| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-B | NRF | 15.190 | 6.87 | 2.31 | IW | - | - | - | AAA | 51.70% | - | Xcbcxmvr | UKNY | 285-290 | - | HGVL+290 | - | 73.91000 |
| Q | TPH | 54.731 | 4.64 | 4.84 | ZV | - | - | - | SSS- | 78.85% | - | - | - | - | - | - | - | - |
| F | FZX | 987.600 | 5.23 | 5.44 | Xss | - | - | - | LLL | 57.00% | - | Zljxvqti | MYKC | 230n | - | PHNF+230 | - | 54.43000 |
| E | ZAT | 87.532 | 2.10 | 3.18 | IG | - | - | - | Y- | 57.88% | - | Bywebpui | VKPW | 450h | - | NUIV+450 | - | 42.73000 |
| T | KZW | 70.242 | 1.86 | 9.82 | UX | - | - | - | F- | 23.47% | - | - | - | - | - | - | - | Retained |
| I | ALO | 76.372 | 2.84 | 4.77 | VN | - | - | - | WW- | 68.00% | - | - | - | - | - | - | - | Retained |
| H | YSN | 24.930 | 1.70 | 7.80 | ZL | - | - | - | MM- | 64.41% | - | Itujetrr | MQLU | 370k | - | ALZZ+370 | - | 20.14000 |
| F | HTZ | 28.132 | 8.23 | 8.55 | YY | - | - | - | CCC | 13.90% | - | - | - | - | - | - | - | - |
| GYY | FYQ | 47.253 | - | - | CS | - | - | - | VO | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
F: First Pay: 2024-04-15; Registration: 144H/Jju O;
J-B: First Pay: 2024-04-15; Registration: 144J/Vug W;
H: First Pay: 2024-04-15; Registration: 144K/Piv S;
E: First Pay: 2024-04-15; Registration: 144E/Fal Q;
F: First Pay: 2024-04-15; Registration: 144M/Vqq F;
Q: First Pay: 2024-04-15; Registration: 144X/Foc V;
I: First Pay: 2024-04-15; Registration: 144U Cetb;
T: First Pay: 2024-04-15; Registration: 144R Bpse;
GYY: First Pay: 2024-04-15; Registration: 144E Ogqh;
Deal Comments
Wqy Zjss Bxuwqpr 24-nqymi
Risk Retention
AY - Qkse HA/AY - Qks
WA U/W NOI Debt Yield
15.4%
Reinvestment Period (YRS)
5