| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | FVE | 33.380 | 2.44 | 7.65 | QW | - | - | - | M- | 87.73% | - | Lsulzvfl | GIJI | 450b | - | CGSN+450 | - | 15.82000 |
| T | GUZ | 73.769 | 7.58 | 8.57 | XM | - | - | - | T- | 55.72% | - | - | - | - | - | - | - | Retained |
| N | FUO | 823.300 | 8.29 | 5.95 | Uii | - | - | - | XXX | 95.00% | - | Nvqppyrb | AAND | 230e | - | PDJS+230 | - | 82.33000 |
| W | AXM | 33.900 | 9.10 | 7.40 | KE | - | - | - | MM- | 35.17% | - | Wyjyczrk | KGTI | 370o | - | YCKR+370 | - | 26.33000 |
| B | PUG | 72.757 | 5.43 | 9.41 | VC | - | - | - | III | 10.70% | - | - | - | - | - | - | - | - |
| C | QPB | 86.603 | 4.73 | 1.26 | UN | - | - | - | ZZZ- | 13.63% | - | - | - | - | - | - | - | - |
| C | IAW | 64.565 | 1.13 | 7.18 | JB | - | - | - | TT- | 86.00% | - | - | - | - | - | - | - | Retained |
| N-J | PBR | 77.877 | 3.61 | 9.75 | VH | - | - | - | PPP | 71.50% | - | Iamdfajt | HHIA | 285-290 | - | UWYP+290 | - | 48.60000 |
| MRO | NXN | 85.495 | - | - | MG | - | - | - | II | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
N: First Pay: 2024-04-15; Registration: 144F/Exk K;
N-J: First Pay: 2024-04-15; Registration: 144O/Fiu Z;
W: First Pay: 2024-04-15; Registration: 144Q/Rsy U;
A: First Pay: 2024-04-15; Registration: 144P/Zcv Q;
B: First Pay: 2024-04-15; Registration: 144B/Led Q;
C: First Pay: 2024-04-15; Registration: 144E/Qmq V;
C: First Pay: 2024-04-15; Registration: 144X Xgoj;
T: First Pay: 2024-04-15; Registration: 144H Ztqg;
MRO: First Pay: 2024-04-15; Registration: 144I Tggh;
Deal Comments
Dfk Guss Xxrzfry 24-efkfw
Risk Retention
ZR - Mhqy LZ/ZZ - Mhq
WA U/W NOI Debt Yield
15.4%
Reinvestment Period (YRS)
9
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | MOI | 592.510 | 2.48 | 6.44 | Ogg | - | - | - | TTT | 28.82% | - | Pfwdmocp | 1aS | 180j | 180 | 1fT+180 | - | 140.00000 |
| J | FYD | 54.783 | 3.71 | 7.00 | IL | - | - | - | SSS | 64.80% | - | Uuhejiyt | 1rB | 400o | 400 | 1sQ+400 | - | 942.00000 |
| YY | CXE | 99.550 | - | - | QC | - | - | - | QZ | 1.00% | - | - | - | - | - | - | - | Retained |
| Z | WTK | 86.150 | 8.91 | 1.00 | KA | - | - | - | W- | 83.65% | - | Zspvkudl | 1dW | 325c | 325 | 1kR+325 | - | 114.00000 |
| W | BUW | 71.137 | 8.21 | 6.53 | NK | - | - | - | E- | 22.25% | - | - | - | - | - | - | - | Retained |
| D | PYT | 79.118 | 4.79 | 7.10 | NP | - | - | - | UUU- | 88.10% | - | Cpmpvqnt | 1mV | 500u | 500 | 1lM+500 | - | 901.00000 |
| K-H | VLR | 23.140 | 7.93 | 1.44 | EV | - | - | - | KKK | 19.34% | - | Cbqozqbg | 1zG | 225j | 225 | 1cL+225 | - | 527.00000 |
| A | VPX | 56.776 | 7.33 | 8.78 | EW | - | - | - | RR- | 40.86% | - | - | - | - | - | - | - | Retained |
| C | NYF | 26.774 | 6.30 | 9.64 | HW | - | - | - | LL- | 57.72% | - | Kvakpmao | 1yM | 285h | 285 | 1eZ+285 | - | 834.00000 |
Tranche Comments
W: Registration: 144P/Ozs I;
K-H: Registration: 144Y/Fye A;
C: Registration: 144W/Pbw D;
Z: Registration: 144E/Juu Z;
J: Registration: 144I/Anw W;
D: Registration: 144U/Cbh R;
A: Registration: 144Z/Vco O;
W: Registration: 144C/Oom Y;
YY: Registration: 144I/Nup O;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | PZX | 76.527 | 7.87 | 5.84 | ZZ | - | - | - | UU- | 40.30% | - | Bhpjkvja | 1tI | 165 | 165 | 1cG+165 | - | 349.00000 |
| T | FPN | 14.600 | 7.15 | 8.10 | HK | - | - | - | T- | 64.00% | - | Ymzzhsqk | 1tF | 200 | 200 | 1aP+200 | - | 123.00000 |
| D | YIM | 766.807 | 7.10 | 5.73 | Vjj | - | - | - | GGG | 86.50% | - | Mdwmehof | 1dA | 102 | 102 | 1kI+102 | - | 978.00000 |
| J-H | MJL | 94.000 | 3.28 | 8.73 | KK | - | - | - | JJJ | 58.74% | - | Bveecqeb | 1sP | 135 | 135 | 1vP+135 | - | 512.00000 |
| I | BIP | 53.196 | 3.19 | 2.18 | TS | - | - | - | LLL | 45.23% | - | Wpsolaim | 1aP | 220 | 220 | 1gG+220 | - | 913.00000 |
| P | AAR | 88.355 | 5.40 | 8.89 | GK | - | - | - | PPP- | 14.00% | - | Deuyxcdr | 1rQ | 275 | 275 | 1pN+275 | - | 777.00000 |
Tranche Comments
D: Registration: 144I/Zzn T;
J-H: Registration: 144M/Jbt I;
N: Registration: 144B/Tbr X;
T: Registration: 144J/Jsw A;
I: Registration: 144H/Nut F;
P: Registration: 144K/Eip X;
WA U/W NOI Debt Yield
6.2%