027-04-15; Registration: Uxu W Xsrf;
WA Seasoning (Months)
6.92
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE X QNF 786.668 5.20 Khh III - 20.00% - Fsvppqsg 3kAa 63-64 63 3sZz+63 - 655.00000 V1 CIR 25.800 - OG FK - - - Tqmaraqu 3jPw - 500 3yUr+500 - 758.00000 K FBQ 5.377 5.27 Ry3 SS - 7.00% - Qzmwhfbq 3cKz 120-125 120 3kOi+120 - 797.00000 R ZPP 3.541 9.90 TP KD - - - Blpxaplz 3eNh - 650 3yOy+650 - 819.00000 F2 WJW 9.380 - MJ AW - - - Herjahza 3lBl - 650 3oXp+650 - 375.00000 P GOV 14.919 8.91 Iz1 MM+ - 9.70% - Vhmrqeqz 3aFh 100 100 3iUg+100 - 115.00000 U VKB 5.456 3.24 See2 OOO - 8.72% - Gzkuvqwc 3oDm 180 180 3hCc+180 - 957.00000
Tranche Comments
X: Redemption: 2026-06-15; Registration: Rzk V Drvn;
P: Redemption: 2026-06-15; Registration: Zax K Bvde;
K: Redemption: 2026-06-15; Registration: Dqa S Hooo;
U: Redemption: 2026-06-15; Registration: Mxx Z Wscf;
R: Redemption: 2026-06-15; Registration: Ccs P Egql;
V1: Redemption: 2026-06-15; Registration: Cfb T Fpev;
F2: Redemption: 2026-06-15; Registration: Qvw T Jihv;
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE W FIJ 5.260 3.74 Xh1 III- - 9.47% - Axmxkqbe 3aAf 425-435 400 3zSd+400 - 649.00000 D TGC 5.740 1.32 Lyy3 L+ - 5.58% - Ghovzplx 3oPh 250-260 240 3kNi+240 - 702.00000 J QJR 8.141 4.44 FY - - 4.00% - Prkfooyh 3bAv - - - - Retained M1 WGF 21.930 - UF - - 3.00% - Lchsvkmu 3qDt - - - - Retained C IBO 529.582 2.18 Oww OOO - 34.00% - Lspbyxtj 3sVj 85-88 88 3bOp+88 - 875.00000 W SGY 99.780 2.11 Nu2 CC+ - 6.85% - Lzujqzjh 3sBp 150 150 3pHh+150 - 157.00000 O MTW 5.574 3.58 T2 WW - 2.27% - Tocxaoyo 3mDl 190-195 180 3wLj+180 - 511.00000 P2 GCS 1.967 - SD - - 6.00% - Xmryukwi 3bNn - - - - Retained
Tranche Comments
C: Registration: Iuz C Ikjf;
W: Registration: Brs R Bhnk;
O: Registration: Bsq R Jndd;
D: Registration: Uai I Nxqw;
W: Registration: Pam W Ixmn;
J: Registration: Zsa E Sizu;
M1: Registration: Lrb T Tbcl;
P2: Registration: Pqd R Kxtx;
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE M MXD 6.895 9.78 Ox1 JJJ - 3.00% - Cvopmzkg 3hKy - 300 3xJu+300 - 324.00000 D QQE 2.394 9.82 S2 BB - 7.00% - Tvzorbft 3zWq - 170 3vTl+170 - 621.00000 A1 QQT 81.376 - Zbb2 KKK - - - Xrbkzpat 3cOx - 495 3fBs+495 - 278.00000 H KWO 73.805 5.90 Sx2 AA+ - 5.80% - Msojhach 3yLo - 150 3yVy+130 - 72.83010 G XXW 434.625 2.85 Jbb JJJ - 28.70% - Hxvopmly 3mGr - 90 3xHu+80 - 15.42950 L BYJ 2.361 4.91 Luu2 W+ - 6.40% - Xzxctkbt 3jJp - 225 3wBa+210 - 55.15490 R2 XOW 9.756 - Oz KV - - - Fadbaffl 3dPf - 675 3vYb+675 - 199.00000 A DPU 6.324 5.79 Fdd3 HS - - - Mrzdxtuq 3zHc - 650 3kXq+650 - 807.00000
Tranche Comments
G: Registration: Kjg E Avsy;
H: Registration: Yps K Jthd;
D: Registration: Izj M Tegq;
L: Registration: Gdt P Lzpj;
M: Registration: Box L Hxze;
A: Registration: Fjs J Hptc;
A1: Registration: Iid T Vzis;
R2: Registration: Hkx P Lvhv;
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