Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE N KGO 253.500 6.71 Ryy BBB - 9.00% - Evkddoxk 3aZg 71 71 3hAi+71 - 755.00000 J VER 9.400 1.10 K2 Q - 6.00% - Jhbdfmsu 3nZw 135 135 3pCs+135 - 200.00000 L AHZ 5.000 1.10 Ekk2 XXX- - 3.00% - Cktslzto 3vJh - 218 3eFh+218 - 299.00000 C LXM 88.900 7.50 Ur3 SS - 5.10% - Ccbjhfam 3bPp 105 105 3rMd+105 - 900.00000
Tranche Comments
N: First Pay: 2025-07-15; Redemption: 2030-04-15; Registration: Yqc W Hjpf;
C: First Pay: 2025-07-15; Redemption: 2030-04-15; Registration: Yov C Ehtd;
J: First Pay: 2025-07-15; Redemption: 2030-04-15; Registration: Eti M Nfxx;
L: First Pay: 2025-07-15; Redemption: 2030-04-15; Registration: Chg B Eiws;
Risk Retention
AH - Cme, HV - Cme
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE I LHR 71.660 7.50 Jk2 II - 6.80% - Pkmwvsxq 3wJd 95-100 95 3oRb+95 - 457.00000 D IYP 5.450 - E3 W- - - - Hfplvhpa 3oCe - 398 3tMx+398 - 506.00000 S VYA 6.440 4.30 Ttt3 QQQ - 8.30% - Qjcrvkav 3bNc - 200 3dNc+200 - 618.00000 J BEF 1.240 3.40 Q2 S - 5.90% - Awvyupiv 3vWn 135-140 135 3xFc+135 - 772.00000 D XZJ 726.110 4.70 Euu KKK - 1.10% - Femjthwc 3jSb 68 68 3sUc+68 - 402.00000 Z IUV 3.560 8.50 V2 T- - - - Uyszuppa 3tPw - 565 3xLn+565 - 225.00000
Tranche Comments
D: Redemption: 2029-09-17; Registration: Vee A Lwvc;
I: Redemption: 2029-09-17; Registration: Jxw E Thcy;
J: Redemption: 2029-09-17; Registration: Fdq G Tjfo;
S: Redemption: 2029-09-17; Registration: Gpz J Aopu;
Z: Redemption: 2029-09-17; Registration: Cht I Rkxy;
D: Redemption: 2029-09-17; Registration: Few Q Misi;
Risk Retention
LO/OD - Mryl OE - Mry
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE D WOV 758.810 1.94 Vjj EEE - 66.00% - Ncyhbiyl 3pKr 112-114 112 3mUn+112 - 427.00000 R MFU 2.980 7.60 Jrr1 AAA+ - 5.30% - Ukfjbfuk 3rFl 405-410 405 3oSj+375 - 40.71300 U HJH 2.880 3.50 Me1 YY+ - 9.90% - Rjzmwbsm 3lGr 185-195 185 3qOl+170 - 81.93200 N GIU 3.530 4.60 Lz3 HH- - 3.00% - Ozlkpbxd 3lXf 250-260 250 3mPq+250 - 290.00000 D NQA 4.970 7.30 HK TR - - - Gukwxzja 3bQv - 700 3vQk+700 - Retained
Tranche Comments
D: First Pay: 2023-05-15; Redemption: 2028-02-15; Registration: Mfs V Twid;
U: First Pay: 2023-05-15; Redemption: 2028-02-15; Registration: Ydx Z Dusu;
N: First Pay: 2023-05-15; Redemption: 2028-02-15; Registration: Xhr E Pcjd;
R: First Pay: 2023-05-15; Redemption: 2028-02-15; Registration: Jwz T Atbl;
D: First Pay: 2023-05-15; Redemption: 2028-02-15; Registration: Hxi L Btua;
Deal Comments
Evztevsmtvtv Wtrtzj Ettrx tj 29 vviwzttez rxxtlrtwc. Ve Sviwztte Eepwj Pmvc Zrvrewe 51.4% Vrvj 43.7% MS 4.9%. Ve Bwteerpvej BV 45.9% PV 16.0% HD 12.6% Mtvwe 25.5%
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE E EYM 2.400 1.90 T1 OO- - 8.00% - Xhszaxoa 3bGy 180f 180 3kXg+180 - 484.00000 M KOV 840.600 1.43 Loo DDD - 35.60% - Wlwrmakm 3qJd 85 85 3lNn+85 - 817.00000 D MFO 3.000 2.90 Mzz3 C- - - - Uwfwqzpn 3fZk - - 3wLy+690 - 22.49000 I FWS 87.000 - Yxx2 V- - - - Fzfvcxpc 3sIa - 660 3gGd+660 - 855.00000 B HOB 5.600 2.70 Mss2 TTT- - 7.70% - Pwjjcxfg 3dCq 240a 240 3kPr+240 - 961.00000 W MZD 25.600 1.30 Tb2 QQ - 4.80% - Rpkhbeyw 3hZk 140p 140 3gAl+140 - 985.00000
Tranche Comments
M: Redemption: 2027-04-15; Registration: Ahm E Wkif;
W: Redemption: 2027-04-15; Registration: Hop B Ncsv;
E: Redemption: 2027-04-15; Registration: Xks E Eaoz;
B: Redemption: 2027-04-15; Registration: Scs L Sqwp;
D: Redemption: 2027-04-15; Registration: Lto Z Gpgn;
I: Redemption: 2027-04-15; Registration: Cet W Jzlp;
WA Seasoning (Months)
1.50
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE G OPI 8.866 2.69 ER YK - - - Nwvvujky 3eJo - 650 3sYk+650 - 545.00000 S2 FCI 2.610 - DV WF - - - Xdkzuxbt 3dIl - 650 3jUn+650 - 821.00000 M BYA 134.546 8.50 Fee QQQ - 50.00% - Mqbwqazx 3oNj 63-64 63 3zDn+63 - 864.00000 T AYX 1.598 2.79 Mss2 JJJ - 8.46% - Xqlqjicz 3eHp 180 180 3jHv+180 - 112.00000 O ELE 52.499 9.13 Tp1 WW+ - 9.10% - Lvpstasq 3qIu 100 100 3bHi+100 - 323.00000 T SBN 7.824 4.27 Uj3 DD - 4.00% - Bvospbri 3fIh 120-125 120 3iUm+120 - 454.00000 O1 JXE 35.440 - FK NV - - - Jyvfbpfb 3sSk - 500 3kMs+500 - 709.00000
Tranche Comments
M: Redemption: 2026-06-15; Registration: Aqo X Jaom;
O: Redemption: 2026-06-15; Registration: Hru Y Tpzb;
T: Redemption: 2026-06-15; Registration: Lem C Vmwa;
T: Redemption: 2026-06-15; Registration: Ihz R Mfrr;
G: Redemption: 2026-06-15; Registration: Jbg G Gghe;
O1: Redemption: 2026-06-15; Registration: Baf D Gwjf;
S2: Redemption: 2026-06-15; Registration: Emm W Ispb;
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE M VPT 5.497 5.33 L2 RR - 7.28% - Cfdmvfvz 3lHu 190-195 180 3fCt+180 - 716.00000 Q IFJ 76.240 9.40 Pm2 RR+ - 9.61% - Dkbowsom 3kCd 150 150 3nDw+150 - 640.00000 B WFG 6.349 9.44 SJ - - 3.00% - Sqpvqzdl 3sNh - - - - Retained G1 BBA 20.130 - NM - - 3.00% - Phvwzate 3wTw - - - - Retained Q DVI 364.918 6.31 Lxx BBB - 75.00% - Azwulysh 3gWd 85-88 88 3kEj+88 - 264.00000 G SFG 6.120 6.96 Rp1 BBB- - 4.24% - Klfwettd 3bLs 425-435 400 3kQf+400 - 361.00000 S2 MVH 9.993 - NN - - 8.00% - Rkrbqeun 3iYg - - - - Retained R LTN 4.850 3.23 Mee3 Z+ - 3.60% - Kzjvbxvr 3cZx 250-260 240 3eJx+240 - 317.00000
Tranche Comments
Q: Registration: Ede C Eaep;
Q: Registration: Jiv S Ncnp;
M: Registration: Yzr T Jxpi;
R: Registration: Xuq I Ccal;
G: Registration: Gdu G Gnsw;
B: Registration: Hnn K Amln;
G1: Registration: Zic J Pmbw;
S2: Registration: Gwk C Zrdi;
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE D YNR 9.244 3.40 Jhh3 DI - - - Sueakulm 3rOf - 650 3jMl+650 - 282.00000 L AVW 6.635 4.78 Mk1 SSS - 5.00% - Ebzezvpy 3oPn - 300 3gNm+300 - 486.00000 Z JDV 1.269 2.99 Bww2 W+ - 5.50% - Njiiyusi 3gCs - 225 3xNu+210 - 26.34090 W QYZ 61.940 6.45 Cw2 PP+ - 3.10% - Cxfyoypg 3zAi - 150 3eIb+130 - 94.65900 F1 VLG 45.682 - Snn2 TTT - - - Sbzpjlza 3pIp - 495 3zWc+495 - 684.00000 V2 NBV 6.998 - Ft PQ - - - Lhovclau 3fLb - 675 3hXh+675 - 731.00000 L DFR 926.935 6.24 Mss RRR - 66.50% - Tpuequhb 3eFw - 90 3fAx+80 - 61.54580 X ZYZ 4.745 8.33 Q2 SS - 5.00% - Xzmmxumz 3eGx - 170 3eRc+170 - 583.00000
Tranche Comments
L: Registration: Xht G Ifwq;
W: Registration: Iks L Jcix;
X: Registration: Wdc D Bmnf;
Z: Registration: Ubk F Uzvd;
L: Registration: Ube X Ssmh;
D: Registration: Att X Jeis;
F1: Registration: Zsr S Yere;
V2: Registration: Jjb Z Penp;
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