| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| BN | QOT | 386.123 | - | - | Qnn | - | VVV | - | HHH | - | - | Stxitdrk | Y | 110d | 110 | - | 4.875% | Int. Only |
| B | YUT | 23.775 | 6.75 | - | EF | - | BB- | - | QQ- | 48.64% | 98.7% | Nopuq | L | 205g | 205 | 6.48% | 5.797% | 854.43852 |
| L | MSK | 23.900 | 6.86 | - | AG | - | W- | - | Z- | 11.30% | 71.0% | Bqsyu | B | 270g | 270 | 6.42% | 6.445% | 59.95263 |
| E | LXC | 4.247 | 2.40 | - | SV | - | CCC- | - | NNN | 4.82% | 60.4% | Plksl | K | 560i | 560 | 4.00% | 9.346% | 92.12580 |
| P-2 | VRQ | 81.000 | 2.56 | - | Zii | - | GGG | - | NNN | 68.00% | 26.0% | Woiry | X | - | 116 | 5.14% | 4.914% | 195.58846 |
| L-1 | LXF | 3.400 | 3.25 | - | Ybb | - | CCC | - | VVV | 80.00% | 11.0% | Kywnn | M | - | 91.8 | 4.89% | 4.858% | 28.90668 |
| I-3 | KVM | 818.396 | 7.14 | - | Tyy | - | GGG | - | QQQ | 99.00% | 62.0% | Mjbxs | Y | 118q | 118 | 5.61% | 4.928% | 210.96077 |
| L-O | KAQ | 47.660 | 8.85 | - | Gy1 | - | ZZZ | - | ZZZ | 53.00% | 43.3% | Clxwh | E | 175y | 175 | 6.18% | 5.497% | 983.22392 |
| G | VZL | 12.117 | 9.20 | - | AI | - | SSS | - | WWW+ | 7.69% | 32.7% | Gbikp | V | 410e | 410 | 4.00% | 7.846% | 62.39960 |
Tranche Comments
L-1: First Pay: 2024-09-15; Registration: Yfpigxfzfk;
P-2: First Pay: 2024-09-15; Registration: Gxzfyqxbxv;
I-3: First Pay: 2024-09-15; Registration: Qjoakojnjc;
L-O: First Pay: 2024-09-15; Registration: Lxoqafxsxq;
B: First Pay: 2024-09-15; Registration: Kbkhokbxbw;
L: First Pay: 2024-09-15; Registration: Qwaychwjwj;
G: First Pay: 2024-09-15; Registration: 144T/Atx P; Comments: Tem Z;
E: First Pay: 2024-09-15; Registration: 144W/Bov W; Comments: Jhb K;
BN: First Pay: 2024-09-15; Registration: Recjnsezer;
Risk Retention
BT - Txbrzrheg EB - Ch
Cut-Off Balance ($mm)
852.332124
Pricing Speed
100 KDX (RF)
WA Rem. Amrt Term (Months)
860
WA Term to Maturity (Months)
53
WA U/W NOI Debt Yield
11.8%