| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 33.062 | 0.14 | P-1 | - | - | - | - | 44.00% | - | Fixed | I-Curve | 18-20 | 17 | 4.867% | 4.867% | 100.00000 |
| A-2 | USD | 176.332 | 1.11 | Aaa | - | - | - | - | 44.00% | - | Fixed | I-Curve | 95-100 | 85 | 5.05% | 5.104% | 99.99915 |
| B | USD | 44.083 | 2.46 | A2 | - | - | - | - | 32.00% | - | Fixed | I-Curve | 150-160 | 135 | 5.41% | 5.473% | 99.99598 |
| C | USD | 22.041 | 2.60 | Baa3 | - | - | - | - | 26.00% | - | Fixed | I-Curve | 250-260 | 235 | 6.38% | 6.468% | 99.99355 |
| D | USD | 11.021 | 2.60 | Ba2 | - | - | - | - | 23.00% | - | Fixed | I-Curve | - | - | - | - | - |
Tranche Comments
A-1: First Pay: 2024-12-16; Registration: 144A/Reg S;
A-2: First Pay: 2024-12-16; Registration: 144A/Reg S;
B: First Pay: 2024-12-16; Registration: 144A/Reg S;
C: First Pay: 2024-12-16; Registration: 144A/Reg S;
D: First Pay: 2024-12-16; Registration: 144A Only; Comments: Pre-placed;
Risk Retention
US - Yes; EU - No
Pricing Speed
5% CPR to 15% Call