| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | LMT | 39.843 | 7.90 | 3.18 | SJ | - | - | - | X- | 23.11% | - | Abpsmqnl | WUZT | 450x | - | HLMK+450 | - | 75.82000 |
| E | EZQ | 61.795 | 5.33 | 9.72 | WY | - | - | - | CCC | 52.60% | - | - | - | - | - | - | - | - |
| BTQ | UAI | 37.222 | - | - | UO | - | - | - | WQ | - | - | - | - | - | - | - | - | Retained |
| X | UXG | 67.835 | 7.98 | 8.66 | HC | - | - | - | SS- | 44.00% | - | - | - | - | - | - | - | Retained |
| S | WCL | 59.870 | 5.40 | 2.30 | VP | - | - | - | ZZ- | 17.62% | - | Mpmjassh | UXPY | 370t | - | DEFL+370 | - | 81.62000 |
| R | FHN | 87.105 | 2.65 | 7.69 | CG | - | - | - | UUU- | 64.94% | - | - | - | - | - | - | - | - |
| O-G | CZW | 53.154 | 9.21 | 4.72 | CW | - | - | - | CCC | 26.60% | - | Jchkojvr | WVNA | 285-290 | - | HVJA+290 | - | 65.21000 |
| M | TUR | 36.448 | 8.86 | 3.83 | WL | - | - | - | M- | 16.50% | - | - | - | - | - | - | - | Retained |
| D | BJJ | 388.200 | 3.72 | 6.34 | Uuu | - | - | - | QQQ | 70.00% | - | Xqesqmju | UJDQ | 230j | - | ISEA+230 | - | 68.18000 |
Tranche Comments
D: First Pay: 2024-04-15; Registration: 144P/Aeo M;
O-G: First Pay: 2024-04-15; Registration: 144Z/Ahe U;
S: First Pay: 2024-04-15; Registration: 144E/Noa M;
N: First Pay: 2024-04-15; Registration: 144K/Fby Z;
E: First Pay: 2024-04-15; Registration: 144Q/Pfz O;
R: First Pay: 2024-04-15; Registration: 144A/Uyt G;
X: First Pay: 2024-04-15; Registration: 144A Xgrt;
M: First Pay: 2024-04-15; Registration: 144I Dtna;
BTQ: First Pay: 2024-04-15; Registration: 144T Fech;
Deal Comments
Ejy Qkyy Zvqsjri 24-sjytn
Risk Retention
ZC - Mmlt JZ/ZO - Mml
WA U/W NOI Debt Yield
15.4%
Reinvestment Period (YRS)
9