| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-3 | BKT | 730.600 | 9.28 | - | - | OOO | XXX | - | KKK | 64.00% | 89.5% | Wftgn | Z | 115v | 115 | 6.53% | 5.828% | 516.99040 |
| H-O | MUO | 425.417 | 3.87 | - | - | NN- | KKK | - | RRR | 57.30% | 48.8% | Zjqom | E | 150v | 150 | 6.87% | 6.174% | 407.12760 |
| V | FEA | 7.339 | 9.00 | - | - | QE | AAA- | - | UUU- | 3.83% | - | Eales | E | 600q | 600 | 4.25% | 10.669% | 16.54093 |
| O | KJQ | 38.861 | 2.38 | - | - | FH | BB- | - | RR- | 78.65% | 69.8% | Wrmvm | F | 195s | 195 | 7.25% | 6.624% | 219.61650 |
| L-J | BQE | 629.893 | - | - | - | CCC | SSS | - | FFF | - | - | Nrwsz | F | - | 100 | 0.814% | 5.760% | Int. Only |
| W-1 | WRO | 1.567 | 5.86 | - | - | DDD | FFF | - | GGG | 55.00% | 23.2% | Uwbbx | W | - | 113 | 6.02% | 5.989% | 64.69373 |
| J | TXN | 44.163 | 5.29 | - | - | PX | B- | - | I- | 9.00% | 98.5% | Spoqe | P | 250u | 250 | 7.25% | 7.172% | 94.95098 |
| K | FAC | 86.300 | 8.00 | - | - | PE | FFF | - | KKK | 7.99% | - | Jianz | S | 425o | 425 | 4.25% | 8.919% | 34.85700 |
| U-2 | LXL | 197.000 | 2.61 | - | - | OOO | PPP | - | EEE | 99.00% | 83.2% | Lwbsc | Y | V3-2 | 113 | 6.05% | 5.816% | 421.99964 |
Tranche Comments
W-1: Registration: Hhvmlohghh; Comments: Zhz-Zlhqzt;
U-2: Registration: Wmfkoamimk;
X-3: Registration: Cnmgvtnynu;
L-J: Registration: Fvafyovovy; Comments: Ipiaus co 4/25/2024;
H-O: Registration: Roevfpoboa;
O: Registration: Gfpuuafjfi;
J: Registration: Kxoqksxhxp;
K: Registration: 144U/Veq K;
V: Registration: 144A/Bok P;
Risk Retention
HA - J-andyak JH - Bq
Pricing Speed
Z-Zj 100% REF bw Rhcc
WA Term to Maturity (Months)
90
WA U/W NOI Debt Yield
13.2%