| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | KQE | 36.847 | 1.84 | 5.42 | TA | - | - | - | TTT | 23.10% | - | - | - | - | - | - | - | - |
| F | IJB | 48.189 | 3.60 | 4.93 | KZ | - | - | - | E- | 24.86% | - | - | - | - | - | - | - | Retained |
| QTM | AFB | 41.652 | - | - | FY | - | - | - | AL | - | - | - | - | - | - | - | - | Retained |
| F | ENI | 983.300 | 2.82 | 7.48 | Czz | - | - | - | NNN | 67.00% | - | Lsrpbejw | KCYP | 230c | - | XUSX+230 | - | 16.23000 |
| P | VWC | 18.104 | 5.52 | 4.44 | HO | - | - | - | S- | 89.43% | - | Ryfajsli | VWNN | 450x | - | KZAM+450 | - | 85.29000 |
| A-P | IQZ | 69.726 | 7.38 | 9.77 | ZZ | - | - | - | GGG | 62.50% | - | Nwuxueej | SPSA | 285-290 | - | WNXI+290 | - | 10.35000 |
| L | LSE | 77.370 | 7.50 | 8.20 | GO | - | - | - | QQ- | 86.87% | - | Rpfbxetp | HWPC | 370b | - | QHZX+370 | - | 97.26000 |
| Q | GPK | 83.841 | 3.17 | 6.51 | EP | - | - | - | LL- | 80.00% | - | - | - | - | - | - | - | Retained |
| Z | AKO | 62.930 | 2.37 | 4.47 | SN | - | - | - | PPP- | 31.60% | - | - | - | - | - | - | - | - |
Tranche Comments
F: First Pay: 2024-04-15; Registration: 144E/Zqu W;
A-P: First Pay: 2024-04-15; Registration: 144R/Zrw R;
L: First Pay: 2024-04-15; Registration: 144W/Yhu D;
P: First Pay: 2024-04-15; Registration: 144E/Uhk Q;
R: First Pay: 2024-04-15; Registration: 144U/Gmg R;
Z: First Pay: 2024-04-15; Registration: 144Z/Gtw C;
Q: First Pay: 2024-04-15; Registration: 144Q Npah;
F: First Pay: 2024-04-15; Registration: 144P Vztf;
QTM: First Pay: 2024-04-15; Registration: 144Z Nbet;
Deal Comments
Jbp Wzoo Agbpbsd 24-sbpsg
Risk Retention
DF - Vycm MD/DV - Vyc
WA U/W NOI Debt Yield
15.4%
Reinvestment Period (YRS)
5
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | CYH | 32.897 | 6.60 | 9.36 | YD | - | - | - | JJ- | 28.20% | - | Sqqshrtq | 1cP | 285m | 285 | 1hT+285 | - | 268.00000 |
| Y | JAB | 72.803 | 6.11 | 3.36 | TF | - | - | - | NN- | 83.62% | - | - | - | - | - | - | - | Retained |
| C | BBO | 66.725 | 1.99 | 5.30 | NN | - | - | - | AAA- | 75.40% | - | Qcxpltmk | 1bY | 500w | 500 | 1oR+500 | - | 966.00000 |
| K | IKM | 187.304 | 6.39 | 7.59 | Yoo | - | - | - | YYY | 94.46% | - | Vhywaptr | 1dA | 180k | 180 | 1dV+180 | - | 207.00000 |
| KS | FCF | 47.120 | - | - | IS | - | - | - | GM | 7.00% | - | - | - | - | - | - | - | Retained |
| X-B | YMS | 20.430 | 2.96 | 1.91 | VQ | - | - | - | XXX | 80.82% | - | Gkwoamso | 1tX | 225n | 225 | 1nW+225 | - | 648.00000 |
| N | CGM | 57.580 | 7.52 | 1.00 | TV | - | - | - | S- | 26.60% | - | Vthwfjtr | 1qE | 325k | 325 | 1rZ+325 | - | 588.00000 |
| X | GUC | 91.410 | 9.52 | 8.00 | UA | - | - | - | FFF | 89.70% | - | Rqrmlmwb | 1nQ | 400j | 400 | 1sX+400 | - | 767.00000 |
| U | OUU | 81.649 | 1.49 | 6.99 | LH | - | - | - | Y- | 31.17% | - | - | - | - | - | - | - | Retained |
Tranche Comments
K: Registration: 144V/Lax H;
X-B: Registration: 144W/Pnv W;
K: Registration: 144A/Uav I;
N: Registration: 144H/Iij F;
X: Registration: 144Y/Ile G;
C: Registration: 144H/Zns H;
Y: Registration: 144U/Tnn Q;
U: Registration: 144T/Kcp O;
KS: Registration: 144X/Mre B;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-O | MTH | 54.000 | 2.15 | 7.71 | ZQ | - | - | - | SSS | 32.59% | - | Rcjuyfhe | 1dK | 135 | 135 | 1lL+135 | - | 105.00000 |
| W | FAR | 57.271 | 7.43 | 8.67 | UL | - | - | - | CCC- | 21.00% | - | Lyzqskmx | 1eV | 275 | 275 | 1eY+275 | - | 867.00000 |
| M | LWP | 823.502 | 2.20 | 1.72 | Lrr | - | - | - | FFF | 77.00% | - | Bxqdhond | 1bZ | 102 | 102 | 1dL+102 | - | 415.00000 |
| R | MUV | 80.223 | 6.71 | 1.75 | BI | - | - | - | BBB | 12.91% | - | Wbhkxxum | 1yV | 220 | 220 | 1aI+220 | - | 124.00000 |
| V | MGE | 22.500 | 7.72 | 3.34 | LL | - | - | - | F- | 82.00% | - | Ozqccwbj | 1mN | 200 | 200 | 1rQ+200 | - | 635.00000 |
| H | UMH | 62.264 | 6.32 | 7.28 | WY | - | - | - | FF- | 41.70% | - | Cmbfmzwi | 1uY | 165 | 165 | 1eL+165 | - | 630.00000 |
Tranche Comments
M: Registration: 144Z/Rzm E;
D-O: Registration: 144Z/Atc Z;
H: Registration: 144G/Eew I;
V: Registration: 144J/Uim X;
R: Registration: 144X/Fzl G;
W: Registration: 144I/Oys N;
WA U/W NOI Debt Yield
6.2%