| 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 | MCE | 5.960 | 6.80 | - | YYY | HHH | - | - | - | - | Hhtsu | P-Jakfc | 280-290 | 270 | 5.85% | 5.928% | 36.47447 |
| A | RKG | 72.450 | 4.14 | - | E | W | - | - | - | - | Pixwp | Y-Iswjh | 175-185 | 165 | 4.83% | 4.879% | 18.47004 |
| D | EHJ | 19.530 | 8.49 | - | TT | OO | - | - | - | - | Uzahz | L-Ucizt | 150-160 | 140 | 4.60% | 4.648% | 92.61934 |
| N1 | HHX | 145.000 | 3.35 | - | F-1+ | J1+ | - | - | - | - | Dwwkk | X-Tomli | 55-60 | 55 | 3.17% | 3.174% | 801.00000 |
| G2 | XEW | 232.000 | 9.38 | - | NNN | TTT | - | - | - | - | Ouvol | K-Wadjj | 75-80 | 65 | 3.83% | 3.865% | 91.41983 |
| C3 | NWK | 736.000 | 9.31 | - | MMM | LLL | - | - | - | - | Bvrod | W-Eardg | 90-95 | 75 | 3.96% | 4.002% | 74.60038 |
| I4 | LFM | 56.150 | 2.58 | - | OOO | KKK | - | - | - | - | Qpiox | Z-Kxdva | 110-115 | 95 | 4.18% | 4.224% | 91.96648 |
Tranche Comments
N1: First Pay: 2022-09-15; Registration: 144N/Dil S;
G2: First Pay: 2022-09-15; Registration: 144T/Jct A;
C3: First Pay: 2022-09-15; Registration: 144H/Nit H;
I4: First Pay: 2022-09-15; Registration: 144H/Aff T;
D: First Pay: 2022-09-15; Registration: 144K/Wua E;
A: First Pay: 2022-09-15; Registration: 144V/Guw U;
T: First Pay: 2022-09-15; Registration: 144G/Ukh N;
Pricing Speed
1.30% ZEA yh 5.00% Mtktr-Pp Mttt