| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | CFL | 80.166 | 5.50 | - | QC | - | BB- | - | AA- | 33.00% | 36.3% | Ckoku | P | 150f | 140 | 6.28% | 5.695% | 987.45780 |
| P | XBY | 9.664 | 1.30 | - | ML | - | TTT- | - | YYY | 5.49% | 67.8% | Bhakr | U | 430g | 420 | 4.00% | 8.495% | 89.86900 |
| F-2 | IEM | 888.000 | 7.95 | - | Rhh | - | XXX | - | III | 11.00% | 30.6% | Utkws | K | Z3-2 | 90 | 5.42% | 5.194% | 949.26700 |
| G | HYR | 71.751 | 3.60 | - | ER | - | W- | - | N- | 40.00% | 37.7% | Wnnyf | G | 200t | 190 | 6.30% | 6.195% | 924.63470 |
| Q-H | JIY | 74.785 | 7.40 | - | Q1 | - | MMM | - | QQQ | 24.15% | 82.6% | Bbwgo | U | 120y | 115 | 6.12% | 5.445% | 450.66300 |
| V | HYJ | 95.364 | 7.50 | - | KU | - | HHH | - | FFF | 8.41% | 86.2% | Fovhf | O | 330r | 320 | 4.00% | 7.495% | 93.64020 |
| P-1 | EZS | 4.393 | 3.47 | - | Gmm | - | VVV | - | KKK | 97.00% | 96.9% | - | - | - | - | - | - | - |
| R-3 | MTF | 665.714 | 8.25 | - | Bkk | - | PPP | - | NNN | 48.00% | 47.1% | Harwv | R | 94e | 92 | 5.90% | 5.214% | 477.55550 |
Tranche Comments
P-1: Registration: Kzjxnpzkza; Comments: Dycszxm;
F-2: Registration: Vehasnezem;
R-3: Registration: Iogvhjocot;
Q-H: Registration: Iyozfsylyb;
Z: Registration: Zhuopqhahf;
G: Registration: Ibmxwkbrbo;
V: Registration: 144N/Ohs A;
P: Registration: 144V/Nnz R;
Originator(s)
Xosvqj Gnqjoqw Qqjg GR, ITXosvqj Prqkq Qqjg GR, Qqjg os Rvqsysq GR, Iqook Mqsvo Qqjg GR
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 |
|---|
| K | PCD | 93.413 | 5.25 | - | OZ | - | QQ- | XX | - | 25.49% | 49.5% | Urogl | A | - | 175 | 6.32% | 5.908% | 613.20490 |
| R | GFA | 7.172 | 2.13 | - | JX | - | KKK- | NNN (P) | - | 2.30% | 12.8% | Bjnxk | R | - | 475 | 4.00% | 8.908% | 46.13620 |
| K-3 | OYJ | 442.952 | 3.84 | - | Ree | - | HHH | PPP | - | 64.00% | 75.7% | Uybbf | R | - | 105 | 5.89% | 5.208% | 588.53190 |
| K | WKS | 12.410 | 2.71 | - | HG | - | W- | F (A) | - | 71.00% | 59.7% | OFR | L | - | 215 | 6.32% | 6.308% | 540.40080 |
| Y-G | ALS | 57.196 | 1.90 | - | O1 | - | KKK | QQQ | - | 18.69% | 85.1% | Sjvre | O | - | 130 | 6.14% | 5.458% | 609.53130 |
| F | JSK | 30.976 | 2.20 | - | AS | - | AAA | XXX (K) | - | 8.44% | 26.0% | Sqhin | P | - | 375 | 4.00% | 7.908% | 45.60140 |
Tranche Comments
K-3: Registration: Olojpulmll;
Y-G: Registration: Hjocomjlja;
K: Registration: Sxofcpxxxq;
K: Registration: Oosqhsogom;
F: Registration: 144G/Jhz W;
R: Registration: 144A/Bhr G;
Originator(s)
Ruboxa Xwxakdn Dxae VN, DIRuboxa Cixsd Dxae VN, Dxae uk Nqdblix VN, Zdkks Mxbou Dxae VN
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-1 | RCJ | 9.697 | 5.84 | - | Xdd | - | JJJ | TTT | - | 81.00% | 51.4% | - | - | - | - | - | - | - |
| Z | QYG | 66.720 | 5.00 | - | AP | - | I- | S (D) | - | 4.81% | 23.5% | Fpqnw | X | 220 | 220 | 5.74% | 5.760% | 81.25740 |
| K-D | WSX | 96.457 | 8.00 | - | Ku3 | - | QQQ | KKK | - | 61.62% | 52.0% | Apfmd | M | 140t | 140 | 5.64% | 4.960% | 691.95520 |
| W-2 | FCQ | 983.000 | 7.69 | - | Inn | - | JJJ | DDD | - | 68.00% | 68.3% | Vwaod | Y | Q3-2 | 104 | 4.83% | 4.600% | 977.31110 |
| Z-3 | QZD | 211.929 | 3.55 | - | Smm | - | XXX | PPP | - | 78.00% | 10.3% | Yxrxz | T | 106k | 106 | 5.30% | 4.620% | 184.14740 |
| H-K | BVB | 372.177 | - | - | Fgg | - | SSS | GGG | - | - | - | Qwfln | - | 100y | 100 | 1.404% | 4.558% | Int. Only |
| P | XJB | 14.986 | 9.00 | - | UF | - | HH- | VV (T) | - | 26.42% | 56.6% | Htheh | J | 190 | 190 | 6.14% | 5.460% | 331.91430 |
| K | QSW | 91.200 | 9.00 | - | XL | - | KKK | W (M) | - | 4.80% | 26.5% | Jvnak | H | 350w | 415 | 4.00% | 7.710% | 88.44340 |
| C | HOH | 8.500 | 8.00 | - | TA | - | PPP- | QQQ (C) | - | 1.15% | 89.0% | Gkimd | T | 500d | 550 | 4.00% | 9.060% | 59.89800 |
Tranche Comments
I-1: Registration: Pbwyoqbnbo;
W-2: Registration: Cfbpwofufe;
Z-3: Registration: Lzjzmuzyzr;
K-D: Registration: Cjwhosjljt;
P: Registration: Xqlvyiqsql;
Z: Registration: Ioqwomotoo;
K: Registration: 144A Sjqf;
C: Registration: 144U Mvou;
H-K: Registration: Rqehoyqmqb;
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 |
|---|
| Q | LBL | 57.425 | 6.77 | - | UD | - | AA- | - | EE- | 80.28% | 34.6% | Swzmt | Y | 205i | 205 | 6.48% | 5.797% | 166.58493 |
| F | RCE | 2.990 | 1.20 | - | NK | - | LLL- | - | ZZZ | 4.42% | 30.4% | Oowev | J | 560o | 560 | 4.00% | 9.346% | 32.23410 |
| S-1 | KPF | 6.600 | 9.73 | - | Xgg | - | WWW | - | BBB | 39.00% | 84.0% | Puijz | D | - | 91.8 | 4.89% | 4.858% | 56.80072 |
| P-2 | ZYA | 66.000 | 2.58 | - | Irr | - | AAA | - | HHH | 54.00% | 27.0% | Ikune | Q | - | 116 | 5.14% | 4.914% | 738.33575 |
| A | OKS | 34.928 | 6.40 | - | KL | - | CCC | - | VVV+ | 8.67% | 86.9% | Dcvzn | U | 410c | 410 | 4.00% | 7.846% | 19.72081 |
| N-3 | XQZ | 156.785 | 9.63 | - | Mdd | - | EEE | - | JJJ | 47.00% | 31.0% | Uhvkw | R | 118t | 118 | 5.61% | 4.928% | 663.53338 |
| M | OMH | 49.522 | 6.51 | - | TM | - | Z- | - | J- | 62.74% | 49.0% | Kqsmh | F | 270s | 270 | 6.42% | 6.445% | 70.57169 |
| D-P | YRS | 94.800 | 4.87 | - | Rf1 | - | JJJ | - | CCC | 20.00% | 13.8% | Prwwk | Y | 175m | 175 | 6.18% | 5.497% | 265.14144 |
| OK | YWC | 677.864 | - | - | Wee | - | WWW | - | AAA | - | - | Ajmnjujb | P | 110e | 110 | - | 4.875% | Int. Only |
Tranche Comments
S-1: First Pay: 2024-09-15; Registration: Jaueciaeaq;
P-2: First Pay: 2024-09-15; Registration: Gntguqnvnt;
N-3: First Pay: 2024-09-15; Registration: Bolbpsomom;
D-P: First Pay: 2024-09-15; Registration: Zezjhneqea;
Q: First Pay: 2024-09-15; Registration: Nmuppxmcmw;
M: First Pay: 2024-09-15; Registration: Qzxbepzbzd;
A: First Pay: 2024-09-15; Registration: 144E/Huc S; Comments: Sbr O;
F: First Pay: 2024-09-15; Registration: 144Y/Obj H; Comments: Bjg V;
OK: First Pay: 2024-09-15; Registration: Mwfjfcwzwz;
Risk Retention
JL - Azwhszjld WJ - Yz
Cut-Off Balance ($mm)
341.469115
Pricing Speed
100 RDH (MA)
WA Rem. Amrt Term (Months)
636
WA Term to Maturity (Months)
82
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 |
|---|
| Z | CJP | 31.209 | 7.62 | - | PN | - | GGG | S | - | 5.78% | 97.2% | Kujxs | D | 400x | 400 | 4.00% | 8.087% | 67.20400 |
| Y | WST | 2.874 | 3.88 | - | HE | - | DDD- | AAA (O) | - | 9.53% | 84.2% | Bubug | K | 550c | 550 | 4.00% | 9.587% | 90.42980 |
| L-S | AAK | 42.100 | 1.60 | - | Bq1 | - | OOO | MMM | - | 94.26% | 82.5% | Vfcbu | L | 170c | 160 | 6.38% | 5.687% | 506.73740 |
| V | CNH | 95.660 | 5.30 | - | FB | - | W- | WW (E) | - | 70.50% | 19.3% | Vjlwf | L | 270i | 290 | 7.00% | 6.987% | 90.38050 |
| E-1 | GXO | 9.200 | 5.30 | - | Jkk | - | CCC | GGG | - | 61.00% | 29.3% | Umtaf | S | - | 85 | 5.19% | - | - |
| B | BFP | 92.930 | 2.70 | - | EM | - | HH- | TTT | - | 38.30% | 81.0% | Kjfic | N | 200v | 200 | 6.91% | 6.087% | 591.62730 |
| G-D | ESU | 780.360 | - | - | Hss | - | KKK | XXX | - | - | - | Jlpep | B | 100q | 90 | 1.127% | 5.021% | 4.62620 |
| F-3 | CLH | 988.130 | 8.10 | - | Bee | - | MMM | QQQ | - | 58.00% | 25.8% | Icbun | X | 110n | 110 | 5.88% | 5.189% | 178.98700 |
Tranche Comments
E-1: First Pay: 2024-09-15; Registration: 144N/Eua U;
F-3: First Pay: 2024-09-15; Registration: 144Q/Lyh E;
L-S: First Pay: 2024-09-15; Registration: 144L/Jnj K;
B: First Pay: 2024-09-15; Registration: 144T/Ezw N;
V: First Pay: 2024-09-15; Registration: 144E/Ucf S;
Z: First Pay: 2024-09-15; Registration: 144P/Pis N;
Y: First Pay: 2024-09-15; Registration: 144X/Rwj A;
G-D: First Pay: 2024-09-15; Registration: 144X/Njm Z;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | HAP | 14.235 | 1.20 | - | FQ | - | K- | Z (L) | - | 26.84% | 81.8% | HAC | G | 240s | 240 | 7.10% | 6.810% | 506.58588 |
| X | KXB | 62.550 | 1.10 | - | CJ | - | III- | JJJ (L) | - | 5.11% | 31.5% | Vopur | O | 555a | 555 | 4.00% | 9.960% | 54.63458 |
| T-3 | FLR | 305.464 | 1.75 | - | Snn | - | TTT | HHH | - | 30.00% | 95.4% | Nlbgx | K | 113c | 113 | 5.77% | 5.548% | 736.74668 |
| V-1 | RAF | 2.597 | 5.60 | - | Sjj | - | HHH | BBB | - | 91.00% | 17.8% | - | - | - | - | - | - | Retained |
| I-T | VAQ | 644.775 | 5.60 | - | Zb2 | - | KKK | SSS | - | 73.18% | 78.3% | Ugprz | N | 140l | 140 | 6.49% | 5.810% | 282.43296 |
| O | BSU | 77.282 | 1.70 | - | QR | - | GGG | N (E) | - | 5.00% | 76.8% | Ccasw | Y | 380p | 380 | 4.00% | 8.210% | 88.55788 |
| Q | JOG | 24.290 | 8.10 | - | DM | - | XX- | FF (V) | - | 52.00% | 79.5% | Zguxh | R | 185t | 185 | 6.94% | 6.260% | 940.00000 |
| P-2 | APO | 23.000 | 9.91 | - | Gee | - | FFF | WWW | - | 52.00% | 16.7% | Rzuft | P | 111w | 111 | 5.79% | 5.553% | 210.76846 |
| Q-G | GZM | 488.822 | - | - | Nii | - | NNN | BBB | - | - | - | Kylpf | S | 100y | 100 | 1.334% | 5.462% | Int. Only |
Tranche Comments
V-1: Registration: Zmnyqxmvmj;
P-2: Registration: Xplvcqpypd;
T-3: Registration: Rjbexsjvjc;
I-T: Registration: Hbugmvbmbd;
Q: Registration: Dwgbaiwbwx;
Y: Registration: Nbmoqgbmbe;
O: Registration: 144I/Wjy I;
X: Registration: 144U/Wqi X;
Q-G: Registration: Xbhmssbwbx;
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 |
|---|
| K | REW | 31.980 | 6.85 | - | SU | - | Y- | - | I- | 6.18% | 31.9% | YGP | C | 250 | 250 | - | 7.151% | 55.70500 |
| G-1 | HEI | 5.560 | 5.26 | - | Ydd | - | LLL | - | RRR | 95.00% | 21.5% | Pnsze | G | 100 | 100 | 5.86% | 5.842% | 68.69620 |
| V | LPW | 84.719 | 1.72 | - | AW | - | OOO+ | - | KKK+ | 8.59% | 20.8% | Gyrly | Z | 425 | 425 | 4.00% | 8.901% | 65.58400 |
| W | XYC | 18.850 | 8.23 | - | YW | - | FF- | - | FF- | 76.55% | 25.7% | WJC | J | 190 | 190 | - | 6.551% | 620.43890 |
| T-S | ERH | 378.894 | 6.94 | - | Yb2 | - | MMM | - | TTT | 16.59% | 95.1% | Svbez | K | 145 | 145 | 6.79% | 6.101% | 901.64470 |
| L-3 | QIH | 188.200 | 2.10 | - | Ohh | - | GGG | - | KKK | 58.00% | 63.4% | Gvlqq | L | 110 | 110 | 6.23% | 5.760% | 620.88330 |
| FD | YZW | 712.610 | - | - | Vqq | - | EEE | - | XXX | - | - | Slbsj | F | - | 98 | - | 5.674% | Int. Only |
Tranche Comments
G-1: Registration: Gagceoaiao;
L-3: Registration: Bbmjavbubl;
T-S: Registration: Lxpxoxxcxb;
W: Registration: Rqyzpkqtqb;
K: Registration: Oufqeeuuug;
V: Registration: 144N/Mhw H; Comments: Xbt L;
FD: Registration: Dmppzwmbmh;
Risk Retention
CL - Ghlg YC - Ue
Cut-Off Balance ($mm)
748.250445
Pricing Speed
100 RHN (XP)
WA Rem. Amrt Term (Months)
595
WA U/W NOI Debt Yield
13.2%