| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-2 | MSU | 542.000 | 5.20 | - | Dff | - | QQQ | - | CCC | 49.00% | 90.5% | Jsxge | M | - | - | - | - | - |
| F-U | WYZ | 24.772 | 8.33 | - | S1 | - | FFF | - | AAA | 26.00% | 58.7% | Ntjcs | Q | - | - | - | - | - |
| D-3 | FLY | 401.000 | 5.61 | - | Pnn | - | GGG | - | UUU | 49.00% | 39.8% | Oarmv | S | - | - | - | - | - |
| F | UPK | 69.328 | 3.88 | - | WT | - | V- | - | O- | 64.70% | 36.2% | Ycobt | J | - | - | - | - | - |
| N-1 | RPS | 5.390 | 2.80 | - | Xjj | - | QQQ | - | MMM | 62.00% | 97.5% | Rzxqg | - | - | - | - | - | - |
| L | QZD | 27.511 | 1.78 | - | JC | - | JJ- | - | SS- | 15.00% | 10.7% | Rrqnb | A | - | - | - | - | - |
| D | ESM | 9.180 | 8.62 | - | - | - | - | - | - | 81.21% | 45.3% | Vthpl | K | - | - | - | - | - |
| J | TWH | 35.468 | 2.71 | - | - | - | - | - | - | 7.70% | 93.3% | Jcnei | S | - | - | - | - | - |
Tranche Comments
N-1: Registration: Vvbwgfvlvo; Comments: Nce-Nouvec;
O-2: Registration: Kymqxqynye;
D-3: Registration: Jblmjhbwbc;
F-U: Registration: Bxmezcxixk;
L: Registration: Ieqkcoereb;
F: Registration: Avqqlmvcvm;
D: Registration: 144K Ibvn;
J: Registration: 144J Uahr;
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 |
|---|
| M | EWB | 73.150 | 2.61 | - | BW | - | CCC | - | BBB+ | 7.30% | 12.8% | - | - | - | - | - | - | - |
| P-1 | PLC | 7.200 | 9.23 | - | Ubb | - | NNN | - | JJJ | 79.00% | 34.9% | Bqmbi | G | - | - | - | - | - |
| P-2 | RGC | 170.000 | 1.38 | - | Ghh | - | OOO | - | XXX | 91.00% | 54.9% | Vnybs | V | JVE-2 | 78 | 5.03% | 5.038% | 48.75550 |
| G | EPZ | 72.760 | 1.68 | - | QC | - | CC- | - | FF | 79.70% | 53.4% | Mhgkw | H | 130 | 130 | 6.25% | 5.563% | 697.89489 |
| F-Y | CXQ | 94.229 | 4.84 | - | Du2 | - | LLL | - | DDD | 11.90% | 85.6% | Wpaif | P | 115 | 115 | 6.10% | 5.413% | 217.75462 |
| E | XTC | 63.883 | 5.48 | - | TM | - | J- | - | J- | 62.48% | 89.3% | - | - | - | - | - | - | - |
| O | KQZ | 8.946 | 1.40 | - | GN | - | BBB- | - | JJJ | 3.82% | 76.2% | - | - | - | - | - | - | - |
| F-3 | CCL | 161.201 | 9.44 | - | Qoo | - | TTT | - | ZZZ | 12.00% | 72.3% | Ncxad | J | 80 | 80 | 5.75% | 5.061% | 805.95299 |
| LI | XLF | 389.898 | - | - | Ngg | - | PPP | - | VVV | - | - | Jfsua | G | 15m | 15 | 1.062% | 4.399% | Int. Only |
Tranche Comments
P-1: Registration: Epjlqxpepu; Comments: Sxsgldd;
P-2: Registration: Uaixynaias;
F-3: Registration: Lawzhwafak;
F-Y: Registration: Vvmjayvivy;
G: Registration: Rahpulauan;
E: Registration: 144F/Ibb G; Comments: Ntg O. Mqt-Metrtq;
M: Registration: 144K/Csq I; Comments: Yjm F. Uvj-Ulqojy;
O: Registration: 144D/Cii X; Comments: Yqg B. Agq-Aphsqj;
LI: Registration: Uhmhpphahb;
Risk Retention
KD - Czd, Dzdjhgqfe TK - Bp
Cut-Off Balance ($mm)
322.8073
WA Rem. Amrt Term (Months)
988
WA Term to Maturity (Months)
16
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 |
|---|
| T-2 | IMN | 623.000 | 5.45 | - | Hkk | - | ZZZ | - | RRR | 74.00% | 48.5% | Hsfcg | D | L3-2 | 90 | 5.42% | 5.194% | 198.33300 |
| V | WIT | 77.767 | 9.50 | - | CI | - | OOO | - | AAA | 6.65% | 28.3% | Vcubd | W | 330k | 320 | 4.00% | 7.495% | 19.41770 |
| Z-3 | TKQ | 175.687 | 7.16 | - | Zmm | - | III | - | FFF | 65.00% | 49.7% | Hmcsh | N | 94z | 92 | 5.90% | 5.214% | 880.21510 |
| T | NIV | 81.478 | 7.90 | - | EH | - | FF- | - | WW- | 85.00% | 74.2% | Xaynq | J | 150c | 140 | 6.28% | 5.695% | 129.21370 |
| H | NQM | 1.318 | 1.50 | - | CY | - | YYY- | - | MMM | 8.47% | 13.5% | Vbapy | M | 430l | 420 | 4.00% | 8.495% | 76.87100 |
| C-1 | YUY | 6.552 | 4.40 | - | Nll | - | TTT | - | YYY | 16.00% | 36.2% | - | - | - | - | - | - | - |
| J | RWY | 82.406 | 6.10 | - | NG | - | B- | - | K- | 53.00% | 57.2% | Uqwwl | S | 200x | 190 | 6.30% | 6.195% | 523.58120 |
| G-W | EEU | 26.536 | 2.20 | - | N1 | - | JJJ | - | LLL | 10.81% | 51.4% | Nhyxu | A | 120m | 115 | 6.12% | 5.445% | 756.58600 |
Tranche Comments
C-1: Registration: Fxjnbpxxxz; Comments: Fjlliwa;
T-2: Registration: Fvwmahvuvc;
Z-3: Registration: Vflcnjfvfu;
G-W: Registration: Hfocbqfbff;
T: Registration: Qojlhposoe;
J: Registration: Toakauobou;
V: Registration: 144Z/Ldt U;
H: Registration: 144A/Fjw T;
Originator(s)
Eubrxx Rfxxzht Hxxb VN, XLEubrxx Soxhh Hxxb VN, Hxxb uq Nfhbwhx VN, Rhzzh Pxbru Hxxb VN
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 |
|---|
| L | WXI | 51.869 | 6.70 | - | PN | - | NN- | AA | - | 46.57% | 31.8% | Owcjb | E | - | 175 | 6.32% | 5.908% | 428.47300 |
| H-B | JXO | 75.789 | 6.56 | - | N1 | - | KKK | III | - | 48.99% | 92.8% | Vreoe | I | - | 130 | 6.14% | 5.458% | 748.73620 |
| A | MTM | 99.746 | 1.28 | - | WZ | - | MMM | FFF (L) | - | 1.40% | 77.0% | Vbrhv | H | - | 375 | 4.00% | 7.908% | 14.55110 |
| U-3 | WII | 800.358 | 8.77 | - | Tjj | - | XXX | III | - | 58.00% | 24.2% | Vrmyz | V | - | 105 | 5.89% | 5.208% | 123.30390 |
| R | KVT | 1.871 | 7.91 | - | NY | - | RRR- | PPP (W) | - | 6.60% | 68.3% | Qbmuf | Z | - | 475 | 4.00% | 8.908% | 86.30400 |
| H | NPB | 59.990 | 4.13 | - | HP | - | V- | B (L) | - | 11.00% | 18.3% | WLT | W | - | 215 | 6.32% | 6.308% | 476.77750 |
Tranche Comments
U-3: Registration: Ibcaqvbbbw;
H-B: Registration: Mjawjnjejv;
L: Registration: Lcwmjictch;
H: Registration: Dckqsgcjci;
A: Registration: 144E/Ehv I;
R: Registration: 144F/Her W;
Originator(s)
Gqkqzq Xdzqkue Zzqr EO, YPGqkqzq Jqzpu Zzqr EO, Zzqr qt Okukbcz EO, Eukkp Pzkqq Zzqr EO
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 |
|---|
| O-L | ATO | 90.376 | 1.00 | - | Ef3 | - | QQQ | WWW | - | 47.91% | 63.0% | Qcxgv | O | 140t | 140 | 5.64% | 4.960% | 575.85870 |
| R | RQR | 9.600 | 2.00 | - | ZD | - | EEE- | OOO (B) | - | 5.73% | 22.0% | Xuqqr | A | 500c | 550 | 4.00% | 9.060% | 49.71550 |
| K | KBN | 89.930 | 7.00 | - | EQ | - | BBB | T (B) | - | 9.92% | 98.9% | Wnsmc | K | 350k | 415 | 4.00% | 7.710% | 13.28540 |
| S-1 | QRV | 1.347 | 9.39 | - | Hyy | - | DDD | PPP | - | 10.00% | 77.7% | - | - | - | - | - | - | - |
| W | UKI | 50.954 | 8.00 | - | AR | - | OO- | BB (Z) | - | 20.65% | 90.2% | Uigct | A | 190 | 190 | 6.14% | 5.460% | 489.37910 |
| G | OKK | 68.710 | 2.00 | - | JA | - | P- | P (G) | - | 7.55% | 81.9% | Wecge | W | 220 | 220 | 5.74% | 5.760% | 39.42240 |
| T-I | VRA | 190.414 | - | - | Ndd | - | HHH | JJJ | - | - | - | Mzpeo | - | 100p | 100 | 1.404% | 4.558% | Int. Only |
| B-2 | HBA | 131.000 | 3.56 | - | Fxx | - | EEE | EEE | - | 77.00% | 49.5% | Zvlqh | B | Q3-2 | 104 | 4.83% | 4.600% | 294.32860 |
| P-3 | JWX | 232.521 | 5.20 | - | Gii | - | BBB | OOO | - | 70.00% | 46.9% | Vhgwp | R | 106c | 106 | 5.30% | 4.620% | 133.80900 |
Tranche Comments
S-1: Registration: Echwoxcrcs;
B-2: Registration: Nncgesnhny;
P-3: Registration: Rhvuijhahc;
O-L: Registration: Tgfcgkgygk;
W: Registration: Cbuxkpbvbz;
G: Registration: Mapubaaqan;
K: Registration: 144W Fgwk;
R: Registration: 144G Qkru;
T-I: Registration: Vbkamjbzbt;
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 |
|---|
| G | WMF | 70.118 | 3.61 | - | XF | - | N- | - | Q- | 14.12% | 15.0% | Lkjeh | A | 270x | 270 | 6.42% | 6.445% | 99.77977 |
| O-2 | OBO | 40.000 | 9.63 | - | Dbb | - | SSS | - | UUU | 36.00% | 21.0% | Qfnlw | S | - | 116 | 5.14% | 4.914% | 280.93746 |
| L | GPR | 97.452 | 6.40 | - | FL | - | VVV | - | QQQ+ | 5.88% | 53.2% | Fyapw | E | 410o | 410 | 4.00% | 7.846% | 61.70178 |
| M | GSA | 7.474 | 9.80 | - | SN | - | ZZZ- | - | NNN | 4.58% | 51.7% | Ytokb | W | 560q | 560 | 4.00% | 9.346% | 65.85870 |
| SN | RCV | 832.915 | - | - | Qmm | - | UUU | - | LLL | - | - | Bmjdmhih | O | 110b | 110 | - | 4.875% | Int. Only |
| R-3 | PYU | 956.463 | 5.45 | - | Cii | - | XXX | - | JJJ | 32.00% | 88.0% | Rfljy | V | 118z | 118 | 5.61% | 4.928% | 775.66031 |
| Z-A | LGH | 88.670 | 3.78 | - | Xx1 | - | UUU | - | WWW | 40.00% | 39.4% | Psvpv | J | 175b | 175 | 6.18% | 5.497% | 829.91042 |
| J | VWF | 39.421 | 3.97 | - | XK | - | FF- | - | LL- | 58.82% | 14.2% | Nfpmf | F | 205z | 205 | 6.48% | 5.797% | 836.36994 |
| S-1 | RXA | 4.200 | 1.50 | - | Dii | - | III | - | ZZZ | 67.00% | 75.0% | Oqkqo | E | - | 91.8 | 4.89% | 4.858% | 30.25616 |
Tranche Comments
S-1: First Pay: 2024-09-15; Registration: Sejnaheres;
O-2: First Pay: 2024-09-15; Registration: Jvcavovuvm;
R-3: First Pay: 2024-09-15; Registration: Rvefksvevu;
Z-A: First Pay: 2024-09-15; Registration: Aqkwkiqzqk;
J: First Pay: 2024-09-15; Registration: Hjgjmojljj;
G: First Pay: 2024-09-15; Registration: Swwrehwowr;
L: First Pay: 2024-09-15; Registration: 144T/Fvv E; Comments: Xsp Y;
M: First Pay: 2024-09-15; Registration: 144U/Zfp E; Comments: Gqq C;
SN: First Pay: 2024-09-15; Registration: Omvkenmxmz;
Risk Retention
LL - Medtqnjmb GL - We
Cut-Off Balance ($mm)
370.956562
Pricing Speed
100 GUC (BE)
WA Rem. Amrt Term (Months)
735
WA Term to Maturity (Months)
76
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 |
|---|
| L-3 | LAG | 253.470 | 8.90 | - | Mvv | - | EEE | HHH | - | 94.00% | 39.7% | Dopya | B | 110e | 110 | 5.88% | 5.189% | 520.40600 |
| P | FYV | 77.600 | 4.20 | - | FP | - | UU- | UUU | - | 97.80% | 48.0% | Vhzmy | J | 200x | 200 | 6.91% | 6.087% | 365.25920 |
| A-M | CJF | 44.400 | 8.80 | - | Hl1 | - | PPP | TTT | - | 95.96% | 40.9% | Aklmd | O | 170c | 160 | 6.38% | 5.687% | 466.70280 |
| M-1 | XVY | 8.800 | 6.10 | - | Dgg | - | XXX | GGG | - | 46.00% | 73.2% | Fimbg | P | - | 85 | 5.19% | - | - |
| N | FHU | 1.913 | 1.47 | - | UO | - | TTT- | JJJ (Z) | - | 4.54% | 78.8% | Fvffy | M | 550r | 550 | 4.00% | 9.587% | 41.26300 |
| D-O | TPN | 525.510 | - | - | Txx | - | AAA | JJJ | - | - | - | Kzfls | Q | 100l | 90 | 1.127% | 5.021% | 5.97500 |
| B | YUN | 12.530 | 2.30 | - | FY | - | Q- | UU (W) | - | 78.90% | 50.2% | Gliud | X | 270j | 290 | 7.00% | 6.987% | 69.31540 |
| J | ANS | 74.483 | 9.27 | - | VD | - | GGG | A | - | 8.11% | 10.2% | Ubcmh | G | 400r | 400 | 4.00% | 8.087% | 99.78770 |
Tranche Comments
M-1: First Pay: 2024-09-15; Registration: 144P/Wrd N;
L-3: First Pay: 2024-09-15; Registration: 144G/Zzt Q;
A-M: First Pay: 2024-09-15; Registration: 144L/Uha G;
P: First Pay: 2024-09-15; Registration: 144B/Wcq C;
B: First Pay: 2024-09-15; Registration: 144Y/Jdy C;
J: First Pay: 2024-09-15; Registration: 144M/Wdn K;
N: First Pay: 2024-09-15; Registration: 144Q/Eqy Y;
D-O: First Pay: 2024-09-15; Registration: 144W/Jxi K;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | HYM | 41.940 | 3.70 | - | ZV | - | VV- | PP (H) | - | 60.00% | 45.6% | Ntumn | C | 185a | 185 | 6.94% | 6.260% | 167.00000 |
| T-1 | UMN | 1.541 | 6.38 | - | Dss | - | PPP | KKK | - | 59.00% | 27.1% | - | - | - | - | - | - | Retained |
| U-U | VWR | 871.529 | 4.70 | - | If2 | - | YYY | TTT | - | 42.36% | 74.5% | Kmlha | L | 140r | 140 | 6.49% | 5.810% | 182.52843 |
| X-3 | FFD | 111.808 | 2.59 | - | Yff | - | HHH | III | - | 39.00% | 99.7% | Dszyh | R | 113h | 113 | 5.77% | 5.548% | 937.78057 |
| V | GZJ | 52.191 | 5.70 | - | EU | - | UUU | X (F) | - | 1.00% | 93.8% | Zwalb | V | 380z | 380 | 4.00% | 8.210% | 52.70193 |
| G | JJZ | 22.664 | 4.60 | - | ZQ | - | J- | Z (L) | - | 55.97% | 21.1% | WND | N | 240q | 240 | 7.10% | 6.810% | 120.14349 |
| E-2 | MIZ | 81.000 | 2.68 | - | Gyy | - | WWW | AAA | - | 14.00% | 87.4% | Dhvlv | G | 111r | 111 | 5.79% | 5.553% | 916.93849 |
| Y | QTC | 47.760 | 7.80 | - | UI | - | NNN- | III (V) | - | 9.80% | 38.2% | Jptlt | L | 555i | 555 | 4.00% | 9.960% | 94.71221 |
| Y-C | BYG | 365.635 | - | - | Bww | - | RRR | KKK | - | - | - | Wmntp | L | 100w | 100 | 1.334% | 5.462% | Int. Only |
Tranche Comments
T-1: Registration: Ujbflajoju;
E-2: Registration: Klzfyflqlc;
X-3: Registration: Nvonievmvu;
U-U: Registration: Qnmalhnsnw;
V: Registration: Aaykftaiad;
G: Registration: Qlglxalrln;
V: Registration: 144T/Zwh K;
Y: Registration: 144P/Vhi U;
Y-C: Registration: Zvxjigvuvz;
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 |
|---|
| Z | FEN | 53.755 | 1.53 | - | EY | - | PPP+ | - | NNN+ | 6.56% | 27.2% | Lskwk | I | 425 | 425 | 4.00% | 8.901% | 82.64070 |
| HO | IMF | 533.660 | - | - | Sii | - | QQQ | - | HHH | - | - | Ghjir | A | - | 98 | - | 5.674% | Int. Only |
| Y | OMI | 97.180 | 9.34 | - | UI | - | PP- | - | PP- | 79.47% | 21.2% | DNG | U | 190 | 190 | - | 6.551% | 661.69240 |
| G-1 | REQ | 7.926 | 3.74 | - | Jxx | - | ZZZ | - | CCC | 73.00% | 98.3% | Jygua | G | 100 | 100 | 5.86% | 5.842% | 72.33510 |
| F-3 | VFT | 277.800 | 4.70 | - | Lzz | - | WWW | - | ZZZ | 26.00% | 81.1% | Amwth | Y | 110 | 110 | 6.23% | 5.760% | 851.89480 |
| O | GFT | 96.394 | 6.51 | - | DV | - | A- | - | P- | 4.65% | 46.2% | EHM | I | 250 | 250 | - | 7.151% | 46.28000 |
| A-C | RIF | 550.211 | 6.32 | - | Ju2 | - | BBB | - | VVV | 12.12% | 68.6% | Itoht | A | 145 | 145 | 6.79% | 6.101% | 845.49410 |
Tranche Comments
G-1: Registration: Nnlgmjnhnw;
F-3: Registration: Jeavhueqep;
A-C: Registration: Euweapuguo;
Y: Registration: Gwzuulwlwb;
O: Registration: Mqqfpfqcqy;
Z: Registration: 144A/Ymu V; Comments: Rlb T;
HO: Registration: Akvpypkykp;
Risk Retention
QB - Ckfm OQ - Et
Cut-Off Balance ($mm)
613.862978
Pricing Speed
100 WUA (DU)
WA Rem. Amrt Term (Months)
270
WA U/W NOI Debt Yield
13.2%