| 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 |
|---|
| H-1 | JEW | 35.793 | 5.30 | - | - | - | - | - | 8.00% | - | Mywhp | - | - | - | 8.00% | - | - |
| L | IOA | 634.742 | 3.83 | - | - | - | - | - | 73.00% | - | Abwfn | Q-Atmkj | - | 400 | 4.25% | 7.069% | 94.45055 |
| I-2 | GVD | 4.347 | 5.10 | - | - | - | - | - | 5.00% | - | - | - | - | - | - | - | - |
| N | EHF | 79.593 | 3.50 | - | - | - | - | - | 59.00% | - | Aahms | A-Dtrzb | - | - | 4.25% | - | - |
Tranche Comments
L: First Pay: 2022-08-25; Registration: 144E/Yjv B;
N: First Pay: 2022-08-25; Registration: 144W/Rbt P; Comments: Nrjisr;
H-1: First Pay: 2022-08-25; Registration: 144E/Ihb F;
I-2: First Pay: 2022-08-25; Registration: 144W/Fhw R; Comments: Ijmewmnhf Refy;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X3 | AQP | 65.930 | 31.95 | - | - | XM | - | - | 9.00% | - | Nkwvu | Jurrg | - | 700 | 7.60% | 8.757% | 11.41950 |
| S2 | VIO | 86.640 | 15.50 | - | - | DD- | - | - | 37.30% | - | Qagkz | Abdwl | 100-105 | 95 | 2.71% | 2.488% | 697.71030 |
| N2 | ESL | 6.701 | 95.96 | - | - | K- | - | - | 6.53% | - | Kfuul | Oigqf | 375f | 365 | 5.57% | 5.407% | 585.85450 |
| H1 | VQV | 492.416 | 3.28 | - | - | BBB | - | - | 68.40% | - | Vlxoe | Zeaqz | 80-85 | 80 | 1.75% | 1.483% | 999.14710 |
| V2 | LMP | 3.704 | 85.22 | - | - | HHH- | - | - | 24.89% | - | Rfrjh | Wuvcr | 190-200 | 180 | 3.69% | 3.518% | 350.18350 |
| P1 | TFA | 4.330 | 68.76 | - | - | NN- | - | - | 89.78% | - | Lhjep | Sdyfn | 275m | 265 | 4.57% | 4.407% | 462.44300 |
| S1 | XZK | 7.540 | 23.55 | - | - | A- | - | - | 59.10% | - | Auizx | Bhopb | 120-130 | 115 | 2.99% | 2.801% | 856.70150 |
Tranche Comments
H1: Registration: 144C/Yta S;
S2: Registration: 144Y/Nhq H;
S1: Registration: 144K/Ald C;
V2: Registration: 144N/Ewk A;
P1: Registration: 144W/Xiu O;
N2: Registration: 144V/Kne A;
X3: Registration: 144N/Wme T;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | ELL | 97.861 | 1.21 | - | - | - | - | - | 32.00% | - | Jnpts | Mtmiw | O+200 | 425 | 5.99% | 5.965% | 63.71776 |
| H | NRY | 261.446 | 4.36 | - | - | - | - | - | 86.00% | - | Qbzly | - | 225g | 225 | 4.00% | 3.954% | 80.99795 |
Tranche Comments
H: Registration: 144Q/Fsh Z;
F: Registration: 144V/Iek S;