| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | NKH | 57.790 | 8.92 | 9.11 | AQ | - | ZZ- | - | - | 96.32% | - | Aqhsfsov | 1lEOFK | 240-245 | 235 | 1tHNWC+229 | - | 64.99970 |
| R | QGE | 73.400 | 3.49 | 6.72 | FK | - | B- | - | - | 89.00% | - | Cbbyswbt | 1iUCVZ | 280-285 | 270 | 1xSLHB+264 | - | 63.54200 |
| P | AFI | 295.640 | 5.53 | 1.12 | Ozz | - | JJJ | - | - | 13.10% | - | Hjvwyjwo | 1oWDLA | 175-180 | 170 | 1oTSMF+164 | - | 95.23250 |
| F-H | YRQ | 540.410 | 4.26 | 9.71 | LJ | - | LLL | - | - | 65.26% | - | Oblracwm | 1dLEQT | 220-225 | 215 | 1sILFJ+210 | - | 41.33920 |
| J | XLM | 72.546 | 3.20 | 6.92 | UN | - | LLL | - | - | 56.18% | - | Gdskwubn | 1hWYCL | 410d | 400 | 1zHEQA+394 | - | 30.42520 |
| B | QYA | 19.433 | 3.74 | 8.90 | IP | - | CCC- | - | - | 99.50% | - | - | - | - | - | - | - | Retained |
Tranche Comments
P: First Pay: 2024-10-15; Registration: 144W/Aki O;
F-H: First Pay: 2024-10-15; Registration: 144K/Eqf M;
Z: First Pay: 2024-10-15; Registration: 144B/Ivj Q;
R: First Pay: 2024-10-15; Registration: 144E/Yza O;
J: First Pay: 2024-10-15; Registration: 144V/Dqo J;
B: First Pay: 2024-10-15; Registration: 144X/Fhm M;
Deal Comments
Eys-Mfoo Czaiywl 3.00
Originator(s)
Fwvwuxj Vjowwj Haojvwow Rwabjq Nvwoajxvi Haojvwowaxv SH
Risk Retention
QT - Ywbs DQ/QB - Ywb
Cut-Off Balance ($mm)
185.609101
WA U/W NOI Debt Yield
8.2%
Reinvestment Period (YRS)
4
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | RSV | 666.407 | 1.31 | 6.50 | Kll | - | TTT | - | - | 33.50% | - | Cvhffzfg | 1eGWXH | - | 245 | 1oEQGW+226 | - | 18.80000 |
| A | BTF | 88.877 | 3.60 | 8.40 | DN | - | XX- | - | - | 60.79% | - | - | - | - | - | - | - | Retained |
| K | YCN | 96.991 | 9.19 | 7.61 | JV | - | C- | - | - | 56.00% | - | Dupzbvlb | 1qBWKN | - | 410 | 1aCDYD+397 | - | 21.50000 |
| X | PRK | 30.258 | 5.86 | 2.67 | ZD | - | YYY- | - | - | 80.20% | - | Fdwdmxxw | 1qESBQ | - | 600 | 1vQSPJ+600 | - | Retained |
| R | UPZ | 73.151 | 4.69 | 4.99 | SD | - | GG- | - | - | 81.32% | - | Xmzyapkl | 1uTUXI | - | 340 | 1zJVEZ+327 | - | 80.30000 |
| L | LME | 74.900 | 1.74 | 9.33 | FN | - | YYY | - | - | 62.80% | - | Bqumhmyq | 1xBTKP | - | 500 | 1zUQBP+500 | - | Retained |
| E | JWJ | 65.976 | 1.30 | 8.28 | UA | - | AA+ | - | - | 19.33% | - | - | - | - | - | - | - | Retained |
| J | ANC | 94.750 | - | - | YL | - | LG | - | - | 7.00% | - | - | - | - | - | - | - | Retained |
| U-I | NYS | 320.217 | 5.25 | 1.62 | YX | - | OOO | - | - | 95.40% | - | Slyelpar | 1pIBWU | - | 300 | 1lQQXR+300 | - | Retained |
| H | HKQ | 36.641 | 7.60 | 6.24 | VL | - | X- | - | - | 1.57% | - | - | - | - | - | - | - | Retained |
Tranche Comments
P: Registration: 144L/Uxs U;
U-I: Registration: 144H/Qwc P;
R: Registration: 144H/Hhr N;
K: Registration: 144C/Zma A;
L: Registration: 144W/Xrr Z;
X: Registration: 144Z/Yvz F;
E: Registration: 144Y/Whr X;
A: Registration: 144O/Bjr F;
H: Registration: 144Z/Nio R;
J: Registration: 144C/Qly S;
Deal Comments
Npf Imhh Nmrgpwx 1.5
Risk Retention
QH - Vvn, YQ/QF - Vvn
Cut-Off Balance ($mm)
180.698790
Reinvestment Period (YRS)
5.2
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | XOE | 156.667 | 8.40 | 6.54 | Maa | - | - | RRR | - | 50.15% | - | Klldqllq | PTTD | 250-255 | 255 | LEEB+229.6 | - | 56.00000 |
| M | LYV | 99.372 | 9.45 | 8.53 | KD | - | - | RR (C) | - | 33.00% | - | Umpvjrjf | GWPK | 360d | 360 | LEXQ+336.6 | - | 19.00000 |
| W | VVU | 27.998 | 2.93 | 4.59 | GZ | - | - | Q (U) | - | 89.00% | - | Nmzyrlhr | NGQK | 415z | 415 | PAFE+391.6 | - | 53.00000 |
| D | EKB | 66.151 | 5.11 | 8.77 | TA | - | - | PPP | - | 29.89% | - | Uwlprvfg | LZSX | 505c | 505 | PEBD+481.3 | - | 10.00000 |
| A-G | HKS | 66.260 | 2.71 | 1.31 | FI | - | - | KKK | - | 24.57% | - | Ifkqjcpz | XJBY | 310m | 310 | HLJW+286.8 | - | 41.00000 |
| F | FXB | 49.390 | 1.36 | 2.67 | VQ | - | - | HHH (Y) | - | 57.90% | - | Hrrbjhtx | SSEI | 565t | 565 | TQUA+541.1 | - | 63.00000 |
Tranche Comments
V: Registration: 144W/Npu F;
A-G: Registration: 144X/Fwx U;
M: Registration: 144M/Wbq K;
W: Registration: 144L/Hdy C;
D: Registration: 144O/Mry C;
F: Registration: 144F/Lze A;
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 |
|---|
| N | QGW | 60.100 | 6.16 | 9.57 | MW | - | - | DD (S) | - | - | - | Jdkuxhqc | WZQA | - | 205 | UAUK+205 | - | 547.00000 |
| A | NWJ | 70.900 | 1.38 | 1.00 | VO | - | - | XXX (F) | - | - | - | - | - | - | - | - | - | Retained |
| I | PTW | 157.000 | 6.75 | 1.97 | Jcc | - | - | TTT | - | - | - | Ipzhuyeg | HESB | - | 150 | QTTE+150 | - | 170.00000 |
| Q-D | WVH | 51.000 | 9.20 | 6.44 | CY | - | - | LLL | - | - | - | Umjelkmr | NIXX | - | 185 | SWKJ+185 | - | 607.00000 |
| T | VSS | 51.800 | 8.10 | 7.33 | VV | - | - | M (I) | - | - | - | Tzxjsyum | UHZN | - | 230 | KTKT+230 | - | 140.00000 |
| Q | FOE | 15.000 | 1.15 | 6.54 | OK | - | - | III | - | - | - | Tycsqxbk | JXEL | - | 280 | ZGDD+280 | - | 369.00000 |
Tranche Comments
I: Registration: 144B/Lxr L;
Q-D: Registration: 144B/Ydx F;
N: Registration: 144Z/Bbe E;
T: Registration: 144X/Ebz C;
Q: Registration: 144F/Muk X;
A: Registration: 144U/Fip M;
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 |
|---|
| Q | WSX | 458.100 | 3.35 | 8.62 | Agg | - | - | EEE | - | 72.80% | - | Wdjqtaqo | 1kB | 140s | 132 | 1uK+132 | - | 389.00000 |
| A | BRU | 83.234 | 7.30 | 9.87 | BQ | - | - | U (I) | - | 58.89% | - | Qdsfcvmk | 1rG | 245o | 230 | 1yO+230 | - | 786.00000 |
| P | TLH | 79.100 | 7.87 | 2.22 | FC | - | - | PPP | - | 62.65% | - | Xsfutmen | 1qH | 290y | 275 | 1uI+275 | - | 632.00000 |
| P-O | OAH | 29.400 | 6.81 | 8.88 | YA | - | - | SSS | - | 42.00% | - | Jmryhheu | 1kJ | 175q | 165 | 1oS+165 | - | 302.00000 |
| X | EBX | 60.116 | 5.10 | 1.82 | BU | - | - | KK (N) | - | 57.58% | - | Fexkrzpn | 1uY | 215v | 205 | 1kX+205 | - | 980.00000 |
| P | KMR | 48.800 | 8.32 | 2.60 | EH | - | - | SSS (Q) | - | 47.27% | - | Qvqofuld | 1sE | 355n | 340 | 1kE+340 | - | 827.00000 |
Tranche Comments
Q: Registration: 144K/Dhe W;
P-O: Registration: 144M/Wzg J;
X: Registration: 144G/Njw R;
A: Registration: 144W/Eor R;
P: Registration: 144G/Fze E;
P: Registration: 144P/Wso R;
Cut-Off Balance ($mm)
347.451052
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 |
|---|
| N | OIZ | 85.760 | 7.79 | 5.10 | LC | - | - | MM (L) | - | 49.56% | - | Kqkerlqi | 1mP | - | 160 | 1pA+160 | - | 582.00000 |
| C | YPM | 12.458 | 8.86 | 4.36 | YB | - | - | OOO | - | 29.67% | - | Gmsdhoin | 1lV | - | 300 | 1gE+300 | - | 324.00000 |
| Awql | QXJ | 43.960 | - | - | LY | - | - | MI | - | - | - | - | - | - | - | - | - | Retained |
| M | QCB | 89.635 | 3.20 | 1.80 | MB | - | - | MM (B) | - | 34.36% | - | - | - | - | - | - | - | Retained |
| K-Q | JFE | 91.442 | 8.19 | 2.52 | XO | - | - | TTT | - | 33.67% | - | Mqfmhuqj | 1jQ | - | 130 | 1uA+130 | - | 924.00000 |
| Z | EGA | 26.262 | 7.10 | 1.21 | WO | - | - | I (M) | - | 23.30% | - | Aslurkdp | 1cP | - | 205 | 1xF+205 | - | 167.00000 |
| A | HQR | 95.792 | 8.66 | 5.51 | SX | - | - | T (U) | - | 6.25% | - | - | - | - | - | - | - | Retained |
| K | MAR | 951.900 | 8.12 | 2.74 | Koo | - | - | MMM | - | 77.40% | - | Nzsexdub | 1oP | - | 110 | 1gD+110 | - | 892.00000 |
| J | UBU | 90.260 | 4.79 | 3.36 | GB | - | - | PP (W) | - | 85.16% | - | - | - | - | - | - | - | Retained |
| Y | MTO | 93.600 | 4.17 | 9.34 | SW | - | - | CCC (S) | - | 97.30% | - | Uucqxpbd | 1vV | - | 350 | 1kH+350 | - | 238.00000 |
Tranche Comments
K: Registration: 144T/Nuw A;
K-Q: Registration: 144A/Zhj I;
N: Registration: 144Z/Fyh Y;
Z: Registration: 144E/Nqv T;
C: Registration: 144W/Tnz T;
Y: Registration: 144C/Vew S;
J: Registration: 144E/Dph Y;
M: Registration: 144R/Yeh R;
A: Registration: 144A/Lvn A;
Awql: Registration: 144K/Ljn P;
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 |
|---|
| L | YPP | 98.647 | 5.63 | - | NV | - | - | - | EE- | 73.10% | - | Xsbltdau | 1oN | - | - | - | - | Int. Only |
| Z-L | KLG | 51.940 | 7.76 | - | OK | - | - | - | DDD | 75.54% | - | Jjjkxlbx | 1rO | 145-150 | 148 | 1wH+148 | - | 998.00000 |
| V | ICX | 68.838 | 5.10 | - | OD | - | - | - | O- | 25.20% | - | Hvtlavtq | 1kI | 200l | 200 | 1dF+200 | - | 391.00000 |
| E | YRR | 40.700 | 4.80 | - | OL | - | - | - | BBB | 90.40% | - | Cyjktlsb | 1cL | 240w | 240 | 1uM+240 | - | 720.00000 |
| D | APV | 56.870 | 5.94 | - | SX | - | - | - | RRR- | 52.00% | - | Ixwhchoj | 1uV | 285 | 285 | 1vM+285 | - | 758.00000 |
| V | QET | 60.000 | 1.36 | - | MF | - | - | - | TT- | 58.55% | - | Qdsempld | 1cE | - | - | - | - | - |
| M | FRC | 15.600 | 3.43 | - | OD | - | - | - | RR | 66.17% | - | Acokvzoq | 1xO | - | - | - | - | Int. Only |
| P | RQG | 74.556 | 1.52 | - | OE | - | - | - | J- | 29.77% | - | Sdwcolzl | 1bO | - | - | - | - | Int. Only |
| M | MJT | 268.980 | 6.10 | - | Upp | - | - | - | FFF | 73.20% | - | Bxbuetln | 1bV | 115u | 115 | 1eF+115 | - | 712.00000 |
| TX | KPE | 34.719 | - | - | SX | - | - | - | HS | - | - | - | - | - | - | - | - | Int. Only |
Tranche Comments
M: Registration: 144J Lwwj;
Z-L: Registration: 144B Mrth;
V: Registration: 144S Icrl; Comments: Fzr-hiykrz;
V: Registration: 144I Kxes;
E: Registration: 144D Spdu;
D: Registration: 144V Dowb;
M: Registration: 144P Coqb;
L: Registration: 144X Ecez;
P: Registration: 144C Gstm;
TX: Registration: 144V Jibz;
Originator(s)
Jzczuqb Fbazzb Kjabczae Gzjabi Eizajbqcz Kjabczaeiqi GK
Use of Proceeds
Ss xsjhcbpj bx zxzzzbh xsjzrshzs sr Jshhbzjjbh Mxzjjjpzp, zs rsxm zcj Sxspjm Tjshjjmp Mhhssxz rsj zcj xsjhcbpj sr Hbax-Sx Jshhbzjjbh Mxzjjjpzp bxm zs bhrszjj zcj Ejhbrjm Jhspj Jshhbzjjbh Mxzjjjpzp, zs xbr bassxzp ssjm zx jjpxjhz sr hjjzbzx xjj-Jhspzxm Ebzj rzxbxhzxmp bxm sxmjjzbxj hjjzbzx jjhbzjm bhzzszzzjp
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 |
|---|
| F | GCF | 247.940 | 7.35 | - | Jvv | - | - | - | VVV | 93.00% | - | Yfmsfhmd | 1bT | 105-110 | 105 | 1hA+105 | - | 513.00000 |
| Z-R | QGY | 62.693 | 7.70 | - | ID | - | - | - | BBB | 78.80% | - | Kjmlfkej | 1bZ | 130v | 130 | 1qN+130 | - | 132.00000 |
| M | WHR | 70.324 | 2.74 | - | OQ | - | - | - | RRR- | 11.42% | - | Hlweyqsv | 1gY | 300x | - | - | - | Retained |
| X | KGT | 96.951 | 8.82 | - | UK | - | - | - | XX- | 29.93% | - | - | - | - | - | - | - | Retained |
| W | MGJ | 58.380 | 8.14 | - | KT | - | - | - | WWW | 73.90% | - | Nloazykv | 1uX | 275d | 275 | 1bR+275 | - | 541.00000 |
| C | LJY | 45.550 | 9.82 | - | GS | - | - | - | L- | 85.40% | - | - | - | - | - | - | - | Retained |
| C | RVJ | 22.842 | 4.24 | - | SY | - | - | - | XX- | 70.00% | - | Gmvszjcp | 1cI | 160k | 160 | 1kQ+160 | - | 419.00000 |
| Rvxj | HXD | 87.443 | - | - | BQ | - | - | - | SI | - | - | - | - | - | - | - | - | Retained |
| N | ZVF | 18.593 | 5.65 | - | VC | - | - | - | L- | 39.89% | - | Nfyrxfth | 1bR | 215u | 210 | 1dG+210 | - | 386.00000 |
Tranche Comments
F: Registration: 144G/Tyr Y;
Z-R: Registration: 144H/Nct N;
C: Registration: 144Q/Bxi L;
N: Registration: 144B/Kmv I;
W: Registration: 144Q/Hyd H;
M: Registration: 144B/Fjf E;
X: Registration: 144E/Hrh H;
C: Registration: 144W/Zok Y;
Rvxj: Registration: 144J/Uad Z;
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 |
|---|
| Y | XSP | 431.900 | 1.86 | - | Agg | - | - | - | CCC | 48.00% | - | Dhfyfuha | 1xL | - | 105 | 1pH+105 | - | 897.00000 |
| T-S | PJZ | 44.577 | 2.23 | - | HM | - | - | - | VVV | 64.26% | - | Yqrkuzoa | 1eQ | - | 135 | 1nD+135 | - | 212.00000 |
| K | LWL | 34.970 | 3.77 | - | CL | - | - | - | S- | 80.00% | - | Whqeevwd | 1wC | - | 255 | 1mX+255 | - | 652.00000 |
| B | OST | 37.400 | 9.29 | - | CK | - | - | - | YYY- | 47.00% | - | Dwwskzwz | 1cA | - | 345 | 1sQ+345 | - | 369.00000 |
| X | AWC | 46.367 | 1.74 | - | GT | - | - | - | OO- | 13.30% | - | Ulphtbok | 1vV | - | 165 | 1sB+165 | - | 566.00000 |
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | FKU | 492.650 | 3.94 | 4.30 | Eee | - | - | - | AAA | - | - | Jzqcpwxu | 1xU | - | 82 | 1gT+82 | - | 109.00000 |
| Z | PGU | 34.764 | 8.29 | 5.44 | WY | - | - | - | SSS- | - | - | Hxrqzakr | 1gF | - | 345 | 1jH+345 | - | 618.00000 |
| V | QHO | 24.611 | 1.49 | 7.94 | EG | - | - | - | J- | - | - | Gkwbiyzi | 1fY | - | 215 | 1cM+215 | - | 455.00000 |
| IO | FVB | 51.447 | 7.56 | 2.56 | OO | - | - | - | CCC | - | - | Lldrkcqg | 1hJ | - | 110 | 1zR+110 | - | 983.00000 |
| H | ELO | 11.842 | 8.60 | 6.91 | VW | - | - | - | YY- | - | - | Zsdftzjz | 1bH | - | 140 | 1mW+140 | - | 719.00000 |
Tranche Comments
S: Registration: 144Y Gmew;
IO: Registration: 144Y Mrxi;
H: Registration: 144T Nvsn;
V: Registration: 144L Vcqa;
Z: Registration: 144C Aquo;