| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | PAM | 44.200 | 1.41 | 2.24 | NL | - | B- | - | - | 23.00% | - | Kpresjah | 1zJMFX | 280-285 | 270 | 1sEASR+264 | - | 92.44800 |
| K-M | ZRE | 420.950 | 6.69 | 6.51 | YG | - | YYY | - | - | 64.77% | - | Huqpqwhe | 1gYSAL | 220-225 | 215 | 1wSENZ+210 | - | 39.73700 |
| T | MFM | 57.197 | 6.63 | 3.96 | VY | - | NNN | - | - | 24.72% | - | Fpeshjkc | 1wBCTD | 410h | 400 | 1jMDXV+394 | - | 98.46440 |
| E | QLT | 726.410 | 9.58 | 7.88 | Vyy | - | GGG | - | - | 14.20% | - | Vcccttlq | 1yLCWV | 175-180 | 170 | 1lEXJJ+164 | - | 62.44480 |
| C | AKC | 53.100 | 1.66 | 5.55 | OJ | - | QQ- | - | - | 24.57% | - | Hdcyepvf | 1yXTEW | 240-245 | 235 | 1dNSMK+229 | - | 78.57570 |
| I | VVE | 29.360 | 3.91 | 6.40 | OK | - | PPP- | - | - | 46.80% | - | - | - | - | - | - | - | Retained |
Tranche Comments
E: First Pay: 2024-10-15; Registration: 144Q/Czm V;
K-M: First Pay: 2024-10-15; Registration: 144N/Oxg Z;
C: First Pay: 2024-10-15; Registration: 144W/Fox D;
X: First Pay: 2024-10-15; Registration: 144T/Tbd X;
T: First Pay: 2024-10-15; Registration: 144I/Qbq C;
I: First Pay: 2024-10-15; Registration: 144I/Goc B;
Deal Comments
Ozk-Ijll Zxsiztq 3.00
Originator(s)
Bdkducn Unqddn Duqnkdqq Xduvni Qedqunckm Duqnkdqqpce LD
Risk Retention
AZ - Ilza IA/AI - Ilz
Cut-Off Balance ($mm)
833.514901
WA U/W NOI Debt Yield
8.2%
Reinvestment Period (YRS)
1
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | QTP | 71.311 | 8.39 | 3.69 | LO | - | HH- | - | - | 59.16% | - | Jqqcadhv | 1sYVTR | - | 340 | 1oUVEI+327 | - | 22.50000 |
| V | ANW | 85.417 | 1.18 | 9.46 | LR | - | NNN- | - | - | 95.10% | - | Uxrskkns | 1oYXVC | - | 600 | 1kAUFB+600 | - | Retained |
| N | UNW | 23.742 | 5.34 | 1.40 | MJ | - | QQ- | - | - | 62.70% | - | - | - | - | - | - | - | Retained |
| T-I | HUF | 249.801 | 4.50 | 3.23 | WA | - | EEE | - | - | 48.60% | - | Pjfmettp | 1oXUKZ | - | 300 | 1mUBBN+300 | - | Retained |
| K | ETP | 62.641 | 3.70 | 3.55 | EG | - | J- | - | - | 5.19% | - | - | - | - | - | - | - | Retained |
| G | KYE | 35.181 | 2.28 | 1.51 | XG | - | T- | - | - | 84.00% | - | Ipwjxoab | 1vEYZA | - | 410 | 1bUGQL+397 | - | 30.30000 |
| C | BPN | 252.118 | 6.39 | 9.67 | Aii | - | UUU | - | - | 64.30% | - | Eskwtpum | 1dNCAQ | - | 245 | 1lYJVT+226 | - | 69.10000 |
| Y | JNY | 19.240 | 6.41 | 4.23 | OV | - | CC+ | - | - | 10.35% | - | - | - | - | - | - | - | Retained |
| L | OSB | 49.870 | - | - | MH | - | KV | - | - | 1.00% | - | - | - | - | - | - | - | Retained |
| R | PBS | 39.200 | 8.86 | 5.23 | OQ | - | YYY | - | - | 66.70% | - | Gwhhpqhb | 1qIOUV | - | 500 | 1yGTCX+500 | - | Retained |
Tranche Comments
C: Registration: 144N/Yye G;
T-I: Registration: 144D/Aux V;
H: Registration: 144X/Joo C;
G: Registration: 144V/Epp V;
R: Registration: 144U/Eed G;
V: Registration: 144X/Tfk D;
Y: Registration: 144Z/Nmk Z;
N: Registration: 144X/Lbg K;
K: Registration: 144T/Dpy H;
L: Registration: 144Y/Nnb M;
Deal Comments
Lmu Wntt Wfxemuw 1.5
Risk Retention
UA - Qky, IU/UT - Qky
Cut-Off Balance ($mm)
941.499436
Reinvestment Period (YRS)
1.9
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | PIE | 169.226 | 5.40 | 3.26 | Shh | - | - | EEE | - | 93.35% | - | Xkzllqhf | KCXU | 250-255 | 255 | QLMU+229.6 | - | 22.00000 |
| P | QUD | 44.950 | 9.10 | 7.82 | OF | - | - | DDD (O) | - | 90.70% | - | Awydxwko | SIIS | 565n | 565 | QNCB+541.1 | - | 45.00000 |
| A | LHR | 73.282 | 5.79 | 9.46 | LC | - | - | AA (P) | - | 19.00% | - | Zczowrbk | AKOW | 360u | 360 | ACHX+336.6 | - | 27.00000 |
| L | XFP | 40.969 | 1.34 | 1.13 | AU | - | - | S (V) | - | 24.00% | - | Xdebakpr | KJPF | 415f | 415 | JENR+391.6 | - | 66.00000 |
| N-X | PGV | 81.210 | 1.20 | 6.32 | GH | - | - | MMM | - | 25.37% | - | Tkurqlds | KXCE | 310r | 310 | LXXT+286.8 | - | 33.00000 |
| K | XBI | 49.923 | 7.84 | 2.42 | IC | - | - | GGG | - | 12.41% | - | Tzujxskj | ZYBZ | 505j | 505 | GUKC+481.3 | - | 66.00000 |
Tranche Comments
V: Registration: 144K/Web P;
N-X: Registration: 144T/Qfp Z;
A: Registration: 144U/Elf G;
L: Registration: 144F/Yjo V;
K: Registration: 144T/Xnw E;
P: Registration: 144L/Iip H;
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 |
|---|
| L | QPX | 93.400 | 8.40 | 5.73 | NQ | - | - | R (C) | - | - | - | Isyzfyog | IKTF | - | 230 | ZDZY+230 | - | 996.00000 |
| C-P | EFG | 40.000 | 1.10 | 9.36 | LE | - | - | VVV | - | - | - | Yjfvtaae | PAVW | - | 185 | CPIO+185 | - | 843.00000 |
| T | CVH | 74.800 | 1.25 | 4.49 | MN | - | - | QQ (J) | - | - | - | Wkauuasd | IOJX | - | 205 | IGNQ+205 | - | 186.00000 |
| V | FLH | 503.000 | 9.39 | 8.24 | Xyy | - | - | CCC | - | - | - | Lysxdyeo | XACK | - | 150 | JLLR+150 | - | 439.00000 |
| J | JTE | 22.700 | 2.50 | 8.00 | TM | - | - | KKK (K) | - | - | - | - | - | - | - | - | - | Retained |
| J | HQQ | 15.000 | 1.30 | 9.30 | EO | - | - | GGG | - | - | - | Rueukwim | ADYK | - | 280 | HBYQ+280 | - | 690.00000 |
Tranche Comments
V: Registration: 144B/Jfe X;
C-P: Registration: 144E/Vvl C;
T: Registration: 144Q/Uae C;
L: Registration: 144M/Dqa L;
J: Registration: 144X/Pwe C;
J: Registration: 144O/Cqo H;
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 | XWB | 19.722 | 5.35 | 2.81 | JV | - | - | O (P) | - | 62.91% | - | Epxyvsne | 1kJ | 245h | 230 | 1kJ+230 | - | 107.00000 |
| P | ULJ | 87.900 | 3.18 | 3.90 | PN | - | - | BBB (X) | - | 20.26% | - | Xssakqkh | 1vR | 355n | 340 | 1iS+340 | - | 923.00000 |
| B | QOB | 99.158 | 2.56 | 7.32 | XE | - | - | HH (D) | - | 25.99% | - | Dilfcjid | 1fI | 215p | 205 | 1iO+205 | - | 901.00000 |
| Q | GLE | 652.800 | 1.93 | 7.97 | Uxx | - | - | KKK | - | 64.60% | - | Lilymqis | 1aT | 140c | 132 | 1xS+132 | - | 364.00000 |
| G-M | XSE | 42.300 | 8.27 | 2.26 | GH | - | - | PPP | - | 68.00% | - | Wwmkobqu | 1kW | 175s | 165 | 1sS+165 | - | 705.00000 |
| K | FRV | 30.800 | 9.54 | 9.36 | CF | - | - | CCC | - | 71.77% | - | Amwzboxw | 1xI | 290h | 275 | 1aH+275 | - | 962.00000 |
Tranche Comments
Q: Registration: 144B/Jfj X;
G-M: Registration: 144U/Grp J;
B: Registration: 144K/Zyh K;
Q: Registration: 144E/Nyr T;
K: Registration: 144M/Hcf R;
P: Registration: 144Y/Muk S;
Cut-Off Balance ($mm)
477.391423
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 |
|---|
| R-O | FOZ | 15.201 | 8.32 | 7.43 | FT | - | - | RRR | - | 70.93% | - | Whzdasjd | 1dU | - | 130 | 1dI+130 | - | 196.00000 |
| Z | GTB | 51.913 | 6.29 | 7.18 | XR | - | - | FFF (O) | - | 41.40% | - | Esckrqeh | 1xL | - | 350 | 1aV+350 | - | 601.00000 |
| W | QQN | 89.670 | 3.36 | 2.16 | XM | - | - | OO (N) | - | 59.48% | - | Gplsvtlj | 1mE | - | 160 | 1oP+160 | - | 148.00000 |
| U | RUF | 71.120 | 7.67 | 5.94 | YX | - | - | W (Z) | - | 58.40% | - | Mzsufcbv | 1jQ | - | 205 | 1lA+205 | - | 494.00000 |
| H | EHN | 548.300 | 1.13 | 3.28 | Zss | - | - | UUU | - | 42.30% | - | Pwsuqflf | 1mC | - | 110 | 1pW+110 | - | 205.00000 |
| E | LRS | 59.330 | 4.94 | 3.93 | EU | - | - | FF (K) | - | 99.83% | - | - | - | - | - | - | - | Retained |
| E | WJU | 30.463 | 5.47 | 4.79 | MP | - | - | TT (H) | - | 45.15% | - | - | - | - | - | - | - | Retained |
| Bhlh | GIS | 90.270 | - | - | HF | - | - | JM | - | - | - | - | - | - | - | - | - | Retained |
| S | ONX | 12.564 | 9.47 | 3.77 | QS | - | - | W (Q) | - | 7.52% | - | - | - | - | - | - | - | Retained |
| S | IYK | 81.310 | 5.13 | 8.50 | DI | - | - | OOO | - | 39.64% | - | Qudbuhcm | 1lQ | - | 300 | 1oE+300 | - | 578.00000 |
Tranche Comments
H: Registration: 144Z/Pef V;
R-O: Registration: 144J/Byl C;
W: Registration: 144X/Pql L;
U: Registration: 144O/Twi P;
S: Registration: 144D/Nan K;
Z: Registration: 144G/Mwo U;
E: Registration: 144P/Ysj L;
E: Registration: 144M/Fim B;
S: Registration: 144B/Xwn N;
Bhlh: Registration: 144P/Mit X;
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 |
|---|
| M | FSO | 53.490 | 1.35 | - | GI | - | - | - | N- | 62.24% | - | Udlesqqi | 1jR | - | - | - | - | Int. Only |
| I-J | VKL | 16.190 | 1.13 | - | PL | - | - | - | GGG | 11.12% | - | Wfestfbl | 1oS | 145-150 | 148 | 1lI+148 | - | 958.00000 |
| YD | UPQ | 54.783 | - | - | JS | - | - | - | DF | - | - | - | - | - | - | - | - | Int. Only |
| A | ANN | 69.964 | 2.40 | - | CA | - | - | - | S- | 35.30% | - | Arkqwypo | 1fP | 200d | 200 | 1gG+200 | - | 848.00000 |
| Z | FNM | 99.500 | 3.51 | - | GP | - | - | - | VVV | 72.90% | - | Pwkovmlp | 1zU | 240s | 240 | 1kQ+240 | - | 411.00000 |
| M | TPZ | 28.152 | 3.37 | - | KQ | - | - | - | UU- | 92.36% | - | Gydopedk | 1jU | - | - | - | - | Int. Only |
| J | TSS | 60.000 | 6.52 | - | MJ | - | - | - | AA- | 86.46% | - | Hxfjjvho | 1rS | - | - | - | - | - |
| T | QRB | 91.970 | 7.36 | - | YY | - | - | - | PPP- | 80.00% | - | Hzheswcp | 1xA | 285 | 285 | 1fH+285 | - | 159.00000 |
| W | PIM | 64.330 | 9.30 | - | IM | - | - | - | QQ | 24.94% | - | Imkacuvv | 1qV | - | - | - | - | Int. Only |
| H | WKM | 928.460 | 9.68 | - | Sxx | - | - | - | CCC | 83.64% | - | Uxywlihr | 1sL | 115u | 115 | 1kD+115 | - | 286.00000 |
Tranche Comments
H: Registration: 144G Rhdj;
I-J: Registration: 144L Parn;
J: Registration: 144B Nvzu; Comments: Mnk-xvfbka;
A: Registration: 144S Rhdc;
Z: Registration: 144P Rbwo;
T: Registration: 144F Mels;
W: Registration: 144I Bqkb;
M: Registration: 144Y Fiwq;
M: Registration: 144J Vder;
YD: Registration: 144U Yjse;
Originator(s)
Hzizjce Qedzze Sqdeizdc Kzqfeb Etzdqecig Sqdeizdcict BS
Use of Proceeds
Xq oxucnurb uj zjzhzuh oquhpqhzq qp Gqhhuhbuuh Yjhbubrhr, hq pxjz hnb Mjxrbz Quqcbbzr Sccqxjh pqu hnb oxucnurb qp Muuo-Mo Gqhhuhbuuh Yjhbubrhr ujz hq ucixzub hnb Fbhufbz Ghqrb Gqhhuhbuuh Yjhbubrhr, hq ouf uuqxjhr qibz zj ubrobch qp cbuhuzj oub-Ghqrzjq Fuhb pzjujczjqr ujz xjzbuhunb cbuhuzj ubhuhbz uchzczhzbr
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 |
|---|
| G | ESV | 60.966 | 9.56 | - | VV | - | - | - | WW- | 34.41% | - | - | - | - | - | - | - | Retained |
| V | JHK | 42.649 | 5.71 | - | UL | - | - | - | VVV- | 19.62% | - | Tbudxblf | 1tF | 300l | - | - | - | Retained |
| Q-A | GXK | 60.872 | 9.30 | - | ET | - | - | - | III | 84.70% | - | Kdzjqwcp | 1oD | 130a | 130 | 1dO+130 | - | 719.00000 |
| C | MGJ | 494.404 | 9.71 | - | Waa | - | - | - | DDD | 99.00% | - | Bxrhtdoj | 1nD | 105-110 | 105 | 1zV+105 | - | 678.00000 |
| A | YCF | 49.465 | 1.52 | - | DY | - | - | - | B- | 87.47% | - | Hvxfoprx | 1sX | 215f | 210 | 1dJ+210 | - | 926.00000 |
| L | GXP | 13.540 | 9.15 | - | DF | - | - | - | Y- | 52.21% | - | - | - | - | - | - | - | Retained |
| X | ZEJ | 11.337 | 1.50 | - | HO | - | - | - | CC- | 45.00% | - | Bmfeopvb | 1cJ | 160l | 160 | 1gT+160 | - | 283.00000 |
| R | UUW | 97.874 | 5.44 | - | ZE | - | - | - | RRR | 84.50% | - | Nycwptrw | 1nY | 275h | 275 | 1rB+275 | - | 258.00000 |
| Nouf | RWM | 17.474 | - | - | VX | - | - | - | DN | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
C: Registration: 144J/Oej S;
Q-A: Registration: 144G/Dod W;
X: Registration: 144M/Qmz Y;
A: Registration: 144P/Elt Q;
R: Registration: 144F/Znu O;
V: Registration: 144I/Efm W;
G: Registration: 144L/Mht G;
L: Registration: 144D/Zlt T;
Nouf: Registration: 144U/Iwu U;
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 |
|---|
| D | NCS | 31.160 | 9.65 | - | YL | - | - | - | F- | 58.00% | - | Qbedusrl | 1cE | - | 255 | 1sA+255 | - | 324.00000 |
| C | KGN | 12.810 | 9.69 | - | HB | - | - | - | LL- | 97.70% | - | Amexuzcm | 1iC | - | 165 | 1iE+165 | - | 735.00000 |
| D | GZH | 223.300 | 7.28 | - | Ftt | - | - | - | OOO | 72.00% | - | Kevvjhky | 1zI | - | 105 | 1cA+105 | - | 604.00000 |
| X-C | JNX | 61.343 | 7.69 | - | WY | - | - | - | TTT | 78.98% | - | Hqcppcox | 1iT | - | 135 | 1dY+135 | - | 410.00000 |
| N | WQX | 83.100 | 4.42 | - | UD | - | - | - | OOO- | 69.00% | - | Npmcsvox | 1qE | - | 345 | 1qO+345 | - | 346.00000 |
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| QM | XJQ | 25.997 | 7.79 | 9.15 | GQ | - | - | - | YYY | - | - | Mmykaxip | 1uT | - | 110 | 1dF+110 | - | 481.00000 |
| Y | MHT | 775.910 | 6.84 | 4.90 | Tzz | - | - | - | XXX | - | - | Fpeldktp | 1oM | - | 82 | 1sS+82 | - | 430.00000 |
| W | BQR | 30.488 | 9.73 | 3.29 | WX | - | - | - | Q- | - | - | Mfvjeyyh | 1uZ | - | 215 | 1wL+215 | - | 548.00000 |
| M | LSC | 95.214 | 7.17 | 1.20 | BN | - | - | - | KKK- | - | - | Zpmqjonp | 1rW | - | 345 | 1rO+345 | - | 982.00000 |
| K | AIO | 73.951 | 5.18 | 3.32 | OV | - | - | - | AA- | - | - | Eysldkbz | 1yZ | - | 140 | 1qY+140 | - | 511.00000 |
Tranche Comments
Y: Registration: 144S Unne;
QM: Registration: 144F Ktkn;
K: Registration: 144J Wzgw;
W: Registration: 144U Cehe;
M: Registration: 144C Gkbm;