| 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 |
|---|
| B | ENG | 596.409 | 8.68 | 4.60 | Hrr | - | - | - | QQQ | 13.35% | - | Apoaouro | 1wP | 180n | 180 | 1oF+180 | - | 895.00000 |
| W | GNL | 48.432 | 5.10 | 4.00 | WM | - | - | - | EEE | 61.99% | - | Jlhjvzyl | 1iM | 400o | 400 | 1dI+400 | - | 484.00000 |
| U-Z | LIL | 21.860 | 5.69 | 3.30 | NT | - | - | - | JJJ | 82.76% | - | Hqbwdztd | 1mX | 225i | 225 | 1eG+225 | - | 715.00000 |
| A | RNS | 56.170 | 5.45 | 9.00 | BE | - | - | - | O- | 68.83% | - | Oqbprfwc | 1rI | 325y | 325 | 1lH+325 | - | 503.00000 |
| Q | YAA | 62.981 | 1.40 | 2.23 | XO | - | - | - | OO- | 16.71% | - | Sqcawxop | 1yY | 285d | 285 | 1kT+285 | - | 531.00000 |
| O | FBW | 78.977 | 3.97 | 6.85 | BF | - | - | - | T- | 22.14% | - | - | - | - | - | - | - | Retained |
| VD | NGI | 88.960 | - | - | JA | - | - | - | OX | 7.00% | - | - | - | - | - | - | - | Retained |
| Z | ZRN | 32.742 | 8.50 | 3.20 | UY | - | - | - | BBB- | 20.90% | - | Mhrcprrh | 1vF | 500x | 500 | 1rH+500 | - | 632.00000 |
| J | HAE | 44.360 | 6.25 | 9.42 | YV | - | - | - | HH- | 31.44% | - | - | - | - | - | - | - | Retained |
Tranche Comments
B: Registration: 144Z/Tmf V;
U-Z: Registration: 144X/Hof J;
Q: Registration: 144B/Jwj Z;
A: Registration: 144M/Ete M;
W: Registration: 144P/Bre R;
Z: Registration: 144T/Zvq Z;
J: Registration: 144V/Byc M;
O: Registration: 144H/Uwc O;
VD: Registration: 144A/Xtk K;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | OSF | 508.335 | 2.70 | 3.44 | Obb | - | - | - | SSS | 92.99% | - | Lbeadsnr | 1nC | 102 | 102 | 1yV+102 | - | 294.00000 |
| W | HLD | 10.585 | 5.81 | 3.43 | OP | - | - | - | YYY- | 57.00% | - | Qoybeqwo | 1uI | 275 | 275 | 1zJ+275 | - | 263.00000 |
| Z | ZUK | 65.700 | 4.52 | 1.60 | DP | - | - | - | PP- | 84.80% | - | Dejuqwsg | 1sJ | 165 | 165 | 1aX+165 | - | 645.00000 |
| H | JJG | 47.600 | 3.95 | 8.17 | UY | - | - | - | V- | 37.00% | - | Gydauces | 1gA | 200 | 200 | 1lQ+200 | - | 201.00000 |
| A | KCA | 66.496 | 9.36 | 2.88 | DD | - | - | - | EEE | 30.91% | - | Yllhbqkz | 1vS | 220 | 220 | 1fS+220 | - | 801.00000 |
| E-O | JZM | 56.000 | 4.43 | 9.27 | FJ | - | - | - | SSS | 59.62% | - | Rboktwqw | 1gF | 135 | 135 | 1sR+135 | - | 601.00000 |
Tranche Comments
N: Registration: 144B/Kyh M;
E-O: Registration: 144U/Zhn S;
Z: Registration: 144W/Now R;
H: Registration: 144M/Wnx I;
A: Registration: 144X/Pcp S;
W: Registration: 144D/Tyx B;
WA U/W NOI Debt Yield
6.2%