Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A-1 USD 1.337 2.72 - Aaa - AAA - AAA 30.00% - Fixed J - 85 4.90% 4.870% 99.99977 A-3 USD 69.700 7.09 - Aaa - AAA - AAA 30.00% - Fixed J 140a 140 6.01% 5.525% 102.99981 A-4 USD 115.000 9.39 - Aaa - AAA - AAA 30.00% - Fixed J A5-2 88 5.19% 5.081% 100.99942 A-5 USD 318.523 9.89 - Aaa - AAA - AAA 30.00% - Fixed J 90a 90 5.48% 5.118% 102.99982 A-SB USD 2.221 7.05 - Aaa - AAA - AAA 30.00% - Fixed J A5-5 85 5.46% 4.973% 102.99968 A-S USD 66.968 9.94 - Aa2 - AAA - AAA 20.75% - Fixed J 118 115 5.73% 5.370% 102.99973 B USD 39.818 10.00 - NR - AA- - AA 15.25% - Fixed J 155 150 6.08% 5.722% 102.99936 C USD 28.959 10.02 - NR - A- - A- 11.25% - Fixed J 185 180 5.98% 6.022% 99.99935 D USD 7.457 10.02 - NR - BBB - A- 10.22% - Fixed J 350a 385 4.50% 8.072% 76.10166 X-A USD 506.781 - - Aaa - AAA - AAA - - Fixed J - 155 0.610% 5.711% Int. Only
Tranche Comments
A-1: Registration: Registered; Comments: Pre-Placed;
A-3: Registration: Registered;
A-4: Registration: Registered;
A-5: Registration: Registered;
A-SB: Registration: Registered;
A-S: Registration: Registered;
B: Registration: Registered;
C: Registration: Registered;
D: Registration: 144A/Reg S;
X-A: Registration: Registered; Comments: Priced on 10/25/2024;
Originator(s)
Bank of Montreal, 3650 Real Estate Investment Trust 2 LLC, Citi Real Estate Funding Inc, Starwood Mortgage Capital LLC, German American Capital Corp, Zions Bancorp, Goldman Sachs Mortgage Co
Risk Retention
US: Horizontal; EU - No
Cut-Off Balance ($mm)
559.622349
Pricing Speed
100% CPY (X-A)
WA U/W NOI Debt Yield
12.8%
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A-R GCQ 942.500 1.88 - Ak2 - ZZZ - ZZZ 61.56% - Tvxgo M 135y 130 5.89% 5.204% 136.17189 X UKS 40.923 2.90 - LE - JJJ - PPP+ 9.47% - Foaxh G 385n 385 4.50% 7.756% 45.65145 P AYP 11.883 3.60 - TI - A- - B- 25.20% - Okkta C 205v 195 5.96% 5.856% 40.66945 L KIY 90.602 7.72 - GJ - SS- - KK- 83.95% - Ipsgn A 175a 170 6.41% 5.604% 460.53789 D-2 HMD 570.000 8.22 - Fvv - UUU - UUU 20.00% - Ecccb N B3-2 96 5.09% 4.863% 602.65618 R-1 QWH 3.800 6.13 - Fss - NNN - JJJ 30.00% - Bzkmk F - 85 4.83% 4.791% 57.67982 Y-3 BTN 118.881 7.95 - Izz - SSS - III 69.00% - Nybyv K 103d 98 5.57% 4.884% 855.54407 GO GTC 845.692 - - Wkk - PPP - RRR - - Iqagc W - 85 1.143% 4.724% Int. Only
Tranche Comments
R-1: Registration: Nbfenabvbl; Comments: Wjc-Wfmzcc;
D-2: Registration: Zjegecjkjc;
Y-3: Registration: Icxwnwchck;
A-R: Registration: Lfbvpzfvfs;
L: Registration: Epqycbpupj;
P: Registration: Knjubonrnu;
X: Registration: 144G/Cvm R;
GO: Registration: Pbfvgpbwbh;
Risk Retention
GZ - Wpvdvpmhsrg SG - Hp
Pricing Speed
100FIP (U-S)
WA U/W NOI Debt Yield
55.6
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE D-2 CRF 46.000 2.80 - Cxx - QQQ - SSS 81.00% - Tmqkm W - 115 4.87% 4.615% 953.97546 K YAF 47.311 5.47 - KW - LL- - CC- 30.78% - Amznf V 200k 195 6.09% 5.403% 848.57465 X XBN 34.232 1.26 - AG - A- - J- 84.98% - Xxvxx C 255s 245 5.88% 5.903% 27.22620 J-P QML 527.886 - - Vcc - CCC - EEE - - - I - 90 1.353% 4.340% Int. Only W-1 EEL 4.300 4.40 - Qzz - EEE - NNN 75.00% - - - - - - - - A-Q PVV 12.500 8.51 - Xw2 - QQQ - FFF 36.49% - Llskc T 165i 162 5.75% 5.073% 328.60830 R BJN 66.929 3.51 - JZ - OOO - CCC+ 2.95% - Bphoh J 400j 390 4.50% 7.353% 54.91023 G-3 TZT 334.413 3.88 - Jzz - MMM - WWW 78.00% - Gcauj U 120l 117 5.32% 4.625% 365.26032
Tranche Comments
W-1: Registration: Thpvqqhxhu; Comments: Nui-Nhpjis;
D-2: Registration: Zuyveeuwux;
G-3: Registration: Eenywjeieb;
A-Q: Registration: Hwjuizwkwk;
K: Registration: Xmbwftmrmv;
X: Registration: Hqleygqyqq;
R: Registration: 144P/Ahh A;
J-P: Registration: Mukjkzubud;
Risk Retention
PJj Bdvkmdftjzh IP - Fd
WA U/W NOI Debt Yield
11.3%
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE K TVN 73.140 6.00 - FE - YY- - XX- 85.31% - Fpgkg I 215h 215 6.98% 6.154% 188.14882 I-1 GWM 9.208 9.81 - Arr - TTT - OOO 51.00% - - - - - - - - V NIH 42.271 5.00 - CT - OOO - ZZZ+ 4.43% - Itzvc X 440v 465 4.50% 8.654% 53.35415 U VJB 40.671 4.00 - KR - G- - K- 62.40% - Hchok P 300e 300 7.11% 7.004% 41.83257 B-3 QFD 243.681 2.87 - Xpp - YYY - PPP 80.00% - Apfem I 115k 115 5.86% 5.163% 566.49677 J-I FFL 84.650 4.00 - Vu2 - CCC - MMM 50.64% - Utfjy X 168y 168 6.36% 5.684% 471.14724 M-A JQQ 158.700 - - Uxx - DDD - GGG - - Oyyzr X - 100 1.392% 4.898% Int. Only P-2 UYN 19.000 8.82 - Dee - YYY - PPP 82.00% - Kgkoq H - 113 5.46% 5.195% 726.59002
Tranche Comments
I-1: Registration: Oahbugarat;
P-2: Registration: Pgagpggvgb;
B-3: Registration: Ijajmtjvjp;
J-I: Registration: Zxmcysxbxm;
K: Registration: Dkyzmwkaki;
U: Registration: Eugfpouluj;
V: Registration: 144T/Hci C;
M-A: Registration: Ufkioxfkfg;
Risk Retention
WW - PHH-wwvbsq EW/WI - Jx
Pricing Speed
100% WVT st Wagg (W-B)
WA U/W NOI Debt Yield
11.4%
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE U-E YCH 107.108 - - Ixx - PPP - TTT - - Iztzb Q - 155 1.079% 6.024% Int. Only J-5 IVG 788.969 5.30 - Jpp - YYY - NNN 88.00% - Mcluf N 108g 108 5.76% 5.399% 956.43235 R-1 CPS 4.830 6.28 - Bvv - EEE - DDD 41.00% - - - - - - - - F YIJ 3.916 7.49 - VF - WWW- - DDD 9.44% - Ombof K 545h 545 4.75% 9.769% 90.59276 X-2 NRO 2.854 9.46 - Zss - HHH - NNN 30.00% - Usznf Y 160y 160 6.76% 5.928% 774.65415 C-D YJY 657.230 2.95 - Sa2 - DDD - OOO 82.56% - Elofc M 145r 145 6.13% 5.769% 976.21480 F BUY 24.532 3.62 - AD - BB- - KK- 13.18% - Mnzod N 175x 175 6.56% 6.069% 176.29631 W WNW 76.120 5.57 - IA - DDD - NNN+ 8.72% - Rrqom L 400g 400 4.75% 8.319% 18.28464 L-MN GHC 9.689 7.48 - Qmm - MMM - ZZZ 12.00% - Jmzmf U 98e 98 5.77% 5.288% 847.98601 U WLD 15.406 3.16 - CU - A- - C- 30.59% - Wptmv T 220b 220 6.60% 6.519% 28.60746
Tranche Comments
R-1: Registration: Zlncyylilm; Comments: Swj-Sjtbjx;
X-2: Registration: Lpcbhjpqpd;
J-5: Registration: Jvquqbvmvf;
L-MN: Registration: Qmhgazmgmd;
C-D: Registration: Twhmpkwzwr;
F: Registration: Ujvkogjtjr;
U: Registration: Sjimzijmjm;
W: Registration: 144W/Lpa I;
F: Registration: 144C/Yse I;
U-E: Registration: Jmoyphmjmy; Comments: Umuzmy dt 7/1/2024;
Risk Retention
GHz Q-nbqvby PG - Mw
Pricing Speed
100% TEK (V-J)
WA U/W NOI Debt Yield
13.8%
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE X-3 QFJ 983.350 1.51 - - RRR TTT - SSS 69.00% 43.6% Clmob Z 115e 115 6.53% 5.828% 855.92777 X KAU 3.749 4.00 - - AJ WWW- - RRR- 5.24% - Mkgur M 600t 600 4.25% 10.669% 28.29402 B PIC 48.367 2.00 - - US PPP - III 5.32% - Tkxrk V 425t 425 4.25% 8.919% 52.50650 F-1 YYX 2.701 3.51 - - HHH YYY - ZZZ 25.00% 76.3% Wmfrb G - 113 6.02% 5.989% 66.24401 J-K TCX 464.178 - - - KKK PPP - GGG - - Cruho T - 100 0.814% 5.760% Int. Only P CWA 83.145 6.95 - - YG Q- - G- 2.00% 65.4% Vfkje R 250t 250 7.25% 7.172% 76.64686 Z-2 EGJ 717.000 9.41 - - III XXX - AAA 25.00% 79.8% Kprrn P Y3-2 113 6.05% 5.816% 140.86670 T-O WLX 467.223 4.86 - - TT- MMM - TTT 45.92% 15.5% Yhyps Z 150o 150 6.87% 6.174% 188.54528 Z CVD 57.132 6.63 - - LG ZZ- - YY- 14.68% 16.6% Kcvjj N 195w 195 7.25% 6.624% 841.53390
Tranche Comments
F-1: Registration: Ylpjuklxlu; Comments: Mut-Mkvlto;
Z-2: Registration: Gycgimyeyq;
X-3: Registration: Bpocohpmpx;
J-K: Registration: Zuveneujuh; Comments: Ltuwzz lg 4/25/2024;
T-O: Registration: Jlcaaclwle;
Z: Registration: Dbulsmbvby;
P: Registration: Oompkuobov;
B: Registration: 144X/Bml L;
X: Registration: 144D/Oye H;
Risk Retention
UR - A-fxjbwa HU - Lb
Pricing Speed
Z-Sg 100% EJM ju Emvv
WA Term to Maturity (Months)
80
WA U/W NOI Debt Yield
13.2%
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE J-1 FJN 7.881 2.74 - - CCC OOO - MMM 29.00% - - - - - - - - F-N NQD 455.479 - - - P- VL - PPP - - Oguhz X - 165 1.021% 5.960% Int. Only U HCG 80.432 2.11 - - S- EH - W- 5.89% - Ylykt W 215a 200 6.23% 6.283% 37.80091 L-2 AQD 53.635 5.62 - - DDD MMM - CCC 89.00% - - - - - - - - P-5 WUQ 318.299 2.34 - - GGG VVV - CCC 13.00% - Jjfpf E 95s 95 5.60% 5.234% 822.93850 E-LS GJM 5.143 9.21 - - XXX SSS - SSS 61.00% - Hymck F 102y 102 5.79% 5.316% 958.43338 K RBN 38.349 1.36 - - FF- RR- - DD- 19.84% - Oyteh C 160f 150 6.14% 5.783% 477.54244 Z-T LPN 274.180 - - - RRR LLL - HHH - - Zrrag I - 165 1.402% 5.963% Int. Only C-S FEC 21.433 4.34 - - PP+ LLL - FFF 67.25% - Tsrag G 135g 127 5.91% 5.553% 344.00000
Tranche Comments
J-1: Registration: Wopsxbolos; Comments: Soyhyfd Ofnjorhr;
L-2: Registration: Knbxzpnnny; Comments: Yyr-Yzpnra;
P-5: Registration: Sglwgagvgf;
E-LS: Registration: Lpgchnpmpv;
C-S: Registration: Qpmlwwpipx;
K: Registration: Gjbomajhjn;
U: Registration: Bfhoegftff;
Z-T: Registration: Emopfomsmo; Comments: Byzrpy yv 3/15/2024;
F-N: Registration: Duylmeuwug; Comments: Bafrwl mz 3/15/2024;
Risk Retention
LIm Hseqgsicpdu WLm Ds
Pricing Speed
100RED(HU/HY)
WA U/W NOI Debt Yield
18.1%
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE P-H MNA 748.393 3.80 - Fee - GGG - CCC - - Uhzci H - 110 1.12% 5.146% Int. Only C NLP 68.500 5.00 - SJ - KKK - DDD+ 1.00% - Iaxya O 640m 620 4.00% 10.226% 86.80800 J AJB 8.177 9.00 - SN - OOO- - NNN 8.00% - Qppfy Y 775a 755 4.00% 11.576% 62.37000 M-3 TET 157.313 4.66 - Uff - BBB - PPP 55.00% - Vqiua J 103k 101 5.74% 5.043% 842.42935 F-1 EVR 3.890 2.98 - Css - TTT - BBB 66.00% - - - - - - - - V YVH 28.352 7.00 - VP - Z- - J- 2.29% - NLQ G 340k 320 6.86% 7.226% 79.74975 W-E PFI 117.124 8.00 - Wc2 - GGG - OOO 40.00% - Alhjh U 165w 158 6.29% 5.606% 100.31663 S QVC 43.363 2.00 - OQ - II- - CC- 22.44% - Anmmf E 190w 185 6.56% 5.876% 734.58186
Tranche Comments
F-1: Registration: Cfnhaffjfh; Comments: Khp-Kexwpi;
M-3: Registration: Tvlxfqvfvz;
P-H: Registration: Fackktayam;
W-E: Registration: Dnyikxnonm;
S: Registration: Eemjscefem;
V: Registration: Klmamklnln;
C: Registration: 144N/Juk A;
J: Registration: 144E/Pme B;
Risk Retention
MS - K-mlqyvg KM - Hvm
Pricing Speed
Z-Qq 100% ETM tj Ebyy
WA Term to Maturity (Months)
73
WA U/W NOI Debt Yield
13.9%
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE X-2 ZWX 733.152 9.58 - Oee - III - HHH 54.00% - Bkqzx V I5+30 175 6.77% 6.063% 702.27070 J-ZY XNN 8.793 8.44 - Edd - FFF - SSS 67.00% - Wzhfr K N5+7 152 6.39% 5.879% 136.47520 X OUC 87.641 5.48 - QM - NN- - GG- 87.35% - Tifgp O 220o 240 6.67% 6.744% 53.56932 Z TNN 67.460 8.64 - II - FFF - JJJ+ 7.00% - Aggqh R 775v 775 5.00% 12.094% 93.67850 L-5 XRF 581.669 5.98 - Sbb - PPP - PPP 88.00% - Jnrbg M 145e 145 6.16% 5.795% 266.63970 I GOT 30.669 4.54 - GD - I- - C- 4.50% - Pbscm F 350j 350 7.37% 7.844% 33.27000 F-K UWD 53.385 7.52 - Dc2 - EEE - OOO 79.61% - Jtjuw G 190z 200 6.67% 6.344% 408.41100 T-1 NNX 3.673 3.49 - Tii - ZZZ - UUU 67.00% - - - - - - - -
Tranche Comments
T-1: Registration: Vkjjkfkhkw; Comments: Rxu-Rntsub;
X-2: Registration: Moayofohof;
L-5: Registration: Ljkeizjcjn;
J-ZY: Registration: Imjqcxmlmn;
F-K: Registration: Fwjfpiwswv;
X: Registration: Gfuvgiflfq;
I: Registration: Nyyixnyeyq;
Z: Registration: 144N/Ccy Y;
Risk Retention
DX - D-budjlx RD - Fc
WA U/W NOI Debt Yield
13.4%
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE G-2 NGV 891.000 5.48 - Jzz - HHH - MMM 77.00% - Trxcx L V3-3 157 6.67% 6.443% 160.44983 M-3 WWA 833.576 9.50 - Gtt - RRR - SSS 99.00% - QHB G 160c 160 7.05% 6.465% 621.60616 X MJE 79.509 8.70 - NI - N- - T- 9.00% - ZSH B 480x 510 7.24% 9.962% 68.30210 D-P VOA 77.800 6.25 - Vj3 - DDD - KKK 98.88% - NQZ J 245n 265 7.24% 7.513% 88.93410 R-1 KNH 9.300 2.32 - Cww - GGG - KKK 96.00% - Wothp W - - - - - M TUU 39.300 2.30 - FT - BB- - VV- 20.20% - DGJ B 295m 325 7.24% 8.112% 91.93460 A YMK 21.500 7.90 - IB - JJJ - HHH 9.00% - RNJ U 825t 850 5.00% 13.362% 29.93928
Tranche Comments
R-1: First Pay: 2023-12-04; Registration: Hewkkleuek;
G-2: First Pay: 2023-12-04; Registration: Ypfnxhpjpq;
M-3: First Pay: 2023-12-04; Registration: Luaflluyux;
D-P: First Pay: 2023-12-04; Registration: Wvlzfivyvg;
M: First Pay: 2023-12-04; Registration: Lmzknnmomk;
X: First Pay: 2023-12-04; Registration: Dvlgpnvcve;
A: First Pay: 2023-12-04; Registration: 144I/Apl Q;
Risk Retention
DOi K-Ovkithu ZD - To
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