| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 48.860 | 0.29 | - | - | F1+ | - | K1+ | - | - | Fixed | I-Curve | 34-36 | 31 | 4.830% | 4.830% | 100.00000 |
| A-2 | USD | 254.220 | 2.66 | - | - | AAA | - | AAA | - | - | Fixed | I-Curve | 105-115 | 95 | 5.08% | 5.135% | 99.99746 |
| A-3 | USD | 149.550 | 6.21 | - | - | AAA | - | AAA | - | - | Fixed | I-Curve | 130-140 | 110 | 5.29% | 5.358% | 99.95145 |
| B | USD | 22.930 | 7.11 | - | - | AA- | - | AA+ | - | - | Fixed | I-Curve | 170-180 | 160 | 5.82% | 5.891% | 99.99975 |
| C | USD | 22.940 | 7.11 | - | - | A- | - | A+ | - | - | Fixed | I-Curve | 215-225 | 205 | 6.25% | 6.341% | 99.94906 |
Tranche Comments
A-1: First Pay: 2024-12-20; Registration: 144A/Reg S;
A-2: First Pay: 2024-12-20; Registration: 144A/Reg S;
A-3: First Pay: 2024-12-20; Registration: 144A/Reg S;
B: First Pay: 2024-12-20; Registration: 144A/Reg S;
C: First Pay: 2024-12-20; Registration: 144A/Reg S;
Risk Retention
US-Yes; UK-No
Pricing Speed
100% PPC 7.5% for first 9 month and 5% CPR after