| 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 |
|---|
| T | NWF | 33.970 | 7.41 | - | OO | ZZ | - | - | - | - | Zwvca | P-Iaruy | 150-160 | 140 | 4.60% | 4.648% | 68.22975 |
| F2 | MNO | 975.000 | 2.56 | - | VVV | WWW | - | - | - | - | Pjfmb | M-Rxlhl | 75-80 | 65 | 3.83% | 3.865% | 83.73056 |
| Y | ZUM | 82.470 | 9.72 | - | R | T | - | - | - | - | Zjhjh | U-Moioo | 175-185 | 165 | 4.83% | 4.879% | 26.91928 |
| V4 | FWP | 68.780 | 6.90 | - | DDD | JJJ | - | - | - | - | Iomlj | O-Apbif | 110-115 | 95 | 4.18% | 4.224% | 19.14461 |
| Q1 | BTZ | 546.000 | 4.54 | - | T-1+ | W1+ | - | - | - | - | Zybea | T-Mjkod | 55-60 | 55 | 3.17% | 3.174% | 820.00000 |
| H3 | ZSJ | 301.000 | 9.62 | - | GGG | MMM | - | - | - | - | Eroic | U-Rqnvi | 90-95 | 75 | 3.96% | 4.002% | 61.52003 |
| X | XOR | 5.860 | 6.98 | - | SSS | YYY | - | - | - | - | Ojiul | P-Gxiby | 280-290 | 270 | 5.85% | 5.928% | 63.48314 |
Tranche Comments
Q1: First Pay: 2022-09-15; Registration: 144N/Yab S;
F2: First Pay: 2022-09-15; Registration: 144I/Hkx J;
H3: First Pay: 2022-09-15; Registration: 144L/Ftx Z;
V4: First Pay: 2022-09-15; Registration: 144B/Jni I;
T: First Pay: 2022-09-15; Registration: 144H/Jxu Q;
Y: First Pay: 2022-09-15; Registration: 144D/Xmh E;
X: First Pay: 2022-09-15; Registration: 144O/Jtm Y;
Pricing Speed
1.30% XSO tw 5.00% Rjiwo-Ss Rwjj