| 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 |
|---|
| L-1 | ULI | 8.898 | 9.98 | - | Kvv | - | VVV | EEE | - | 22.00% | 45.9% | - | - | - | - | - | - | - |
| V-F | RPV | 18.832 | 2.00 | - | Bd3 | - | LLL | ZZZ | - | 23.57% | 87.0% | Datbb | T | 140i | 140 | 5.64% | 4.960% | 960.11960 |
| Z-2 | XWB | 356.000 | 3.87 | - | Ebb | - | HHH | WWW | - | 27.00% | 78.5% | Hnwsm | O | J3-2 | 104 | 4.83% | 4.600% | 368.96560 |
| V | FVJ | 49.935 | 8.00 | - | DI | - | YY- | JJ (I) | - | 83.53% | 68.1% | Rkklb | E | 190 | 190 | 6.14% | 5.460% | 968.91670 |
| C-A | HOJ | 352.531 | - | - | Okk | - | OOO | PPP | - | - | - | Nftob | - | 100f | 100 | 1.404% | 4.558% | Int. Only |
| A-3 | FNT | 182.153 | 6.97 | - | Wmm | - | OOO | CCC | - | 66.00% | 24.2% | Pvshq | V | 106x | 106 | 5.30% | 4.620% | 383.12390 |
| L | OBH | 56.620 | 5.00 | - | CD | - | III | E (E) | - | 6.63% | 55.9% | Wwbgy | D | 350o | 415 | 4.00% | 7.710% | 44.63490 |
| B | QEY | 96.830 | 8.00 | - | EO | - | G- | V (A) | - | 5.82% | 86.3% | Qjloc | T | 220 | 220 | 5.74% | 5.760% | 72.30600 |
| F | TIC | 4.900 | 5.00 | - | ZI | - | OOO- | PPP (H) | - | 7.65% | 14.0% | Gjrsy | U | 500w | 550 | 4.00% | 9.060% | 77.66330 |
Tranche Comments
L-1: Registration: Bwmcwxwtwd;
Z-2: Registration: Ghxfblhchn;
A-3: Registration: Gfbgbjfofa;
V-F: Registration: Hoxpbyogol;
V: Registration: Cybgzpysyv;
B: Registration: Akakyoktkn;
L: Registration: 144G Dvei;
F: Registration: 144Z Gmhe;
C-A: Registration: Luhjnkunuw;
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-1 | KYL | 3.400 | 2.10 | - | Qss | - | TTT | - | CCC | 85.00% | 83.0% | Npoal | R | - | 91.8 | 4.89% | 4.858% | 33.22739 |
| J-R | UQT | 44.600 | 5.71 | - | Nz1 | - | BBB | - | LLL | 51.00% | 80.9% | Dritd | X | 175e | 175 | 6.18% | 5.497% | 153.55201 |
| F | YXE | 64.300 | 8.30 | - | SG | - | PP- | - | GG- | 45.46% | 16.1% | Onooy | Q | 205r | 205 | 6.48% | 5.797% | 748.52064 |
| K | VWE | 18.453 | 4.61 | - | LZ | - | R- | - | V- | 15.14% | 14.0% | Ttacs | V | 270w | 270 | 6.42% | 6.445% | 72.35342 |
| C | MVU | 8.228 | 6.50 | - | HY | - | UUU- | - | WWW | 2.12% | 37.9% | Ofpgc | B | 560q | 560 | 4.00% | 9.346% | 62.93120 |
| X-2 | BIZ | 18.000 | 2.66 | - | Iii | - | DDD | - | HHH | 52.00% | 70.0% | Schya | I | - | 116 | 5.14% | 4.914% | 936.44038 |
| JU | KIY | 468.487 | - | - | Gbb | - | EEE | - | MMM | - | - | Yyiryigr | Z | 110c | 110 | - | 4.875% | Int. Only |
| Y-3 | RNF | 194.373 | 4.33 | - | Fbb | - | YYY | - | AAA | 17.00% | 64.0% | Zaair | Q | 118s | 118 | 5.61% | 4.928% | 758.32996 |
| L | CCQ | 30.996 | 3.60 | - | MU | - | AAA | - | VVV+ | 5.41% | 99.1% | Eaiwl | R | 410g | 410 | 4.00% | 7.846% | 36.26504 |
Tranche Comments
G-1: First Pay: 2024-09-15; Registration: Mzbaiczuzd;
X-2: First Pay: 2024-09-15; Registration: Xaalbxacas;
Y-3: First Pay: 2024-09-15; Registration: Pbevzqbebb;
J-R: First Pay: 2024-09-15; Registration: Qehpqbefeq;
F: First Pay: 2024-09-15; Registration: Qlwnyvlulj;
K: First Pay: 2024-09-15; Registration: Ifnnjsfyfc;
L: First Pay: 2024-09-15; Registration: 144J/Anh F; Comments: Ymi C;
C: First Pay: 2024-09-15; Registration: 144A/Xep X; Comments: Ter T;
JU: First Pay: 2024-09-15; Registration: Xyalolylyc;
Risk Retention
DB - Cgwkvwimr RD - It
Cut-Off Balance ($mm)
466.552359
Pricing Speed
100 BPX (FU)
WA Rem. Amrt Term (Months)
127
WA Term to Maturity (Months)
72
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 |
|---|
| Y-I | HNV | 955.960 | - | - | Fnn | - | ZZZ | FFF | - | - | - | Byiwz | O | 100r | 90 | 1.127% | 5.021% | 9.14580 |
| E-1 | EHQ | 5.800 | 9.20 | - | Qll | - | SSS | III | - | 85.00% | 65.6% | Ampoc | R | - | 85 | 5.19% | - | - |
| Q-J | JPA | 84.530 | 5.10 | - | Zy1 | - | HHH | PPP | - | 84.62% | 90.4% | Lrtmo | C | 170d | 160 | 6.38% | 5.687% | 373.70890 |
| H | JZJ | 2.610 | 8.22 | - | KS | - | BBB- | ZZZ (F) | - | 7.44% | 59.3% | Zmqlp | P | 550m | 550 | 4.00% | 9.587% | 83.95120 |
| C-3 | PTZ | 489.610 | 3.10 | - | Goo | - | SSS | ZZZ | - | 68.00% | 51.8% | Mlcli | Y | 110k | 110 | 5.88% | 5.189% | 710.92000 |
| R | NCD | 93.810 | 6.80 | - | AX | - | Y- | TT (O) | - | 12.90% | 68.9% | Muhco | L | 270i | 290 | 7.00% | 6.987% | 82.91710 |
| M | WSY | 41.982 | 8.64 | - | UU | - | ZZZ | S | - | 1.57% | 57.5% | Ccmrk | H | 400v | 400 | 4.00% | 8.087% | 87.76200 |
| Y | PFI | 18.360 | 6.70 | - | GF | - | DD- | XXX | - | 98.80% | 59.0% | Cpgyv | G | 200p | 200 | 6.91% | 6.087% | 585.44920 |
Tranche Comments
E-1: First Pay: 2024-09-15; Registration: 144P/Zpr I;
C-3: First Pay: 2024-09-15; Registration: 144O/Bfi R;
Q-J: First Pay: 2024-09-15; Registration: 144D/Dil S;
Y: First Pay: 2024-09-15; Registration: 144N/Ldv K;
R: First Pay: 2024-09-15; Registration: 144O/Cii K;
M: First Pay: 2024-09-15; Registration: 144W/Lfe K;
H: First Pay: 2024-09-15; Registration: 144P/Gaz V;
Y-I: First Pay: 2024-09-15; Registration: 144D/Wjm P;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-1 | LMV | 2.647 | 3.29 | - | Zll | - | HHH | WWW | - | 25.00% | 63.5% | - | - | - | - | - | - | Retained |
| N | TLH | 65.848 | 5.50 | - | ON | - | J- | C (C) | - | 25.64% | 23.2% | LBN | L | 240s | 240 | 7.10% | 6.810% | 943.74488 |
| R-2 | TGI | 94.000 | 7.56 | - | Npp | - | EEE | III | - | 22.00% | 52.3% | Ipmtp | Y | 111j | 111 | 5.79% | 5.553% | 670.39005 |
| G | QBF | 67.640 | 6.30 | - | VH | - | OOO- | BBB (F) | - | 6.79% | 89.9% | Tathl | Y | 555j | 555 | 4.00% | 9.960% | 86.87300 |
| T | BKB | 43.486 | 4.90 | - | VD | - | NNN | J (U) | - | 7.00% | 79.6% | Phveb | A | 380v | 380 | 4.00% | 8.210% | 14.34328 |
| K-3 | ECO | 636.161 | 5.68 | - | Uvv | - | KKK | YYY | - | 19.00% | 46.1% | Pnmge | D | 113y | 113 | 5.77% | 5.548% | 255.51794 |
| R-S | RXY | 179.229 | 3.20 | - | Zm2 | - | KKK | EEE | - | 66.10% | 56.1% | Sszfo | D | 140b | 140 | 6.49% | 5.810% | 984.53841 |
| U | KGR | 75.660 | 9.80 | - | YW | - | WW- | FF (B) | - | 61.00% | 34.6% | Tvfgl | Q | 185o | 185 | 6.94% | 6.260% | 621.00000 |
| R-L | JMF | 127.819 | - | - | Quu | - | AAA | OOO | - | - | - | Cwzvc | I | 100i | 100 | 1.334% | 5.462% | Int. Only |
Tranche Comments
F-1: Registration: Oojzliocof;
R-2: Registration: Ozbintzyzv;
K-3: Registration: Hzzmhwzhzf;
R-S: Registration: Rknmkakekw;
U: Registration: Lwzcihwrww;
N: Registration: Mckiwwcjch;
T: Registration: 144P/Upj C;
G: Registration: 144J/Xek D;
R-L: Registration: Dwlzeawmws;
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 |
|---|
| PZ | EOQ | 274.620 | - | - | Bee | - | HHH | - | DDD | - | - | Vbmee | Z | - | 98 | - | 5.674% | Int. Only |
| I | TIE | 95.659 | 6.45 | - | KM | - | KKK+ | - | ZZZ+ | 9.72% | 43.7% | Uicax | E | 425 | 425 | 4.00% | 8.901% | 26.86410 |
| B-3 | IZE | 267.200 | 4.41 | - | Hmm | - | GGG | - | DDD | 62.00% | 55.7% | Eqgnx | X | 110 | 110 | 6.23% | 5.760% | 119.58570 |
| E | AEP | 19.250 | 9.18 | - | VU | - | PP- | - | UU- | 27.89% | 57.1% | SWL | B | 190 | 190 | - | 6.551% | 711.80920 |
| S | NZG | 83.566 | 6.74 | - | OB | - | D- | - | M- | 2.45% | 58.1% | VXZ | S | 250 | 250 | - | 7.151% | 78.86800 |
| P-J | ATV | 843.861 | 9.44 | - | Ri2 | - | SSS | - | BBB | 73.38% | 83.3% | Imzfi | L | 145 | 145 | 6.79% | 6.101% | 718.27880 |
| B-1 | CRD | 2.521 | 8.54 | - | Fcc | - | AAA | - | PPP | 17.00% | 88.5% | Jqlek | F | 100 | 100 | 5.86% | 5.842% | 90.12030 |
Tranche Comments
B-1: Registration: Czoeqmzxzd;
B-3: Registration: Woxaqxocov;
P-J: Registration: Ufhnvwfifo;
E: Registration: Khqacvhvhb;
S: Registration: Gcnneycxcw;
I: Registration: 144E/Yrg T; Comments: Wdl R;
PZ: Registration: Jjlpusjmjy;
Risk Retention
PH - Ogad ZP - Mg
Cut-Off Balance ($mm)
367.948310
Pricing Speed
100 LHF (PM)
WA Rem. Amrt Term (Months)
526
WA U/W NOI Debt Yield
13.2%