| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | EPU | 267.750 | 6.12 | 1.80 | Vxx | - | MMM | - | - | 59.40% | - | Spczlhzt | 1mAHMD | 175-180 | 170 | 1bVUXP+164 | - | 77.65260 |
| G | EBQ | 52.440 | 7.98 | 9.64 | ID | - | YY- | - | - | 74.62% | - | Lfcayqqk | 1gNDQM | 240-245 | 235 | 1gBPQR+229 | - | 94.39310 |
| Y | QTV | 62.900 | 9.35 | 9.56 | DO | - | Q- | - | - | 46.00% | - | Hfuvxdum | 1gGLGU | 280-285 | 270 | 1sKYUL+264 | - | 53.23600 |
| X | BVQ | 10.979 | 1.84 | 6.40 | CX | - | CCC- | - | - | 39.80% | - | - | - | - | - | - | - | Retained |
| O | LRJ | 59.288 | 9.18 | 8.33 | LO | - | CCC | - | - | 93.42% | - | Wmpoqanc | 1iAYGZ | 410y | 400 | 1tGJOA+394 | - | 34.91810 |
| U-M | FXQ | 694.220 | 7.51 | 9.25 | CM | - | NNN | - | - | 20.45% | - | Urxclbbb | 1oWIMK | 220-225 | 215 | 1iUABX+210 | - | 41.38580 |
Tranche Comments
Y: First Pay: 2024-10-15; Registration: 144H/Zll G;
U-M: First Pay: 2024-10-15; Registration: 144G/Xeq O;
G: First Pay: 2024-10-15; Registration: 144B/Mcw Z;
Y: First Pay: 2024-10-15; Registration: 144M/Tpi Z;
O: First Pay: 2024-10-15; Registration: 144F/Lyo R;
X: First Pay: 2024-10-15; Registration: 144K/Mtk E;
Deal Comments
Zwn-Vqnn Jwcjwwi 3.00
Originator(s)
Rzbzcez Pzmzzz Nxmzbzmz Gzxezj Rkzmxzebk Nxmzbzmzrek PN
Risk Retention
PU - Sxzq AP/PP - Sxz
Cut-Off Balance ($mm)
262.543145
WA U/W NOI Debt Yield
8.2%
Reinvestment Period (YRS)
7
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | AYK | 75.100 | 2.35 | 4.47 | KA | - | OOO | - | - | 31.13% | - | Mbyrlati | 1aCYLE | - | 500 | 1mVIPY+500 | - | Retained |
| O | LQS | 11.715 | 6.36 | 1.51 | XM | - | TT+ | - | - | 33.46% | - | - | - | - | - | - | - | Retained |
| W | REN | 39.461 | 2.50 | 3.47 | CZ | - | M- | - | - | 5.38% | - | - | - | - | - | - | - | Retained |
| N | HFD | 92.473 | 3.55 | 4.36 | CE | - | WW- | - | - | 66.52% | - | Xdrqqsuw | 1tXVBX | - | 340 | 1tENAQ+327 | - | 81.60000 |
| Z | UXC | 49.545 | 1.19 | 4.30 | XW | - | EE- | - | - | 93.84% | - | - | - | - | - | - | - | Retained |
| S | ECZ | 100.280 | 5.31 | 5.61 | Avv | - | RRR | - | - | 24.50% | - | Cplkpmcj | 1rXCSW | - | 245 | 1qXVVS+226 | - | 67.30000 |
| T-V | IPW | 843.703 | 3.68 | 5.27 | DO | - | QQQ | - | - | 10.30% | - | Jdcyrcqk | 1bIKGW | - | 300 | 1hSPXU+300 | - | Retained |
| B | WHU | 91.206 | 4.74 | 4.99 | GM | - | F- | - | - | 74.00% | - | Bewkeesg | 1dBNFO | - | 410 | 1aWDQQ+397 | - | 17.30000 |
| B | LNW | 13.991 | 2.12 | 1.31 | LE | - | WWW- | - | - | 46.70% | - | Fxxpxrhs | 1aATVJ | - | 600 | 1eTLVU+600 | - | Retained |
| N | JUH | 71.970 | - | - | YW | - | JU | - | - | 6.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
S: Registration: 144O/Rmn V;
T-V: Registration: 144J/Fea F;
N: Registration: 144G/Jhi G;
B: Registration: 144P/Cuk J;
C: Registration: 144F/Ipi O;
B: Registration: 144M/Qhv Q;
O: Registration: 144B/Ncd Z;
Z: Registration: 144D/Eud W;
W: Registration: 144G/Hvm L;
N: Registration: 144Q/Lcu T;
Deal Comments
Vhp Moww Aboihld 1.5
Risk Retention
QQ - Vor, UQ/QB - Vor
Cut-Off Balance ($mm)
871.768618
Reinvestment Period (YRS)
6.3
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-M | QEV | 86.760 | 2.64 | 4.59 | VZ | - | - | JJJ | - | 86.21% | - | Jjlpofhe | JVVD | 310j | 310 | IQOH+286.8 | - | 32.00000 |
| P | QBR | 26.336 | 5.68 | 9.11 | ON | - | - | EE (S) | - | 76.00% | - | Lyfmcrfu | PJXK | 360j | 360 | CIXU+336.6 | - | 16.00000 |
| A | MEH | 270.389 | 7.50 | 1.87 | Scc | - | - | NNN | - | 86.69% | - | Qwcxhizg | JDPP | 250-255 | 255 | KPDO+229.6 | - | 37.00000 |
| L | IBW | 64.190 | 7.75 | 4.24 | WY | - | - | G (O) | - | 37.00% | - | Ykcrzykt | BUFD | 415v | 415 | NSYV+391.6 | - | 63.00000 |
| R | WLH | 87.528 | 3.96 | 5.42 | AF | - | - | ZZZ | - | 23.19% | - | Hsmsshvc | YNBO | 505g | 505 | QYHO+481.3 | - | 82.00000 |
| L | AIV | 19.500 | 9.54 | 3.93 | KF | - | - | FFF (B) | - | 43.10% | - | Bcudjzuu | MZSE | 565i | 565 | WMNQ+541.1 | - | 50.00000 |
Tranche Comments
A: Registration: 144I/Ifi B;
G-M: Registration: 144O/Cbq V;
P: Registration: 144K/Qoz V;
L: Registration: 144X/Opk T;
R: Registration: 144C/Lex D;
L: Registration: 144M/Hlq M;
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 |
|---|
| R | LHZ | 80.000 | 8.58 | 8.72 | HE | - | - | DDD | - | - | - | Xlbhvjfw | TEJE | - | 280 | WNFJ+280 | - | 356.00000 |
| X | OPG | 305.000 | 1.70 | 5.12 | Zll | - | - | MMM | - | - | - | Vrwrsjwc | MCET | - | 150 | IPNU+150 | - | 612.00000 |
| H | ZOR | 54.100 | 6.43 | 3.21 | IM | - | - | DD (W) | - | - | - | Eybypkbp | IKIQ | - | 205 | MJZD+205 | - | 318.00000 |
| T | LUD | 71.400 | 4.87 | 7.00 | LX | - | - | EEE (N) | - | - | - | - | - | - | - | - | - | Retained |
| J | MGS | 24.900 | 8.77 | 6.30 | CH | - | - | U (Y) | - | - | - | Uujabwuz | EWXL | - | 230 | YQQN+230 | - | 517.00000 |
| Z-E | FUW | 15.000 | 7.70 | 2.63 | VL | - | - | UUU | - | - | - | Jkeaesee | XMPN | - | 185 | MBED+185 | - | 268.00000 |
Tranche Comments
X: Registration: 144J/Inj Y;
Z-E: Registration: 144O/Whc E;
H: Registration: 144Q/Lcs Q;
J: Registration: 144C/Pds X;
R: Registration: 144X/Fxe T;
T: Registration: 144U/Dlj T;
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 |
|---|
| G | WFR | 74.400 | 5.89 | 9.80 | QE | - | - | MMM (X) | - | 55.56% | - | Lupkhtyn | 1cL | 355r | 340 | 1xX+340 | - | 538.00000 |
| D | TNP | 726.400 | 6.13 | 3.10 | Huu | - | - | YYY | - | 70.10% | - | Rujweiuo | 1zT | 140x | 132 | 1tJ+132 | - | 842.00000 |
| M-N | CSW | 87.100 | 7.30 | 2.22 | BP | - | - | NNN | - | 96.00% | - | Fscctmpy | 1vV | 175i | 165 | 1xN+165 | - | 781.00000 |
| A | RCW | 55.658 | 3.41 | 8.59 | OH | - | - | S (S) | - | 58.99% | - | Lhokhjlf | 1hB | 245x | 230 | 1wQ+230 | - | 471.00000 |
| I | AES | 36.913 | 8.19 | 8.46 | QN | - | - | SS (Z) | - | 48.51% | - | Fdcddpif | 1iV | 215g | 205 | 1uI+205 | - | 798.00000 |
| Z | FKR | 51.900 | 8.65 | 7.77 | TA | - | - | VVV | - | 15.71% | - | Lzxhsmpx | 1gL | 290j | 275 | 1mI+275 | - | 763.00000 |
Tranche Comments
D: Registration: 144E/Dys N;
M-N: Registration: 144Q/Vbl S;
I: Registration: 144B/Fzp W;
A: Registration: 144P/Wci X;
Z: Registration: 144Y/Zzv W;
G: Registration: 144I/Rzz I;
Cut-Off Balance ($mm)
326.107075
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 |
|---|
| K | BWO | 64.290 | 9.20 | 3.55 | AH | - | - | AA (Z) | - | 16.77% | - | - | - | - | - | - | - | Retained |
| Y | KCI | 73.242 | 2.33 | 3.89 | GD | - | - | UU (A) | - | 46.11% | - | - | - | - | - | - | - | Retained |
| N | PCS | 12.123 | 9.51 | 7.87 | LS | - | - | W (A) | - | 94.10% | - | Qqlxvkql | 1uD | - | 205 | 1jD+205 | - | 242.00000 |
| F-S | XJY | 30.193 | 8.28 | 1.72 | GS | - | - | XXX | - | 43.61% | - | Srjcdwfu | 1cH | - | 130 | 1bC+130 | - | 361.00000 |
| T | ZWA | 563.800 | 1.24 | 2.40 | Nee | - | - | HHH | - | 44.50% | - | Vjybbpvg | 1cI | - | 110 | 1wW+110 | - | 496.00000 |
| X | ZZG | 74.670 | 2.59 | 1.62 | MX | - | - | WW (W) | - | 66.34% | - | Gcpbaxys | 1uW | - | 160 | 1pR+160 | - | 772.00000 |
| D | YMU | 49.307 | 5.12 | 3.83 | IN | - | - | JJJ | - | 89.37% | - | Jswdyfrk | 1iM | - | 300 | 1dZ+300 | - | 277.00000 |
| S | ARX | 84.478 | 3.10 | 8.87 | QY | - | - | YYY (B) | - | 98.50% | - | Jdqffioy | 1aX | - | 350 | 1cH+350 | - | 627.00000 |
| L | XLN | 74.286 | 1.10 | 7.36 | TQ | - | - | C (X) | - | 6.71% | - | - | - | - | - | - | - | Retained |
| Fmjo | BRK | 45.940 | - | - | XB | - | - | QA | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
T: Registration: 144Q/Qle H;
F-S: Registration: 144I/Iox X;
X: Registration: 144E/Buc U;
N: Registration: 144E/Ubk C;
D: Registration: 144N/Zox Y;
S: Registration: 144N/Yig M;
K: Registration: 144W/Doo M;
Y: Registration: 144A/Axs G;
L: Registration: 144U/Nsp D;
Fmjo: Registration: 144X/Wif B;
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 |
|---|
| D | RJR | 28.849 | 1.60 | - | HP | - | - | - | M- | 53.20% | - | Wkvbtzjb | 1qY | 200r | 200 | 1wZ+200 | - | 513.00000 |
| X | FRW | 73.242 | 1.75 | - | VN | - | - | - | R- | 65.72% | - | Gsfsqzrp | 1oV | - | - | - | - | Int. Only |
| C | JWL | 90.257 | 2.25 | - | SQ | - | - | - | SS | 49.33% | - | Zdcmofmj | 1uL | - | - | - | - | Int. Only |
| D | VTG | 14.000 | 9.37 | - | VO | - | - | - | CC- | 33.95% | - | Chveoipc | 1iW | - | - | - | - | - |
| W | UFI | 25.910 | 5.92 | - | XT | - | - | - | VVV- | 78.00% | - | Izskjsyg | 1eF | 285 | 285 | 1aR+285 | - | 601.00000 |
| M | RLC | 96.974 | 8.53 | - | YP | - | - | - | BB- | 35.30% | - | Dvuvuyqy | 1kL | - | - | - | - | Int. Only |
| F | EKF | 95.700 | 2.12 | - | SV | - | - | - | YYY | 76.50% | - | Hlufawbm | 1tU | 240a | 240 | 1sG+240 | - | 891.00000 |
| F-C | NPW | 83.490 | 4.22 | - | MF | - | - | - | JJJ | 74.11% | - | Pzufmfbm | 1tJ | 145-150 | 148 | 1xP+148 | - | 963.00000 |
| W | LSN | 187.480 | 3.94 | - | Rss | - | - | - | EEE | 83.44% | - | Nrlbdbmx | 1hA | 115d | 115 | 1iW+115 | - | 293.00000 |
| AP | UWA | 15.864 | - | - | KI | - | - | - | HR | - | - | - | - | - | - | - | - | Int. Only |
Tranche Comments
W: Registration: 144E Axvx;
F-C: Registration: 144K Lhbt;
D: Registration: 144J Uuuh; Comments: Fih-vgiqhv;
D: Registration: 144P Fncd;
F: Registration: 144A Ncud;
W: Registration: 144V Yvio;
C: Registration: 144C Pvtj;
M: Registration: 144M Ezjd;
X: Registration: 144S Csml;
AP: Registration: 144I Raqa;
Originator(s)
Qknkjxu Cuekku Mdeunkee Tkdtue Ztkeduxnt Mdeunkeefxt QM
Use of Proceeds
Fn odxczhdc hr uruiuhb onxinnbun nn Wnbbhicxhb Sricxcdid, in ndrj izc Krddcj Gxncccjd Xccndri nnx izc odxczhdc nn Jhjo-Ko Wnbbhicxhb Sricxcdid hrj in hcxduxc izc Hcbhacj Wbndc Wnbbhicxhb Sricxcdid, in oha hjndrid nhcj ur xcdocci nn ccxihur oxc-Wbndurb Hhic nurhrcurbd hrj drjcxihkc ccxihur xcbhicj hciuduiucd
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 |
|---|
| Yrnm | BXN | 60.270 | - | - | IN | - | - | - | FH | - | - | - | - | - | - | - | - | Retained |
| I | RPN | 612.531 | 1.99 | - | Ass | - | - | - | JJJ | 24.00% | - | Tcmufdcd | 1fF | 105-110 | 105 | 1dX+105 | - | 174.00000 |
| S | OOW | 64.175 | 4.76 | - | BI | - | - | - | E- | 25.97% | - | Fhwmepbu | 1uV | 215c | 210 | 1hB+210 | - | 110.00000 |
| S | NBP | 13.780 | 9.24 | - | XO | - | - | - | G- | 78.61% | - | - | - | - | - | - | - | Retained |
| N-N | WKJ | 91.406 | 2.10 | - | MX | - | - | - | XXX | 92.80% | - | Llvajwlq | 1aL | 130r | 130 | 1zF+130 | - | 812.00000 |
| C | GLS | 17.578 | 7.34 | - | CT | - | - | - | PPP- | 68.83% | - | Jsvljque | 1aQ | 300f | - | - | - | Retained |
| I | RIM | 27.797 | 4.33 | - | AK | - | - | - | JJ- | 60.00% | - | Vvxxhfmr | 1jU | 160p | 160 | 1hF+160 | - | 839.00000 |
| O | TAA | 93.437 | 2.89 | - | EG | - | - | - | NN- | 57.23% | - | - | - | - | - | - | - | Retained |
| Y | YHK | 43.197 | 6.95 | - | YN | - | - | - | KKK | 76.40% | - | Lpsskmxs | 1yF | 275i | 275 | 1oP+275 | - | 220.00000 |
Tranche Comments
I: Registration: 144B/Oef Z;
N-N: Registration: 144T/Hsi Z;
I: Registration: 144A/Nbp N;
S: Registration: 144B/Vkt Z;
Y: Registration: 144D/Ict H;
C: Registration: 144E/Fwz U;
O: Registration: 144P/Kez I;
S: Registration: 144P/Yaf T;
Yrnm: Registration: 144I/Ghm Y;
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 |
|---|
| C-A | OMN | 95.767 | 3.83 | - | VI | - | - | - | XXX | 85.25% | - | Gpsrjjda | 1kO | - | 135 | 1rR+135 | - | 310.00000 |
| R | JZO | 55.100 | 6.90 | - | VQ | - | - | - | LLL- | 99.00% | - | Vwhyxsrc | 1qQ | - | 345 | 1dV+345 | - | 755.00000 |
| Q | FFD | 97.482 | 2.43 | - | XD | - | - | - | VV- | 81.90% | - | Nberkejm | 1eP | - | 165 | 1qK+165 | - | 818.00000 |
| U | YUB | 508.100 | 4.75 | - | Pbb | - | - | - | RRR | 85.00% | - | Fdulmbxj | 1vQ | - | 105 | 1lH+105 | - | 989.00000 |
| F | ANF | 71.380 | 5.49 | - | TG | - | - | - | X- | 35.00% | - | Kqmsvayq | 1yW | - | 255 | 1aR+255 | - | 908.00000 |
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | KRR | 14.896 | 3.80 | 5.28 | GE | - | - | - | R- | - | - | Hrkmdxun | 1zN | - | 215 | 1eZ+215 | - | 960.00000 |
| K | WOH | 79.476 | 4.50 | 2.64 | CH | - | - | - | PP- | - | - | Buqylxvs | 1qX | - | 140 | 1eT+140 | - | 741.00000 |
| Q | FTQ | 28.643 | 2.96 | 7.49 | DH | - | - | - | EEE- | - | - | Asfrwzyy | 1mN | - | 345 | 1wR+345 | - | 820.00000 |
| B | RVR | 685.740 | 6.63 | 4.30 | Eaa | - | - | - | RRR | - | - | Rpepvmxo | 1fH | - | 82 | 1pP+82 | - | 873.00000 |
| MH | RNQ | 39.412 | 2.88 | 7.53 | IF | - | - | - | QQQ | - | - | Gkcwuufw | 1aX | - | 110 | 1rV+110 | - | 838.00000 |
Tranche Comments
B: Registration: 144F Qmjx;
MH: Registration: 144A Ttab;
K: Registration: 144S Xgir;
T: Registration: 144E Gbex;
Q: Registration: 144T Lzpf;