| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-3 | UGY | 704.999 | 6.47 | - | Sff | - | ZZZ | - | TTT | 97.00% | 27.2% | Gamws | U | - | 97 | 5.65% | 4.958% | 909.00000 |
| D-J | LLB | 87.494 | 6.54 | - | S1 | - | GGG | - | OOO | 74.00% | 91.2% | Jpzrf | G | - | 140 | 6.07% | 5.390% | 909.80720 |
| A | GZU | 8.900 | 5.50 | - | OZ | - | UUU+ | - | FFF+ | 12.50% | 90.9% | Isylf | G | - | 415 | 4.25% | 8.140% | 86.84160 |
| S | XJR | 46.253 | 5.86 | - | YT | - | KKK- | - | III | 7.50% | 25.4% | Hgajg | J | - | 515 | 4.25% | 9.140% | 64.41760 |
| Z-1 | HSC | 6.880 | 5.80 | - | Drr | - | CCC | - | JJJ | 25.00% | 53.8% | Bakjs | - | - | - | - | - | - |
| E | VJI | 67.830 | 4.92 | - | YZ | - | X- | - | I- | 32.23% | 48.4% | Dzibq | Q | - | 250 | 6.46% | 6.490% | 90.18980 |
| G-2 | VUU | 191.600 | 3.50 | - | Gff | - | HHH | - | JJJ | 70.00% | 22.4% | Zwvae | T | - | 95 | 5.17% | 4.929% | 619.74180 |
| E | NRX | 17.823 | 1.36 | - | TO | - | EE- | - | BB- | 21.00% | 59.9% | Pchba | X | - | 180 | 6.47% | 5.790% | 718.92000 |
Tranche Comments
Z-1: Registration: Qqmqpvqnqj; Comments: Mvr-Mokmrl;
G-2: Registration: Zuymktupum;
Z-3: Registration: Ahexknhshb;
D-J: Registration: Aevpzwefew;
E: Registration: Ynlgvanyni;
E: Registration: Exbvvjxlxw;
A: Registration: 144K Gwjv;
S: Registration: 144L Gerk;
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 |
|---|
| O | OEH | 2.771 | 5.18 | - | SF | - | EEE- | - | JJJ | 1.41% | 74.1% | - | - | - | - | - | - | - |
| UH | QMD | 170.966 | - | - | Pxx | - | LLL | - | CCC | - | - | Hiqfw | P | 15i | 15 | 1.062% | 4.399% | Int. Only |
| J-3 | LYY | 245.641 | 9.91 | - | Cdd | - | NNN | - | GGG | 19.00% | 98.7% | Syplq | Q | 80 | 80 | 5.75% | 5.061% | 299.11483 |
| A-1 | QZK | 2.800 | 5.15 | - | Hmm | - | MMM | - | TTT | 64.00% | 20.5% | Girsf | U | - | - | - | - | - |
| Q-B | PXP | 37.789 | 9.75 | - | Tc2 | - | WWW | - | RRR | 85.40% | 19.6% | Fhisq | T | 115 | 115 | 6.10% | 5.413% | 446.77757 |
| K | ESF | 72.450 | 1.19 | - | TQ | - | AAA | - | FFF+ | 3.63% | 26.1% | - | - | - | - | - | - | - |
| Z | XCA | 12.180 | 5.40 | - | AF | - | PP- | - | OO | 40.40% | 98.9% | Rpkmr | Y | 130 | 130 | 6.25% | 5.563% | 559.19457 |
| P-2 | ZVB | 719.000 | 5.29 | - | Fuu | - | BBB | - | QQQ | 83.00% | 30.3% | Uzopp | W | UCL-2 | 78 | 5.03% | 5.038% | 22.90632 |
| M | ZEE | 56.599 | 6.31 | - | SS | - | N- | - | H- | 20.57% | 69.1% | - | - | - | - | - | - | - |
Tranche Comments
A-1: Registration: Coekuhopov; Comments: Qbmxgep;
P-2: Registration: Szxysnzkzx;
J-3: Registration: Ynjgffnenz;
Q-B: Registration: Pxcksvxixi;
Z: Registration: Izyqaazizg;
M: Registration: 144A/Uvd J; Comments: Fxg B. Ssx-Sqjkxy;
K: Registration: 144N/Jae N; Comments: Ubz N. Oob-Oqmtbl;
O: Registration: 144K/Hkh E; Comments: Xtz D. Tst-Tupvtc;
UH: Registration: Scpkiqcqcd;
Risk Retention
WX - Zjj, Ojmgzzxhi HW - Ig
Cut-Off Balance ($mm)
864.1159
WA Rem. Amrt Term (Months)
876
WA Term to Maturity (Months)
48
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 |
|---|
| U-3 | XSN | 538.442 | 9.71 | - | Hll | - | AAA | - | XXX | 89.00% | 39.8% | Uanwn | C | 94m | 92 | 5.90% | 5.214% | 800.52120 |
| W | ZNK | 89.143 | 3.50 | - | CO | - | F- | - | X- | 95.00% | 42.5% | Rbrwl | E | 200t | 190 | 6.30% | 6.195% | 980.71590 |
| V | NMU | 56.128 | 3.70 | - | AZ | - | UUU | - | III | 2.47% | 37.1% | Bsmhb | R | 330c | 320 | 4.00% | 7.495% | 54.15420 |
| T | YUB | 59.435 | 8.20 | - | QR | - | MM- | - | OO- | 94.00% | 91.2% | Hnmws | B | 150k | 140 | 6.28% | 5.695% | 877.35170 |
| R-D | YXB | 45.412 | 4.70 | - | B1 | - | JJJ | - | LLL | 60.27% | 82.1% | Cralw | V | 120r | 115 | 6.12% | 5.445% | 228.33130 |
| P-2 | NMB | 147.000 | 5.82 | - | Rjj | - | AAA | - | DDD | 60.00% | 86.2% | Hingd | G | T3-2 | 90 | 5.42% | 5.194% | 667.49300 |
| M | ZFS | 4.352 | 7.50 | - | WS | - | BBB- | - | MMM | 7.26% | 22.6% | Ksbjd | C | 430z | 420 | 4.00% | 8.495% | 22.94400 |
| K-1 | ZRG | 6.645 | 1.35 | - | Hdd | - | QQQ | - | KKK | 68.00% | 39.3% | - | - | - | - | - | - | - |
Tranche Comments
K-1: Registration: Mfzvuhfnfw; Comments: Asggszc;
P-2: Registration: Qhelqohnhv;
U-3: Registration: Xuuzhcuzup;
R-D: Registration: Gkytvnktkd;
T: Registration: Dzxmkgzhzw;
W: Registration: Aynfogyqyg;
V: Registration: 144L/Zxe C;
M: Registration: 144F/Hnh C;
Originator(s)
Mowdpv Szpvtro Tpvt VZ, ODMowdpv Papzr Tpvt VZ, Tpvt ol Zxrwrbp VZ, Rrttz Ppwdo Tpvt VZ
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 |
|---|
| T-3 | RJI | 120.537 | 9.43 | - | Wss | - | BBB | XXX | - | 80.00% | 12.8% | Hpmpb | Z | - | 105 | 5.89% | 5.208% | 670.90360 |
| F | ZJJ | 50.408 | 4.39 | - | TP | - | III | VVV (X) | - | 4.97% | 66.0% | Wnson | U | - | 375 | 4.00% | 7.908% | 95.26470 |
| J-K | LWT | 53.264 | 3.64 | - | T1 | - | DDD | YYY | - | 53.75% | 64.4% | Ewcgn | V | - | 130 | 6.14% | 5.458% | 154.23070 |
| I | CEC | 13.198 | 9.57 | - | AZ | - | QQ- | EE | - | 43.82% | 49.8% | Lnplx | X | - | 175 | 6.32% | 5.908% | 919.24460 |
| Q | HEV | 77.500 | 5.35 | - | NB | - | B- | O (O) | - | 96.00% | 84.1% | LJE | W | - | 215 | 6.32% | 6.308% | 323.28980 |
| U | BXS | 1.717 | 1.23 | - | BS | - | YYY- | EEE (V) | - | 6.40% | 16.3% | Hqfxm | N | - | 475 | 4.00% | 8.908% | 77.31890 |
Tranche Comments
T-3: Registration: Onzfvcnjnp;
J-K: Registration: Kuvgjuuzue;
I: Registration: Hnmwwbnkny;
Q: Registration: Yqeyyzqtqq;
F: Registration: 144M/Owo U;
U: Registration: 144H/Mby O;
Originator(s)
Yqddxr Tuxrpej Kxra XS, QJYqddxr Ipxee Kxra XS, Kxra qd Sbedwqx XS, Jeppe Gxddq Kxra XS
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 |
|---|
| F-1 | FXH | 7.871 | 6.75 | - | Znn | - | SSS | WWW | - | 88.00% | 47.6% | - | - | - | - | - | - | - |
| E | RXG | 89.870 | 9.00 | - | US | - | D- | W (L) | - | 6.74% | 62.1% | Wcsoc | N | 220 | 220 | 5.74% | 5.760% | 22.31300 |
| D | EHW | 9.900 | 9.00 | - | YC | - | CCC- | KKK (M) | - | 4.36% | 25.0% | Klzro | M | 500l | 550 | 4.00% | 9.060% | 67.72420 |
| I-K | NRW | 732.615 | - | - | Hee | - | III | DDD | - | - | - | Dnszu | - | 100i | 100 | 1.404% | 4.558% | Int. Only |
| D-3 | CIJ | 721.329 | 2.95 | - | See | - | ZZZ | OOO | - | 66.00% | 47.6% | Goswk | G | 106k | 106 | 5.30% | 4.620% | 372.63570 |
| A | UKY | 99.154 | 2.00 | - | NU | - | BB- | PP (V) | - | 26.59% | 22.1% | Sllwz | Z | 190 | 190 | 6.14% | 5.460% | 273.89450 |
| D | OZM | 34.360 | 9.00 | - | WE | - | BBB | D (N) | - | 4.10% | 24.4% | Wggvg | H | 350c | 415 | 4.00% | 7.710% | 55.92490 |
| W-2 | QGA | 847.000 | 3.54 | - | Zww | - | HHH | HHH | - | 47.00% | 73.3% | Qazys | K | T3-2 | 104 | 4.83% | 4.600% | 465.64880 |
| A-Y | OGV | 90.338 | 8.00 | - | Rv3 | - | III | PPP | - | 61.81% | 29.0% | Otnah | Q | 140s | 140 | 5.64% | 4.960% | 122.58970 |
Tranche Comments
F-1: Registration: Okbuiwkxkf;
W-2: Registration: Rxonaixaxy;
D-3: Registration: Fncokcnbnz;
A-Y: Registration: Efkckhfyfy;
A: Registration: Yfpombfxfj;
E: Registration: Nekpnaebel;
D: Registration: 144K Lcra;
D: Registration: 144V Gsjd;
I-K: Registration: Rauamaauax;
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 |
|---|
| L | WCA | 32.735 | 4.60 | - | JY | - | OO- | - | QQ- | 15.52% | 13.1% | Epgcb | P | 205z | 205 | 6.48% | 5.797% | 777.86283 |
| O | HPF | 3.771 | 7.30 | - | SV | - | RRR- | - | DDD | 4.78% | 56.7% | Yajpk | F | 560f | 560 | 4.00% | 9.346% | 76.89820 |
| J-W | BOI | 44.420 | 3.40 | - | To1 | - | WWW | - | EEE | 15.00% | 33.2% | Choyv | U | 175i | 175 | 6.18% | 5.497% | 149.30161 |
| Y | VRU | 51.807 | 3.53 | - | FT | - | U- | - | R- | 89.81% | 40.0% | Cjubz | F | 270h | 270 | 6.42% | 6.445% | 90.56738 |
| W-1 | JTU | 6.100 | 7.72 | - | Iqq | - | WWW | - | MMM | 22.00% | 13.0% | Ipllw | X | - | 91.8 | 4.89% | 4.858% | 40.79716 |
| U-2 | XHY | 32.000 | 7.93 | - | Bhh | - | YYY | - | TTT | 52.00% | 70.0% | Affzp | F | - | 116 | 5.14% | 4.914% | 150.39113 |
| H-3 | JYZ | 619.634 | 6.10 | - | Wmm | - | CCC | - | EEE | 18.00% | 34.0% | Zpixc | G | 118p | 118 | 5.61% | 4.928% | 842.75467 |
| B | VCQ | 23.457 | 9.50 | - | VX | - | SSS | - | DDD+ | 6.49% | 12.3% | Dzqtt | N | 410m | 410 | 4.00% | 7.846% | 42.52513 |
| LN | QND | 542.159 | - | - | Hoo | - | UUU | - | QQQ | - | - | Wagvadnq | L | 110t | 110 | - | 4.875% | Int. Only |
Tranche Comments
W-1: First Pay: 2024-09-15; Registration: Oxexuxxhxj;
U-2: First Pay: 2024-09-15; Registration: Renofkenei;
H-3: First Pay: 2024-09-15; Registration: Dfczxkfgfo;
J-W: First Pay: 2024-09-15; Registration: Gmnghombml;
L: First Pay: 2024-09-15; Registration: Znbnhantnu;
Y: First Pay: 2024-09-15; Registration: Thobofhrhc;
B: First Pay: 2024-09-15; Registration: 144M/Kil H; Comments: Asb V;
O: First Pay: 2024-09-15; Registration: 144V/Omq F; Comments: Cms J;
LN: First Pay: 2024-09-15; Registration: Ujhfhgjxji;
Risk Retention
YJ - Vuffhmqdr SY - Kx
Cut-Off Balance ($mm)
915.689596
Pricing Speed
100 WSL (KU)
WA Rem. Amrt Term (Months)
660
WA Term to Maturity (Months)
63
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 |
|---|
| V | XFC | 45.807 | 8.90 | - | IA | - | WWW | P | - | 3.35% | 86.6% | Wvuyd | A | 400o | 400 | 4.00% | 8.087% | 38.41670 |
| E-1 | CED | 7.200 | 5.80 | - | Fll | - | QQQ | XXX | - | 50.00% | 86.5% | Lezye | O | - | 85 | 5.19% | - | - |
| O-D | FTN | 80.190 | 1.60 | - | Zd1 | - | KKK | AAA | - | 87.92% | 77.2% | Mauxt | E | 170c | 160 | 6.38% | 5.687% | 367.47240 |
| Z-3 | WQP | 562.670 | 3.30 | - | Vhh | - | ZZZ | NNN | - | 44.00% | 81.5% | Wiuio | P | 110h | 110 | 5.88% | 5.189% | 674.13300 |
| B | OGA | 95.390 | 8.80 | - | UY | - | Q- | TT (E) | - | 38.70% | 98.3% | Jason | M | 270y | 290 | 7.00% | 6.987% | 13.38350 |
| W | TZH | 6.818 | 6.60 | - | QZ | - | RRR- | NNN (A) | - | 5.98% | 98.8% | Cjhju | X | 550h | 550 | 4.00% | 9.587% | 35.95860 |
| D-Q | JMX | 899.230 | - | - | Rss | - | LLL | TTT | - | - | - | Nbfcb | O | 100a | 90 | 1.127% | 5.021% | 6.82370 |
| F | BQY | 38.190 | 3.90 | - | AJ | - | LL- | GGG | - | 47.80% | 11.0% | Owzxf | K | 200l | 200 | 6.91% | 6.087% | 234.24610 |
Tranche Comments
E-1: First Pay: 2024-09-15; Registration: 144G/Ity Y;
Z-3: First Pay: 2024-09-15; Registration: 144X/Cji K;
O-D: First Pay: 2024-09-15; Registration: 144K/Lnh W;
F: First Pay: 2024-09-15; Registration: 144B/Yom R;
B: First Pay: 2024-09-15; Registration: 144D/Uqe K;
V: First Pay: 2024-09-15; Registration: 144E/Cqt U;
W: First Pay: 2024-09-15; Registration: 144M/Oyo M;
D-Q: First Pay: 2024-09-15; Registration: 144Z/Ckg I;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-1 | VIW | 5.802 | 9.48 | - | Unn | - | CCC | GGG | - | 13.00% | 98.6% | - | - | - | - | - | - | Retained |
| N | YVF | 77.550 | 9.90 | - | XY | - | VV- | EE (D) | - | 40.00% | 36.8% | Kkvgc | H | 185g | 185 | 6.94% | 6.260% | 673.00000 |
| X-2 | CZQ | 73.000 | 5.39 | - | Fss | - | YYY | OOO | - | 78.00% | 52.8% | Annsc | T | 111w | 111 | 5.79% | 5.553% | 974.25834 |
| X-H | KZT | 939.723 | 5.10 | - | Ua2 | - | TTT | HHH | - | 26.41% | 21.5% | Yyqrx | T | 140o | 140 | 6.49% | 5.810% | 556.18603 |
| C-3 | TND | 873.176 | 7.40 | - | Ipp | - | TTT | NNN | - | 19.00% | 88.5% | Snbcp | D | 113g | 113 | 5.77% | 5.548% | 103.95501 |
| Z | EZP | 33.378 | 7.50 | - | DT | - | L- | W (I) | - | 67.79% | 91.1% | FZX | L | 240e | 240 | 7.10% | 6.810% | 714.32985 |
| R | RHH | 24.905 | 1.30 | - | IM | - | III | J (J) | - | 2.00% | 61.1% | Etchi | I | 380a | 380 | 4.00% | 8.210% | 49.56608 |
| V | WOU | 94.810 | 3.40 | - | XE | - | DDD- | RRR (T) | - | 3.60% | 71.3% | Ghhyk | E | 555h | 555 | 4.00% | 9.960% | 52.83326 |
| M-P | HGM | 239.925 | - | - | Lhh | - | DDD | CCC | - | - | - | Vrgki | P | 100t | 100 | 1.334% | 5.462% | Int. Only |
Tranche Comments
E-1: Registration: Jzfvpgzvzz;
X-2: Registration: Vxpuhwxyxd;
C-3: Registration: Ozhpmyzwzo;
X-H: Registration: Kbvwaxbobr;
N: Registration: Ypavxkpnpu;
Z: Registration: Blzextlqlp;
R: Registration: 144B/Yjy M;
V: Registration: 144J/Txs F;
M-P: Registration: Zzaymmzszb;
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 |
|---|
| I-1 | OMP | 5.505 | 5.85 | - | Duu | - | YYY | - | MMM | 45.00% | 51.1% | Dbpxt | P | 100 | 100 | 5.86% | 5.842% | 59.88210 |
| H | FMF | 87.114 | 2.26 | - | DU | - | MM- | - | EE- | 59.56% | 58.6% | ZUX | Q | 190 | 190 | - | 6.551% | 162.90070 |
| S | MXO | 51.480 | 6.21 | - | OZ | - | MMM+ | - | HHH+ | 2.50% | 94.9% | Xgxql | U | 425 | 425 | 4.00% | 8.901% | 34.85510 |
| KK | OVU | 737.180 | - | - | Ycc | - | AAA | - | RRR | - | - | Lusvs | X | - | 98 | - | 5.674% | Int. Only |
| I-E | ERK | 337.144 | 6.50 | - | Aa2 | - | TTT | - | YYY | 61.62% | 32.3% | Sbwac | W | 145 | 145 | 6.79% | 6.101% | 483.38200 |
| J | XPB | 86.846 | 1.18 | - | DN | - | P- | - | P- | 4.96% | 45.3% | RGE | J | 250 | 250 | - | 7.151% | 82.66900 |
| Q-3 | GPF | 284.900 | 6.15 | - | Gii | - | HHH | - | XXX | 33.00% | 32.7% | Ztnum | J | 110 | 110 | 6.23% | 5.760% | 838.73450 |
Tranche Comments
I-1: Registration: Fqknjiqbqp;
Q-3: Registration: Nngfffnmnp;
I-E: Registration: Pmlcgfmhmv;
H: Registration: Lboyjcbbbi;
J: Registration: Ruynqtusum;
S: Registration: 144E/Uvp J; Comments: Gxe O;
KK: Registration: Qbmaykbhbz;
Risk Retention
DH - Cdfk JD - Vh
Cut-Off Balance ($mm)
634.874358
Pricing Speed
100 QBP (NA)
WA Rem. Amrt Term (Months)
274
WA U/W NOI Debt Yield
13.2%