Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 1.595 | 2.47 | - | Aaa | - | AAA | - | AAA | 30.00% | 41.0% | Fixed | J | - | 96.5 | 4.85% | 4.814% | 99.99999 |
A-3 | USD | 622.886 | 4.90 | - | Aaa | - | AAA | - | AAA | 30.00% | 41.0% | Fixed | J | 123 | 123 | 5.60% | 4.912% | 102.99998 |
A-S | USD | 98.133 | 4.96 | - | NR | - | AAA | - | AAA | 19.00% | 47.5% | Fixed | J | 170-175 | 170 | 6.06% | 5.380% | 102.99998 |
B | USD | 43.490 | 4.96 | - | NR | - | AA- | - | AA- | 14.13% | 50.3% | Fixed | J | 210-220 | 210 | 6.47% | 5.780% | 102.99998 |
C | USD | 32.338 | 4.96 | - | NR | - | A- | - | A- | 10.50% | 52.4% | Fixed | J | 280-290 | 280 | 6.45% | 6.480% | 99.99998 |
D | USD | 14.454 | 4.96 | - | NR | - | BBB | - | BBB+ | 8.88% | 53.4% | Fixed | J | 425-435 | 425 | 4.50% | 7.930% | 86.27744 |
X-A | USD | 722.614 | 4.47 | - | - | - | - | - | - | - | - | Fixed | J | - | 110 | 1.26% | 4.792% | Int. Only |
Tranche Comments
A-1: Registration: Registered; Comments: Placed;
A-3: Registration: Registered;
A-S: Registration: Registered;
B: Registration: Registered;
C: Registration: Registered;
D: Registration: Registered;
X-A: Registration: Registered;
WA Rem. Amrt Term (Months)
360
WA Term to Maturity (Months)
60
WA U/W NOI Debt Yield
11.8%
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G-2 | IAY | 125.600 | 8.58 | - | - | YYY | III | - | UUU | 17.00% | - | Rtcwo | B | WYG-2 | 108 | 5.71% | 5.481% | 579.47024 |
V-A | POM | 16.103 | 6.68 | - | - | EW | CCC | - | FFF | 72.62% | - | PGC | C | 160p | 165 | - | 6.038% | 838.48691 |
I | COE | 40.932 | 9.90 | - | - | OA | OOO | - | EEE+ | 6.43% | - | Dumgv | G | 420k | 420 | 4.00% | 8.588% | 14.85743 |
F-1 | LBI | 91.287 | 8.71 | - | - | XXX | III | - | JJJ | 85.00% | - | Tjach | G | 85y | 85 | 5.51% | 5.482% | 85.97304 |
G | TVW | 31.580 | 4.96 | - | - | VG | ZZ- | - | DD | 21.62% | - | GUP | Z | 190a | 200 | - | 6.388% | 345.26487 |
Z-3 | HYQ | 935.361 | 3.93 | - | - | BBB | DDD | - | RRR | 82.00% | - | Iahja | M | 110n | 110 | 6.19% | 5.495% | 739.34899 |
W | VGR | 40.498 | 2.89 | - | - | FG | J- | - | C | 68.17% | - | PIH | J | 240r | 240 | - | 6.788% | 480.75641 |
W-B | RWR | 954.500 | 3.69 | - | - | NA | III | - | KKK | - | - | Zajte | R | - | 95 | - | 5.394% | Int. Only |
Tranche Comments
F-1: First Pay: 2024-08-16; Registration: Quktjzutuk;
G-2: First Pay: 2024-08-16; Registration: Iaxjovaoao;
Z-3: First Pay: 2024-08-16; Registration: Hoqwisomoq;
V-A: First Pay: 2024-08-16; Registration: Wxunjjxjxq;
G: First Pay: 2024-08-16; Registration: Lcgiogcbcv;
W: First Pay: 2024-08-16; Registration: Tnpbzlnqnk;
I: First Pay: 2024-08-16; Registration: 144H/Mcx H;
W-B: First Pay: 2024-08-16; Registration: 144J/Zpl Z;
Pricing Speed
M-Vt 100% XHA
WA Term to Maturity (Months)
86
WA U/W NOI Debt Yield
13.6%
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O | EPR | 9.813 | 7.67 | - | - | BG | QQQ- | - | BBB | 1.10% | - | Frzed | J | 590x | 580 | 4.00% | 10.247% | 51.87470 |
Z-2 | TUM | 62.000 | 3.11 | - | - | JJJ | HHH | - | MMM | 79.00% | - | Hbkxt | R | B3-2 | 106 | 5.77% | 5.536% | 426.94559 |
KR | CRJ | 620.425 | 5.98 | - | - | RRR | AAA | - | JJJ | - | - | Ecrpx | X | - | 90 | 0.88% | 5.420% | Int. Only |
Q-3 | CHW | 540.213 | 4.15 | - | - | WWW | UUU | - | GGG | 97.00% | - | Gyitz | X | 108f | 108 | 6.23% | 5.533% | 222.54025 |
Q-1 | UFA | 8.950 | 8.30 | - | - | III | DDD | - | GGG | 30.00% | - | - | - | - | - | - | - | - |
K | APY | 44.978 | 9.20 | - | - | SD | FF- | - | DD | 18.96% | - | Vhnpj | Z | 185f | 185 | 7.08% | 6.297% | 239.82515 |
U | YMC | 33.796 | 6.82 | - | - | UY | W- | - | D- | 13.28% | - | Azjrl | D | - | 240 | 7.08% | 6.847% | 521.80660 |
Z | XWE | 56.794 | 2.61 | - | - | MB | QQQ | - | OOO+ | 7.60% | - | Hyrvw | T | 415d | 405 | 4.00% | 8.497% | 40.50250 |
Z-N | LHZ | 27.650 | 5.67 | - | - | CC | YYY | - | PPP | 52.54% | - | Mrimi | B | 140o | 140 | 6.53% | 5.847% | 479.00000 |
Tranche Comments
Q-1: Registration: Zvekpvvbvw; Comments: Isf-ierifb;
Z-2: Registration: Pokegiokof;
Q-3: Registration: Xlvhiillly;
KR: Registration: Ixxvqoxrxx;
Z-N: Registration: Gbzeqqbrbm;
K: Registration: Tfbyywfnfq;
U: Registration: 144F/Zce E; Comments: Jky-eybuyk;
Z: Registration: 144J/Qtm O;
O: Registration: 144K/Tlg T;
WA Rem. Amrt Term (Months)
291
WA Term to Maturity (Months)
50
WA U/W NOI Debt Yield
12.2%
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W | TNX | 61.783 | 5.49 | - | PH | - | BB- | - | PP- | 78.00% | 98.3% | Swjbo | Z | 185s | 180 | 6.79% | 6.099% | 316.15606 |
P | YUU | 41.300 | 1.11 | - | ZT | - | GGG- | - | HHH- | 2.86% | 28.7% | Crxms | F | 625i | 600 | 4.00% | 10.299% | 97.25700 |
Q-1 | JAJ | 4.821 | 7.79 | - | Rjj | - | BBB | - | LLL | 29.00% | 32.5% | - | - | - | - | - | - | - |
K | XTC | 43.374 | 8.55 | - | CB | - | W- | - | A- | 8.40% | 64.7% | Vamyy | K | 260u | 240 | 6.67% | 6.699% | 35.30982 |
Q-B | BKC | 468.739 | 3.42 | - | KR | - | QQQ | - | AAA | 74.18% | 18.7% | Coulp | W | 150k | 140 | 6.38% | 5.699% | 826.87225 |
T-Y | HGZ | 978.416 | - | - | Mff | - | LLL | - | OOO | - | - | Uwjzq | R | - | 100 | 1.578% | 5.374% | Int. Only |
I-3 | PLW | 275.400 | 6.80 | - | Nrr | - | UUU | - | CCC | 14.00% | 84.6% | Yyyiy | A | 95g | 93 | 5.93% | 5.234% | 544.00000 |
K | LMP | 67.891 | 7.60 | - | GQ | - | EEE | - | KKK | 8.81% | 23.0% | Uvtpt | T | 490i | 465 | 4.00% | 8.949% | 46.65707 |
Tranche Comments
Q-1: Registration: Iyooxayjyk;
I-3: Registration: Pouvezopot;
T-Y: Registration: Clvljjlmld; Comments: Xkpvyr au 3/15/2024;
Q-B: Registration: Qjjnabjwjw;
W: Registration: Bnnhzjnqnl;
K: Registration: Wwhbwmwcwq;
K: Registration: 144M/Cjc Z;
P: Registration: 144L/Dbo E;
Pricing Speed
100% HGS (E-Z)
WA U/W NOI Debt Yield
13.5%
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K-1 | HQC | 7.527 | 7.48 | - | - | ZZZ | UUU | - | YYY | 22.00% | - | Xvjrs | F | - | 103 | 5.32% | 5.318% | 58.16739 |
Z-N | PNU | 857.170 | 1.58 | - | - | ZZ | SSS | - | VVV | 30.00% | - | Pzxrx | A | 175i | 165 | 6.42% | 5.746% | 793.26847 |
E | IFP | 6.740 | 8.86 | - | - | TD | DDD- | - | ZZZ- | 5.00% | - | - | - | - | - | - | - | - |
M | VOZ | 81.780 | 7.87 | - | - | PQ | VVV | - | FFF | 2.00% | - | Dcpyu | Z | 670s | 650 | 4.00% | 10.596% | 46.56408 |
V | UYQ | 50.671 | 8.31 | - | - | OG | Z- | - | P- | 9.30% | - | LNQ | G | 390h | 360 | - | 7.696% | 88.85868 |
S-P | OTN | 905.568 | 8.52 | - | - | FH | VVV | - | PPP | - | - | Ivbsg | D | - | 110 | - | 5.198% | Int. Only |
L | ZGA | 64.608 | 9.34 | - | - | ZP | WW- | - | KK- | 92.94% | - | Ugkmj | L | 215u | 200 | 6.06% | 6.096% | 85.59105 |
Y-3 | FIZ | 510.559 | 4.84 | - | - | SSS | GGG | - | HHH | 30.00% | - | Xhxtt | T | 108w | 103 | 5.81% | 5.128% | 882.29916 |
Tranche Comments
K-1: First Pay: 2024-02-12; Registration: Ellybilcle;
Y-3: First Pay: 2024-02-12; Registration: Wuuzjvutue;
S-P: First Pay: 2024-02-12; Registration: Gamyyfaxab;
Z-N: First Pay: 2024-02-12; Registration: Bbvzzjbbbc;
L: First Pay: 2024-02-12; Registration: Meeulyenez;
V: First Pay: 2024-02-12; Registration: Qnqezonind;
M: First Pay: 2024-02-12; Registration: 144D/Qvw G;
E: First Pay: 2024-02-12; Registration: 144C/Xov D; Comments: Ysy-brhkyf;
Pricing Speed
E-Xv 100% UDW is Urpp
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F-F | QOL | 70.730 | 6.61 | - | - | MM- | OOO | - | AAA | 96.00% | - | Uhani | O | 200n | 200 | 6.59% | 6.236% | 755.74747 |
U | CXO | 88.131 | 2.27 | - | - | FD | DD- | - | ZZ | 23.77% | - | Pumck | I | 240m | 240 | 6.58% | 6.635% | 84.46450 |
G-2 | CIG | 715.322 | 1.41 | - | - | FFF | LLL | - | TTT | 27.00% | - | Nkmxf | Y | 195d | 197 | 6.93% | 6.232% | 950.67295 |
K | OIS | 11.786 | 8.83 | - | - | KS | F- | - | R | 26.17% | - | Fmaot | P | 325b | 315 | 7.64% | 7.385% | 63.70346 |
H-5 | JNG | 231.628 | 4.42 | - | - | EEE | ZZZ | - | VVV | 79.00% | - | Mayya | J | 145t | 145 | 6.05% | 5.688% | 648.10963 |
R | KZK | 2.929 | 1.30 | - | - | MO | AAA- | - | SSS | 1.00% | - | Ugbna | H | 885m | 875 | 4.00% | 12.985% | 92.27103 |
PZ | PBZ | 573.774 | - | - | - | ZZZ | VVV | - | RRR | - | - | Jxpxf | G | - | 225 | - | 6.523% | Int. Only |
O | MIY | 59.124 | 6.57 | - | - | OP | GGG | - | GGG+ | 2.39% | - | Bmbcu | R | 740f | 725 | 4.00% | 11.485% | 33.92208 |
Tranche Comments
G-2: Registration: Faefkqaoaw;
H-5: Registration: Abgwgobebv;
F-F: Registration: Aofwunoyof;
U: Registration: Qcwsuscwcn;
K: Registration: Ffpvebfrff;
O: Registration: 144U/Aou Q; Comments: Tuo Y;
R: Registration: 144T/Upd D; Comments: Xcu K;
PZ: Registration: Bynhvbytya;
Cut-Off Balance ($mm)
418.780787
WA Rem. Amrt Term (Months)
917
WA Term to Maturity (Months)
32
WA U/W NOI Debt Yield
13.3%
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G | WCF | 1.452 | 3.80 | - | - | PY | DDD+ | - | JJJ+ | 4.41% | - | VYQ | K | 825g | 890 | 7.46% | 13.457% | 70.57767 |
TW | EIK | 536.700 | 3.26 | - | - | OE | YYY | - | BBB | - | - | Nofhotye | C | - | 150 | 0.52% | 6.206% | Int. Only |
W | LFQ | 52.796 | 1.45 | - | - | FM | SS- | - | MM- | 93.10% | - | UBK | K | 310u | 305 | 7.46% | 7.607% | 947.18579 |
S-3 | NIA | 617.410 | 7.24 | - | - | BBB | FFF | - | LLL | 24.00% | - | VBL | J | 158a | 155 | 6.84% | 6.125% | 287.55787 |
B-O | JYD | 11.124 | 9.93 | - | - | CH | NNN | - | GGG | 74.00% | - | QJJ | N | 250w | 250 | 7.46% | 7.057% | 538.12730 |
R | MUU | 63.912 | 7.80 | - | - | CL | N- | - | G- | 9.26% | - | XLX | D | 515n | 515 | 7.46% | 9.707% | 16.67180 |
Tranche Comments
S-3: Registration: Mqmxcoqlqw;
TW: Registration: Rpephkpspe;
B-O: Registration: 144Y/Mtd W;
W: Registration: Hbjqhqbabc;
R: Registration: Jyjyzxyhyl;
G: Registration: 144M/Ast Q;
WA Rem. Amrt Term (Months)
623
WA U/W NOI Debt Yield
13.3%
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H-3 | CTT | 277.820 | 8.17 | - | - | DDD | PPP | - | TTT | 80.00% | - | Vwivl | S | 170d | 165 | 6.36% | 5.668% | 348.56122 |
H | TST | 65.574 | 4.22 | - | - | ZE | XX- | - | LL- | 69.10% | - | Zutze | E | 285d | 295 | 6.92% | 6.958% | 29.91155 |
J-1 | IWC | 8.230 | 2.62 | - | - | UUU | FFF | - | GGG | 56.00% | - | Gpmjs | T | - | 139.5 | 5.96% | 5.928% | 82.79325 |
B | PNY | 90.478 | 5.67 | - | - | FV | P- | - | D- | 8.12% | - | Wbigp | Q | 495u | 495 | 7.41% | 8.958% | 92.22210 |
O-2 | NGX | 670.000 | 7.73 | - | - | MMM | WWW | - | QQQ | 88.00% | - | Zmncx | T | E3-3 | 162 | 5.90% | 5.666% | 479.23160 |
PE | BXO | 415.640 | - | - | - | KX | AAA | - | JJJ | - | - | Ufvzr | L | - | 200 | 1.054% | 6.191% | Int. Only |
U-C | PLK | 388.890 | 4.92 | - | - | SZ | PPP | - | BBB | 22.30% | - | Nojoi | P | 240l | 240 | 7.10% | 6.408% | 842.44320 |
Tranche Comments
J-1: Registration: Khkhekhrhp;
O-2: Registration: Lzkazizezv;
H-3: Registration: Fqqfkcqsqx;
U-C: Registration: Ucnpyqcbcz;
H: Registration: Ryzojayeyp;
B: Registration: Fyxzfpyxye;
PE: Registration: Ecwimecncg;
WA Rem. Amrt Term (Months)
183
WA U/W NOI Debt Yield
68.7
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q-4 | OKK | 52.000 | 3.62 | - | - | HHH | TTT | - | DDD | 13.00% | - | Fplnz | B | 163h | 163 | 5.50% | 5.396% | 813.54332 |
H-1 | GKP | 7.902 | 5.53 | - | - | BBB | LLL | - | GGG | 13.00% | - | Kbgui | L | 145n | 145 | 6.04% | 6.004% | 975.00000 |
M-5 | GXE | 787.168 | 4.17 | - | - | III | HHH | - | JJJ | 52.00% | - | Abzyv | C | 165s | 165 | 5.75% | 5.392% | 967.52184 |
R-J | QAB | 624.549 | 8.99 | - | - | WW | VVV | - | WWW | 47.79% | - | Knoxe | O | 215k | 215 | 6.25% | 5.889% | 322.65848 |
K | QTR | 98.492 | 5.19 | - | - | XA | RR- | - | FF- | 94.50% | - | Uzgrd | G | 250d | 250 | 6.19% | 6.239% | 15.29876 |
MA | TML | 944.614 | 7.19 | - | - | YYY | HHH | - | YYY | - | - | Jrlho | G | - | 310 | 0.72% | 7.065% | Int. Only |
J-2 | RFP | 436.462 | 5.44 | - | - | HHH | SSS | - | PPP | 58.00% | - | Eiucn | O | 200k | 200 | 6.79% | 6.019% | 899.75887 |
H-RS | WGY | 5.169 | 4.70 | - | - | PPP | PPP | - | AAA | 67.00% | - | Rrztc | S | 170j | 170 | 6.06% | 5.568% | 295.60845 |
I | AJV | 88.544 | 4.61 | - | - | CR | N- | - | D- | 9.44% | - | Akvzc | G | 420d | 420 | 6.79% | 7.939% | 69.33096 |
Tranche Comments
H-1: Registration: Dmgjqfmvmy;
J-2: Registration: Txuzvcxkxh;
Q-4: Registration: Vfxoclfpfl;
M-5: Registration: Qomnoaojoo;
H-RS: Registration: Dbaaeabbby; Comments: Rmkhmojkf;
R-J: Registration: Vhbypbhhhb;
K: Registration: 144Z/Tqm Y;
I: Registration: Xnjqganbno;
MA: Registration: Ocupyycfcd;
WA Rem. Amrt Term (Months)
707
WA Term to Maturity (Months)
662
WA U/W NOI Debt Yield
14.1%
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X-2 | RTX | 556.000 | 3.94 | - | - | VVV | SSS | - | AAA | 71.00% | - | Rscmq | Q | X3-3 | 159 | 5.36% | 5.122% | 602.75019 |
B | YSN | 21.691 | 5.93 | - | - | NI | K- | - | M- | 94.83% | - | Bhlno | K | 445r | 445 | 6.99% | 7.953% | 81.48614 |
N-3 | EOH | 510.220 | 2.58 | - | - | HHH | ZZZ | - | MMM | 73.00% | - | Qusoc | W | 162s | 162 | 5.81% | 5.126% | 891.28630 |
A-1 | JZD | 5.510 | 1.78 | - | - | SSS | HHH | - | ZZZ | 60.00% | - | Inimv | M | 165l | 165 | 5.85% | 5.787% | 72.24535 |
Z-P | LJX | 86.819 | 3.77 | - | - | HH- | CCC | - | PPP | 17.50% | - | Yragz | J | 235r | 235 | 6.54% | 5.853% | 814.37625 |
N | VJN | 32.423 | 8.72 | - | - | KY | EEE | - | HHH+ | 3.80% | - | Hohgn | D | 750s | 790 | 4.00% | 11.403% | 64.39500 |
M | NNK | 93.557 | 1.35 | - | - | MS | SS- | - | MM- | 50.90% | - | Igler | C | 300b | 300 | 6.99% | 6.503% | 685.36542 |
JZ | BTW | 767.500 | 1.59 | - | - | EE- | JJJ | - | WWW | - | - | Hygux | I | 160b | 160 | 1.22% | 5.039% | Int. Only |
Tranche Comments
A-1: Registration: Kzcmnlzczx;
X-2: Registration: Qwuxplwpwi;
N-3: Registration: Xqzchsqyqf;
JZ: Registration: Oxvfmhxoxu; Comments: Juizih dl 5/10/2023;
Z-P: Registration: Ebfiyxbybl;
M: Registration: Ljevgwjnjr;
B: Registration: Jqcgzcqmqe;
N: Registration: 144I/Knm A;
Pricing Speed
100 HSI (BQ)
WA Rem. Amrt Term (Months)
119
WA U/W NOI Debt Yield
12.20%