| 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 |
|---|
| O | BWD | 77.330 | 7.83 | - | D | S | - | - | - | - | Bmyru | H-Byjqy | 175-185 | 165 | 4.83% | 4.879% | 21.25885 |
| H1 | CJZ | 896.000 | 8.61 | - | T-1+ | Z1+ | - | - | - | - | Lwnvx | I-Mxdib | 55-60 | 55 | 3.17% | 3.174% | 934.00000 |
| Y | GHO | 16.240 | 3.37 | - | EE | WW | - | - | - | - | Tpjoc | Q-Ralqo | 150-160 | 140 | 4.60% | 4.648% | 45.32227 |
| M3 | OWJ | 824.000 | 1.10 | - | JJJ | CCC | - | - | - | - | Bubag | M-Lxxna | 90-95 | 75 | 3.96% | 4.002% | 27.46241 |
| Q | GXN | 1.670 | 6.14 | - | VVV | EEE | - | - | - | - | Llbbs | A-Otthx | 280-290 | 270 | 5.85% | 5.928% | 10.20960 |
| N4 | XLJ | 46.290 | 1.62 | - | XXX | DDD | - | - | - | - | Ubyfi | M-Zkmzu | 110-115 | 95 | 4.18% | 4.224% | 72.11633 |
| K2 | MHB | 899.000 | 3.95 | - | XXX | NNN | - | - | - | - | Uqabq | N-Eiakd | 75-80 | 65 | 3.83% | 3.865% | 54.68759 |
Tranche Comments
H1: First Pay: 2022-09-15; Registration: 144U/Djw V;
K2: First Pay: 2022-09-15; Registration: 144C/Ndn P;
M3: First Pay: 2022-09-15; Registration: 144V/Iln D;
N4: First Pay: 2022-09-15; Registration: 144Q/Tsm R;
Y: First Pay: 2022-09-15; Registration: 144Q/Xjc L;
O: First Pay: 2022-09-15; Registration: 144K/Kvw D;
Q: First Pay: 2022-09-15; Registration: 144M/Vmd J;
Pricing Speed
1.30% HLO jb 5.00% Cixtj-Ba Ctii