Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 231.670 | 7.91 | - | - | - | - | A- | - | - | Fixed | I-Curve | 235-240 | 230 | 6.65% | 6.873% | 99.29759 |
B | USD | 10.340 | 7.91 | - | - | - | - | BBB- | - | - | Fixed | I-Curve | 450-475 | 450 | 8.44% | 9.073% | 97.65048 |
C | USD | 10.850 | 7.91 | - | - | - | - | BB- | - | - | Fixed | I-Curve | 750-800 | - | - | - | Retained |
Tranche Comments
A: First Pay: 2024-05-20; Registration: 144A/Reg S;
B: First Pay: 2024-05-20; Registration: 144A/Reg S;
C: First Pay: 2024-05-20; Registration: 144A/Reg S;
Risk Retention
5% Vertical
Pricing Speed
8% CPR to 10% Clean-Up Call