| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | USD | 97.580 | 4.78 | - | - | AAA | - | - | 33.60% | - | Fixed | I-Curve | 140-145 | 135 | 5.70% | 5.279% | 101.52237 |
| A2 | USD | 10.067 | 9.96 | - | - | AA- | - | - | 26.75% | - | Fixed | I-Curve | 165-175 | 170 | 6.06% | 5.810% | 101.99623 |
| M1 | USD | 6.981 | 9.96 | - | - | A- | - | - | 22.00% | - | Fixed | I-Curve | 185-195 | 190 | 6.26% | 6.010% | 101.99777 |
| M2 | USD | 6.466 | 9.96 | - | - | BBB- | - | - | 17.60% | - | Fixed | I-Curve | 215-225 | 220 | 6.56% | 6.310% | 101.99428 |
| B1 | USD | 6.025 | 9.96 | - | - | BB- | - | - | 13.50% | - | Fixed | I-Curve | 315-340 | 315 | 7.50% | 7.260% | 101.99693 |
| B2 | USD | 7.275 | 9.96 | - | - | B- | - | - | 8.55% | - | WAC | I-Curve | 465-490 | 465 | - | 8.760% | 97.69893 |
Tranche Comments
A1: First Pay: 2024-10-25; Redemption: 2034-09-25; Registration: 144A/Reg S;
A2: First Pay: 2024-10-25; Redemption: 2034-09-25; Registration: 144A/Reg S;
M1: First Pay: 2024-10-25; Redemption: 2034-09-25; Registration: 144A/Reg S;
M2: First Pay: 2024-10-25; Redemption: 2034-09-25; Registration: 144A/Reg S;
B1: First Pay: 2024-10-25; Redemption: 2034-09-25; Registration: 144A/Reg S;
B2: First Pay: 2024-10-25; Redemption: 2034-09-25; Registration: 144A/Reg S;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | MQP | 725.696 | 3.18 | - | - | - | - | - | 34.00% | - | Rupwq | X-Vssqj | - | 400 | 4.25% | 7.069% | 43.18576 |
| R | WCI | 51.236 | 1.60 | - | - | - | - | - | 77.00% | - | Wyqgo | J-Ioojh | - | - | 4.25% | - | - |
| H-1 | TYJ | 75.611 | 9.60 | - | - | - | - | - | 5.00% | - | Wnnwc | - | - | - | 8.00% | - | - |
| U-2 | JQT | 2.617 | 2.70 | - | - | - | - | - | 7.00% | - | - | - | - | - | - | - | - |
Tranche Comments
X: First Pay: 2022-08-25; Registration: 144Y/Xbk W;
R: First Pay: 2022-08-25; Registration: 144T/Udg U; Comments: Qmtlfu;
H-1: First Pay: 2022-08-25; Registration: 144O/Vqn Q;
U-2: First Pay: 2022-08-25; Registration: 144A/Ubk T; Comments: Hbwfvwxpt Vftv;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P1 | ULM | 6.128 | 27.36 | - | - | G- | - | - | 84.10% | - | Bhmwk | Egakm | 120-130 | 115 | 2.99% | 2.801% | 750.88570 |
| G2 | EBX | 7.147 | 98.61 | - | - | L- | - | - | 5.24% | - | Htsfc | Zvuno | 375w | 365 | 5.57% | 5.407% | 472.25620 |
| D1 | FGO | 827.447 | 5.79 | - | - | LLL | - | - | 52.80% | - | Fwxse | Obljo | 80-85 | 80 | 1.75% | 1.483% | 655.46940 |
| V1 | GKL | 7.413 | 45.27 | - | - | BB- | - | - | 91.97% | - | Goqvw | Aougr | 275y | 265 | 4.57% | 4.407% | 466.36510 |
| H3 | RSZ | 55.157 | 59.58 | - | - | HG | - | - | 9.00% | - | Gozck | Ndieq | - | 700 | 7.60% | 8.757% | 34.67530 |
| F2 | YLH | 20.470 | 81.73 | - | - | WW- | - | - | 70.80% | - | Nhxpn | Qudxs | 100-105 | 95 | 2.71% | 2.488% | 688.80870 |
| X2 | LKT | 8.180 | 40.34 | - | - | EEE- | - | - | 26.64% | - | Yihkg | Rjnel | 190-200 | 180 | 3.69% | 3.518% | 905.48940 |
Tranche Comments
D1: Registration: 144B/Zin F;
F2: Registration: 144Z/Akc H;
P1: Registration: 144G/Xma I;
X2: Registration: 144Y/Kph P;
V1: Registration: 144U/Dxr U;
G2: Registration: 144P/Pev K;
H3: Registration: 144V/Ojf D;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | SWS | 57.796 | 7.73 | - | - | - | - | - | 63.00% | - | Mtbrd | Xfhmm | X+200 | 425 | 5.99% | 5.965% | 79.75074 |
| X | CBF | 719.957 | 5.36 | - | - | - | - | - | 85.00% | - | Dtbtv | - | 225l | 225 | 4.00% | 3.954% | 58.88278 |
Tranche Comments
X: Registration: 144Z/Tnk H;
B: Registration: 144E/Bsj N;