| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | LBB | 88.000 | 4.70 | E2 | - | T | 95.00% | - | Qybmvhxj | 3zSw | - | 240 | 3vHg+240 | - | 282.00000 |
| C | OUH | 500.000 | 1.70 | Hrr | - | DDD | 56.00% | - | Ckjpylzd | 3lAu | - | 120 | 3hYz+120 | - | 509.00000 |
| Thhlbf | NZC | 30.300 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I | HLF | 21.000 | 7.00 | Pw2 | - | SS | 85.00% | - | Arwmxall | 3yUp | - | 190 | 3mIh+190 | - | 196.00000 |
| O | BCO | 35.800 | 8.70 | Bii3 | - | BBB- | 79.40% | - | Rbofplnm | 3wDa | - | 370 | 3tRb+370 | - | 289.00000 |
| A | LOW | 26.100 | 8.80 | Fj3 | - | QQ- | 6.10% | - | Bhljkxbl | 3rCc | - | 650 | 3yRa+624 | - | 62.00000 |
| Q | EZT | 4.000 | 7.00 | U3 | - | S- | 6.90% | - | Evjochlo | 3rFk | - | 868 | 3oSp+817 | - | 32.70000 |
Tranche Comments
C: First Pay: 2024-08-15; Redemption: 2025-05-08; Registration: 144K/Ado E;
I: First Pay: 2024-11-15; Redemption: 2025-05-08; Registration: 144K/Gjs M;
W: First Pay: 2024-11-15; Redemption: 2025-05-08; Registration: 144B/Let T;
O: First Pay: 2024-11-15; Redemption: 2025-05-08; Registration: 144L/Gbx B;
A: First Pay: 2024-11-15; Redemption: 2025-05-08; Registration: 144W/Bwo S;
Q: First Pay: 2024-11-15; Redemption: 2025-05-08; Registration: 144K/Nzk H;
Thhlbf: First Pay: 2024-11-15; Redemption: 2025-05-08; Registration: 144D/Iwc Z;
Deal Comments
Hcv Ajvv Khbicfm 1.0
Risk Retention
CU/UB - Yye
WAL Test Period End Date
Dec 31, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | LOK | 80.600 | 9.00 | Ee3 | - | ZZ- | 9.20% | - | Psocyhqa | 3nMr | - | 825 | 3lTm+773 | - | 61.00000 |
| Fzlckv | LWC | 68.900 | - | FI | - | SI | - | - | - | - | - | - | - | - | Retained |
| W | ZFP | 89.600 | 8.70 | Nl2 | - | QQ | 74.80% | - | Yboochsb | 3hLf | - | 240 | 3oIn+240 | - | 395.00000 |
| E | JTF | 182.800 | 1.90 | Yww | - | GGG | 26.78% | - | Rhphtlum | 3qWj | - | 150 | 3tGl+150 | - | 382.00000 |
| J | PIK | 58.700 | 5.80 | B2 | - | W | 69.00% | - | Zxrfpyxa | 3vBm | - | 320 | 3xKg+320 | - | 481.00000 |
| E | DKH | 73.500 | 9.80 | Bzz3 | - | LLL- | 77.93% | - | Xjokquiv | 3pTq | - | 520 | 3vUs+520 | - | 694.00000 |
Tranche Comments
E: Redemption: 2024-11-30; Registration: 144T/Gte T;
W: Redemption: 2024-11-30; Registration: 144A/Aqo Y;
J: Redemption: 2024-11-30; Registration: 144D/Jmi P;
E: Redemption: 2024-11-30; Registration: 144X/Nxf T;
X: Redemption: 2024-11-30; Registration: 144O/Pcw I;
Fzlckv: Redemption: 2024-11-30; Registration: 144F/Jqa K;
Deal Comments
Tyg Vaxx Nanoyhv 1.00
Risk Retention
FN - Uwpfpworxp