| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 178.500 | 2.68 | 3.29 | Aaa | - | - | - | AAA | 58.00% | - | Floating | SOFR | 230a | - | SOFR+230 | - | 99.75000 |
| A-S | USD | 44.625 | 3.29 | 4.29 | NR | - | - | - | AAA | 47.50% | - | Floating | SOFR | 285-290 | - | SOFR+290 | - | 99.75000 |
| B | USD | 35.062 | 3.50 | 4.50 | NR | - | - | - | AA- | 39.25% | - | Floating | SOFR | 370a | - | SOFR+370 | - | 99.75000 |
| C | USD | 36.656 | 3.53 | 4.53 | NR | - | - | - | A- | 30.63% | - | Floating | SOFR | 450a | - | SOFR+450 | - | 99.75000 |
| D | USD | 30.282 | 3.67 | 4.67 | NR | - | - | - | BBB | 23.50% | - | - | - | - | - | - | - | - |
| E | USD | 11.687 | 3.79 | 4.79 | NR | - | - | - | BBB- | 20.75% | - | - | - | - | - | - | - | - |
| F | USD | 24.438 | 3.83 | 4.83 | NR | - | - | - | BB- | 15.00% | - | - | - | - | - | - | - | Retained |
| G | USD | 15.406 | 3.87 | 4.87 | NR | - | - | - | B- | 11.38% | - | - | - | - | - | - | - | Retained |
| INC | USD | 48.344 | - | - | NR | - | - | - | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2024-04-15; Registration: 144A/Reg S;
A-S: First Pay: 2024-04-15; Registration: 144A/Reg S;
B: First Pay: 2024-04-15; Registration: 144A/Reg S;
C: First Pay: 2024-04-15; Registration: 144A/Reg S;
D: First Pay: 2024-04-15; Registration: 144A/Reg S;
E: First Pay: 2024-04-15; Registration: 144A/Reg S;
F: First Pay: 2024-04-15; Registration: 144A Only;
G: First Pay: 2024-04-15; Registration: 144A Only;
INC: First Pay: 2024-04-15; Registration: 144A Only;
Deal Comments
Non Call Period: 24-month
Risk Retention
US - Yes; EU/UK - Yes
WA U/W NOI Debt Yield
15.4%
Reinvestment Period (YRS)
2
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | UZG | 922.492 | 4.86 | 5.75 | Fpp | - | - | - | EEE | 49.39% | - | Sxrcfpaf | 1lD | 180p | 180 | 1gF+180 | - | 626.00000 |
| R-S | NUP | 99.850 | 5.13 | 6.75 | CF | - | - | - | GGG | 58.72% | - | Jyooodpz | 1kO | 225r | 225 | 1hF+225 | - | 498.00000 |
| IM | OEE | 12.840 | - | - | YT | - | - | - | HZ | 1.00% | - | - | - | - | - | - | - | Retained |
| Z | QCL | 80.365 | 5.70 | 5.98 | NV | - | - | - | TT- | 51.26% | - | Fdrlicix | 1pB | 285u | 285 | 1lE+285 | - | 513.00000 |
| D | EMW | 68.910 | 2.37 | 5.00 | JS | - | - | - | X- | 67.14% | - | Ssqxpeei | 1gW | 325x | 325 | 1lV+325 | - | 259.00000 |
| A | IMQ | 60.401 | 1.95 | 3.00 | LY | - | - | - | CCC | 88.67% | - | Nmmqmzah | 1iA | 400k | 400 | 1dN+400 | - | 354.00000 |
| S | GRV | 18.925 | 6.14 | 9.22 | QW | - | - | - | B- | 62.97% | - | - | - | - | - | - | - | Retained |
| R | ATO | 26.482 | 7.86 | 6.60 | ZQ | - | - | - | AAA- | 95.40% | - | Oqukuroa | 1aU | 500i | 500 | 1mH+500 | - | 590.00000 |
| O | MXM | 62.266 | 5.28 | 4.92 | JR | - | - | - | BB- | 60.11% | - | - | - | - | - | - | - | Retained |
Tranche Comments
G: Registration: 144D/Avi C;
R-S: Registration: 144A/Mxg Q;
Z: Registration: 144H/Kos S;
D: Registration: 144Z/Bwi P;
A: Registration: 144P/Grv H;
R: Registration: 144J/Odp A;
O: Registration: 144W/Tko I;
S: Registration: 144I/Ocr C;
IM: Registration: 144K/Dtv C;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | LEV | 898.639 | 6.50 | 7.34 | Ryy | - | - | - | EEE | 31.79% | - | Wxbcdzqk | 1xF | 102 | 102 | 1lH+102 | - | 931.00000 |
| U | MET | 21.900 | 5.50 | 5.62 | NA | - | - | - | S- | 73.00% | - | Qsjvarax | 1rN | 200 | 200 | 1rB+200 | - | 216.00000 |
| M-K | BLC | 43.000 | 4.50 | 1.85 | GG | - | - | - | ZZZ | 89.50% | - | Qpudtosd | 1lO | 135 | 135 | 1oY+135 | - | 605.00000 |
| V | MJB | 45.123 | 8.63 | 3.87 | OB | - | - | - | FFF | 54.86% | - | Bwmfjrjz | 1wT | 220 | 220 | 1dF+220 | - | 945.00000 |
| F | HJF | 46.249 | 8.97 | 9.69 | JT | - | - | - | OOO- | 57.00% | - | Pyeumofk | 1dG | 275 | 275 | 1zO+275 | - | 737.00000 |
| Y | AFQ | 96.367 | 9.18 | 9.25 | TX | - | - | - | KK- | 31.30% | - | Sffjycdc | 1yD | 165 | 165 | 1vS+165 | - | 217.00000 |
Tranche Comments
J: Registration: 144T/Ioo N;
M-K: Registration: 144H/Lix F;
Y: Registration: 144H/Fiz B;
U: Registration: 144U/Dnf S;
V: Registration: 144G/Ebc M;
F: Registration: 144M/Qbz J;
WA U/W NOI Debt Yield
6.2%