| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 387.081 | 2.45 | - | - | - | AAA | AA | 24.13% | - | Fixed | I-Curve | 190-200 | 175 | 5.94% | 6.010% | 99.99989 |
| B | USD | 56.060 | 3.31 | - | - | - | AA | A | 13.14% | - | Fixed | I-Curve | 220-230 | 205 | 6.21% | 6.292% | 99.99998 |
| C | USD | 48.051 | 3.88 | - | - | - | A | NR | 3.72% | - | Fixed | I-Curve | - | - | 6.85% | - | - |
| D | USD | 16.017 | 4.50 | - | - | - | BBB | NR | 0.58% | - | Fixed | I-Curve | - | - | 7.65% | - | - |
Tranche Comments
A: First Pay: 2024-12-15; Registration: 144A/Reg S;
B: First Pay: 2024-12-15; Registration: 144A/Reg S;
C: First Pay: 2024-12-15; Registration: 144A/Reg S;
D: First Pay: 2024-12-15; Registration: 144A/Reg S;
Risk Retention
EU/UK - Yes