| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J1 | WZI | 63.131 | 5.24 | - | - | CCC | - | - | 2.11% | - | Mgagl | N-Oldzx | - | 230 | 6.76% | 6.725% | 80.80106 |
| H1 | OHE | 5.502 | 2.33 | - | - | TT | - | - | 8.00% | - | Xzbee | B-Uandy | 365-375 | 365 | 8.10% | 8.075% | 87.81233 |
| W3 | BPT | 38.120 | 3.58 | - | - | D | - | - | 25.92% | - | Irtlb | R-Zqcve | 170t | 165 | 6.50% | 6.353% | 17.24396 |
| L1 | BFJ | 317.667 | 7.63 | - | - | NNN | - | - | 97.00% | - | Pbqwp | M-Xzbar | 140-145 | 135 | 6.19% | 6.053% | 72.26880 |
| D2 | XKJ | 48.853 | 6.26 | - | - | AA | - | - | 18.80% | - | Olwjr | Z-Nnzmu | 160-165 | 155 | 6.39% | 6.253% | 47.35280 |
| H2 | TCR | 2.728 | 2.32 | - | - | E | - | - | 4.60% | - | GDN | P-Pqnod | 465o | 460 | - | 9.025% | 43.87914 |
Tranche Comments
L1: First Pay: 2024-04-25; Registration: 144L/Kqq A;
D2: First Pay: 2024-04-25; Registration: 144B/Kxh N;
W3: First Pay: 2024-04-25; Registration: 144V/Veu E;
J1: First Pay: 2024-04-25; Registration: 144F/Zjy N;
H1: First Pay: 2024-04-25; Registration: 144O/Mci Q;
H2: First Pay: 2024-04-25; Registration: 144P/Xma Y; Comments: NLIEF-nadaxpu zfduz adu annofdgz zuxx zpgaud $652,000 oz gdp Z-2 go zaguzzd PP zpafuzpnpdgz;
Deal Comments
Phunbvpv Awnwhhunbvq Wphvnwh bz 3-vwphb pvn 30% hbbv zptubh
Originator(s)
Kzcbxwd Hwlkztzcc Kyld, Pwwdzbkwc Yylccbcw BBK, KdwblMxcw Bwcxzcc BBK, Edd Klwxzc Kycezxwlwx Yylccbcw Act
Risk Retention
IV - Xzex OI/IU - Xze
Pricing Speed
25% ZZH qk 4nq bhaa