| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | BFR | 45.632 | 2.20 | - | - | NT | Y- | - | W | 49.81% | - | IFP | Q | 240c | 240 | - | 6.788% | 442.21002 |
| M-1 | PLL | 79.724 | 8.77 | - | - | XXX | SSS | - | GGG | 82.00% | - | Yplio | N | 85k | 85 | 5.51% | 5.482% | 92.89766 |
| U-2 | AAQ | 665.900 | 5.40 | - | - | MMM | LLL | - | QQQ | 23.00% | - | Muygo | X | IKW-2 | 108 | 5.71% | 5.481% | 514.96929 |
| I | TYW | 85.960 | 1.48 | - | - | VP | BB- | - | ZZ | 70.26% | - | OTR | O | 190c | 200 | - | 6.388% | 342.29885 |
| T-P | HFH | 699.800 | 8.51 | - | - | NS | ZZZ | - | OOO | - | - | Dkowp | A | - | 95 | - | 5.394% | Int. Only |
| E | QKC | 94.804 | 8.33 | - | - | EL | OOO | - | PPP+ | 8.77% | - | Jklgs | U | 420l | 420 | 4.00% | 8.588% | 44.92252 |
| L-3 | JJK | 418.386 | 3.89 | - | - | QQQ | WWW | - | III | 36.00% | - | Rkjzq | H | 110t | 110 | 6.19% | 5.495% | 649.51872 |
| N-Y | ZVC | 98.238 | 6.64 | - | - | FD | ZZZ | - | BBB | 77.41% | - | JFD | G | 160w | 165 | - | 6.038% | 117.45820 |
Tranche Comments
M-1: First Pay: 2024-08-16; Registration: Hkbosckskn;
U-2: First Pay: 2024-08-16; Registration: Fejxqmeted;
L-3: First Pay: 2024-08-16; Registration: Cmbnokmwmq;
N-Y: First Pay: 2024-08-16; Registration: Yjxtuyjtjg;
I: First Pay: 2024-08-16; Registration: Vvgikkvavh;
B: First Pay: 2024-08-16; Registration: Jpkjaqpnpi;
E: First Pay: 2024-08-16; Registration: 144B/Tax G;
T-P: First Pay: 2024-08-16; Registration: 144W/Ncr V;
Pricing Speed
E-Kl 100% JBH
WA Term to Maturity (Months)
79
WA U/W NOI Debt Yield
13.6%