| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | YNK | 68.400 | 2.33 | 8.99 | ZY | - | J- | - | - | 71.00% | - | Vsbqkmbx | 1vTCQG | 280-285 | 270 | 1oQJAH+264 | - | 12.31900 |
| P | AYD | 21.442 | 5.68 | 2.70 | TU | - | FFF- | - | - | 88.30% | - | - | - | - | - | - | - | Retained |
| Y | YAP | 290.160 | 4.11 | 2.81 | Ztt | - | HHH | - | - | 32.90% | - | Tsqfwahj | 1eAUUN | 175-180 | 170 | 1kIGSK+164 | - | 85.18040 |
| Z-M | XKO | 197.240 | 1.59 | 5.15 | AR | - | FFF | - | - | 96.54% | - | Trksecjl | 1nSCNN | 220-225 | 215 | 1rMASY+210 | - | 50.87500 |
| S | XQS | 62.560 | 2.57 | 8.75 | MB | - | DD- | - | - | 69.54% | - | Hsypyfoq | 1dWHAH | 240-245 | 235 | 1nCXOB+229 | - | 55.18270 |
| A | TGU | 50.167 | 8.35 | 6.13 | YS | - | YYY | - | - | 62.10% | - | Bcsdasyf | 1eKKFI | 410m | 400 | 1iINLS+394 | - | 40.43130 |
Tranche Comments
Y: First Pay: 2024-10-15; Registration: 144I/Gyx Z;
Z-M: First Pay: 2024-10-15; Registration: 144H/Tqw W;
S: First Pay: 2024-10-15; Registration: 144H/Mfi A;
B: First Pay: 2024-10-15; Registration: 144K/Ivu L;
A: First Pay: 2024-10-15; Registration: 144P/Zpd G;
P: First Pay: 2024-10-15; Registration: 144X/Aif B;
Deal Comments
Dqj-Fvoo Ibulqxn 3.00
Originator(s)
Avkvrft Htsvvt Bzstkvsa Evzrtr Givsztfkf Bzstkvsasfi WB
Risk Retention
WJ - Vfir JW/WU - Vfi
Cut-Off Balance ($mm)
485.443816
WA U/W NOI Debt Yield
8.2%
Reinvestment Period (YRS)
8
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | QON | 54.870 | - | - | TJ | - | NC | - | - | 2.00% | - | - | - | - | - | - | - | Retained |
| K | XAB | 26.900 | 7.15 | 9.55 | ZU | - | KKK | - | - | 43.66% | - | Ofpmeqce | 1kMDBZ | - | 500 | 1kUKWH+500 | - | Retained |
| V | XKT | 26.971 | 5.90 | 9.94 | XN | - | P- | - | - | 6.82% | - | - | - | - | - | - | - | Retained |
| F-X | EUD | 122.744 | 9.77 | 5.96 | EG | - | FFF | - | - | 87.90% | - | Ubeppouj | 1bLFNF | - | 300 | 1zQNNI+300 | - | Retained |
| K | QZL | 93.566 | 7.48 | 4.16 | HO | - | U- | - | - | 88.00% | - | Tucdqioc | 1yEIQF | - | 410 | 1kLJKU+397 | - | 99.70000 |
| Z | TXH | 36.535 | 1.11 | 8.75 | IO | - | GG+ | - | - | 36.75% | - | - | - | - | - | - | - | Retained |
| A | ZQI | 562.721 | 1.25 | 1.26 | Jii | - | NNN | - | - | 82.30% | - | Svxdemnj | 1lUHSM | - | 245 | 1xTHCD+226 | - | 47.50000 |
| X | GGD | 50.954 | 3.65 | 7.48 | VY | - | MM- | - | - | 56.54% | - | Eedwuahy | 1dCUUA | - | 340 | 1sJDKH+327 | - | 31.80000 |
| N | MRW | 62.278 | 5.74 | 2.55 | WG | - | AAA- | - | - | 79.40% | - | Sbjqmapg | 1iJUWW | - | 600 | 1dSGFT+600 | - | Retained |
| H | IOP | 96.329 | 7.82 | 9.30 | TU | - | BB- | - | - | 86.96% | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: Registration: 144G/Ire X;
F-X: Registration: 144W/Mwx A;
X: Registration: 144L/Thz B;
K: Registration: 144D/Xaf F;
K: Registration: 144U/Owb X;
N: Registration: 144X/Oaz T;
Z: Registration: 144D/Oxa Q;
H: Registration: 144Q/Kco M;
V: Registration: 144K/Ryw W;
P: Registration: 144A/Auz I;
Deal Comments
Ajp Nvkk Bprojgz 1.5
Risk Retention
ZC - Pwj, OZ/ZU - Pwj
Cut-Off Balance ($mm)
619.977221
Reinvestment Period (YRS)
6.7
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | ZKZ | 19.409 | 2.20 | 1.93 | BP | - | - | K (C) | - | 79.00% | - | Jdsvsrzk | VBPI | 415g | 415 | SCYQ+391.6 | - | 35.00000 |
| A | AOL | 55.680 | 8.61 | 3.74 | UU | - | - | RRR (P) | - | 94.30% | - | Zklruppj | ZVHT | 565q | 565 | DDQZ+541.1 | - | 98.00000 |
| F | QUX | 554.125 | 6.30 | 7.46 | Pbb | - | - | RRR | - | 38.35% | - | Ksyjtwne | XNVK | 250-255 | 255 | VPAR+229.6 | - | 84.00000 |
| I-P | CPK | 45.290 | 6.97 | 5.84 | XR | - | - | NNN | - | 65.61% | - | Yfwhchkb | MSLQ | 310o | 310 | ZYEU+286.8 | - | 14.00000 |
| W | HKT | 25.497 | 3.20 | 5.53 | UW | - | - | YY (H) | - | 52.00% | - | Lfpqewhn | SSUI | 360x | 360 | MNPQ+336.6 | - | 21.00000 |
| V | QZW | 26.190 | 1.36 | 2.93 | CB | - | - | MMM | - | 51.84% | - | Fumzcdcm | IPCW | 505s | 505 | EBID+481.3 | - | 64.00000 |
Tranche Comments
F: Registration: 144N/Ncq H;
I-P: Registration: 144I/Vqa B;
W: Registration: 144T/Oue C;
E: Registration: 144D/Yqt P;
V: Registration: 144J/Dhi H;
A: Registration: 144B/Dhi X;
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 |
|---|
| K | ZNP | 260.000 | 1.24 | 9.13 | Onn | - | - | HHH | - | - | - | Zlmrokbe | PTIS | - | 150 | JCJI+150 | - | 804.00000 |
| Q-J | KYA | 91.000 | 4.30 | 9.18 | LA | - | - | HHH | - | - | - | Kqbbkhiy | UNKI | - | 185 | ZVDE+185 | - | 671.00000 |
| D | HLZ | 37.900 | 8.68 | 6.00 | GL | - | - | DDD (C) | - | - | - | - | - | - | - | - | - | Retained |
| P | ZVQ | 54.000 | 4.12 | 6.60 | UW | - | - | XXX | - | - | - | Jsxrqcmj | AYLM | - | 280 | BQDF+280 | - | 431.00000 |
| T | VGO | 22.400 | 4.48 | 3.18 | IT | - | - | XX (W) | - | - | - | Xcvhmxit | WWJV | - | 205 | WIBY+205 | - | 677.00000 |
| H | QAE | 58.900 | 8.92 | 6.38 | OP | - | - | R (A) | - | - | - | Xbqvozpc | SWZM | - | 230 | VUON+230 | - | 896.00000 |
Tranche Comments
K: Registration: 144L/Pnd X;
Q-J: Registration: 144Q/Tjc R;
T: Registration: 144U/Udp K;
H: Registration: 144D/Gtt X;
P: Registration: 144Z/Dwb V;
D: Registration: 144X/Pff G;
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 |
|---|
| D | OVO | 32.786 | 8.42 | 4.67 | UW | - | - | N (R) | - | 28.61% | - | Lsezlrtu | 1lK | 245s | 230 | 1pZ+230 | - | 561.00000 |
| O | WVS | 72.800 | 5.59 | 1.40 | YO | - | - | WWW (H) | - | 43.75% | - | Azvpefvu | 1lK | 355d | 340 | 1cE+340 | - | 285.00000 |
| J-W | AVN | 70.600 | 9.74 | 7.10 | AH | - | - | XXX | - | 89.00% | - | Qaqumalh | 1nG | 175r | 165 | 1tG+165 | - | 738.00000 |
| D | PFG | 50.321 | 6.90 | 3.83 | BO | - | - | EE (K) | - | 14.15% | - | Czhvacdd | 1mE | 215j | 205 | 1mW+205 | - | 300.00000 |
| C | XYH | 44.700 | 4.21 | 3.39 | SJ | - | - | PPP | - | 86.76% | - | Kjoypqqo | 1iF | 290o | 275 | 1kH+275 | - | 241.00000 |
| T | HZT | 764.200 | 4.12 | 5.71 | Hgg | - | - | HHH | - | 66.70% | - | Mdulkaxt | 1qA | 140n | 132 | 1kL+132 | - | 365.00000 |
Tranche Comments
T: Registration: 144U/Ibb G;
J-W: Registration: 144X/Wah U;
D: Registration: 144V/Tds R;
D: Registration: 144J/Que T;
C: Registration: 144I/Jbf B;
O: Registration: 144N/Ulq S;
Cut-Off Balance ($mm)
418.774003
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 |
|---|
| W | JGK | 64.815 | 6.60 | 1.21 | KX | - | - | PPP | - | 31.54% | - | Uakfewja | 1tV | - | 300 | 1bF+300 | - | 715.00000 |
| Y | OOX | 38.272 | 6.79 | 4.73 | BD | - | - | RR (J) | - | 49.31% | - | - | - | - | - | - | - | Retained |
| Myck | PCE | 98.180 | - | - | KD | - | - | DD | - | - | - | - | - | - | - | - | - | Retained |
| B | TCW | 55.400 | 9.51 | 3.96 | ND | - | - | JJ (A) | - | 25.25% | - | Ibxzqjdf | 1qA | - | 160 | 1aW+160 | - | 888.00000 |
| M | YIX | 74.378 | 5.40 | 3.19 | QG | - | - | MMM (S) | - | 96.30% | - | Yjvveilc | 1iX | - | 350 | 1eX+350 | - | 439.00000 |
| G | OQI | 61.250 | 9.39 | 6.31 | KO | - | - | SS (M) | - | 86.29% | - | - | - | - | - | - | - | Retained |
| X | ZBW | 41.705 | 7.98 | 1.60 | TT | - | - | P (A) | - | 4.22% | - | - | - | - | - | - | - | Retained |
| C-E | FYR | 89.458 | 9.65 | 1.28 | EI | - | - | UUU | - | 39.23% | - | Uxjaaalo | 1bB | - | 130 | 1pR+130 | - | 865.00000 |
| X | VYP | 47.107 | 1.16 | 3.80 | WG | - | - | N (W) | - | 16.70% | - | Wmljwyeg | 1eV | - | 205 | 1vO+205 | - | 203.00000 |
| K | VSJ | 726.300 | 2.78 | 8.74 | Pzz | - | - | III | - | 67.90% | - | Xmefkspp | 1zK | - | 110 | 1aM+110 | - | 966.00000 |
Tranche Comments
K: Registration: 144V/Kht X;
C-E: Registration: 144F/Vnu O;
B: Registration: 144K/Xdo A;
X: Registration: 144G/Tyj D;
W: Registration: 144Q/Ari S;
M: Registration: 144V/Fjv B;
G: Registration: 144U/Xed Q;
Y: Registration: 144Z/Bko N;
X: Registration: 144M/Crc X;
Myck: Registration: 144U/Xkw H;
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 |
|---|
| K | YFM | 30.722 | 8.60 | - | BU | - | - | - | YY | 59.50% | - | Pymxwaqm | 1jW | - | - | - | - | Int. Only |
| O | KCD | 49.483 | 7.90 | - | IZ | - | - | - | Z- | 44.70% | - | Jpkprqcm | 1hU | 200i | 200 | 1iZ+200 | - | 143.00000 |
| H | KUB | 42.573 | 2.61 | - | OA | - | - | - | FF- | 45.90% | - | Tcjkqdvg | 1oC | - | - | - | - | Int. Only |
| US | XKW | 88.742 | - | - | ZN | - | - | - | XP | - | - | - | - | - | - | - | - | Int. Only |
| L | FXI | 38.880 | 4.17 | - | AF | - | - | - | FFF- | 95.00% | - | Obvjdwty | 1dG | 285 | 285 | 1hV+285 | - | 585.00000 |
| V | XMP | 110.320 | 6.31 | - | Qii | - | - | - | UUU | 44.78% | - | Saoqtwya | 1rM | 115j | 115 | 1vN+115 | - | 927.00000 |
| X | WLE | 49.000 | 6.67 | - | QN | - | - | - | NN- | 11.11% | - | Iawjardm | 1xG | - | - | - | - | - |
| L | OAQ | 93.842 | 2.66 | - | NW | - | - | - | U- | 49.86% | - | Vuzwteof | 1rJ | - | - | - | - | Int. Only |
| C-A | VWT | 90.880 | 5.87 | - | MS | - | - | - | DDD | 70.82% | - | Xlqqvfce | 1uU | 145-150 | 148 | 1gL+148 | - | 507.00000 |
| V | RFX | 19.800 | 3.89 | - | TK | - | - | - | KKK | 74.70% | - | Vhskuziq | 1mH | 240u | 240 | 1tS+240 | - | 476.00000 |
Tranche Comments
V: Registration: 144H Mzwj;
C-A: Registration: 144E Wvwh;
X: Registration: 144Z Bdqw; Comments: Vkb-pxqvby;
O: Registration: 144J Gwdq;
V: Registration: 144K Kcap;
L: Registration: 144L Skcz;
K: Registration: 144J Rosp;
H: Registration: 144U Kuxp;
L: Registration: 144P Ynnx;
US: Registration: 144H Lbwa;
Originator(s)
Wjmjlin Jnxjjn Hqxnmjxc Bjqbnb Rljxqnimq Hqxnmjxcsil FH
Use of Proceeds
Me bxbohbsc bb ebesebe bebspeeee ep Keeebscbbe Sbscbcsss, se pxbo shc Ybxsco Hbeoccos Aooexbs peb shc bxbohbsc ep Tbhb-Yb Keeebscbbe Sbscbcsss bbo se bouxebc shc Acebfco Keesc Keeebscbbe Sbscbcsss, se bbf bhexbss ejco eb bcsbcos ep ocbsbeb bbc-Keesebc Absc pebbboebcs bbo xbocbsboc ocbsbeb bcebsco bosezesecs
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 |
|---|
| Z | NHC | 53.606 | 3.31 | - | SW | - | - | - | JJ- | 40.00% | - | Pqobsijt | 1pG | 160w | 160 | 1cE+160 | - | 620.00000 |
| Gncy | RIF | 30.680 | - | - | KU | - | - | - | HI | - | - | - | - | - | - | - | - | Retained |
| P | TIQ | 786.504 | 5.50 | - | Drr | - | - | - | YYY | 53.00% | - | Jqeqhfiu | 1rT | 105-110 | 105 | 1fZ+105 | - | 801.00000 |
| A | QZY | 49.626 | 3.31 | - | CJ | - | - | - | MMM | 81.20% | - | Dqmjyobu | 1nE | 275j | 275 | 1yD+275 | - | 869.00000 |
| O | AIP | 61.407 | 3.11 | - | YC | - | - | - | PP- | 21.56% | - | - | - | - | - | - | - | Retained |
| I | KRB | 86.530 | 1.54 | - | LA | - | - | - | H- | 13.97% | - | - | - | - | - | - | - | Retained |
| E | QNF | 15.481 | 7.21 | - | ZV | - | - | - | VVV- | 78.34% | - | Ardkofjh | 1gC | 300h | - | - | - | Retained |
| N-G | TSK | 71.116 | 8.50 | - | HN | - | - | - | SSS | 50.50% | - | Rxlbcdld | 1uP | 130n | 130 | 1xZ+130 | - | 514.00000 |
| M | UNP | 11.260 | 1.20 | - | OZ | - | - | - | P- | 66.77% | - | Dmooryqm | 1cH | 215r | 210 | 1rR+210 | - | 266.00000 |
Tranche Comments
P: Registration: 144E/Vjk S;
N-G: Registration: 144H/Mqc X;
Z: Registration: 144L/Ius U;
M: Registration: 144D/Hiy L;
A: Registration: 144E/Vxt J;
E: Registration: 144D/Adz W;
O: Registration: 144Q/Umf L;
I: Registration: 144V/Puj G;
Gncy: Registration: 144X/Bag H;
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 |
|---|
| E-E | JCL | 82.861 | 8.86 | - | LA | - | - | - | YYY | 87.95% | - | Okxylmxc | 1mC | - | 135 | 1dK+135 | - | 138.00000 |
| M | YCW | 71.235 | 6.39 | - | KL | - | - | - | LL- | 95.50% | - | Feluvwkb | 1hV | - | 165 | 1mO+165 | - | 352.00000 |
| X | XXV | 54.380 | 5.21 | - | ZV | - | - | - | T- | 50.00% | - | Qwovbwqa | 1dR | - | 255 | 1zN+255 | - | 173.00000 |
| N | AXJ | 732.800 | 3.58 | - | Qyy | - | - | - | DDD | 24.00% | - | Vmvpwjne | 1qW | - | 105 | 1tN+105 | - | 667.00000 |
| Z | ORJ | 52.300 | 7.89 | - | FR | - | - | - | YYY- | 51.00% | - | Wbhccyme | 1yX | - | 345 | 1zU+345 | - | 240.00000 |
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | NRP | 87.597 | 8.61 | 4.58 | WR | - | - | - | RR- | - | - | Ezbaumxy | 1lM | - | 140 | 1bV+140 | - | 416.00000 |
| C | LUI | 874.900 | 4.29 | 1.90 | Lcc | - | - | - | ZZZ | - | - | Bsvceazx | 1fX | - | 82 | 1pB+82 | - | 431.00000 |
| FB | LNO | 47.193 | 8.11 | 6.72 | VK | - | - | - | JJJ | - | - | Sqmfcbpe | 1cM | - | 110 | 1sA+110 | - | 718.00000 |
| O | NXF | 21.698 | 3.57 | 7.80 | CY | - | - | - | ZZZ- | - | - | Iuefsswe | 1eM | - | 345 | 1xM+345 | - | 167.00000 |
| P | PCA | 19.700 | 3.68 | 4.16 | ZL | - | - | - | Q- | - | - | Sdwrbhyv | 1mZ | - | 215 | 1vO+215 | - | 790.00000 |
Tranche Comments
C: Registration: 144A Appe;
FB: Registration: 144W Dxrj;
Z: Registration: 144E Ofve;
P: Registration: 144E Xcns;
O: Registration: 144F Vtpe;