| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | XGA | 93.830 | 5.20 | 6.80 | OJ | - | - | - | UU- | 53.60% | - | Tzvrxdjv | EGUG | 370a | - | DMFP+370 | - | 40.71000 |
| E | LFZ | 24.484 | 8.74 | 1.22 | KF | - | - | - | KKK | 63.80% | - | - | - | - | - | - | - | - |
| U | IRD | 54.243 | 3.12 | 8.40 | AW | - | - | - | GGG- | 60.86% | - | - | - | - | - | - | - | - |
| L | CAX | 39.820 | 4.32 | 3.89 | KM | - | - | - | K- | 90.43% | - | - | - | - | - | - | - | Retained |
| IBL | ICW | 86.317 | - | - | CP | - | - | - | KL | - | - | - | - | - | - | - | - | Retained |
| I | BAU | 942.300 | 1.39 | 5.51 | Vhh | - | - | - | GGG | 14.00% | - | Dsqvhfmf | YVLR | 230v | - | VPHF+230 | - | 18.60000 |
| H | EKP | 55.304 | 7.56 | 3.41 | CG | - | - | - | I- | 21.51% | - | Ryxrsonk | NZTY | 450e | - | ODUO+450 | - | 78.76000 |
| V-J | MFI | 91.995 | 4.68 | 9.36 | YB | - | - | - | XXX | 47.40% | - | Lqhdjlpt | AMQY | 285-290 | - | KINJ+290 | - | 48.68000 |
| G | NXY | 27.709 | 9.52 | 1.42 | NO | - | - | - | YY- | 71.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
I: First Pay: 2024-04-15; Registration: 144H/Fdg T;
V-J: First Pay: 2024-04-15; Registration: 144E/Trd Z;
I: First Pay: 2024-04-15; Registration: 144K/Xjd N;
H: First Pay: 2024-04-15; Registration: 144A/Mmi X;
E: First Pay: 2024-04-15; Registration: 144Y/Bep W;
U: First Pay: 2024-04-15; Registration: 144B/Lfj M;
G: First Pay: 2024-04-15; Registration: 144U Xsnb;
L: First Pay: 2024-04-15; Registration: 144J Jqdi;
IBL: First Pay: 2024-04-15; Registration: 144A Ecba;
Deal Comments
Xlx Obnn Msuxllp 24-wlxqx
Risk Retention
FN - Inae AF/FV - Ina
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 |
|---|
| D-A | VIQ | 70.910 | 2.28 | 2.68 | OC | - | - | - | LLL | 34.79% | - | Semfwfny | 1yZ | 225c | 225 | 1tK+225 | - | 286.00000 |
| D | XNR | 32.113 | 9.40 | 3.55 | DK | - | - | - | BB- | 13.92% | - | Muxflrbg | 1cE | 285r | 285 | 1xM+285 | - | 683.00000 |
| V | JOW | 72.428 | 1.45 | 6.20 | MN | - | - | - | D- | 65.42% | - | - | - | - | - | - | - | Retained |
| M | LZK | 875.340 | 8.38 | 8.44 | Uyy | - | - | - | GGG | 36.45% | - | Biljzcwi | 1zY | 180k | 180 | 1lZ+180 | - | 588.00000 |
| O | JNF | 29.284 | 1.90 | 3.60 | DG | - | - | - | KKK- | 72.80% | - | Leuaahjz | 1pD | 500v | 500 | 1gI+500 | - | 349.00000 |
| U | REX | 87.324 | 4.16 | 2.57 | DM | - | - | - | OO- | 29.20% | - | - | - | - | - | - | - | Retained |
| Z | CUF | 32.510 | 9.58 | 3.00 | GO | - | - | - | P- | 20.88% | - | Pfjhejql | 1qZ | 325x | 325 | 1oY+325 | - | 232.00000 |
| W | PRW | 93.729 | 8.21 | 5.00 | BE | - | - | - | SSS | 54.26% | - | Mpxqqfrg | 1qU | 400f | 400 | 1dG+400 | - | 503.00000 |
| YA | LWA | 90.160 | - | - | DC | - | - | - | ZU | 3.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
M: Registration: 144N/Zve W;
D-A: Registration: 144F/Vmp Q;
D: Registration: 144Y/Tmy I;
Z: Registration: 144O/Bjb N;
W: Registration: 144W/Hpv Q;
O: Registration: 144A/Ezw Y;
U: Registration: 144D/Ikq K;
V: Registration: 144H/Ojc U;
YA: Registration: 144H/Jbn M;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | LWA | 82.999 | 9.20 | 2.39 | IM | - | - | - | WW- | 61.20% | - | Sytqdtmh | 1hG | 165 | 165 | 1fU+165 | - | 508.00000 |
| W | BOC | 26.620 | 3.93 | 5.84 | UV | - | - | - | JJJ- | 44.00% | - | Tfdaltsi | 1pY | 275 | 275 | 1qT+275 | - | 905.00000 |
| B | JOC | 765.743 | 7.50 | 3.62 | Www | - | - | - | LLL | 26.47% | - | Hejdoibb | 1sM | 102 | 102 | 1cL+102 | - | 358.00000 |
| V | QQK | 11.429 | 3.86 | 1.15 | JY | - | - | - | NNN | 76.81% | - | Rzdkkxsa | 1tF | 220 | 220 | 1jX+220 | - | 867.00000 |
| K-H | KBF | 62.000 | 1.49 | 6.49 | SE | - | - | - | OOO | 51.93% | - | Krqwvtpu | 1sJ | 135 | 135 | 1uQ+135 | - | 573.00000 |
| G | FMT | 31.100 | 9.85 | 1.13 | DL | - | - | - | L- | 17.00% | - | Ljwbpxqf | 1vQ | 200 | 200 | 1kR+200 | - | 552.00000 |
Tranche Comments
B: Registration: 144L/Brq G;
K-H: Registration: 144L/Pce W;
G: Registration: 144J/Hvd N;
G: Registration: 144H/Mmy V;
V: Registration: 144P/Ish S;
W: Registration: 144P/Kxe X;
WA U/W NOI Debt Yield
6.2%