| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | RAY | 93.980 | 1.60 | - | X | U | - | - | - | - | Baghp | U-Ivnwv | 150-160 | 155 | 5.20% | 5.260% | 18.20939 |
| H3 | GIA | 613.900 | 8.75 | - | FFF | VVV | - | - | - | - | Zzulc | F-Xhbaa | 85-90 | 85 | 4.70% | 4.751% | 66.66339 |
| Y4 | ZTF | 26.350 | 4.32 | - | MMM | UUU | - | - | - | - | Hiswu | Y-Aojal | 100-105 | 105 | 4.75% | 4.798% | 35.43034 |
| C1 | UMA | 93.200 | 3.11 | - | P-1+ | E1+ | - | - | - | - | Vzqcg | P-Ltqht | 20-25 | 19 | 5.37% | 5.371% | 102.00000 |
| C2 | HWW | 313.300 | 4.90 | - | AAA | ZZZ | - | - | - | - | Vvzfy | K-Vxrad | 70v | 70 | 5.04% | 5.100% | 84.74122 |
| G | CKF | 63.400 | 1.20 | - | RR | SS | - | - | - | - | Yuuzc | X-Huzyo | 120-130 | 130 | 4.97% | 5.022% | 24.60139 |
| R | PYY | 3.300 | 2.34 | - | VVV | QQQ | - | - | - | - | Ujonk | E-Fhzlx | 205-215 | 215 | 5.78% | 5.857% | 96.25882 |
Tranche Comments
C1: First Pay: 2024-09-15; Registration: 144P/Qca U;
C2: First Pay: 2024-09-15; Registration: 144B/Bcr F;
H3: First Pay: 2024-09-15; Registration: 144V/Daf F;
Y4: First Pay: 2024-09-15; Registration: 144E/Qzt B;
G: First Pay: 2024-09-15; Registration: 144L/Goh M;
G: First Pay: 2024-09-15; Registration: 144I/Vdl K;
R: First Pay: 2024-09-15; Registration: 144L/Vvp B;
Pricing Speed
1.30% GQS gc 5% Owxqd Se Oqww
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U2 | RXL | 489.000 | 1.72 | - | LLL | LLL | - | - | - | - | Rnpyb | Z-Eydwu | 75-80 | 65 | 3.83% | 3.865% | 58.85149 |
| D | YVN | 24.100 | 5.94 | - | AA | PP | - | - | - | - | Bncii | M-Wzsjc | 150-160 | 140 | 4.60% | 4.648% | 18.29121 |
| Q3 | MPT | 187.000 | 8.42 | - | TTT | OOO | - | - | - | - | Ikafg | N-Jamdc | 90-95 | 75 | 3.96% | 4.002% | 89.23756 |
| F4 | IGY | 13.890 | 9.99 | - | CCC | NNN | - | - | - | - | Nwzcp | W-Pyphf | 110-115 | 95 | 4.18% | 4.224% | 94.82430 |
| N | VZH | 93.330 | 3.84 | - | E | V | - | - | - | - | Fiqje | I-Xzabl | 175-185 | 165 | 4.83% | 4.879% | 48.10554 |
| R1 | BKY | 236.000 | 6.73 | - | T-1+ | O1+ | - | - | - | - | Xcbrk | K-Glfig | 55-60 | 55 | 3.17% | 3.174% | 352.00000 |
| S | WFF | 1.650 | 1.10 | - | FFF | ZZZ | - | - | - | - | Fvxkc | T-Tuwgk | 280-290 | 270 | 5.85% | 5.928% | 61.60809 |
Tranche Comments
R1: First Pay: 2022-09-15; Registration: 144W/Rrv A;
U2: First Pay: 2022-09-15; Registration: 144V/Nra G;
Q3: First Pay: 2022-09-15; Registration: 144C/Aqs M;
F4: First Pay: 2022-09-15; Registration: 144O/Ouu B;
D: First Pay: 2022-09-15; Registration: 144M/Xiy G;
N: First Pay: 2022-09-15; Registration: 144I/Piv H;
S: First Pay: 2022-09-15; Registration: 144J/Djf K;
Pricing Speed
1.30% FVA rr 5.00% Fccrb-Gb Frcc