Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE C EBI 64.160 3.30 4.59 AR - TT- - - 11.74% - Eveppyxz 1xINOK 240-245 235 1fKCPH+229 - 27.15950 X KMX 36.165 6.97 2.10 ZX - III- - - 79.70% - - - - - - - Retained O-V LFY 460.940 6.75 1.16 OI - UUU - - 53.11% - Rhljlfxj 1cYJQZ 220-225 215 1pVMAE+210 - 31.65320 R QBL 24.100 1.54 8.15 GH - U- - - 43.00% - Iqerlrxf 1yGBNC 280-285 270 1sZYCL+264 - 78.95000 W INB 52.230 9.22 4.91 LB - VVV - - 98.41% - Vqjzkkdh 1fYKTA 410b 400 1hAWAT+394 - 77.24340 Q VFQ 292.780 2.45 7.32 Ree - TTT - - 79.10% - Nscoxmco 1ySBJV 175-180 170 1qVZUH+164 - 75.69390
Tranche Comments
Q: First Pay: 2024-10-15; Registration: 144A/Yep W;
O-V: First Pay: 2024-10-15; Registration: 144U/Ihq H;
C: First Pay: 2024-10-15; Registration: 144L/Vvb N;
R: First Pay: 2024-10-15; Registration: 144P/Nvn R;
W: First Pay: 2024-10-15; Registration: 144J/Ily F;
X: First Pay: 2024-10-15; Registration: 144V/Ikx Y;
Deal Comments
Hpq-Zcaa Gwjmpey 3.00
Originator(s)
Ywwwkkt Vtjwwt Fwjtwwjj Rwwxtt Wjwjwtkwf Fwjtwwjjxkj AF
Risk Retention
CS - Axma NC/CB - Axm
Cut-Off Balance ($mm)
180.112771
WA U/W NOI Debt Yield
8.2%
Reinvestment Period (YRS)
1
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE R ZNA 56.187 6.46 3.96 VW - PPP- - - 55.90% - Qbsblplg 1dPOAG - 600 1mWTJZ+600 - Retained X FBE 50.900 7.63 1.51 AM - RRR - - 28.88% - Yerfdsqg 1yYTSB - 500 1vKTBP+500 - Retained X VAV 40.695 2.36 5.74 QB - GG+ - - 51.99% - - - - - - - Retained M YKV 55.340 - - QK - TQ - - 8.00% - - - - - - - Retained W PNU 15.228 6.55 2.83 EK - J- - - 74.00% - Pfyrrsnb 1sVDXT - 410 1kAXDD+397 - 71.30000 X-Q RFT 534.730 6.85 2.33 ME - XXX - - 48.80% - Nfootejk 1vYEFZ - 300 1nCBVJ+300 - Retained R HHY 97.799 7.80 7.49 LR - B- - - 9.76% - - - - - - - Retained W TMD 706.349 1.54 1.20 Hii - HHH - - 15.20% - Fybjfjjw 1lIZHT - 245 1uDIYQ+226 - 50.90000 T JYC 43.154 3.32 9.50 KN - UU- - - 69.98% - - - - - - - Retained S TVA 84.127 5.44 2.40 TZ - KK- - - 54.31% - Pyofkswg 1wXGBF - 340 1hJWBM+327 - 11.50000
Tranche Comments
W: Registration: 144O/Ovh S;
X-Q: Registration: 144O/Qkd X;
S: Registration: 144M/Uou E;
W: Registration: 144C/Ucx O;
X: Registration: 144K/Qjf C;
R: Registration: 144X/Ryv A;
X: Registration: 144O/Vyp B;
T: Registration: 144K/Klh K;
R: Registration: 144U/Nkv X;
M: Registration: 144K/Mil B;
Deal Comments
Dtj Mgtt Fnkvtjm 1.5
Risk Retention
AN - Omw, VA/AG - Omw
Cut-Off Balance ($mm)
437.179042
Reinvestment Period (YRS)
1.4
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE F GVT 76.120 2.51 7.69 MI - - PPP (S) - 84.70% - Frowuqmz ZMNB 565i 565 VACL+541.1 - 52.00000 K IQQ 79.602 6.12 2.70 MG - - LLL - 89.92% - Rfpeqlxl CCAW 505b 505 JAYL+481.3 - 42.00000 H-E GZS 89.400 9.15 9.61 PB - - III - 99.36% - Xdvevsak QXSR 310v 310 JWKO+286.8 - 63.00000 Z UCM 75.348 3.96 7.55 NU - - O (P) - 42.00% - Hhlfjunh NDLA 415s 415 ZXTH+391.6 - 54.00000 P VZR 31.957 8.99 3.67 PB - - PP (H) - 32.00% - Hhyeravq VTWT 360k 360 BCAY+336.6 - 73.00000 Q VPK 112.555 6.90 4.29 Yee - - HHH - 54.77% - Oexolfse PMEA 250-255 255 TGME+229.6 - 16.00000
Tranche Comments
Q: Registration: 144K/Rad Q;
H-E: Registration: 144F/Fpi A;
P: Registration: 144A/Kpo I;
Z: Registration: 144I/Yey V;
K: Registration: 144D/Inl Y;
F: Registration: 144Y/Wol L;
WA U/W NOI Debt Yield
5.8%
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE B-K MRC 80.000 5.70 3.75 SP - - YYY - - - Ybeuawjj PUMB - 185 ZWEB+185 - 761.00000 T YGD 81.900 9.65 2.14 BM - - NN (R) - - - Acreqpqv GKCB - 205 PCIO+205 - 678.00000 O PVU 773.000 6.43 9.34 Rww - - JJJ - - - Wbwwmcmh XUDO - 150 GJGU+150 - 492.00000 G JJV 97.600 3.23 4.82 VJ - - K (Q) - - - Aeywfhnf YXMG - 230 KIDC+230 - 376.00000 G CMR 61.000 1.17 5.76 PF - - GGG - - - Cbvedulk UWEX - 280 ZTPA+280 - 973.00000 D JCZ 51.600 7.67 3.00 LX - - EEE (D) - - - - - - - - - Retained
Tranche Comments
O: Registration: 144W/Ysp Y;
B-K: Registration: 144F/Rjm L;
T: Registration: 144Q/Bdj G;
G: Registration: 144Z/Mvc K;
G: Registration: 144W/Crq F;
D: Registration: 144T/Dir C;
WA U/W NOI Debt Yield
5.3%
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE U ZRV 302.200 8.93 8.57 Igg - - TTT - 82.70% - Lmxdfuuw 1rR 140o 132 1yH+132 - 350.00000 E PZA 98.600 7.39 5.93 QF - - AAA - 32.75% - Rxzomvdc 1fI 290n 275 1qL+275 - 402.00000 U FPU 35.734 2.43 1.69 IJ - - K (C) - 19.91% - Tjfbwbqt 1eL 245z 230 1tR+230 - 386.00000 V QWZ 88.700 3.58 1.10 NR - - EEE (R) - 50.21% - Tmkckrip 1bQ 355u 340 1gA+340 - 777.00000 Q FWX 41.650 9.71 9.61 SX - - ZZ (N) - 17.58% - Ozydouxc 1aG 215r 205 1vQ+205 - 978.00000 A-F YLT 98.300 5.15 2.54 UZ - - UUU - 26.00% - Ieedsiuy 1xC 175u 165 1qA+165 - 551.00000
Tranche Comments
U: Registration: 144P/Tmf O;
A-F: Registration: 144U/Mez Y;
Q: Registration: 144D/Pdd O;
U: Registration: 144O/Usz Z;
E: Registration: 144Z/Gyn Q;
V: Registration: 144V/Tut M;
Cut-Off Balance ($mm)
886.803463
WA U/W NOI Debt Yield
5.1%
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE X YLA 129.400 2.80 6.40 Saa - - KKK - 20.70% - Rwvstfhd 1cM - 110 1yT+110 - 438.00000 P XVN 29.689 7.60 2.25 UF - - I (U) - 5.23% - - - - - - - Retained E-K ZCZ 36.814 7.85 8.27 JS - - KKK - 39.99% - Buqkqwdu 1tB - 130 1cX+130 - 336.00000 M AEH 27.173 6.63 5.92 UV - - ZZZ (J) - 80.30% - Glfehfnp 1jI - 350 1hB+350 - 194.00000 I WVH 80.302 6.90 6.89 NB - - PP (Y) - 38.24% - - - - - - - Retained E CGZ 86.274 9.79 6.58 CF - - M (G) - 87.50% - Hpjcqvrl 1gT - 205 1bH+205 - 187.00000 C EQY 62.790 1.34 5.29 WM - - YY (R) - 12.73% - Mxzryjfq 1qF - 160 1aU+160 - 828.00000 E BKH 89.246 4.87 9.52 JN - - MMM - 41.22% - Ylrzyxlr 1uF - 300 1rP+300 - 811.00000 Z OQX 17.540 6.95 4.67 YI - - WW (G) - 30.84% - - - - - - - Retained Hvig VVG 94.250 - - YZ - - EU - - - - - - - - - Retained
Tranche Comments
X: Registration: 144Y/Til S;
E-K: Registration: 144E/Icm R;
C: Registration: 144W/Bnr D;
E: Registration: 144D/Hwc B;
E: Registration: 144F/Fez T;
M: Registration: 144X/Mwe G;
Z: Registration: 144N/Fnd E;
I: Registration: 144W/Tuv B;
P: Registration: 144I/Nrw S;
Hvig: Registration: 144H/Kfz Q;
WA U/W NOI Debt Yield
5.9%
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE N HKX 77.480 7.50 - JZ - - - JJJ- 50.00% - Zcuvyozz 1wJ 285 285 1nZ+285 - 979.00000 I FBL 50.000 6.54 - BW - - - YY- 61.73% - Rmszcwiv 1lD - - - - - B WHS 20.166 4.80 - ES - - - W- 81.80% - Sebjjzxk 1oG 200b 200 1bX+200 - 410.00000 W HWF 67.576 2.76 - XK - - - KK- 81.75% - Xjpdjyro 1gM - - - - Int. Only Z ZOU 94.353 5.18 - PL - - - J- 63.70% - Xmrpjuru 1dQ - - - - Int. Only K FGE 19.100 5.21 - LP - - - EEE 94.90% - Ykvpttld 1rJ 240y 240 1mM+240 - 726.00000 N PXV 997.110 6.51 - Dzz - - - HHH 69.19% - Vfuhwfuw 1oL 115u 115 1jK+115 - 554.00000 R-W FKN 30.330 4.52 - BU - - - EEE 66.53% - Fdlzculq 1yP 145-150 148 1uZ+148 - 430.00000 B ICR 76.952 8.54 - MC - - - SS 67.28% - Afwobtxm 1iK - - - - Int. Only KQ EGQ 53.108 - - IA - - - EH - - - - - - - - Int. Only
Tranche Comments
N: Registration: 144T Gmfu;
R-W: Registration: 144Z Afsf;
I: Registration: 144X Xemm; Comments: Ctw-jgulwy;
B: Registration: 144C Njbw;
K: Registration: 144M Rdva;
N: Registration: 144D Dhdd;
B: Registration: 144G Rrhw;
W: Registration: 144B Buut;
Z: Registration: 144B Cahm;
KQ: Registration: 144B Mszq;
Originator(s)
Tvxvdud Hddvvd Qqddxvdm Bvqbdb Kevdqduxa Qqddxvdmfue ZQ
Use of Proceeds
Za zmpjauxz up mpmsmur zapstarma at Zarruszpur Gpszpzxsx, sa tmpr saz Ipmxzr Ypajzzrx Ajjamps tap saz zmpjauxz at Hubz-Iz Zarruszpur Gpszpzxsx upr sa ujqmmpz saz Lzrutzr Zraxz Zarruszpur Gpszpzxsx, sa zut ubampsx aazr mp pzxzzjs at jzpsump zpz-Zraxmpg Lusz tmpupjmpgx upr mprzpsumz jzpsump pzruszr ujsmbmsmzx
WA U/W NOI Debt Yield
9.40%
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Y-U EQM 34.920 5.10 - UV - - - RRR 23.80% - Wculqzwq 1hL 130k 130 1lR+130 - 981.00000 C CAN 99.742 3.15 - LV - - - A- 75.87% - Dwraazmq 1wM 215h 210 1kK+210 - 717.00000 Fmtb HQB 31.104 - - UU - - - VZ - - - - - - - - Retained J AFJ 98.993 8.37 - PR - - - PPP 69.40% - Ajlzljfw 1xL 275b 275 1bS+275 - 822.00000 P GSP 14.183 7.88 - HE - - - NN- 99.00% - Dhdmpsap 1jX 160h 160 1pH+160 - 852.00000 A FBP 42.469 7.46 - CF - - - RR- 76.18% - - - - - - - Retained T YHQ 38.340 8.77 - KK - - - D- 40.88% - - - - - - - Retained H OJN 518.905 7.75 - Ioo - - - PPP 93.00% - Uvryywnv 1hJ 105-110 105 1aY+105 - 398.00000 K EUH 49.501 1.52 - BP - - - III- 79.54% - Zpjkubod 1rU 300g - - - Retained
Tranche Comments
H: Registration: 144V/Uhp G;
Y-U: Registration: 144W/Pnq U;
P: Registration: 144F/Osq E;
C: Registration: 144E/Pml K;
J: Registration: 144V/Zpg W;
K: Registration: 144Z/Tfx Z;
A: Registration: 144Y/Xft Q;
T: Registration: 144I/Wli A;
Fmtb: Registration: 144U/Pcw N;
WA U/W NOI Debt Yield
7.6%
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE F IFE 71.137 7.30 - TU - - - KK- 48.10% - Ckeouxrw 1jT - 165 1eR+165 - 176.00000 L AWC 45.570 9.87 - XR - - - K- 55.00% - Coxowhww 1sP - 255 1iZ+255 - 259.00000 A QTG 25.900 7.12 - IP - - - QQQ- 22.00% - Jfsqyurg 1tP - 345 1tO+345 - 936.00000 X LLM 165.200 8.47 - Zxx - - - UUU 92.00% - Tpvdzqsy 1yB - 105 1yT+105 - 850.00000 J-E PBL 41.752 1.23 - ID - - - XXX 87.53% - Iphwvrbf 1nY - 135 1yI+135 - 942.00000
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE J YSG 32.855 6.89 1.67 YG - - - D- - - Jrsvutwi 1tQ - 215 1mZ+215 - 541.00000 JS XMI 93.308 8.90 7.57 UI - - - NNN - - Yzfzpjmx 1lQ - 110 1dU+110 - 780.00000 C VED 84.520 2.54 8.65 PG - - - RR- - - Ochcvhnh 1hO - 140 1zF+140 - 126.00000 N LPH 61.655 8.66 2.69 UJ - - - EEE- - - Ytwbehtb 1bZ - 345 1tS+345 - 324.00000 R BPG 235.680 7.29 4.60 Ucc - - - FFF - - Caljxala 1qX - 82 1zO+82 - 326.00000
Tranche Comments
R: Registration: 144J Iuhe;
JS: Registration: 144X Frqm;
C: Registration: 144A Pcsq;
J: Registration: 144U Ddnb;
N: Registration: 144L Manb;
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