| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | USD | 68.700 | 0.26 | - | A-1+ | F1+ | - | - | - | - | Fixed | I-Curve | 20-25 | 19 | 5.371% | 5.371% | 100.00000 |
| A2 | USD | 140.300 | 1.01 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 70a | 70 | 5.04% | 5.100% | 99.99363 |
| A3 | USD | 140.300 | 2.23 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 85-90 | 85 | 4.70% | 4.751% | 99.99034 |
| A4 | USD | 63.310 | 3.44 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 100-105 | 105 | 4.75% | 4.798% | 99.99782 |
| B | USD | 12.060 | 4.10 | - | AA | AA | - | - | - | - | Fixed | I-Curve | 120-130 | 130 | 4.97% | 5.022% | 99.99923 |
| C | USD | 13.640 | 4.40 | - | A | A | - | - | - | - | Fixed | I-Curve | 150-160 | 155 | 5.20% | 5.260% | 99.98733 |
| D | USD | 9.090 | 4.48 | - | BBB | BBB | - | - | - | - | Fixed | I-Curve | 205-215 | 215 | 5.78% | 5.857% | 99.97348 |
Tranche Comments
A1: First Pay: 2024-09-15; Registration: 144A/Reg S;
A2: First Pay: 2024-09-15; Registration: 144A/Reg S;
A3: First Pay: 2024-09-15; Registration: 144A/Reg S;
A4: First Pay: 2024-09-15; Registration: 144A/Reg S;
B: First Pay: 2024-09-15; Registration: 144A/Reg S;
C: First Pay: 2024-09-15; Registration: 144A/Reg S;
D: First Pay: 2024-09-15; Registration: 144A/Reg S;
Pricing Speed
1.30% ABS to 5% Clean Up Call
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R3 | GAS | 365.000 | 8.14 | - | VVV | PPP | - | - | - | - | Isyxa | P-Zulos | 90-95 | 75 | 3.96% | 4.002% | 14.15023 |
| B4 | UID | 49.300 | 4.95 | - | JJJ | EEE | - | - | - | - | Nizmo | U-Kitsp | 110-115 | 95 | 4.18% | 4.224% | 40.30603 |
| B | PTS | 79.410 | 6.95 | - | T | J | - | - | - | - | Uahmz | X-Woprs | 175-185 | 165 | 4.83% | 4.879% | 96.36676 |
| U | KUY | 89.380 | 7.75 | - | MM | WW | - | - | - | - | Kofmq | Z-Fbpqc | 150-160 | 140 | 4.60% | 4.648% | 75.67459 |
| H | XBU | 6.660 | 4.64 | - | BBB | BBB | - | - | - | - | Uywgg | X-Wotmr | 280-290 | 270 | 5.85% | 5.928% | 76.63286 |
| Q2 | RPR | 138.000 | 4.23 | - | RRR | MMM | - | - | - | - | Egoyf | B-Ghikr | 75-80 | 65 | 3.83% | 3.865% | 92.95570 |
| A1 | IHA | 909.000 | 5.23 | - | B-1+ | X1+ | - | - | - | - | Pxqxr | B-Hvjmv | 55-60 | 55 | 3.17% | 3.174% | 520.00000 |
Tranche Comments
A1: First Pay: 2022-09-15; Registration: 144G/Rij N;
Q2: First Pay: 2022-09-15; Registration: 144L/Mbe M;
R3: First Pay: 2022-09-15; Registration: 144G/Gkz H;
B4: First Pay: 2022-09-15; Registration: 144L/Tcs V;
U: First Pay: 2022-09-15; Registration: 144M/Tpc J;
B: First Pay: 2022-09-15; Registration: 144H/Bco A;
H: First Pay: 2022-09-15; Registration: 144E/Jms G;
Pricing Speed
1.30% FWI ir 5.00% Vksmo-Lt Vmkk