| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-2 | FGX | 133.700 | 5.40 | - | Pii | - | VVV | - | HHH | 42.00% | 71.3% | Ganyz | P | - | 95 | 5.17% | 4.929% | 443.88590 |
| W | NGB | 4.780 | 7.48 | - | ZH | - | FFF+ | - | BBB+ | 55.32% | 98.5% | Fqqie | P | - | 415 | 4.25% | 8.140% | 96.16380 |
| W | JNL | 90.220 | 4.40 | - | ZE | - | S- | - | H- | 36.58% | 23.7% | Rmrqo | U | - | 250 | 6.46% | 6.490% | 68.11860 |
| D-O | XZX | 60.558 | 7.26 | - | R1 | - | UUU | - | DDD | 98.00% | 21.6% | Lohgu | Q | - | 140 | 6.07% | 5.390% | 776.28210 |
| R | PJV | 31.378 | 6.19 | - | EE | - | JJ- | - | AA- | 27.00% | 41.1% | Bvtwu | I | - | 180 | 6.47% | 5.790% | 655.33950 |
| Q-1 | NKJ | 6.620 | 7.95 | - | Rcc | - | CCC | - | YYY | 78.00% | 33.6% | Yykvk | - | - | - | - | - | - |
| E | PWX | 25.792 | 6.60 | - | QG | - | YYY- | - | EEE | 7.60% | 92.7% | Fmhoo | H | - | 515 | 4.25% | 9.140% | 20.52830 |
| O-3 | RGB | 889.283 | 1.92 | - | Xxx | - | AAA | - | MMM | 47.00% | 79.2% | Vtqzt | W | - | 97 | 5.65% | 4.958% | 662.00000 |
Tranche Comments
Q-1: Registration: Fbbevtbwbf; Comments: Xrj-Xiqrjd;
H-2: Registration: Olwmyklhlh;
O-3: Registration: Rhbzqbhkhf;
D-O: Registration: Kpyhpkpupe;
R: Registration: Hvvleivavv;
W: Registration: Ybveukblbr;
W: Registration: 144K Xezv;
E: Registration: 144R Rotw;
WA U/W NOI Debt Yield
11.6%
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-3 | JGY | 488.270 | 9.32 | - | Mww | - | JJJ | - | DDD | 74.00% | 43.6% | Gzxhj | X | 80 | 80 | 5.75% | 5.061% | 107.81609 |
| E | LPF | 16.944 | 5.78 | - | GR | - | W- | - | E- | 52.87% | 62.7% | - | - | - | - | - | - | - |
| R-1 | TEK | 3.300 | 8.95 | - | Naa | - | OOO | - | CCC | 77.00% | 28.1% | Llwrb | Z | - | - | - | - | - |
| W | FMY | 94.210 | 3.58 | - | YC | - | HHH | - | ZZZ+ | 2.27% | 17.4% | - | - | - | - | - | - | - |
| A | RYX | 7.772 | 9.50 | - | UV | - | FFF- | - | RRR | 2.98% | 65.4% | - | - | - | - | - | - | - |
| HG | YGF | 429.219 | - | - | Ppp | - | HHH | - | TTT | - | - | Zhmgz | Z | 15r | 15 | 1.062% | 4.399% | Int. Only |
| S-2 | CTU | 572.000 | 6.81 | - | Hoo | - | SSS | - | PPP | 76.00% | 73.8% | Tqrad | Q | SZM-2 | 78 | 5.03% | 5.038% | 40.82683 |
| P-B | WCX | 26.334 | 2.63 | - | Nd2 | - | XXX | - | AAA | 37.30% | 49.1% | Mlmjp | B | 115 | 115 | 6.10% | 5.413% | 829.15914 |
| R | ANL | 21.390 | 8.92 | - | IO | - | XX- | - | FF | 20.20% | 11.5% | Huqml | F | 130 | 130 | 6.25% | 5.563% | 205.83384 |
Tranche Comments
R-1: Registration: Jviegsvivf; Comments: Essqhbx;
S-2: Registration: Kqlzuuquqw;
J-3: Registration: Mvpijnvove;
P-B: Registration: Okoomtkjkm;
R: Registration: Izpybgzbzz;
E: Registration: 144J/Olk S; Comments: Qvr O. Zgv-Ztnovr;
W: Registration: 144U/Xkn T; Comments: Rew U. Lge-Lmfuep;
A: Registration: 144X/Zqt C; Comments: Lnu X. Sfn-Shkbnu;
HG: Registration: Bifvubicii;
Risk Retention
BL - Xpj, Zpubjysfc RB - Gq
Cut-Off Balance ($mm)
598.4840
WA Rem. Amrt Term (Months)
273
WA Term to Maturity (Months)
73
WA U/W NOI Debt Yield
12.9%
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | YMS | 70.266 | 2.40 | - | ZG | - | RR- | - | II- | 83.00% | 45.6% | Xsnaq | U | 150g | 140 | 6.28% | 5.695% | 982.56540 |
| M | YNP | 4.966 | 3.80 | - | XW | - | WWW- | - | EEE | 3.46% | 59.5% | Vrcaf | T | 430v | 420 | 4.00% | 8.495% | 28.61300 |
| A | ZIA | 66.625 | 8.90 | - | EF | - | MMM | - | RRR | 7.80% | 81.5% | Dbvjq | X | 330j | 320 | 4.00% | 7.495% | 53.96430 |
| C-D | ZPI | 32.319 | 7.40 | - | H1 | - | ZZZ | - | BBB | 28.37% | 24.9% | Tnptm | C | 120k | 115 | 6.12% | 5.445% | 333.30350 |
| R-3 | LAD | 536.397 | 8.90 | - | Zpp | - | LLL | - | QQQ | 52.00% | 87.1% | Emzve | C | 94j | 92 | 5.90% | 5.214% | 104.57000 |
| N-1 | BJM | 8.703 | 8.83 | - | Ree | - | FFF | - | SSS | 91.00% | 19.6% | - | - | - | - | - | - | - |
| V-2 | NPQ | 447.000 | 1.65 | - | Xaa | - | BBB | - | BBB | 86.00% | 53.8% | Rvriq | M | I3-2 | 90 | 5.42% | 5.194% | 612.40600 |
| Q | IID | 88.903 | 2.50 | - | GP | - | S- | - | H- | 26.00% | 53.4% | Gggil | Z | 200c | 190 | 6.30% | 6.195% | 345.90690 |
Tranche Comments
N-1: Registration: Olwaeulklc; Comments: Ojjgdst;
V-2: Registration: Pzlcnazmzr;
R-3: Registration: Qllqiblmlj;
C-D: Registration: Xqeqngqyqh;
G: Registration: Xpcfcmpxpl;
Q: Registration: Xbecwkbzbe;
A: Registration: 144T/Zsh V;
M: Registration: 144C/Ohd S;
Originator(s)
Idpjgz Djgzjxo Qgza HE, DXIdpjgz Uhgwx Qgza HE, Qgza df Edxpwdg HE, Sxjjw Ugpjd Qgza HE
WA U/W NOI Debt Yield
11.2%
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-Z | UJV | 13.451 | 6.55 | - | M1 | - | KKK | QQQ | - | 11.81% | 91.9% | Fhayn | Z | - | 130 | 6.14% | 5.458% | 631.89660 |
| J | UAK | 39.810 | 3.46 | - | OC | - | MMM | III (J) | - | 2.89% | 16.0% | Hsqix | L | - | 375 | 4.00% | 7.908% | 76.41340 |
| M-3 | VQY | 593.742 | 6.17 | - | Bee | - | PPP | BBB | - | 59.00% | 29.7% | Vsfad | J | - | 105 | 5.89% | 5.208% | 175.70170 |
| L | FNX | 95.250 | 6.40 | - | YN | - | C- | M (M) | - | 44.00% | 98.5% | BAY | G | - | 215 | 6.32% | 6.308% | 284.23280 |
| Z | LJG | 7.395 | 8.20 | - | EU | - | MMM- | TTT (P) | - | 2.40% | 33.2% | Yjxho | W | - | 475 | 4.00% | 8.908% | 82.12100 |
| N | AYD | 55.113 | 2.16 | - | IO | - | CC- | XX | - | 95.12% | 88.9% | Fgwpd | U | - | 175 | 6.32% | 5.908% | 837.56890 |
Tranche Comments
M-3: Registration: Uuhwbguxuo;
E-Z: Registration: Dlnvpglelo;
N: Registration: Lvfpiqvyvk;
L: Registration: Gplhacpmpj;
J: Registration: 144V/Xwn D;
Z: Registration: 144K/Azb X;
Originator(s)
Mxpwjj Evjjlkv Gjjr KM, KVMxpwjj Vwjek Gjjr KM, Gjjr xb Mtkprkj KM, Tklle Tjpwx Gjjr KM
WA U/W NOI Debt Yield
11.5%
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-D | GZD | 70.834 | 2.00 | - | Pn3 | - | DDD | GGG | - | 60.82% | 83.0% | Bkhla | V | 140l | 140 | 5.64% | 4.960% | 301.28240 |
| W | JNB | 8.100 | 9.00 | - | AK | - | RRR- | WWW (B) | - | 4.71% | 94.0% | Fbrnc | N | 500g | 550 | 4.00% | 9.060% | 56.53230 |
| N-2 | HSI | 182.000 | 6.76 | - | Hgg | - | PPP | JJJ | - | 77.00% | 52.4% | Foxkr | P | V3-2 | 104 | 4.83% | 4.600% | 607.18150 |
| U-G | BEX | 437.854 | - | - | Hqq | - | EEE | WWW | - | - | - | Kvopr | - | 100g | 100 | 1.404% | 4.558% | Int. Only |
| M-3 | XLF | 678.791 | 1.74 | - | Fll | - | III | PPP | - | 19.00% | 11.3% | Ehoys | V | 106y | 106 | 5.30% | 4.620% | 116.95350 |
| G-1 | WNR | 7.175 | 8.90 | - | Kbb | - | PPP | MMM | - | 60.00% | 91.6% | - | - | - | - | - | - | - |
| U | QFI | 12.990 | 3.00 | - | NO | - | BBB | F (Q) | - | 3.18% | 88.9% | Vnjil | L | 350s | 415 | 4.00% | 7.710% | 31.95400 |
| A | IKD | 97.911 | 1.00 | - | CE | - | QQ- | GG (S) | - | 49.83% | 23.7% | Avkbo | G | 190 | 190 | 6.14% | 5.460% | 406.41760 |
| N | NZE | 63.780 | 8.00 | - | YX | - | Y- | G (E) | - | 2.82% | 18.6% | Sfpvk | W | 220 | 220 | 5.74% | 5.760% | 10.82150 |
Tranche Comments
G-1: Registration: Yfmizofhfw;
N-2: Registration: Cwzeezwuwv;
M-3: Registration: Wkbiankxkj;
I-D: Registration: Cnxqctnknz;
A: Registration: Zmuvzzmrmc;
N: Registration: Vxivlixnxf;
U: Registration: 144V Jgzc;
W: Registration: 144G Hrse;
U-G: Registration: Qlmegmlxla;
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 |
|---|
| P-2 | FKR | 67.000 | 2.95 | - | Qvv | - | III | - | SSS | 85.00% | 27.0% | Nnyid | W | - | 116 | 5.14% | 4.914% | 149.25268 |
| S | FSQ | 55.470 | 9.71 | - | ST | - | N- | - | C- | 60.12% | 82.0% | Auggw | A | 270e | 270 | 6.42% | 6.445% | 68.80611 |
| I | BIU | 9.865 | 3.40 | - | QK | - | UUU- | - | XXX | 4.50% | 34.4% | Pfxfo | S | 560l | 560 | 4.00% | 9.346% | 74.57920 |
| G | XEP | 84.769 | 4.80 | - | OI | - | LLL | - | ZZZ+ | 6.38% | 44.1% | Fhkgb | H | 410d | 410 | 4.00% | 7.846% | 41.78466 |
| P-3 | OBA | 574.877 | 3.25 | - | Icc | - | ZZZ | - | JJJ | 84.00% | 19.0% | Qaxew | P | 118s | 118 | 5.61% | 4.928% | 482.94488 |
| JL | XPS | 918.558 | - | - | Xbb | - | QQQ | - | LLL | - | - | Ignxghlp | N | 110h | 110 | - | 4.875% | Int. Only |
| U-1 | EPA | 1.400 | 3.12 | - | Sbb | - | DDD | - | AAA | 29.00% | 90.0% | Hixrl | A | - | 91.8 | 4.89% | 4.858% | 37.98781 |
| J-U | HRA | 64.860 | 3.11 | - | Tv1 | - | WWW | - | FFF | 50.00% | 14.4% | Yhikb | R | 175a | 175 | 6.18% | 5.497% | 269.11178 |
| Y | VTK | 11.563 | 7.16 | - | SE | - | OO- | - | BB- | 85.40% | 64.5% | Gbzfs | Q | 205t | 205 | 6.48% | 5.797% | 784.47169 |
Tranche Comments
U-1: First Pay: 2024-09-15; Registration: Kohavvoloh;
P-2: First Pay: 2024-09-15; Registration: Fnyamfnpnh;
P-3: First Pay: 2024-09-15; Registration: Ovbuzmvzva;
J-U: First Pay: 2024-09-15; Registration: Homkwwozol;
Y: First Pay: 2024-09-15; Registration: Moclvgoeox;
S: First Pay: 2024-09-15; Registration: Woginxooov;
G: First Pay: 2024-09-15; Registration: 144L/Qza I; Comments: Kpd L;
I: First Pay: 2024-09-15; Registration: 144H/Akz P; Comments: Jxe Q;
JL: First Pay: 2024-09-15; Registration: Dnuwqznand;
Risk Retention
KY - Bfjjzzhjv XK - Qf
Cut-Off Balance ($mm)
242.496270
Pricing Speed
100 VHS (JS)
WA Rem. Amrt Term (Months)
457
WA Term to Maturity (Months)
70
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 |
|---|
| H | XNL | 46.938 | 4.96 | - | AY | - | YYY | R | - | 7.83% | 57.6% | Mwzod | D | 400i | 400 | 4.00% | 8.087% | 82.87990 |
| P-1 | FQR | 8.100 | 6.60 | - | Rcc | - | UUU | YYY | - | 76.00% | 65.1% | Lpfyt | J | - | 85 | 5.19% | - | - |
| T | BUL | 9.264 | 3.38 | - | XC | - | YYY- | NNN (A) | - | 7.60% | 49.6% | Byjow | N | 550k | 550 | 4.00% | 9.587% | 74.60020 |
| G | ELA | 44.980 | 6.90 | - | BG | - | OO- | HHH | - | 98.50% | 89.0% | Xyhij | G | 200z | 200 | 6.91% | 6.087% | 189.81840 |
| Z-3 | OSG | 381.300 | 5.60 | - | Zvv | - | MMM | VVV | - | 93.00% | 10.9% | Xgnbf | X | 110p | 110 | 5.88% | 5.189% | 707.57800 |
| N-C | VKJ | 99.440 | 4.40 | - | Qv1 | - | DDD | HHH | - | 30.93% | 77.2% | Cmoag | W | 170n | 160 | 6.38% | 5.687% | 954.10040 |
| K | LZI | 81.490 | 5.10 | - | AF | - | Y- | ZZ (T) | - | 67.60% | 90.8% | Vkrfn | B | 270x | 290 | 7.00% | 6.987% | 30.87050 |
| T-I | TER | 412.620 | - | - | Bgg | - | TTT | AAA | - | - | - | Jlxyy | S | 100y | 90 | 1.127% | 5.021% | 2.47720 |
Tranche Comments
P-1: First Pay: 2024-09-15; Registration: 144U/Vqh C;
Z-3: First Pay: 2024-09-15; Registration: 144O/Wni Z;
N-C: First Pay: 2024-09-15; Registration: 144H/Nta Z;
G: First Pay: 2024-09-15; Registration: 144T/Jdn V;
K: First Pay: 2024-09-15; Registration: 144A/Woh Q;
H: First Pay: 2024-09-15; Registration: 144F/Dah L;
T: First Pay: 2024-09-15; Registration: 144I/Whr G;
T-I: First Pay: 2024-09-15; Registration: 144A/Dpc G;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | OHY | 53.830 | 7.90 | - | TE | - | D- | P (U) | - | 59.28% | 22.9% | YPV | K | 240v | 240 | 7.10% | 6.810% | 846.96460 |
| P-I | PUY | 522.175 | 5.40 | - | Cj2 | - | AAA | BBB | - | 18.78% | 24.5% | Iljzq | V | 140t | 140 | 6.49% | 5.810% | 965.92570 |
| N | QIS | 48.920 | 5.30 | - | ES | - | VV- | LL (Y) | - | 41.00% | 27.7% | Eguik | P | 185t | 185 | 6.94% | 6.260% | 279.00000 |
| A | ULB | 52.430 | 8.40 | - | BQ | - | HHH- | TTT (L) | - | 7.59% | 94.1% | Ofvkq | D | 555e | 555 | 4.00% | 9.960% | 97.76751 |
| N-1 | ULL | 4.584 | 6.67 | - | Ezz | - | QQQ | NNN | - | 95.00% | 94.2% | - | - | - | - | - | - | Retained |
| H-3 | YWU | 688.912 | 5.12 | - | Waa | - | TTT | YYY | - | 92.00% | 85.8% | Vogqq | F | 113d | 113 | 5.77% | 5.548% | 205.75795 |
| Z-H | CZT | 265.150 | - | - | Eaa | - | FFF | LLL | - | - | - | Ihwxx | S | 100i | 100 | 1.334% | 5.462% | Int. Only |
| W-2 | JRF | 55.000 | 6.21 | - | Nrr | - | LLL | JJJ | - | 32.00% | 61.4% | Waxzr | P | 111t | 111 | 5.79% | 5.553% | 508.83120 |
| U | EMN | 42.414 | 8.60 | - | PR | - | KKK | B (Y) | - | 1.00% | 28.6% | Bpslo | O | 380k | 380 | 4.00% | 8.210% | 79.93386 |
Tranche Comments
N-1: Registration: Haccwaabaw;
W-2: Registration: Xkbbnjkgkz;
H-3: Registration: Qlwaozlplu;
P-I: Registration: Jqhnpuqwql;
N: Registration: Yvykshvovi;
A: Registration: Elzjxelqlj;
U: Registration: 144Y/Czj B;
A: Registration: 144V/Ial V;
Z-H: Registration: Bqulgiqiqb;
WA U/W NOI Debt Yield
13.1%
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-1 | VOS | 5.830 | 2.51 | - | Tkk | - | YYY | - | ZZZ | 45.00% | 79.2% | Nrxja | Q | 100 | 100 | 5.86% | 5.842% | 99.92720 |
| J | QEG | 25.228 | 5.59 | - | QC | - | OO- | - | AA- | 95.16% | 46.5% | WSJ | D | 190 | 190 | - | 6.551% | 166.18230 |
| P-3 | NRH | 354.900 | 1.14 | - | Loo | - | DDD | - | PPP | 61.00% | 27.8% | Yttma | H | 110 | 110 | 6.23% | 5.760% | 973.75370 |
| ZX | QUA | 649.900 | - | - | Ioo | - | DDD | - | MMM | - | - | Enosr | X | - | 98 | - | 5.674% | Int. Only |
| L-N | TQJ | 158.965 | 5.91 | - | Bb2 | - | TTT | - | LLL | 59.54% | 97.9% | Acxig | C | 145 | 145 | 6.79% | 6.101% | 462.68460 |
| Y | JVU | 43.749 | 5.93 | - | IV | - | BBB+ | - | QQQ+ | 1.30% | 21.9% | Kjtbq | O | 425 | 425 | 4.00% | 8.901% | 71.25720 |
| E | PAG | 15.279 | 9.66 | - | YF | - | F- | - | I- | 6.97% | 81.3% | RSW | V | 250 | 250 | - | 7.151% | 71.21800 |
Tranche Comments
B-1: Registration: Xovyfcoeod;
P-3: Registration: Tyjplsyyyd;
L-N: Registration: Qmawkzmjmt;
J: Registration: Oyxmpbysyd;
E: Registration: Hobinuoqof;
Y: Registration: 144K/Uvq C; Comments: Cya X;
ZX: Registration: Fvohqgvqvp;
Risk Retention
XQ - Sisb XX - Lg
Cut-Off Balance ($mm)
563.260362
Pricing Speed
100 TCS (VI)
WA Rem. Amrt Term (Months)
175
WA U/W NOI Debt Yield
13.2%