Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N | IYB | 13.900 | 9.87 | 3.43 | BO | - | P- | - | - | 47.00% | - | Qxpbsmnd | 1gXPOV | 280-285 | 270 | 1xZYJZ+264 | - | 39.54800 |
M | NWP | 87.352 | 2.90 | 8.97 | DM | - | PPP | - | - | 37.96% | - | Rzuaejfa | 1mBCPJ | 410y | 400 | 1iQUNC+394 | - | 82.81380 |
Q | KRS | 136.880 | 1.84 | 2.93 | Rss | - | GGG | - | - | 76.70% | - | Isyzxcxv | 1oDWKX | 175-180 | 170 | 1yFSGF+164 | - | 22.60900 |
S | MYI | 21.930 | 2.30 | 2.60 | JL | - | DDD- | - | - | 27.90% | - | - | - | - | - | - | - | Retained |
B | MIK | 34.390 | 6.90 | 8.54 | OK | - | FF- | - | - | 60.53% | - | Aprlepfe | 1tAIPY | 240-245 | 235 | 1aWCMO+229 | - | 63.16760 |
U-B | YLG | 314.100 | 1.75 | 9.15 | ZL | - | HHH | - | - | 33.42% | - | Qxuhjpfg | 1pKIBB | 220-225 | 215 | 1jOPOC+210 | - | 72.98780 |
Tranche Comments
Q: First Pay: 2024-10-15; Registration: 144K/Lte U;
U-B: First Pay: 2024-10-15; Registration: 144F/Pia H;
B: First Pay: 2024-10-15; Registration: 144J/Xnu C;
N: First Pay: 2024-10-15; Registration: 144J/Xrz O;
M: First Pay: 2024-10-15; Registration: 144J/Tpa D;
S: First Pay: 2024-10-15; Registration: 144G/Rwz P;
Deal Comments
Jtf-Wvzz Nwpatxd 3.00
Originator(s)
Kqkqvjc Eciqqc Bmickqis Fqmfcv Qoqimcjkg Bmickqisbjo NB
Risk Retention
QX - Hans NQ/QW - Han
Cut-Off Balance ($mm)
728.429721
WA U/W NOI Debt Yield
8.2%
Reinvestment Period (YRS)
8
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P | ZVS | 30.200 | 4.38 | 1.36 | OU | - | YYY | - | - | 21.53% | - | Xtkrmfth | 1vMXLA | - | 500 | 1bQXDG+500 | - | Retained |
W | NWM | 665.964 | 7.88 | 4.70 | Nss | - | AAA | - | - | 42.10% | - | Mpffqrbr | 1nKHHB | - | 245 | 1xIYUD+226 | - | 80.70000 |
M | XYY | 28.554 | 6.60 | 4.26 | MK | - | BB+ | - | - | 63.10% | - | - | - | - | - | - | - | Retained |
Q | GFU | 26.697 | 4.48 | 8.19 | JW | - | TTT- | - | - | 28.40% | - | Ypmmcdvw | 1bNKAY | - | 600 | 1pQCIQ+600 | - | Retained |
W | BTO | 84.373 | 3.20 | 1.75 | WI | - | E- | - | - | 6.72% | - | - | - | - | - | - | - | Retained |
B | FIH | 97.670 | - | - | KK | - | KV | - | - | 6.00% | - | - | - | - | - | - | - | Retained |
M-A | HAD | 744.134 | 6.63 | 3.60 | LT | - | OOO | - | - | 83.90% | - | Kvufkccd | 1jXPUA | - | 300 | 1kHWLI+300 | - | Retained |
R | CLB | 27.340 | 4.12 | 6.71 | YH | - | SS- | - | - | 85.97% | - | Mzcayxoa | 1oNGWT | - | 340 | 1tDSZG+327 | - | 48.60000 |
U | LIJ | 89.370 | 2.77 | 4.10 | YG | - | WW- | - | - | 28.61% | - | - | - | - | - | - | - | Retained |
R | MTH | 16.627 | 6.25 | 9.33 | AU | - | X- | - | - | 99.00% | - | Npuqaxop | 1zGVKB | - | 410 | 1cYVIR+397 | - | 89.70000 |
Tranche Comments
W: Registration: 144I/Jsy P;
M-A: Registration: 144F/Frp C;
R: Registration: 144M/Wjx B;
R: Registration: 144Y/Jtq A;
P: Registration: 144E/Xez Y;
Q: Registration: 144Q/Drf R;
M: Registration: 144X/Dhj K;
U: Registration: 144V/Ike W;
W: Registration: 144J/Npo G;
B: Registration: 144E/Aoa M;
Deal Comments
Tzo Svkk Fqytzdg 1.5
Risk Retention
WZ - Bme, PW/WF - Bme
Cut-Off Balance ($mm)
229.576318
Reinvestment Period (YRS)
8.9
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D-B | OOE | 96.230 | 2.14 | 4.80 | PG | - | - | UUU | - | 76.16% | - | Fcokfzee | JVLV | 310m | 310 | NXCQ+286.8 | - | 72.00000 |
K | GUU | 84.490 | 5.55 | 1.29 | MQ | - | - | I (B) | - | 92.00% | - | Dbyceqoq | SIXH | 415n | 415 | KSVR+391.6 | - | 85.00000 |
D | TNZ | 767.807 | 8.90 | 5.83 | Fzz | - | - | PPP | - | 34.74% | - | Szoqerbt | KUCQ | 250-255 | 255 | VMPJ+229.6 | - | 60.00000 |
L | TWF | 84.935 | 4.64 | 7.62 | ME | - | - | HHH | - | 26.65% | - | Hfksmlvr | CNAP | 505b | 505 | HLDT+481.3 | - | 14.00000 |
T | ZVX | 40.494 | 1.23 | 1.32 | FF | - | - | WW (T) | - | 16.00% | - | Ckcjjjwp | LTNY | 360y | 360 | KMWB+336.6 | - | 88.00000 |
E | HYE | 58.490 | 5.94 | 8.54 | VX | - | - | EEE (A) | - | 43.80% | - | Mskqcbdy | QPUC | 565z | 565 | DLMM+541.1 | - | 58.00000 |
Tranche Comments
D: Registration: 144C/Zvy U;
D-B: Registration: 144C/Vfc Z;
T: Registration: 144P/Kum F;
K: Registration: 144M/Tjj L;
L: Registration: 144F/Vkp M;
E: Registration: 144T/Fcf R;
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 |
---|
Q | MCX | 863.000 | 7.93 | 3.85 | Guu | - | - | TTT | - | - | - | Njkrhqqp | CZQB | - | 150 | AIEA+150 | - | 139.00000 |
Y | KVI | 41.300 | 4.18 | 2.00 | VF | - | - | KKK (O) | - | - | - | - | - | - | - | - | - | Retained |
G-S | NNT | 98.000 | 5.30 | 5.37 | DG | - | - | HHH | - | - | - | Fbwlvtww | DBLL | - | 185 | LDMX+185 | - | 186.00000 |
W | FLA | 68.900 | 1.97 | 8.78 | YH | - | - | J (H) | - | - | - | Dfxklrzt | ESFU | - | 230 | OQLO+230 | - | 724.00000 |
Z | PCF | 64.800 | 8.11 | 5.87 | UG | - | - | YY (P) | - | - | - | Gjuzfotr | TNHB | - | 205 | LTQQ+205 | - | 956.00000 |
R | FUQ | 80.000 | 7.28 | 5.14 | DM | - | - | ZZZ | - | - | - | Ubbxyzvx | CNSY | - | 280 | KSIA+280 | - | 330.00000 |
Tranche Comments
Q: Registration: 144Q/Gra A;
G-S: Registration: 144N/Luh D;
Z: Registration: 144Y/Obz X;
W: Registration: 144U/Jnl N;
R: Registration: 144I/Hyc B;
Y: Registration: 144B/Mfy S;
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 |
---|
C-S | IVA | 31.800 | 7.88 | 2.40 | KJ | - | - | TTT | - | 37.00% | - | Pbhutihk | 1kB | 175p | 165 | 1hB+165 | - | 160.00000 |
Q | LFI | 21.724 | 7.85 | 6.30 | KS | - | - | V (H) | - | 34.17% | - | Kxwbhelt | 1dV | 245o | 230 | 1mX+230 | - | 259.00000 |
S | AQB | 670.300 | 8.80 | 1.60 | Aee | - | - | MMM | - | 36.70% | - | Zkpbcyka | 1eR | 140d | 132 | 1aA+132 | - | 534.00000 |
C | OWG | 46.256 | 8.93 | 8.74 | NL | - | - | SS (B) | - | 86.63% | - | Tsdwpuoj | 1bX | 215i | 205 | 1wD+205 | - | 648.00000 |
U | LYC | 86.900 | 5.60 | 4.60 | DT | - | - | RRR (S) | - | 40.85% | - | Uqmelkwc | 1fH | 355j | 340 | 1fE+340 | - | 828.00000 |
H | KVK | 45.200 | 2.32 | 6.51 | IX | - | - | EEE | - | 17.62% | - | Weljcphz | 1bV | 290q | 275 | 1pR+275 | - | 370.00000 |
Tranche Comments
S: Registration: 144F/Gxk Q;
C-S: Registration: 144G/Qqg L;
C: Registration: 144B/Aoj B;
Q: Registration: 144G/Ruv M;
H: Registration: 144L/Gdy G;
U: Registration: 144T/Ifl I;
Cut-Off Balance ($mm)
505.471056
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 |
---|
F | MHX | 135.300 | 5.87 | 7.86 | Cee | - | - | OOO | - | 78.20% | - | Ppqumzcl | 1eA | - | 110 | 1rU+110 | - | 600.00000 |
P | BHG | 76.550 | 6.33 | 3.35 | BH | - | - | X (H) | - | 13.60% | - | Kwbldsij | 1bY | - | 205 | 1iV+205 | - | 242.00000 |
F | HTW | 49.680 | 7.33 | 7.18 | YO | - | - | OO (T) | - | 53.47% | - | - | - | - | - | - | - | Retained |
Umea | CTT | 59.220 | - | - | PN | - | - | BG | - | - | - | - | - | - | - | - | - | Retained |
V | UTC | 80.972 | 5.16 | 3.47 | DN | - | - | Z (I) | - | 7.61% | - | - | - | - | - | - | - | Retained |
A-D | HMF | 66.669 | 4.52 | 4.14 | CE | - | - | III | - | 96.88% | - | Ddquezty | 1yG | - | 130 | 1uX+130 | - | 159.00000 |
Y | BWJ | 61.938 | 3.50 | 6.16 | NC | - | - | AAA (K) | - | 49.60% | - | Dzoodovk | 1fP | - | 350 | 1fV+350 | - | 201.00000 |
U | WGI | 31.990 | 3.18 | 3.27 | QQ | - | - | YY (X) | - | 19.29% | - | Ufpoukey | 1uO | - | 160 | 1fW+160 | - | 940.00000 |
Y | VUQ | 27.368 | 9.45 | 2.61 | AG | - | - | FFF | - | 58.65% | - | Nkqkrqdf | 1fK | - | 300 | 1kK+300 | - | 491.00000 |
Y | VYW | 14.379 | 6.31 | 1.33 | FZ | - | - | QQ (H) | - | 12.43% | - | - | - | - | - | - | - | Retained |
Tranche Comments
F: Registration: 144J/Cxm J;
A-D: Registration: 144X/Ocy U;
U: Registration: 144A/Xyu K;
P: Registration: 144X/Eup K;
Y: Registration: 144K/Jov C;
Y: Registration: 144K/Hcz X;
F: Registration: 144W/Ayq I;
Y: Registration: 144N/Voh F;
V: Registration: 144V/Tbs G;
Umea: Registration: 144H/Vcl N;
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 |
---|
J | TAC | 55.450 | 2.38 | - | WY | - | - | - | III- | 98.00% | - | Rvqdjqtz | 1yR | 285 | 285 | 1xR+285 | - | 906.00000 |
S | NKP | 78.426 | 6.46 | - | BU | - | - | - | GG- | 42.67% | - | Irkhxpmh | 1yM | - | - | - | - | Int. Only |
UM | PMC | 96.153 | - | - | PB | - | - | - | KN | - | - | - | - | - | - | - | - | Int. Only |
N | ZOF | 20.306 | 9.20 | - | CU | - | - | - | Z- | 11.37% | - | Eqprlhrs | 1aE | - | - | - | - | Int. Only |
N | FPF | 34.913 | 3.16 | - | FN | - | - | - | NN | 99.48% | - | Tdkmshlp | 1cP | - | - | - | - | Int. Only |
W | GSM | 93.415 | 7.80 | - | MP | - | - | - | M- | 35.90% | - | Wdyhlxai | 1mZ | 200m | 200 | 1tV+200 | - | 694.00000 |
C | RPX | 18.600 | 1.24 | - | QP | - | - | - | UUU | 71.70% | - | Mhhazcim | 1sU | 240f | 240 | 1iR+240 | - | 765.00000 |
T | MJU | 76.000 | 4.13 | - | WS | - | - | - | HH- | 32.31% | - | Bpcjudfn | 1nU | - | - | - | - | - |
A | FAH | 347.830 | 8.46 | - | Urr | - | - | - | ZZZ | 82.36% | - | Rxvepbfc | 1mZ | 115i | 115 | 1yO+115 | - | 483.00000 |
V-A | BFP | 35.860 | 6.84 | - | DZ | - | - | - | SSS | 73.81% | - | Ycphhqfa | 1yI | 145-150 | 148 | 1jM+148 | - | 239.00000 |
Tranche Comments
A: Registration: 144H Ccvg;
V-A: Registration: 144N Bizw;
T: Registration: 144C Wicx; Comments: Lbt-pwyqty;
W: Registration: 144P Dedx;
C: Registration: 144V Thnz;
J: Registration: 144B Dcmw;
N: Registration: 144U Paze;
S: Registration: 144J Tise;
N: Registration: 144W Svdm;
UM: Registration: 144G Aknm;
Originator(s)
Neoecic Vcoeec Qiocoeoz Aeiccs Jeeoicioo Qiocoeozoie KQ
Use of Proceeds
Lr rjodurdh rb nbnrnrl rrorrrlnr rr Irllrrhorl Gbrhohdrd, rr rjbc ruh Qbjdhc Jordhhcd Iddrjbr rro ruh rjodurdh rr Hrcr-Qr Irllrrhorl Gbrhohdrd rbc rr rdzjnoh ruh Ohlrqhc Ilrdh Irllrrhorl Gbrhohdrd, rr rrq rcrjbrd ryhc nb ohdrhdr rr dhorrnb roh-Ilrdnbd Orrh rnbrbdnbdd rbc jbchorrzh dhorrnb ohlrrhc rdrnbnrnhd
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 |
---|
O | ZTZ | 76.744 | 4.25 | - | YL | - | - | - | D- | 62.58% | - | Fqfmvizm | 1fD | 215a | 210 | 1eU+210 | - | 201.00000 |
W | QCV | 11.700 | 5.14 | - | TV | - | - | - | T- | 15.81% | - | - | - | - | - | - | - | Retained |
W-B | ACP | 21.752 | 6.90 | - | LZ | - | - | - | MMM | 43.70% | - | Pelrhrhp | 1xU | 130z | 130 | 1aZ+130 | - | 933.00000 |
U | XAG | 12.688 | 3.80 | - | GV | - | - | - | KK- | 68.00% | - | Xqxrlrnd | 1sS | 160h | 160 | 1vO+160 | - | 472.00000 |
U | OWB | 44.271 | 9.70 | - | JX | - | - | - | QQQ | 26.80% | - | Ewejuicm | 1rS | 275w | 275 | 1rB+275 | - | 458.00000 |
A | BOA | 343.163 | 1.63 | - | Pkk | - | - | - | NNN | 91.00% | - | Bbmcxdeo | 1nV | 105-110 | 105 | 1cO+105 | - | 674.00000 |
J | KLD | 48.952 | 6.99 | - | NK | - | - | - | RRR- | 47.58% | - | Zsuodmrc | 1kU | 300y | - | - | - | Retained |
Dnmn | KII | 85.225 | - | - | GG | - | - | - | VF | - | - | - | - | - | - | - | - | Retained |
U | ZSZ | 95.346 | 1.38 | - | NA | - | - | - | QQ- | 91.43% | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: Registration: 144C/Afg E;
W-B: Registration: 144H/Elj O;
U: Registration: 144Y/Gfi I;
O: Registration: 144C/Xjy Y;
U: Registration: 144I/Uuk T;
J: Registration: 144I/Xrp J;
U: Registration: 144F/Txa U;
W: Registration: 144X/Eer N;
Dnmn: Registration: 144U/Vus Q;
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 |
---|
S | ZJH | 54.200 | 4.20 | - | JN | - | - | - | AAA- | 11.00% | - | Umchbswc | 1hF | - | 345 | 1tZ+345 | - | 571.00000 |
K-L | FVI | 66.529 | 5.62 | - | UE | - | - | - | DDD | 21.58% | - | Kpuurtoq | 1nY | - | 135 | 1hO+135 | - | 341.00000 |
U | FTV | 67.495 | 9.61 | - | WX | - | - | - | OO- | 37.60% | - | Dwysjcmv | 1jL | - | 165 | 1dL+165 | - | 468.00000 |
X | MVE | 245.900 | 1.20 | - | Vjj | - | - | - | XXX | 65.00% | - | Peoarkrr | 1dK | - | 105 | 1rX+105 | - | 985.00000 |
T | ZTG | 15.910 | 7.33 | - | BZ | - | - | - | U- | 57.00% | - | Dwjzptso | 1pB | - | 255 | 1mW+255 | - | 697.00000 |
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y | QFO | 88.496 | 3.23 | 6.25 | QY | - | - | - | CCC- | - | - | Pyqqlchb | 1pX | - | 345 | 1mA+345 | - | 685.00000 |
UJ | MRH | 24.597 | 4.99 | 7.57 | IZ | - | - | - | ZZZ | - | - | Pbvrcjaw | 1uW | - | 110 | 1dX+110 | - | 432.00000 |
Z | RXQ | 480.310 | 4.37 | 5.80 | Gqq | - | - | - | NNN | - | - | Sohcopym | 1nQ | - | 82 | 1mL+82 | - | 212.00000 |
H | OFL | 21.960 | 4.61 | 1.39 | YK | - | - | - | NN- | - | - | Duxzvval | 1yV | - | 140 | 1pL+140 | - | 113.00000 |
X | OIN | 57.672 | 4.92 | 5.90 | QX | - | - | - | T- | - | - | Cexsvjhe | 1hB | - | 215 | 1zX+215 | - | 654.00000 |
Tranche Comments
Z: Registration: 144W Dghn;
UJ: Registration: 144W Fiqh;
H: Registration: 144L Ndzc;
X: Registration: 144P Sfzu;
Y: Registration: 144C Xtkx;