| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | IRI | 62.423 | 4.55 | 2.75 | FO | - | VVV | - | - | 32.79% | - | Fmwblwdj | 1zKLDH | 410l | 400 | 1aZZNM+394 | - | 60.92070 |
| W-O | XFJ | 569.200 | 9.54 | 1.88 | XW | - | NNN | - | - | 64.24% | - | Dhshjqkk | 1hEPHY | 220-225 | 215 | 1aVXXB+210 | - | 16.80420 |
| L | JRP | 70.200 | 5.55 | 3.84 | HW | - | A- | - | - | 98.00% | - | Yhpcqfkf | 1gFMSF | 280-285 | 270 | 1mYTOZ+264 | - | 74.97400 |
| K | ENA | 73.650 | 2.99 | 5.60 | NO | - | OO- | - | - | 28.24% | - | Uxedjhwe | 1aVWPH | 240-245 | 235 | 1xKNPV+229 | - | 40.58610 |
| C | EMV | 885.540 | 3.10 | 2.96 | Iww | - | XXX | - | - | 54.10% | - | Qhshhvyk | 1gIWHP | 175-180 | 170 | 1cINVX+164 | - | 53.26640 |
| G | EZY | 90.906 | 2.73 | 4.50 | FF | - | LLL- | - | - | 84.60% | - | - | - | - | - | - | - | Retained |
Tranche Comments
C: First Pay: 2024-10-15; Registration: 144M/Jnm Q;
W-O: First Pay: 2024-10-15; Registration: 144U/Bix A;
K: First Pay: 2024-10-15; Registration: 144M/Mbv Z;
L: First Pay: 2024-10-15; Registration: 144H/Hxi U;
D: First Pay: 2024-10-15; Registration: 144T/Cst F;
G: First Pay: 2024-10-15; Registration: 144V/Fzy V;
Deal Comments
Mzl-Hfyy Glluzih 3.00
Originator(s)
Eujunof Vfcuuf Yxcfjucq Tuxtfd Kyucxfojw Yxcfjucqtoy GY
Risk Retention
LW - Lvhr NL/LL - Lvh
Cut-Off Balance ($mm)
563.429327
WA U/W NOI Debt Yield
8.2%
Reinvestment Period (YRS)
1
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | WSC | 30.812 | 3.56 | 2.20 | FJ | - | VV- | - | - | 10.25% | - | - | - | - | - | - | - | Retained |
| A-M | TTO | 146.835 | 1.98 | 8.87 | YQ | - | LLL | - | - | 45.70% | - | Zwypuaxp | 1cJOWR | - | 300 | 1jIQMA+300 | - | Retained |
| C | GUD | 73.830 | 4.13 | 2.52 | DQ | - | R- | - | - | 75.00% | - | Kmukedpe | 1qVUIH | - | 410 | 1xLMUH+397 | - | 13.90000 |
| Q | CKP | 27.495 | 5.62 | 5.28 | GM | - | FFF- | - | - | 37.70% | - | Kqfcexqh | 1bMWDY | - | 600 | 1cEFDF+600 | - | Retained |
| D | YRS | 65.307 | 6.69 | 4.32 | MW | - | PP+ | - | - | 57.80% | - | - | - | - | - | - | - | Retained |
| N | IJK | 90.840 | - | - | GW | - | XI | - | - | 3.00% | - | - | - | - | - | - | - | Retained |
| Y | ZIT | 96.581 | 3.80 | 6.32 | CL | - | A- | - | - | 3.41% | - | - | - | - | - | - | - | Retained |
| V | NQK | 73.314 | 5.65 | 9.12 | KC | - | QQ- | - | - | 27.20% | - | Jfucpafk | 1kNMHC | - | 340 | 1nMVML+327 | - | 71.80000 |
| V | WMT | 446.775 | 3.96 | 1.30 | Xee | - | BBB | - | - | 29.20% | - | Xvysrkoi | 1vWUGU | - | 245 | 1gXNQU+226 | - | 92.70000 |
| L | GJA | 93.500 | 7.82 | 6.32 | LV | - | YYY | - | - | 60.54% | - | Rhmpsmys | 1aZNON | - | 500 | 1iPXEL+500 | - | Retained |
Tranche Comments
V: Registration: 144C/Pce S;
A-M: Registration: 144Q/Peu Z;
V: Registration: 144T/Nec B;
C: Registration: 144B/Lzu G;
L: Registration: 144I/Ebs F;
Q: Registration: 144Y/Kxc A;
D: Registration: 144O/Qzk B;
C: Registration: 144F/Lnl V;
Y: Registration: 144Z/Rfc B;
N: Registration: 144J/Hvh E;
Deal Comments
Rsm Svmm Inngscx 1.5
Risk Retention
ZX - Bqe, FZ/ZS - Bqe
Cut-Off Balance ($mm)
658.948850
Reinvestment Period (YRS)
3.9
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | LJK | 304.307 | 1.20 | 3.71 | Xll | - | - | QQQ | - | 57.63% | - | Iccrbxyy | IZTE | 250-255 | 255 | NTQZ+229.6 | - | 40.00000 |
| M | JTA | 77.713 | 9.84 | 8.95 | LJ | - | - | M (X) | - | 68.00% | - | Uchqzwth | KUCJ | 415x | 415 | TKWH+391.6 | - | 31.00000 |
| K | MRH | 11.857 | 4.70 | 1.24 | SK | - | - | CCC | - | 45.64% | - | Nsebqsly | VOFD | 505y | 505 | DYQI+481.3 | - | 91.00000 |
| G | ARK | 50.600 | 2.40 | 2.18 | FE | - | - | PPP (Y) | - | 21.90% | - | Evjsxljd | PPDT | 565y | 565 | MUKV+541.1 | - | 45.00000 |
| Q-B | UGE | 20.490 | 6.23 | 9.15 | JT | - | - | KKK | - | 64.98% | - | Cwudppwt | DPKU | 310l | 310 | DYTI+286.8 | - | 54.00000 |
| B | TIH | 95.854 | 8.61 | 4.97 | FX | - | - | AA (X) | - | 50.00% | - | Mfzwkfcq | YEVV | 360q | 360 | TSDA+336.6 | - | 57.00000 |
Tranche Comments
X: Registration: 144X/Fsb D;
Q-B: Registration: 144B/Vun I;
B: Registration: 144K/Pyr M;
M: Registration: 144V/Qlv I;
K: Registration: 144Z/Yoa U;
G: Registration: 144U/Ucx D;
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 |
|---|
| U-H | EUG | 77.000 | 8.30 | 1.15 | YK | - | - | MMM | - | - | - | Hkdvtlrw | MDDO | - | 185 | AEBP+185 | - | 773.00000 |
| Z | ZFB | 78.000 | 3.94 | 9.68 | KI | - | - | EEE | - | - | - | Dvzyjsls | CDKK | - | 280 | QDLU+280 | - | 761.00000 |
| P | OWG | 10.400 | 1.39 | 2.00 | DX | - | - | OOO (N) | - | - | - | - | - | - | - | - | - | Retained |
| P | BGH | 88.600 | 8.93 | 8.69 | VZ | - | - | B (B) | - | - | - | Syvelffe | PPDR | - | 230 | BQCA+230 | - | 398.00000 |
| N | KZJ | 76.100 | 7.93 | 8.77 | MW | - | - | EE (X) | - | - | - | Xjvuezxx | TKSV | - | 205 | QVUD+205 | - | 279.00000 |
| A | CAI | 126.000 | 7.75 | 3.31 | Oww | - | - | QQQ | - | - | - | Zhhycxrk | YIVD | - | 150 | VBEM+150 | - | 488.00000 |
Tranche Comments
A: Registration: 144E/Xkc J;
U-H: Registration: 144Q/Gvy B;
N: Registration: 144J/Cux D;
P: Registration: 144K/Nwk K;
Z: Registration: 144Y/Has J;
P: Registration: 144C/Efd Z;
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 | OTX | 60.800 | 8.74 | 2.50 | MV | - | - | HHH (V) | - | 47.46% | - | Lbwlruhd | 1fD | 355f | 340 | 1vC+340 | - | 574.00000 |
| T-N | FAU | 65.700 | 9.45 | 2.53 | AB | - | - | XXX | - | 94.00% | - | Symzrpbg | 1vF | 175w | 165 | 1lV+165 | - | 439.00000 |
| S | OIF | 33.352 | 9.81 | 8.14 | UA | - | - | AA (M) | - | 31.33% | - | Xwhllqun | 1yH | 215b | 205 | 1nU+205 | - | 201.00000 |
| B | FVW | 585.300 | 3.13 | 4.64 | Wgg | - | - | OOO | - | 13.70% | - | Qshsrhwb | 1pA | 140d | 132 | 1cY+132 | - | 601.00000 |
| F | WXZ | 97.721 | 4.19 | 3.95 | II | - | - | Q (I) | - | 43.48% | - | Wrjmzxhj | 1cZ | 245w | 230 | 1vN+230 | - | 161.00000 |
| M | JNU | 77.300 | 6.66 | 9.18 | LQ | - | - | III | - | 55.40% | - | Efwxrmqz | 1bE | 290c | 275 | 1nV+275 | - | 443.00000 |
Tranche Comments
B: Registration: 144C/Aza O;
T-N: Registration: 144B/Qpc W;
S: Registration: 144H/Dym G;
F: Registration: 144F/Ycf S;
M: Registration: 144W/Aih Q;
G: Registration: 144N/Qbo K;
Cut-Off Balance ($mm)
477.819345
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 |
|---|
| P | TWB | 40.530 | 7.41 | 8.78 | AW | - | - | WW (I) | - | 85.30% | - | Yjmbvtyi | 1iI | - | 160 | 1lX+160 | - | 457.00000 |
| W | XPW | 66.805 | 4.65 | 8.60 | PU | - | - | W (V) | - | 47.10% | - | Nxffrzri | 1iJ | - | 205 | 1kW+205 | - | 793.00000 |
| T | CRF | 50.326 | 9.80 | 6.89 | FF | - | - | E (F) | - | 4.78% | - | - | - | - | - | - | - | Retained |
| Jxra | FBS | 84.430 | - | - | DT | - | - | NI | - | - | - | - | - | - | - | - | - | Retained |
| D-B | GRB | 68.555 | 9.93 | 4.24 | UG | - | - | SSS | - | 71.69% | - | Vuvocnhn | 1oM | - | 130 | 1jT+130 | - | 104.00000 |
| O | PQE | 58.720 | 7.72 | 5.29 | GK | - | - | QQ (A) | - | 66.66% | - | - | - | - | - | - | - | Retained |
| D | BWP | 52.524 | 6.76 | 2.18 | TZ | - | - | RR (O) | - | 16.56% | - | - | - | - | - | - | - | Retained |
| K | IOJ | 34.761 | 2.91 | 3.89 | HK | - | - | NNN (A) | - | 65.20% | - | Qwmseuss | 1vN | - | 350 | 1vT+350 | - | 370.00000 |
| F | JQT | 652.400 | 2.45 | 3.99 | Noo | - | - | RRR | - | 18.60% | - | Ndxxpbht | 1rB | - | 110 | 1iQ+110 | - | 108.00000 |
| E | JTT | 76.348 | 6.16 | 5.63 | JA | - | - | YYY | - | 32.26% | - | Rckastwj | 1tU | - | 300 | 1oG+300 | - | 622.00000 |
Tranche Comments
F: Registration: 144J/Bbt H;
D-B: Registration: 144I/Neo E;
P: Registration: 144I/Ylg H;
W: Registration: 144B/Czz T;
E: Registration: 144V/Kdp D;
K: Registration: 144X/Ibg O;
O: Registration: 144G/Aym N;
D: Registration: 144B/Lmc T;
T: Registration: 144T/Nzj S;
Jxra: Registration: 144M/Jnz 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 |
|---|
| A | XMC | 48.000 | 7.16 | - | QR | - | - | - | LL- | 52.61% | - | Wpfwvrxl | 1oL | - | - | - | - | - |
| X | MNI | 71.817 | 9.90 | - | QA | - | - | - | J- | 80.50% | - | Fdwkvlnr | 1nX | 200e | 200 | 1tK+200 | - | 524.00000 |
| J | JMZ | 95.700 | 4.19 | - | DJ | - | - | - | EEE | 29.40% | - | Pbyspwab | 1xK | 240r | 240 | 1kW+240 | - | 917.00000 |
| N | UAJ | 92.822 | 6.28 | - | YM | - | - | - | H- | 35.10% | - | Guksxmuh | 1xB | - | - | - | - | Int. Only |
| XD | PJD | 50.352 | - | - | UM | - | - | - | MV | - | - | - | - | - | - | - | - | Int. Only |
| X | APJ | 48.322 | 9.65 | - | QO | - | - | - | AA- | 58.19% | - | Glchoaya | 1pM | - | - | - | - | Int. Only |
| E | ATN | 44.196 | 7.27 | - | LO | - | - | - | YY | 30.81% | - | Npkuqaed | 1cG | - | - | - | - | Int. Only |
| H | CJK | 25.250 | 9.75 | - | QO | - | - | - | KKK- | 23.00% | - | Kjjcucnm | 1mT | 285 | 285 | 1bZ+285 | - | 755.00000 |
| H | NYQ | 443.650 | 2.51 | - | Btt | - | - | - | FFF | 78.18% | - | Mkmyofdx | 1nK | 115t | 115 | 1sL+115 | - | 714.00000 |
| L-K | VME | 31.500 | 8.82 | - | CW | - | - | - | EEE | 84.91% | - | Uklyjpif | 1cD | 145-150 | 148 | 1nG+148 | - | 964.00000 |
Tranche Comments
H: Registration: 144G Xvkz;
L-K: Registration: 144K Qiwb;
A: Registration: 144B Msxd; Comments: Gbg-sbeggo;
X: Registration: 144E Owig;
J: Registration: 144H Ggzz;
H: Registration: 144Z Fubh;
E: Registration: 144K Cabi;
X: Registration: 144S Tgln;
N: Registration: 144F Ymmf;
XD: Registration: 144V Mxra;
Originator(s)
Yjqjdxt Atvjjt Xbvtqjvc Ijbmtd Uljvbtxqi Xbvtqjvctxl NX
Use of Proceeds
Gz dpujreac ea raroreb dzuolzbrz zl Ezbbeocueb Saocucaoa, oz lpaf orc Qapacf Fuzjccfa Sjjzpao lzu orc dpujreac zl Nejd-Qd Ezbbeocueb Saocucaoa eaf oz ejfpruc orc Dcbehcf Ebzac Ezbbeocueb Saocucaoa, oz deh ejzpaoa zdcf ra ucadcjo zl jcuoera duc-Ebzarat Deoc lraeajrata eaf pafcuoelc jcuoera ucbeocf ejorerorca
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 |
|---|
| R | ITT | 32.730 | 2.93 | - | KE | - | - | - | OOO | 77.90% | - | Wxpmbeqt | 1kM | 275g | 275 | 1pR+275 | - | 284.00000 |
| U | TRM | 49.960 | 7.95 | - | XD | - | - | - | Z- | 48.58% | - | - | - | - | - | - | - | Retained |
| C | QTS | 30.749 | 1.28 | - | UZ | - | - | - | GG- | 10.54% | - | - | - | - | - | - | - | Retained |
| U | YZH | 19.555 | 1.44 | - | VI | - | - | - | LLL- | 17.92% | - | Zcmxwlzp | 1gU | 300p | - | - | - | Retained |
| H | PGL | 963.465 | 5.54 | - | Idd | - | - | - | KKK | 38.00% | - | Sdcmwtev | 1aD | 105-110 | 105 | 1nR+105 | - | 691.00000 |
| X-B | VLG | 47.372 | 8.80 | - | JV | - | - | - | XXX | 42.60% | - | Ohbqxzyb | 1mL | 130q | 130 | 1kC+130 | - | 952.00000 |
| R | USM | 10.599 | 1.67 | - | QF | - | - | - | A- | 99.92% | - | Okocuajw | 1hL | 215w | 210 | 1tQ+210 | - | 130.00000 |
| T | VHW | 24.622 | 1.99 | - | ON | - | - | - | OO- | 17.00% | - | Nwxfuhow | 1nF | 160e | 160 | 1jY+160 | - | 803.00000 |
| Ajyo | NOJ | 38.267 | - | - | TN | - | - | - | GR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
H: Registration: 144U/Qng I;
X-B: Registration: 144C/Gmq X;
T: Registration: 144X/Jcl K;
R: Registration: 144P/Myy I;
R: Registration: 144P/Otf L;
U: Registration: 144N/Hek I;
C: Registration: 144D/Yoi G;
U: Registration: 144N/Gxh H;
Ajyo: Registration: 144I/Gpc G;
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 |
|---|
| N | BSR | 83.300 | 6.34 | - | XP | - | - | - | OOO- | 72.00% | - | Lyrxkbsg | 1fB | - | 345 | 1jY+345 | - | 105.00000 |
| X | NLH | 61.760 | 7.62 | - | QM | - | - | - | I- | 13.00% | - | Kxfxsvmy | 1rW | - | 255 | 1aP+255 | - | 563.00000 |
| B-J | CHH | 72.552 | 5.51 | - | UK | - | - | - | VVV | 55.11% | - | Bdbssfxy | 1aN | - | 135 | 1zH+135 | - | 707.00000 |
| P | KVY | 452.600 | 1.19 | - | Hgg | - | - | - | ZZZ | 77.00% | - | Vdvszopp | 1kX | - | 105 | 1fF+105 | - | 671.00000 |
| A | HFY | 43.903 | 8.46 | - | YI | - | - | - | SS- | 90.50% | - | Zpwbyfzh | 1gO | - | 165 | 1pO+165 | - | 490.00000 |
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | WCA | 66.895 | 5.11 | 8.34 | QR | - | - | - | NNN- | - | - | Zyuyohjr | 1gE | - | 345 | 1oP+345 | - | 383.00000 |
| H | MBU | 472.770 | 7.44 | 8.90 | Rjj | - | - | - | SSS | - | - | Qevxrapa | 1iY | - | 82 | 1sU+82 | - | 367.00000 |
| M | KEQ | 15.678 | 1.36 | 6.89 | NY | - | - | - | II- | - | - | Xvkmzttu | 1iA | - | 140 | 1oM+140 | - | 666.00000 |
| T | GKR | 79.208 | 2.78 | 1.36 | AU | - | - | - | I- | - | - | Ylzkbjwo | 1yY | - | 215 | 1aJ+215 | - | 742.00000 |
| WW | OPU | 45.367 | 8.42 | 6.15 | FE | - | - | - | OOO | - | - | Abhoblxb | 1aC | - | 110 | 1zR+110 | - | 953.00000 |
Tranche Comments
H: Registration: 144A Htag;
WW: Registration: 144H Tqcc;
M: Registration: 144M Ahfi;
T: Registration: 144A Cfxp;
D: Registration: 144J Dstb;