Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE E PAJ 74.900 4.80 Ix3 GG - 3.30% - Qhksqvmo 3dLf 105 105 3fPr+105 - 157.00000 F FSZ 4.000 9.50 Zgg2 ZZZ- - 2.00% - Jdjzhjut 3oAt - 218 3oFo+218 - 107.00000 E VTK 1.900 7.80 C2 D - 8.00% - Wshaqspl 3vFc 135 135 3nEb+135 - 388.00000 Q DSC 692.700 8.63 Jgg JJJ - 8.00% - Julfnhen 3eZz 71 71 3yXx+71 - 637.00000
Tranche Comments
Q: First Pay: 2025-07-15; Redemption: 2030-04-15; Registration: Zcf C Cnie;
E: First Pay: 2025-07-15; Redemption: 2030-04-15; Registration: Vtd E Aqco;
E: First Pay: 2025-07-15; Redemption: 2030-04-15; Registration: Tch W Lrwa;
F: First Pay: 2025-07-15; Redemption: 2030-04-15; Registration: Ixk F Cdqy;
Risk Retention
CF - Zfn, FH - Zfn
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE L NVV 444.150 7.30 Uoo QQQ - 8.80% - Ksmwqean 3oOi 68 68 3rDi+68 - 151.00000 L FUC 3.120 - K3 E- - - - Orqujkjx 3kZl - 398 3wYk+398 - 663.00000 A BOL 5.410 1.80 Gnn3 ZZZ - 7.20% - Ryqseicz 3cHq - 200 3pUs+200 - 543.00000 E ZCZ 2.130 2.90 A2 T- - - - Vpclhorc 3sYi - 565 3xZr+565 - 987.00000 B AVD 1.180 5.90 F2 E - 6.30% - Uaykqbab 3fZp 135-140 135 3sAy+135 - 226.00000 Q TVQ 86.860 4.40 Qt2 QQ - 3.90% - Sskktexn 3kWa 95-100 95 3fMm+95 - 582.00000
Tranche Comments
L: Redemption: 2029-09-17; Registration: Htv E Netj;
Q: Redemption: 2029-09-17; Registration: Bpo U Vfny;
B: Redemption: 2029-09-17; Registration: Qab Y Ssxv;
A: Redemption: 2029-09-17; Registration: Htc A Femt;
E: Redemption: 2029-09-17; Registration: Vzs L Qfpv;
L: Redemption: 2029-09-17; Registration: Hrf C Jzza;
Risk Retention
XQ/QO - Xkeq QQ - Xke
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE O MEX 572.910 2.92 Eff JJJ - 19.00% - Zepludze 3mZr 112-114 112 3cGd+112 - 411.00000 X GNG 2.300 5.70 Nk1 OO+ - 8.70% - Ndmxuuom 3wUl 185-195 185 3vIb+170 - 66.95400 D VBY 6.690 1.90 Qk3 UU- - 5.00% - Rzpzmknv 3sEc 250-260 250 3vVf+250 - 779.00000 A GYF 5.100 6.50 Mmm1 NNN+ - 5.80% - Fdwlvvlr 3aKu 405-410 405 3fWf+375 - 93.53800 G DLJ 2.390 4.20 EP GL - - - Xvevmqvk 3cOt - 700 3rUw+700 - Retained
Tranche Comments
O: First Pay: 2023-05-15; Redemption: 2028-02-15; Registration: Tqb F Quqq;
X: First Pay: 2023-05-15; Redemption: 2028-02-15; Registration: Gop V Ffdx;
D: First Pay: 2023-05-15; Redemption: 2028-02-15; Registration: Wwx H Mcpe;
A: First Pay: 2023-05-15; Redemption: 2028-02-15; Registration: Jjg A Ruso;
G: First Pay: 2023-05-15; Redemption: 2028-02-15; Registration: Jgb M Bfrg;
Deal Comments
Qxoubxtwuxrm Turuoz Erurw ro 29 xmxbourbo rwwrqrubo. Sq Ymxbourb Equbz Awmo Ermrbbb 51.4% Srmr 43.7% DY 4.9%. Sq Pbrbbrusqz PS 45.9% AB 16.0% TL 12.6% Dusbb 25.5%
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE W HGQ 9.200 4.50 Goo2 PPP- - 4.20% - Xabqazxz 3hXe 240z 240 3rUw+240 - 713.00000 M COW 8.100 6.50 J1 VV- - 7.00% - Llvreeuq 3lEo 180j 180 3dHa+180 - 650.00000 C XWR 1.000 1.70 Xee3 W- - - - Mmdhtfmk 3mVp - - 3qYq+690 - 27.17300 U EWY 791.700 4.32 Xcc OOO - 42.10% - Vqeyalyj 3sMe 85 85 3qWw+85 - 164.00000 C VFD 98.500 1.80 Ci2 GG - 3.20% - Yxlmzzrl 3kQn 140c 140 3yOf+140 - 637.00000 K FBG 92.000 - Fbb2 K- - - - Nuqljkin 3sKo - 660 3iWw+660 - 902.00000
Tranche Comments
U: Redemption: 2027-04-15; Registration: Ytu W Frbz;
C: Redemption: 2027-04-15; Registration: Yws P Quro;
M: Redemption: 2027-04-15; Registration: Aia A Uatf;
W: Redemption: 2027-04-15; Registration: Xhw X Dqaz;
C: Redemption: 2027-04-15; Registration: Kbq F Egji;
K: Redemption: 2027-04-15; Registration: Hrb V Cdit;
WA Seasoning (Months)
4.10
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE G FAK 2.921 5.59 Vnn2 VVV - 9.36% - Mxrpmrwx 3kDp 180 180 3mYx+180 - 600.00000 B1 NCD 64.360 - PM BW - - - Yykctztx 3bKv - 500 3bLu+500 - 922.00000 O2 XBA 5.260 - PA LE - - - Vwmzreqi 3vIr - 650 3tTt+650 - 794.00000 D QCY 3.817 1.91 Bl3 XX - 4.00% - Mpxzqppb 3wDn 120-125 120 3cIx+120 - 491.00000 F CLQ 686.802 4.80 Yww NNN - 59.00% - Zqkxcwha 3yMd 63-64 63 3pRy+63 - 669.00000 F TFS 94.483 7.10 Ii1 UU+ - 3.30% - Uxmlcsmw 3fWx 100 100 3iCt+100 - 557.00000 H CUO 3.987 3.65 BF XN - - - Gpbcqxvk 3zKf - 650 3gQm+650 - 881.00000
Tranche Comments
F: Redemption: 2026-06-15; Registration: Ruu G Douj;
F: Redemption: 2026-06-15; Registration: Wmq H Bqde;
D: Redemption: 2026-06-15; Registration: Des Y Obbv;
G: Redemption: 2026-06-15; Registration: Puo D Itaj;
H: Redemption: 2026-06-15; Registration: Gix T Gtdp;
B1: Redemption: 2026-06-15; Registration: Vhk M Ugoj;
O2: Redemption: 2026-06-15; Registration: Pqf F Jonv;
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE S2 NEP 1.554 - IE - - 2.00% - Xjfhqdyz 3yMq - - - - Retained E DUA 3.110 7.73 Cbb3 G+ - 4.25% - Cyoujcwi 3hXi 250-260 240 3bWc+240 - 821.00000 W MLY 9.494 2.75 A2 AA - 2.65% - Azjmmezy 3aNt 190-195 180 3jAj+180 - 938.00000 D SNO 4.630 3.65 Nd1 EEE- - 1.66% - Ceqkqvlc 3fEq 425-435 400 3pBn+400 - 352.00000 I PCF 96.570 7.68 Dn2 DD+ - 2.59% - Lujwpwsv 3bQf 150 150 3qRb+150 - 669.00000 U QIW 3.814 2.92 PH - - 9.00% - Omlxodrf 3pOc - - - - Retained L PMW 982.831 6.67 Nvv UUU - 57.00% - Upmarhie 3lOq 85-88 88 3kMe+88 - 724.00000 C1 XPA 12.700 - FZ - - 4.00% - Cfkbydlh 3wGw - - - - Retained
Tranche Comments
L: Registration: Sbd A Sshl;
I: Registration: Pxr V Xaft;
W: Registration: Bhh U Ntbi;
E: Registration: Ebh U Ivkp;
D: Registration: Mfw N Dwos;
U: Registration: Ztf E Njzq;
C1: Registration: Rmp E Qbxs;
S2: Registration: Jda T Vcgq;
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE S PKK 5.942 9.19 Yi1 SSS - 3.00% - Jzmuqdqm 3fTm - 300 3tGc+300 - 820.00000 D1 DHH 26.279 - Wqq2 BBB - - - Ilhveewh 3jFg - 495 3gUq+495 - 362.00000 Z KZL 876.600 1.83 Ett UUU - 71.60% - Vyxajflj 3cJy - 90 3wYz+80 - 56.56290 N NWM 4.860 1.98 Kuu3 AA - - - Urxpvtfn 3dQz - 650 3cCa+650 - 159.00000 Q JXA 6.850 6.64 P2 RR - 7.00% - Geyqrrtx 3tTi - 170 3aQe+170 - 486.00000 R FNN 67.613 5.46 Ly2 VV+ - 9.90% - Rpkwtvxi 3sLv - 150 3zFh+130 - 26.38720 C QXI 1.330 3.64 Yff2 P+ - 2.40% - Rcjhjdsu 3fEc - 225 3lVi+210 - 62.36130 P2 GQF 2.230 - Lp OD - - - Yqmjfubz 3sRy - 675 3pRx+675 - 306.00000
Tranche Comments
Z: Registration: Bts P Zabr;
R: Registration: Jjq E Tdlq;
Q: Registration: Hgr E Obxg;
C: Registration: Zkf R Bxip;
S: Registration: Qke F Qsgb;
N: Registration: Rvf V Rsan;
D1: Registration: Pdh M Vfwh;
P2: Registration: Zhv X Tcmi;
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