| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 102.456 | 1.09 | - | - | - | - | A | 24.40% | - | Fixed | I-Curve | 275a | 260 | 7.37% | 7.490% | 99.99445 |
| B | USD | 8.827 | 2.82 | - | - | - | - | BBB | 17.80% | - | Fixed | I-Curve | 550a | 550 | 9.48% | 9.678% | 99.97972 |
| C | USD | 9.897 | 2.90 | - | - | - | - | BB | 10.40% | - | Fixed | I-Curve | Low 800s | 975 | 9.50% | 13.903% | 90.41590 |
| D | USD | 3.611 | 2.90 | - | - | - | - | B | 7.70% | - | Fixed | I-Curve | - | - | 15.00% | - | - |
Tranche Comments
A: First Pay: 2024-01-15; Registration: 144A/Reg S;
B: First Pay: 2024-01-15; Registration: 144A/Reg S;
C: First Pay: 2024-01-15; Registration: 144A Only;
D: First Pay: 2024-01-15; Registration: 144A Only; Comments: Pre-Placed;
Originator(s)
Blue Bridge Financial Inc
Risk Retention
US - Yes; EU - No
Pricing Speed
15% CPR to 15% Call