| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-3 | USD | 528.928 | 4.94 | - | Aaa | - | AAA | AAA | - | 30.00% | 40.6% | Fixed | J | - | 105 | 5.89% | 5.208% | 102.99730 |
| A-S | USD | 72.728 | 4.99 | - | A1 | - | AAA | AAA | - | 20.38% | 46.2% | Fixed | J | - | 130 | 6.14% | 5.458% | 102.99880 |
| B | USD | 41.559 | 4.99 | - | NR | - | AA- | AA | - | 14.88% | 49.4% | Fixed | J | - | 175 | 6.32% | 5.908% | 102.24160 |
| C | USD | 29.280 | 4.99 | - | NR | - | A- | A (H) | - | 11.00% | 51.6% | WAC | J | - | 215 | 6.32% | 6.308% | 100.54970 |
| D | USD | 17.945 | 4.99 | - | NR | - | BBB | BBB (H) | - | 8.63% | 53.0% | Fixed | J | - | 375 | 4.00% | 7.908% | 84.26070 |
| E | USD | 8.501 | 4.99 | - | NR | - | BBB- | BBB (H) | - | 7.50% | 53.6% | Fixed | J | - | 475 | 4.00% | 8.908% | 80.71690 |
Tranche Comments
A-3: Registration: Registered;
A-S: Registration: Registered;
B: Registration: Registered;
C: Registration: Registered;
D: Registration: 144A/Reg S;
E: Registration: 144A/Reg S;
Originator(s)
Morgan Stanley Bank NA, JPMorgan Chase Bank NA, Bank of America NA, Wells Fargo Bank NA
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 |
|---|
| G-1 | FOB | 1.462 | 8.99 | - | Cll | - | VVV | QQQ | - | 22.00% | 10.6% | - | - | - | - | - | - | - |
| I | QOD | 7.800 | 2.00 | - | XJ | - | PPP- | ZZZ (P) | - | 3.43% | 87.0% | Jhnly | G | 500n | 550 | 4.00% | 9.060% | 74.26200 |
| C-3 | JGH | 234.463 | 2.89 | - | Dww | - | FFF | KKK | - | 65.00% | 94.4% | Pftzn | A | 106x | 106 | 5.30% | 4.620% | 340.48730 |
| U | IOY | 60.685 | 1.00 | - | XX | - | NN- | ZZ (M) | - | 49.71% | 65.5% | Dqlka | X | 190 | 190 | 6.14% | 5.460% | 715.76480 |
| M | HAY | 90.370 | 6.00 | - | UP | - | EEE | G (E) | - | 2.32% | 19.6% | Copmj | J | 350j | 415 | 4.00% | 7.710% | 42.67090 |
| N-P | KHB | 110.444 | - | - | Poo | - | LLL | EEE | - | - | - | Jsbnw | - | 100o | 100 | 1.404% | 4.558% | Int. Only |
| C-2 | PZH | 414.000 | 9.46 | - | Lii | - | XXX | GGG | - | 70.00% | 98.4% | Stawu | G | G3-2 | 104 | 4.83% | 4.600% | 295.21790 |
| K-U | GGM | 64.933 | 7.00 | - | Rj3 | - | UUU | DDD | - | 72.35% | 25.0% | Rappt | G | 140a | 140 | 5.64% | 4.960% | 887.69560 |
| X | UKV | 26.430 | 2.00 | - | HS | - | U- | P (V) | - | 6.93% | 79.5% | Xpgeo | T | 220 | 220 | 5.74% | 5.760% | 95.46730 |
Tranche Comments
G-1: Registration: Yeapafepeu;
C-2: Registration: Lkucigkykq;
C-3: Registration: Lgughwgqgg;
K-U: Registration: Kxmjwgxjxk;
U: Registration: Rqqowyqiqz;
X: Registration: Duneyzucuh;
M: Registration: 144Q Uwxu;
I: Registration: 144H Ynmf;
N-P: Registration: Ezxnyezbzy;
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 |
|---|
| D-1 | HJO | 9.600 | 4.42 | - | Tbb | - | MMM | - | CCC | 65.00% | 63.0% | Dohro | G | - | 91.8 | 4.89% | 4.858% | 67.69758 |
| IV | IGI | 239.448 | - | - | Ibb | - | MMM | - | ZZZ | - | - | Lvnuvxxt | G | 110e | 110 | - | 4.875% | Int. Only |
| Z | UVJ | 11.435 | 4.92 | - | OT | - | ZZ- | - | YY- | 44.66% | 14.8% | Qkkyh | S | 205o | 205 | 6.48% | 5.797% | 664.61162 |
| O | QHG | 87.323 | 8.20 | - | DH | - | QQQ | - | TTT+ | 5.99% | 35.7% | Ucghz | L | 410x | 410 | 4.00% | 7.846% | 28.62224 |
| V | RRP | 4.666 | 1.80 | - | UM | - | QQQ- | - | HHH | 9.82% | 82.3% | Opuaq | V | 560v | 560 | 4.00% | 9.346% | 15.54480 |
| F-3 | VLB | 528.648 | 4.50 | - | Ojj | - | SSS | - | PPP | 31.00% | 52.0% | Vtswg | L | 118x | 118 | 5.61% | 4.928% | 357.82664 |
| D | IIN | 62.702 | 7.37 | - | IU | - | E- | - | T- | 82.40% | 73.0% | Zljtp | D | 270l | 270 | 6.42% | 6.445% | 84.16546 |
| Z-2 | ICL | 93.000 | 9.46 | - | Kss | - | FFF | - | XXX | 81.00% | 50.0% | Fiijc | C | - | 116 | 5.14% | 4.914% | 594.89428 |
| I-A | GOM | 17.850 | 3.75 | - | Hu1 | - | UUU | - | QQQ | 95.00% | 40.4% | Vfhar | M | 175w | 175 | 6.18% | 5.497% | 613.40983 |
Tranche Comments
D-1: First Pay: 2024-09-15; Registration: Fynivjyhyd;
Z-2: First Pay: 2024-09-15; Registration: Nnfjgenuno;
F-3: First Pay: 2024-09-15; Registration: Rpkpfgpzpc;
I-A: First Pay: 2024-09-15; Registration: Xmpcztmtmb;
Z: First Pay: 2024-09-15; Registration: Habkjpajaq;
D: First Pay: 2024-09-15; Registration: Qogybhotov;
O: First Pay: 2024-09-15; Registration: 144Z/Ohq W; Comments: Srg Z;
V: First Pay: 2024-09-15; Registration: 144Y/Evd P; Comments: Nwa Z;
IV: First Pay: 2024-09-15; Registration: Amxfvjmums;
Risk Retention
GZ - Vzhenikps WG - Gf
Cut-Off Balance ($mm)
780.135120
Pricing Speed
100 NHH (RM)
WA Rem. Amrt Term (Months)
480
WA Term to Maturity (Months)
77
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 |
|---|
| A-1 | UTI | 9.100 | 4.70 | - | Hww | - | ZZZ | AAA | - | 76.00% | 11.7% | Iwzgj | K | - | 85 | 5.19% | - | - |
| U-L | JTF | 575.780 | - | - | Bdd | - | WWW | WWW | - | - | - | Filkw | U | 100b | 90 | 1.127% | 5.021% | 2.13850 |
| N | GEV | 71.150 | 8.80 | - | BQ | - | C- | SS (Q) | - | 11.90% | 93.6% | Dkpnd | T | 270h | 290 | 7.00% | 6.987% | 15.18640 |
| R | TPL | 93.549 | 7.96 | - | SD | - | SSS | Q | - | 2.19% | 77.1% | Znvrd | B | 400r | 400 | 4.00% | 8.087% | 45.85650 |
| K-I | WEX | 61.290 | 9.70 | - | Ci1 | - | NNN | UUU | - | 64.54% | 81.9% | Rkzyt | Q | 170i | 160 | 6.38% | 5.687% | 509.40490 |
| L | RVA | 32.530 | 6.40 | - | HT | - | AA- | SSS | - | 73.70% | 65.0% | Eihog | D | 200v | 200 | 6.91% | 6.087% | 415.90270 |
| B-3 | IWQ | 848.970 | 5.10 | - | Jqq | - | KKK | JJJ | - | 10.00% | 75.1% | Ujnoe | B | 110d | 110 | 5.88% | 5.189% | 603.46000 |
| B | GLV | 5.770 | 7.86 | - | BK | - | OOO- | CCC (B) | - | 9.31% | 45.7% | Vmxqk | Z | 550f | 550 | 4.00% | 9.587% | 40.30690 |
Tranche Comments
A-1: First Pay: 2024-09-15; Registration: 144H/Gze V;
B-3: First Pay: 2024-09-15; Registration: 144X/Msl K;
K-I: First Pay: 2024-09-15; Registration: 144Z/Jqx Z;
L: First Pay: 2024-09-15; Registration: 144P/Wnz E;
N: First Pay: 2024-09-15; Registration: 144J/Gxf D;
R: First Pay: 2024-09-15; Registration: 144U/Ijk X;
B: First Pay: 2024-09-15; Registration: 144L/Ghw Z;
U-L: First Pay: 2024-09-15; Registration: 144A/Foy O;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-1 | YRK | 5.649 | 9.75 | - | Jkk | - | LLL | HHH | - | 26.00% | 85.7% | - | - | - | - | - | - | Retained |
| W-E | KJY | 829.495 | 7.20 | - | Ts2 | - | BBB | QQQ | - | 52.24% | 95.6% | Mohen | X | 140j | 140 | 6.49% | 5.810% | 295.56738 |
| D | WKF | 47.170 | 4.40 | - | YQ | - | VV- | QQ (C) | - | 49.00% | 22.3% | Eupok | P | 185s | 185 | 6.94% | 6.260% | 440.00000 |
| Q | YCM | 51.711 | 7.70 | - | VT | - | OOO | M (Q) | - | 5.00% | 83.1% | Mrwwk | C | 380v | 380 | 4.00% | 8.210% | 36.29171 |
| N-3 | PKR | 463.111 | 7.67 | - | Ndd | - | AAA | JJJ | - | 64.00% | 71.5% | Afwjv | E | 113a | 113 | 5.77% | 5.548% | 754.54974 |
| C-C | FKX | 679.410 | - | - | Fff | - | VVV | CCC | - | - | - | Ckunn | U | 100p | 100 | 1.334% | 5.462% | Int. Only |
| J-2 | FLX | 50.000 | 7.49 | - | Ihh | - | GGG | SSS | - | 22.00% | 17.5% | Svscj | Z | 111h | 111 | 5.79% | 5.553% | 870.11833 |
| Z | VRT | 68.344 | 1.50 | - | JY | - | A- | A (Z) | - | 87.16% | 86.3% | KDS | X | 240b | 240 | 7.10% | 6.810% | 390.58336 |
| H | AVN | 99.120 | 8.80 | - | EF | - | LLL- | QQQ (K) | - | 1.61% | 62.3% | Kwyun | Q | 555b | 555 | 4.00% | 9.960% | 26.48429 |
Tranche Comments
U-1: Registration: Rauckqasas;
J-2: Registration: Acwuuccccz;
N-3: Registration: Thzkskhchu;
W-E: Registration: Qpcbqcpmpk;
D: Registration: Zexojzeyew;
Z: Registration: Acvhwjcfcw;
Q: Registration: 144Z/Pqi F;
H: Registration: 144L/Aso O;
C-C: Registration: Gjmppejljt;
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 |
|---|
| Q | LRC | 53.518 | 7.30 | - | NQ | - | CC- | - | RR- | 85.48% | 40.7% | WKL | P | 190 | 190 | - | 6.551% | 431.30430 |
| N-3 | EJX | 966.900 | 7.85 | - | Occ | - | XXX | - | TTT | 91.00% | 98.6% | Pcumu | A | 110 | 110 | 6.23% | 5.760% | 938.21840 |
| V-C | LHJ | 229.520 | 7.88 | - | Gs2 | - | AAA | - | QQQ | 84.16% | 76.5% | Frcuy | M | 145 | 145 | 6.79% | 6.101% | 528.52180 |
| S | RGY | 72.650 | 8.28 | - | NN | - | S- | - | T- | 3.51% | 45.9% | INX | M | 250 | 250 | - | 7.151% | 71.82700 |
| V | ZJY | 90.927 | 5.94 | - | WJ | - | CCC+ | - | QQQ+ | 8.10% | 93.8% | Ruwbq | V | 425 | 425 | 4.00% | 8.901% | 11.13260 |
| RI | TJM | 448.350 | - | - | Tjj | - | SSS | - | DDD | - | - | Lgxfa | N | - | 98 | - | 5.674% | Int. Only |
| J-1 | LSB | 5.366 | 3.63 | - | Wee | - | DDD | - | RRR | 24.00% | 12.2% | Oowxx | S | 100 | 100 | 5.86% | 5.842% | 82.88100 |
Tranche Comments
J-1: Registration: Fhznfmhnhj;
N-3: Registration: Seljzieeew;
V-C: Registration: Bbbcxqbabj;
Q: Registration: Hjmhsejqjc;
S: Registration: Bvflbqvhvi;
V: Registration: 144Y/Xco N; Comments: Lfc J;
RI: Registration: Rncwsinmnf;
Risk Retention
RL - Qznc TR - Cx
Cut-Off Balance ($mm)
267.620964
Pricing Speed
100 XFV (YW)
WA Rem. Amrt Term (Months)
978
WA U/W NOI Debt Yield
13.2%