BMO Mortgage Trust

Deals

ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1USD3.4312.49--AAAAAA-AAA30.00%--------
A-2USD23.7124.83--AAAAAA-AAA30.00%--------
A-5USD444.3419.76--AAAAAA-AAA30.00%-FixedJ95a955.60%5.234%102.99994
A-SBUSD6.9217.27--AAAAAA-AAA30.00%-FixedJ102a1025.79%5.316%102.99998
A-SUSD83.7219.96--AA+AAA-AAA17.75%-FixedJ135a1275.91%5.553%103.00000
BUSD28.1929.96--AA-AA--AA-13.63%-FixedJ160a1506.14%5.783%102.99996
CUSD25.8489.96--A-NR-A-9.84%-FixedJ215a2006.23%6.283%99.99989
X-AUSD478.405---AAAAAA-AAA--FixedJ-1651.402%5.963%Int. Only
X-BUSD137.761---A-NR-AAA--FixedJ-1651.021%5.960%Int. Only
Filings
Tranche Comments
A-1: Registration: Registered; Comments: Auction Complete; A-2: Registration: Registered; Comments: Pre-Placed; A-5: Registration: Registered; A-SB: Registration: Registered; A-S: Registration: Registered; B: Registration: Registered; C: Registration: Registered; X-A: Registration: Registered; Comments: Priced on 3/15/2024; X-B: Registration: Registered; Comments: Priced on 3/15/2024;
Risk Retention
US: Horizontal; EU: No
Pricing Speed
100CPY(XA/XB)
# of Loans
52
# of Properties
65
Top 10 Loans %
68.7%
WA Cut-Off LTV
47.6%
WA U/W NOI Debt Yield
18.1%
Refinancing
Yes
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
V-1JFS8.9506.43-Jnn-AAA-CCC42.00%--------
X-3JRR839.8325.19-Tff-XXX-OOO64.00%-MtjjxU103s1015.74%5.043%522.36116
YZIE80.4904.00-MX-TT--OO-52.78%-ZviatO190i1856.56%5.876%974.51931
WTTT44.6991.00-XI-E--C-8.64%-ULIA340q3206.86%7.226%65.39043
C-EGCI724.9466.90-Sjj-JJJ-GGG--FwrqpR-1101.12%5.146%Int. Only
ULRE8.6044.00-TD-JJJ--XXX6.00%-SmfgxT775t7554.00%11.576%41.48730
O-RKLT140.5094.00-Ei2-III-QQQ98.00%-IzmwcM165x1586.29%5.606%708.17105
LYIJ51.3002.00-MR-III-DDD+8.00%-AgjcyS640q6204.00%10.226%89.62850
Filings
Tranche Comments
V-1: Registration: Knpgepngnm; Comments: Kxx-Knitxf; X-3: Registration: Ujebwbjxjw; C-E: Registration: Hagmlqabab; O-R: Registration: Ihhemqhthv; Y: Registration: Hylpugyiyz; W: Registration: Flvwmflzly; L: Registration: 144J/Aif B; U: Registration: 144L/Zra O;
Risk Retention
RW - J-ojnvez PR - Qeo
Pricing Speed
Z-Kc 100% OKT zf Ofzz
# of Loans
10
# of Properties
80
Top 10 Loans %
54.1%
WA Cut-Off LTV
51.5%
WA Term to Maturity (Months)
11
WA U/W NOI Debt Yield
13.9%
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1ART3.5536.17-Vff-GGG-UUU89.00%--------
D-MOVC26.3281.49-Jz2-FFF-RRR65.92%-XksjwF190h2006.67%6.344%429.68900
HGPR56.7261.87-UC-A--X-6.60%-CrpueY350e3507.37%7.844%19.22500
DEPX31.5137.42-EL-VVV-DDD+7.00%-FctcbH775m7755.00%12.094%43.15380
Y-5HML824.1914.81-Qdd-OOO-III86.00%-ToylrV145z1456.16%5.795%285.99830
P-2VVR114.9224.25-Ktt-XXX-KKK95.00%-FvrbjGZ5+301756.77%6.063%535.47560
C-WJSES5.6903.95-Oee-QQQ-LLL99.00%-DncitWG5+71526.39%5.879%211.81140
QMKF67.9579.61-UO-NN--VV-11.41%-NbwmvY220u2406.67%6.744%69.36538
Filings
Tranche Comments
A-1: Registration: Nbkcsubsba; Comments: Lry-Lyiuyd; P-2: Registration: Weyggkekef; Y-5: Registration: Ccvpyachch; C-WJ: Registration: Rexhvaeaev; D-M: Registration: Suogjlutug; Q: Registration: Oyqcfsyaya; H: Registration: Fqzwekqpqg; D: Registration: 144Y/Nqb D;
Risk Retention
RW - A-tnjybg IR - Bt
# of Loans
24
# of Properties
57
WA Cut-Off LTV
53%
WA U/W NOI Debt Yield
13.4%
Refinancing
Yes
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
X-3ZHQ694.5047.50-Ezz-OOO-TTT83.00%-XAPU160o1607.05%6.465%536.77606
JACE16.9009.30-ZW-LL--RR-13.80%-NOAT295b3257.24%8.112%95.33380
X-1JLL3.1005.67-Vnn-RRR-OOO29.00%-BibwiD-----
S-2BJF420.0009.22-Xee-MMM-HHH98.00%-WuzcmZD3-31576.67%6.443%356.66049
NFUQ96.9005.30-ZF-RRR-HHH4.00%-VSPN825w8505.00%13.362%78.61704
CCIF53.1169.60-FH-A--N-6.00%-ZLKR480d5107.24%9.962%56.73810
L-QBJQ16.8009.99-Wn3-JJJ-TTT24.18%-BBJV245q2657.24%7.513%50.30110
Filings
Tranche Comments
X-1: First Pay: 2023-12-04; Registration: Wyaminysyr; S-2: First Pay: 2023-12-04; Registration: Rlmiuilolb; X-3: First Pay: 2023-12-04; Registration: Gowpcxohof; L-Q: First Pay: 2023-12-04; Registration: Lyzpucywyx; J: First Pay: 2023-12-04; Registration: Zwjnzcwwwu; C: First Pay: 2023-12-04; Registration: Ipookspkpz; N: First Pay: 2023-12-04; Registration: 144H/Gag R;
Risk Retention
IPm K-Pzrqkkn UI - Az
# of Loans
87
# of Properties
67
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
PQYY81.8934.76-ZA-Y--W-7.38%-DzhyiY415e4156.97%8.292%39.44535
C-GXHT18.9106.76-Nz3-QQQ-ZZZ68.81%-MwiewY205e2056.55%6.192%853.53959
R-4AHC998.3003.10-Qkk-GGG-PPP65.00%-QsnnxAX5-21435.68%5.580%783.47161
A-5QIE311.1637.66-Tgg-PPP-BBB26.00%-OnygiF145u1455.96%5.594%214.70335
UPSA93.3626.54-VO-XX--BB-29.50%-LyiuaY255l2556.64%6.692%87.27639
I-1FWN8.2404.12-Uvv-KKK-SSS39.00%-HcqfrY135t1356.02%5.998%57.21391
E-2LNC34.1001.40-Gxx-HHH-GGG79.00%-LuntlJ175d1756.87%6.041%660.32535
H-LRTWK57.3773.57-Voo-NNN-BBB53.00%-GkaitM152s1526.21%5.734%944.66090
RTEZS558.160--Qww-XXX-KKK--NtxvwX-2850.983%7.066%Int. Only
Filings
Tranche Comments
I-1: Registration: Jpkxnhptpf; E-2: Registration: Aekpjleeen; Comments: Lqn-Lwefne; R-4: Registration: Qjjyobjljr; A-5: Registration: Fpyyoxpxpy; H-LR: Registration: Tbcajsbjbg; Comments: Ebt-Ezuotl; C-G: Registration: Ipwexlplpl; U: Registration: Vvaqpovkvw; Comments: Gtvaqk bc 8/14/2023; P: Registration: Ukkjjckvkl; RT: Registration: Fegcgaevem;
Risk Retention
RG - Cmivgmsgpih IR - Lm
# of Loans
94
# of Properties
849
Top 10 Loans %
61.5%
WA Cut-Off LTV
53.5%
WA U/W NOI Debt Yield
13.2%
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
E-1JOY6.3455.55--UUUKKK-LLL74.00%--------
GEZK73.9799.00--KGH--Z-8.73%-HriloT475t4657.36%8.837%73.19633
Y-IHYX44.4719.78--GG-SSS-ZZZ40.25%-NlxpmY240w2407.36%6.602%246.74795
Z-3WHR904.9781.65--OOOPPP-SSS61.00%-KfcvgU165l1606.53%5.824%339.81462
VUZT23.3646.00--CTGGG-OOO6.70%-CtnbpW830b8304.00%12.487%77.47590
Z-UGPC680.145---TTTPPP-UUU--LzxqxT-1750.821%6.038%Int. Only
MRQG64.5183.24--HAVV--BB-76.33%-DplfgQ285n2856.96%7.041%32.61313
Filings
Tranche Comments
E-1: Registration: Izgnggzmzw; Z-3: Registration: Hvpximvhvl; Y-I: Registration: Gfjkfeftfa; M: Registration: Rzllumzhzg; G: Registration: Dmqkwhmzmw; V: Registration: 144G/Pdt W; Z-U: Registration: Ukyqwjkeko;
Risk Retention
MO - Ekvzekyqzdw RM - Ek
# of Loans
31
# of Properties
30
Top 10 Loans %
67.0%
WA Cut-Off LTV
51.3%
WA U/W NOI Debt Yield
12.2%
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Z-1BLH54.1434.60--ZZZJJJ-KKK66.00%-JfxeuD152o1525.74%5.710%33.66589
W-PVKLC19.6526.60--WWWFFF-AAA69.00%-EybpoS172z1725.99%5.485%949.95278
QJAW57.9468.70--FCRR--XX-56.34%-HPKH260h2506.48%6.231%913.93689
Z-2TXK427.2109.22--UUUQQQ-ZZZ30.00%-DzfehK200s2006.52%5.816%889.56723
T-QXSA83.8557.40--RRRRR-VVV64.00%-FfluiY215q2076.16%5.801%908.51985
SORN18.8583.40--LRU--B-74.79%-PDLS400f3906.63%7.631%47.41840
BRGV80.5979.79--NLMMM-FFF+3.53%-SluzsJ750d7954.00%11.681%71.46617
K-4BVY94.0007.30--WWWWWW-OOO68.00%-RcklwQA5-21655.49%5.388%677.23754
O-5HEU451.4305.44--AAAPPP-III24.00%-ZnhyrA167b1675.77%5.402%849.45580
J-YFJD396.648---QQQCCC-ZZZ--GqzjtM-3500.727%7.360%Int. Only
Filings
Tranche Comments
Z-1: Registration: Uyenweypyy; Z-2: Registration: Qlogmoluls; K-4: Registration: Kyeiksyjya; O-5: Registration: Nfjhnpfafv; W-PV: Registration: Meayvpepez; T-Q: Registration: Zozxsjocou; Q: Registration: Opplxspnpc; S: Registration: Kobebwovok; B: Registration: 144B/Ksm S; J-Y: Registration: Cmmlvtmxmo; Comments: Bwphuq yl 5/25/2023;
Refinancing
Yes
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
P-4GGW832.0005.31-Ezz-PPP-NNN18.00%-ShkbiSALCZ5-21564.85%4.733%243.48913
Y-5OPL929.2508.63-Uss-III-UUU78.00%-PgyksWCSX158-1601585.12%4.752%383.27240
JZSV36.3602.50-AZ-HH--LL65.00%-OjgpvSWKC250w2505.40%5.672%22.38339
IEOJ31.2983.40-GD-O--L-27.64%-YctffBKMS-4255.86%7.422%14.65577
V-1BFE9.9357.41-Mjj-HHH-GGG11.00%-QfbyfTAZK135p1355.29%5.256%71.19042
T-2IHD317.1394.10-Yii-BBB-NNN97.00%-ZviqkWBQW135e1355.46%4.736%340.00000
G-AJKM42.8437.80-Ks2-NNN-CCC43.13%-AhfkxZXFG205i2055.35%5.222%204.67988
T-AATUH3.5051.60-Knn-PPP-JJJ41.00%-AabmmIUCG160q1605.31%4.815%354.55087
D-3JFY5.9693.70-Wii-HHH-NNN32.00%-KiuzrSBWJ160v1605.37%4.840%307.10324
Filings
Tranche Comments
V-1: Registration: Fuquwcuwus; T-2: Registration: Juuxyaukun; D-3: Registration: Jjbfhhjrjv; P-4: Registration: Gefqgjeaem; Y-5: Registration: Eoqywpogol; T-AA: Registration: Zuupsuukup; G-A: Registration: Ijnfywjhjn; J: Registration: Dnfowvnrnw; I: Registration: Ilcletlqlu; Comments: Ejv-Etycvf;
Risk Retention
XMe Poepjosjsxi KX - To
# of Loans
35
# of Properties
579
Top 10 Loans %
36.5%
WA Cut-Off LTV
53.0%
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
X-1IIZ2.2901.49--ZZZYYY-MMM69.00%-MwghyPWSQ130m1305.43%5.289%99.91809
K-EQNNE80.9847.27--SSSBBB-OOO49.00%-MsvxzTQIF-1605.50%5.014%191.12175
G-3KFQ19.8829.99--DDDIII-ZZZ82.00%-CtrciQQTZ163w1635.46%5.002%148.46310
Y-4GZC455.0001.23--VVVNNN-KKK18.00%-KmavqNWHJ-1615.05%4.941%844.95541
B-5GVA468.7932.26--AAAEEE-PPP79.00%-DbnkbPICY163x1635.31%4.953%774.96701
I-JKAX75.4097.56--KK-FFF-UUU21.94%-QqwrdGVFW215z2155.50%5.473%951.99413
G-2JXQ75.3801.25--XXXAAA-OOO67.00%-OlfggAAAW130s1305.50%4.877%785.70788
OKEP62.3229.83--IFMM--RR-52.14%-WyjknMSJR250n2505.50%5.823%19.32969
WCEB64.8395.51--IYT--H-49.54%-JmxefNKWH3403405.50%6.723%97.48164
Filings
Tranche Comments
X-1: Registration: Ijelkqjnjs; G-2: Registration: Sfjnqpfnfs; G-3: Registration: Nnlfaknznr; Y-4: Registration: Zmpbsbmrmv; B-5: Registration: Nufpwhuouw; K-EQ: Registration: Tcmnnmcucb; Comments: Sbt-Sfmytu; I-J: Registration: Snarvjntnr; O: Registration: Jqgypsqoqe; W: Registration: Zyjhsoycyr;
Risk Retention
GGu Z-Gbykhd ZG - Cv
# of Loans
92
# of Properties
74
WA Cut-Off LTV
53.70%
WA U/W NOI Debt Yield
10.80%
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
N-4NEG352.0004.80-Gkk-XXX-III96.00%-FllhwMQZPK5-21764.85%4.772%747.45689
G-HLWWE73.9059.12-Pxx-HHH-RRR79.00%-OrmagHUAH-1734.97%4.728%758.36620
SNUW71.3159.14-YO-K--P-44.00%-KGLNOXC350s3504.97%6.515%75.99449
F-3QUJ2.6006.97-Aqq-RRR-CCC11.00%-GrujnBXCM-1834.97%4.828%837.43776
C-SFQM24.1634.63-Bbb-MMM-PPP32.73%-FZZXMIS215w2254.97%5.265%48.91353
CWSG84.38075.80-FT-NNN-KKK8.00%-WmimyQGVJ500t5002.50%8.016%48.67905
H-1WJI3.2826.31-Ujj-CCC-MMM77.00%-OtyqyTSSQ135s1354.52%4.490%35.95179
B-5ITC724.1634.91-Hmm-ZZZ-CCC75.00%-HJNKDFA170o1784.97%4.794%644.86076
GTJG76.7746.31-TZ-RR--RR-47.16%-BJICIMW265f2704.97%5.715%91.91160
E-2LMV57.9044.11-Qll-SSS-MMM65.00%-QHNJTWU135b1354.97%4.383%229.45252
NAVE75.38057.60-TD-DDD--FFF-6.20%-SuullDPLH650r6502.50%9.516%27.59257
Filings
Tranche Comments
H-1: Registration: Qbbpvpbxbd; E-2: Registration: Ccmyyockci; F-3: Registration: Thbpxzhihg; Comments: Arf-qubyfx; N-4: Registration: Rqgxaoqpqu; B-5: Registration: Ulocixlhlp; G-HL: Registration: Seeenhemer; Comments: Ybo-ieozod; C-S: Registration: Soobpmocoe; G: Registration: Pazaypawaz; S: Registration: Nzxijlzjzo; C: Registration: 144P/Wnk E; N: Registration: 144B/Fql V;
Risk Retention
QJ - D-Jzlfkc RQ - Qo
# of Loans
63
# of Properties
939
Top 10 Loans %
82.9
WA Cut-Off LTV
52.1%
WA U/W NOI Debt Yield
10.8%

B&I

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TRACE

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Research