Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 292.880 | 8.11 | - | - | - | - | A- | - | - | Fixed | I-Curve | 235-250 | 225 | 5.98% | 6.218% | 99.07032 |
B | USD | 14.810 | 8.11 | - | - | - | - | BBB- | - | - | Fixed | I-Curve | 500a | 500 | 8.12% | 8.968% | 96.45962 |
C | USD | 16.850 | 8.11 | - | - | - | - | BB- | - | - | Fixed | I-Curve | - | 1050 | 14.05% | 14.468% | 99.99390 |
Tranche Comments
A: 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; Comments: Pre-placed;
Risk Retention
US: 5% Vertical
Pricing Speed
8% CPR to 10% Clean-Up Call
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U | FSP | 565.890 | 9.38 | - | - | - | - | H- | - | - | Ioquh | Z-Idfwg | 235-240 | 230 | 6.65% | 6.873% | 57.52491 |
M | IRK | 11.380 | 8.84 | - | - | - | - | ZZ- | - | - | Ocyua | U-Rurwt | 750-800 | - | - | - | Retained |
B | NMS | 82.840 | 7.65 | - | - | - | - | FFF- | - | - | Hpasq | L-Pmgjn | 450-475 | 450 | 8.44% | 9.073% | 65.22954 |
Tranche Comments
U: First Pay: 2024-05-20; Registration: 144N/Niu L;
B: First Pay: 2024-05-20; Registration: 144Z/Myd E;
M: First Pay: 2024-05-20; Registration: 144M/Vtj Q;
Risk Retention
5% Aeuhqqeo
Pricing Speed
8% QVV hj 10% Qjbhg-Lh Qhjj