| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| VZY | LIL | 14.140 | - | - | QI | - | - | - | YN | - | - | - | - | - | - | - | - | Retained |
| U | HGR | 37.137 | 7.55 | 5.63 | SG | - | - | - | PPP- | 46.27% | - | - | - | - | - | - | - | - |
| V | HAW | 95.166 | 1.83 | 8.16 | XZ | - | - | - | TT- | 15.00% | - | - | - | - | - | - | - | Retained |
| E | KCN | 17.730 | 5.40 | 3.90 | XL | - | - | - | YY- | 79.71% | - | Szpweufp | SSYW | 370n | - | JXEB+370 | - | 41.75000 |
| N-L | BKH | 56.566 | 9.59 | 4.13 | VW | - | - | - | III | 91.90% | - | Hlswpdqq | BPTB | 285-290 | - | QISU+290 | - | 52.97000 |
| K | KKT | 28.908 | 8.88 | 1.46 | OY | - | - | - | K- | 72.85% | - | Meqbfvcz | DEMX | 450z | - | ICLO+450 | - | 25.62000 |
| O | AVX | 43.309 | 9.54 | 4.27 | GF | - | - | - | LLL | 96.80% | - | - | - | - | - | - | - | - |
| C | AWI | 11.324 | 4.12 | 4.83 | TX | - | - | - | K- | 68.27% | - | - | - | - | - | - | - | Retained |
| C | ECQ | 334.100 | 7.26 | 2.28 | Gnn | - | - | - | EEE | 37.00% | - | Fqqaahwi | YQLN | 230w | - | BXTO+230 | - | 65.11000 |
Tranche Comments
C: First Pay: 2024-04-15; Registration: 144G/Gpy S;
N-L: First Pay: 2024-04-15; Registration: 144M/Uuo T;
E: First Pay: 2024-04-15; Registration: 144U/Yiq T;
K: First Pay: 2024-04-15; Registration: 144M/Rik B;
O: First Pay: 2024-04-15; Registration: 144T/Ixr X;
U: First Pay: 2024-04-15; Registration: 144A/Vjm O;
V: First Pay: 2024-04-15; Registration: 144U Ypuo;
C: First Pay: 2024-04-15; Registration: 144P Czix;
VZY: First Pay: 2024-04-15; Registration: 144S Chig;
Deal Comments
Mci Msqq Hocucun 24-vcini
Risk Retention
MW - Ipdq XM/MF - Ipd
WA U/W NOI Debt Yield
15.4%
Reinvestment Period (YRS)
6
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | LLU | 21.655 | 1.50 | 3.29 | AE | - | - | - | YY- | 57.14% | - | Ulmwfovs | 1pN | 285g | 285 | 1qN+285 | - | 143.00000 |
| H | YTU | 13.177 | 2.56 | 9.90 | JS | - | - | - | UU- | 62.59% | - | - | - | - | - | - | - | Retained |
| R | QQZ | 946.384 | 5.52 | 2.95 | Szz | - | - | - | HHH | 15.94% | - | Zvuwdudu | 1jB | 180o | 180 | 1dK+180 | - | 971.00000 |
| A | TFI | 81.920 | 9.49 | 3.00 | ZJ | - | - | - | U- | 39.58% | - | Xmfzrphg | 1fS | 325r | 325 | 1bS+325 | - | 218.00000 |
| Q | WQU | 64.172 | 6.95 | 7.32 | VU | - | - | - | E- | 47.19% | - | - | - | - | - | - | - | Retained |
| C | BZO | 26.245 | 8.68 | 7.30 | QL | - | - | - | JJJ- | 19.30% | - | Bkzutztt | 1mM | 500o | 500 | 1sW+500 | - | 204.00000 |
| R-O | MEY | 10.460 | 6.21 | 3.17 | FN | - | - | - | UUU | 86.22% | - | Fcwkzzft | 1kE | 225x | 225 | 1mL+225 | - | 457.00000 |
| M | TID | 86.969 | 2.36 | 3.00 | MY | - | - | - | WWW | 89.98% | - | Dsvxsjfi | 1lX | 400c | 400 | 1sG+400 | - | 327.00000 |
| QO | KPK | 19.490 | - | - | NS | - | - | - | IU | 1.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
R: Registration: 144L/Tlu I;
R-O: Registration: 144J/Gii N;
W: Registration: 144C/Vdj L;
A: Registration: 144H/Ues G;
M: Registration: 144J/Ayr M;
C: Registration: 144Z/Ipi X;
H: Registration: 144F/Olu J;
Q: Registration: 144U/Xlr V;
QO: Registration: 144H/Rtl E;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | UCI | 522.419 | 9.60 | 9.72 | Fmm | - | - | - | RRR | 69.27% | - | Rwjqrdbe | 1tD | 102 | 102 | 1wW+102 | - | 251.00000 |
| X | NUK | 99.568 | 4.25 | 2.78 | GN | - | - | - | BBB | 28.14% | - | Qsukpycg | 1xZ | 220 | 220 | 1rH+220 | - | 508.00000 |
| Q | XLF | 22.988 | 3.46 | 1.64 | GM | - | - | - | CCC- | 77.00% | - | Kxzbrzco | 1rC | 275 | 275 | 1rH+275 | - | 671.00000 |
| Y-S | FUA | 21.000 | 8.86 | 2.39 | BB | - | - | - | KKK | 52.71% | - | Bfhrzbzz | 1cR | 135 | 135 | 1dJ+135 | - | 274.00000 |
| G | TFL | 20.124 | 4.32 | 1.52 | BM | - | - | - | KK- | 68.50% | - | Odllyhso | 1dU | 165 | 165 | 1mN+165 | - | 997.00000 |
| Q | UMT | 29.200 | 2.72 | 3.76 | UX | - | - | - | O- | 96.00% | - | Lpmqawds | 1zS | 200 | 200 | 1hR+200 | - | 576.00000 |
Tranche Comments
X: Registration: 144G/Umz O;
Y-S: Registration: 144G/Nkm I;
G: Registration: 144G/Tdx I;
Q: Registration: 144A/Mzx E;
X: Registration: 144E/Tdf C;
Q: Registration: 144F/Tvn C;
WA U/W NOI Debt Yield
6.2%