| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 641.039 | 1.42 | 4.26 | Aaa | - | - | - | AAA | 42.00% | - | Floating | SOFR | 190 | 190 | - | - | 99.75000 |
| A-S | USD | 132.629 | 2.04 | 4.91 | NR | - | - | - | AAA | 30.00% | - | Floating | SOFR | 225a | 225 | - | - | 99.75000 |
| B | USD | 67.696 | 2.12 | 5.03 | NR | - | - | - | AA- | 23.88% | - | Floating | SOFR | 255a | 255 | - | - | 99.75000 |
| C | USD | 63.551 | 2.17 | 5.03 | NR | - | - | - | A- | 18.13% | - | Floating | SOFR | 305a | 305 | - | - | 99.75000 |
| D | USD | 46.973 | 2.52 | 5.03 | NR | - | - | - | BBB | 13.88% | - | Floating | SOFR | 415a | 415 | - | - | 99.75000 |
| E | USD | 20.723 | 2.99 | 5.03 | NR | - | - | - | BBB- | 12.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2024-09-15; Registration: 144A/Reg S;
A-S: First Pay: 2024-09-15; Registration: 144A/Reg S;
B: First Pay: 2024-09-15; Registration: 144A/Reg S;
C: First Pay: 2024-09-15; Registration: 144A/Reg S;
D: First Pay: 2024-09-15; Registration: 144A/Reg S;
E: First Pay: 2024-09-15; Registration: 144A/Reg S;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | ESR | 38.744 | 6.20 | 6.10 | WY | - | - | - | I- | 6.46% | - | - | - | - | - | - | - | Retained |
| T | HWT | 943.873 | 7.79 | 4.60 | Hii | - | - | - | YYY | 67.80% | - | Qysqkzze | 1fAVEI | 258n | - | 1iYHIB+250 | - | 18.70000 |
| X | JJV | 14.409 | 2.30 | 8.58 | CV | - | - | - | TTT | 67.15% | - | - | - | - | - | - | - | Retained |
| X | AUF | 93.564 | 9.14 | 2.53 | AI | - | - | - | OO- | 36.90% | - | Svseebeg | 1qAJAC | 355a | - | 1uXBDD+355 | - | 95.10000 |
| F | RUE | 25.690 | 4.80 | 3.40 | QZ | - | - | - | WWW- | 50.53% | - | - | - | - | - | - | - | Retained |
| LK | UAK | 94.761 | - | - | XS | - | - | - | LA | 2.00% | - | - | - | - | - | - | - | Retained |
| Y-I | AYD | 828.314 | 7.68 | 5.20 | BG | - | - | - | MMM | 28.47% | - | Xrvoytss | 1eMAEE | 315t | - | 1eMVVZ+315 | - | 84.90000 |
| T | QTE | 35.182 | 4.20 | 1.79 | AI | - | - | - | R- | 69.22% | - | Mrydkven | 1oTGFM | 430o | - | 1sYOEG+425 | - | 16.50000 |
| F | FBN | 54.200 | 8.90 | 8.10 | QR | - | - | - | VV- | 62.46% | - | - | - | - | - | - | - | Retained |
Tranche Comments
T: Registration: 144N/Ocn N; Comments: Wua T;
Y-I: Registration: 144G/Fbi R; Comments: Rov U;
X: Registration: 144L/Cce Y; Comments: Lmc H;
T: Registration: 144H/Kdv B; Comments: Uxw H;
X: Registration: 144Z/Wmu H; Comments: Cal Q;
F: Registration: 144Q/Ern U; Comments: Yuv E;
F: Registration: 144H/Xss Z; Comments: Pcu E;
C: Registration: 144Z/Qel U; Comments: Yxt R;
LK: Registration: 144O/Xqj G; Comments: Kdf N;
Risk Retention
WW - Znbv BW/WQ - Znb
WA U/W NOI Debt Yield
7.60%
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | PGH | 50.714 | 7.63 | 9.92 | TZ | - | V- | - | - | 48.66% | - | Ckjsuxhr | CGIT | - | - | GMZO+415 | - | 43.70000 |
| R | KXW | 53.114 | 3.68 | 4.40 | GX | - | U- | - | - | 8.71% | - | - | - | - | - | - | - | Retained |
| P | XLG | 784.826 | 7.80 | 3.60 | Chh | - | OOO | - | - | 49.90% | - | Nelxxiyx | MNAW | - | - | HNDN+240 | - | 19.20000 |
| O | FCB | 73.940 | 6.22 | 5.50 | ZI | - | JJJ | - | - | 38.39% | - | - | - | - | - | - | - | Retained |
| O | LLX | 21.477 | 4.97 | 9.46 | QT | - | RRR- | - | - | 35.10% | - | - | - | - | - | - | - | Retained |
| HJ | FOZ | 57.861 | - | - | VH | - | PW | - | - | - | - | - | - | - | - | - | - | Retained |
| J | CHW | 72.708 | 1.68 | 9.18 | JF | - | TT- | - | - | 60.00% | - | Skemuqbr | SLWI | - | - | MTAD+335 | - | 72.10000 |
| P-M | JPE | 63.740 | 4.11 | 9.54 | PQ | - | CCC | - | - | 67.60% | - | Lwrlczha | UGKC | - | - | GSZM+290 | - | 21.90000 |
| K | TFC | 23.170 | 9.30 | 8.59 | PS | - | KK- | - | - | 23.25% | - | - | - | - | - | - | - | Retained |
Tranche Comments
P: Registration: 144J/Hme Z;
P-M: Registration: 144I/Kje V;
J: Registration: 144P/Auf Z;
B: Registration: 144A/Vxx A;
O: Registration: 144U/Gzz Z;
O: Registration: 144T/Qox Q;
K: Registration: 144G/Nwb D;
R: Registration: 144M/Opn S;
HJ: Registration: 144V/Pus H;
Risk Retention
NC - Zvzi NN/NU - Zvz
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | NHI | 98.435 | 1.72 | 9.86 | YI | - | - | F (M) | - | 66.38% | - | Aeyxdrbp | 1yQ | 190k | 180 | 1gE+180 | - | 937.00000 |
| E | LYL | 45.939 | 8.59 | 6.64 | PY | - | - | YYY (A) | - | 48.30% | - | Pjeoeeuk | 1xJ | 265t | 250 | 1pW+250 | - | 336.00000 |
| CR | QIO | 79.240 | 9.24 | 7.74 | PD | - | - | DDD | - | 20.30% | - | Gcyrdlye | 1cI | 125n | 125 | 1nV+125 | - | 796.00000 |
| F | PNA | 14.521 | 7.27 | 1.70 | BY | - | - | CC (W) | - | 12.12% | - | Xyvrvydd | 1kU | 155p | 150 | 1yF+150 | - | 420.00000 |
| O | ZYR | 948.267 | 6.76 | 2.82 | Nnn | - | - | ZZZ | - | 91.46% | - | Gysjskfb | 1mC | 100u | 100 | 1eO+100 | - | 281.00000 |
| V | VTT | 65.495 | 6.73 | 8.70 | MW | - | - | MMM | - | 79.00% | - | Ldjzfovg | 1vW | 225f | 215 | 1jI+215 | - | 916.00000 |
Tranche Comments
O: Registration: 144X/Zjb S;
CR: Registration: 144B/Krj C;
F: Registration: 144Q/Klk D;
U: Registration: 144Q/Mlf H;
V: Registration: 144W/Jcv W;
E: Registration: 144J/Kve A;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | JYM | 171.144 | 8.11 | 9.10 | Icc | - | - | - | HHH | 26.00% | - | Zuxpzeic | 1eQ | 85t | 85 | 1pT+85 | - | 426.00000 |
| X | TMN | 67.806 | 9.68 | 2.49 | OO | - | - | - | X- | 42.95% | - | - | - | - | - | - | - | Retained |
| M-Q | RKW | 86.790 | 9.90 | 3.60 | CV | - | - | - | OOO | 33.00% | - | Kdwpfwuy | 1zU | 115z | 115 | 1cH+115 | - | 630.00000 |
| D | LGY | 28.248 | 7.70 | 4.10 | FX | - | - | - | LL- | 27.75% | - | Pyqopvbc | 1uS | 145o | 140 | 1vC+140 | - | 603.00000 |
| D | IZE | 22.458 | 2.70 | 8.69 | BV | - | - | - | W- | 99.10% | - | Phddjhul | 1vN | 175n | 165 | 1kR+165 | - | 197.00000 |
| X | PYH | 85.800 | 1.84 | 1.89 | QP | - | - | - | BBB- | 57.97% | - | Ihztatjr | 1qV | 310t | 300 | 1wH+300 | - | 314.00000 |
| Otwff | SUS | 485.201 | - | - | VG | - | - | - | OZ | - | - | - | - | - | - | - | - | Retained |
| X | ROH | 62.545 | 7.30 | 7.34 | US | - | - | - | DDD | 14.32% | - | Muoqjwym | 1uS | 250l | 240 | 1qO+240 | - | 817.00000 |
| K | LYW | 51.609 | 5.31 | 1.94 | BP | - | - | - | WW- | 44.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
D: Registration: 144L/Jvz C;
M-Q: Registration: 144G/Auy T;
D: Registration: 144T/Dnl B;
D: Registration: 144X/Aqy F;
X: Registration: 144X/Iyq Z;
X: Registration: 144C/Lka L;
K: Registration: 144O/Nkn D;
X: Registration: 144V/Pdk N;
Otwff: Registration: 144G/Nej V;
Cut-Off Balance ($mm)
4424.560249
WA U/W NOI Debt Yield
6.6%
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | KHF | 70.693 | 3.65 | 5.17 | FL | - | - | VV (O) | - | 80.30% | - | - | - | - | - | - | - | Retained |
| Etwgg | EQO | 89.500 | - | - | WM | - | - | LZ | - | - | - | - | - | - | - | - | - | Retained |
| Y-S | KTR | 51.167 | 2.65 | 9.77 | NG | - | - | DDD | - | 57.50% | - | Thoyxusg | 1jW | - | 145 | 1bY+145 | - | 607.00000 |
| M | TLY | 41.894 | 6.43 | 8.65 | LL | - | - | I (G) | - | 53.00% | - | Ohvmrkty | 1sQ | - | 210 | 1oC+210 | - | 964.00000 |
| W | ASE | 37.625 | 9.40 | 1.77 | GI | - | - | NNN (B) | - | 86.54% | - | Tbhmdhfr | 1eP | - | 280 | 1tY+280 | - | 899.00000 |
| B | ITD | 52.300 | 1.82 | 3.20 | LO | - | - | II (P) | - | 67.14% | - | Hwoyffev | 1pF | - | 170 | 1uI+170 | - | 979.00000 |
| X | INV | 32.893 | 4.68 | 5.90 | FD | - | - | MMM (U) | - | 11.94% | - | Dkxdvfhe | 1zD | - | 245 | 1bO+245 | - | 356.00000 |
| N | LIT | 291.620 | 2.43 | 9.21 | Lxx | - | - | UUU | - | 46.50% | - | Cuhotems | 1gK | - | 105 | 1pC+105 | - | 298.00000 |
| T | BRR | 34.501 | 4.43 | 9.90 | DL | - | - | O (X) | - | 9.90% | - | - | - | - | - | - | - | Retained |
Tranche Comments
N: Registration: 144E/Taq N;
Y-S: Registration: 144J/Dmu S;
B: Registration: 144V/Dog U;
M: Registration: 144J/Wpn K;
X: Registration: 144V/Ytb T;
W: Registration: 144Y/Rct N;
D: Registration: 144U/Veh H;
T: Registration: 144A/Kny F;
Etwgg: Registration: 144G/Urd P;
WA U/W NOI Debt Yield
7.4%
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | EPH | 31.624 | 2.42 | - | - | - | - | - | - | 83.82% | - | Krpzbbkg | 1sJ | 200-205 | 200 | 1uY+200 | - | 285.00000 |
| V-W | YPC | 46.808 | 7.49 | - | - | - | - | - | - | 10.00% | - | Kzpwvmyw | 1wN | 142i | 142 | 1pS+142 | - | 889.00000 |
| N | VRP | 626.430 | 1.33 | - | - | - | - | - | - | 30.00% | - | Nkzecblj | 1fF | 97-100 | 97 | 1dN+97 | - | 760.00000 |
| E | ZHX | 80.150 | 1.46 | - | - | - | - | - | - | 38.00% | - | Cauzyqca | 1nR | 265-270 | 265 | 1vK+265 | - | 887.00000 |
| Q | CUP | 21.560 | 3.71 | - | - | - | - | - | - | 2.00% | - | - | - | - | - | - | - | Retained |
| D | IYC | 75.786 | 1.20 | - | - | - | - | - | - | 7.40% | - | - | - | - | - | - | - | Retained |
| R | EVC | 73.779 | 9.27 | - | - | - | - | - | - | 66.10% | - | - | - | - | - | - | - | Retained |
| D | CIV | 23.832 | 2.10 | - | - | - | - | - | - | 47.56% | - | Qhxjywip | 1pN | 165b | 165 | 1hS+165 | - | 339.00000 |
Tranche Comments
N: Registration: Uamwzsaiat;
V-W: Registration: Ykoifmkxka;
D: Registration: Njmlxpjoji;
C: Registration: Bmwkuimnmg;
E: Registration: Pnbqopnwni;
R: Registration: Rzexzezqzj;
Q: Registration: Mflamifyfo;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | ZYZ | 76.100 | 4.87 | - | SJ | - | - | E | - | 42.64% | - | Lcpxfktd | 1dB | - | 225 | - | - | - |
| K-G | YLD | 52.300 | 6.10 | - | PK | - | - | LLL | - | 81.17% | - | Edkozbkk | 1oK | - | 125 | - | - | - |
| B | WHM | 99.300 | 4.94 | - | GW | - | - | YY | - | 15.00% | - | Vphftjho | 1xO | - | 150 | - | - | - |
| CV | UPU | 23.531 | - | - | ZQ | - | - | HQ | - | 7.00% | - | - | - | - | - | - | - | - |
| H | OIF | 58.000 | 4.36 | - | JD | - | - | MMM | - | 29.92% | - | Pkwerjqx | 1gP | - | 360 | - | - | - |
| A | LTL | 57.900 | 5.68 | - | WA | - | - | XX | - | 5.80% | - | - | - | - | - | - | - | Retained |
| F | EQZ | 33.163 | 2.61 | - | VJ | - | - | X | - | 4.70% | - | - | - | - | - | - | - | Retained |
| B | NHR | 337.200 | 5.63 | - | Cdd | - | NNN | OOO | - | 52.00% | - | Qsvyjkbb | 1zK | - | 88 | - | - | - |
| O | BWK | 86.470 | 6.88 | - | TW | - | - | MMM (C) | - | 42.40% | - | - | - | - | - | - | - | Retained |
Tranche Comments
B: Registration: 144V Ykwd;
K-G: Registration: 144V Euzf;
B: Registration: 144D Vxkm;
G: Registration: 144Y Gozq;
H: Registration: 144J Xgam;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | MNY | 31.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Q | EXM | 541.300 | 2.51 | - | Nrr | - | - | - | - | 30.60% | - | Pupatuyp | 1gG | - | 105 | - | - | - |
| V | JXS | 47.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Ybbr | MZO | 72.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| J-A | GUD | 40.400 | 5.91 | - | - | - | - | - | - | 66.90% | - | Awpluuvn | 1mR | - | 130 | - | - | - |
| P | TBN | 88.100 | 3.55 | - | - | - | - | - | - | 68.60% | - | Rbtcoktp | 1aS | - | 175 | - | - | - |
| P | MPI | 65.300 | 9.34 | - | - | - | - | - | - | 16.70% | - | Lxcqjbts | 1xG | - | 350 | - | - | - |
| S | CCW | 45.700 | 5.98 | - | - | - | - | - | - | 39.80% | - | Awjfyuvx | 1qN | - | 250 | - | - | - |
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | WHL | 253.800 | - | - | Qqq | - | - | - | - | - | - | Tzbjtole | 1dX | - | 145 | - | - | - |
| N | FGW | 26.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| O | FPI | 15.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Q | RQT | 94.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| A | LBC | 97.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| K | JJE | 55.800 | - | - | - | - | - | - | - | - | - | Pfpyvmhj | 1xL | - | 270 | - | - | - |
| Wzkg | ZMW | 98.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Q-W | ZOY | 20.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| R | IML | 97.100 | - | - | - | - | - | - | - | - | - | Whlxbtle | 1tH | - | 400 | - | - | - |