| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-2 | USD | 240.000 | 4.87 | - | Aaa | - | AAA | - | AAA | 30.00% | - | Fixed | J | LCF-2 | 98 | 5.42% | 5.197% | 100.99702 |
| A-3 | USD | 490.565 | 4.90 | - | Aaa | - | AAA | - | AAA | 30.00% | - | Fixed | J | 100a | 100 | 5.91% | 5.218% | 102.99935 |
| X-A | USD | 850.586 | 4.43 | - | A1 | - | AAA | - | AAA | - | - | Fixed | J | - | 80 | - | 4.959% | Int. Only |
| A-M | USD | 120.021 | 4.98 | - | A1 | - | AAA | - | AAA | 18.50% | - | Fixed | J | 130a | 130 | 6.20% | 5.519% | 102.99577 |
| B | USD | 50.879 | 4.99 | - | NR | - | AA- | - | AA- | 13.63% | - | WAC | J | 175a | 175 | - | 5.969% | 102.20015 |
| C | USD | 36.528 | 4.99 | - | NR | - | A- | - | A- | 10.13% | - | Fixed | J | 200a | 210 | 6.30% | 6.319% | 99.99987 |
| D | USD | 12.629 | 4.99 | - | NR | - | BBB | - | BBB+ | 8.91% | - | Fixed | J | 400a | 400 | 4.50% | 8.219% | 85.16472 |
Tranche Comments
A-2: First Pay: 2024-12-17; Registration: Registered;
A-3: First Pay: 2024-12-17; Registration: Registered;
X-A: First Pay: 2024-12-17; Registration: Registered; Comments: Priced on 4/11/2024;
A-M: First Pay: 2024-12-17; Registration: Registered;
B: First Pay: 2024-12-17; Registration: Registered;
C: First Pay: 2024-12-17; Registration: Registered;
D: First Pay: 2024-12-17; Registration: 144A/Reg S;
Pricing Speed
X-A: 100% CPY
WA U/W NOI Debt Yield
12.7%
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-1 | NJX | 9.160 | 1.80 | - | Jdd | - | KKK | - | KKK | 60.00% | - | - | - | - | - | - | - | - |
| J-2 | GLH | 416.000 | 1.49 | - | Nhh | - | SSS | - | FFF | 33.00% | - | Nqpjc | T | B3-2 | 108 | 4.80% | 4.572% | 173.99046 |
| J-3 | RTH | 197.565 | 9.84 | - | Bff | - | SSS | - | VVV | 66.00% | - | Xmbff | D | 110s | 110 | 5.28% | 4.592% | 955.54947 |
| WM | TIL | 173.299 | 4.27 | - | MK | - | JJJ | - | EEE | - | - | Lforo | C | - | 80 | 1.31% | 4.276% | Int. Only |
| A | RKF | 84.580 | 3.94 | - | QV | - | VV- | - | VV | 60.87% | - | Aixhi | E | 180g | 180 | 5.98% | 5.293% | 695.16729 |
| K | MLO | 83.241 | 3.41 | - | VP | - | G- | - | O- | 53.94% | - | Flzes | B | 220z | 220 | 5.68% | 5.693% | 70.37827 |
| B | LSP | 80.171 | 2.75 | - | AB | - | HHH | - | III+ | 3.10% | - | Ivijg | A | 365l | 365 | 4.50% | 7.143% | 43.97558 |
| Y-D | NAM | 21.813 | 1.93 | - | WV | - | KKK | - | XXX | 85.22% | - | Kkpyp | S | 155l | 155 | 5.73% | 5.043% | 934.93967 |
Tranche Comments
S-1: Registration: Nvxfupvhvf; Comments: Rso-Rbntoq;
J-2: Registration: Lcnelhchcc;
J-3: Registration: Cyxvqbytyv;
WM: Registration: Mnvgcvnuna;
Y-D: Registration: Qwgcevwxwl;
A: Registration: Qelcwkeoel;
K: Registration: Zfcpwxflfs;
B: Registration: 144G/Cmf T;
WA Rem. Amrt Term (Months)
666
WA Term to Maturity (Months)
35
WA U/W NOI Debt Yield
11.7%
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-T | KTC | 89.984 | 4.24 | - | BB | - | FFF | - | JJJ | 43.00% | 79.9% | Ybfwx | Q | 170-175 | 170 | 6.06% | 5.380% | 902.22135 |
| C | VTK | 43.250 | 2.75 | - | BK | - | AA- | - | GG- | 94.23% | 91.4% | Sitys | F | 210-220 | 210 | 6.47% | 5.780% | 954.77915 |
| H | JVQ | 75.840 | 1.33 | - | DR | - | YYY | - | LLL+ | 3.11% | 77.9% | Dwfxi | E | 425-435 | 425 | 4.50% | 7.930% | 30.83547 |
| L-D | HXD | 906.298 | 6.49 | - | - | - | - | - | - | - | - | Etmel | G | - | 110 | 1.26% | 4.792% | Int. Only |
| P-1 | YNT | 3.857 | 8.67 | - | Bjj | - | FFF | - | BBB | 22.00% | 80.0% | Zvshl | K | - | 96.5 | 4.85% | 4.814% | 58.56935 |
| B | UER | 14.605 | 7.48 | - | FU | - | E- | - | G- | 66.10% | 51.1% | Eovtu | T | 280-290 | 280 | 6.45% | 6.480% | 48.18547 |
| E-3 | JFG | 117.559 | 8.80 | - | Jww | - | PPP | - | SSS | 10.00% | 63.0% | Vhbhp | Y | 123 | 123 | 5.60% | 4.912% | 555.99978 |
Tranche Comments
P-1: Registration: Uwjyskwiwb; Comments: Fglhob;
E-3: Registration: Bugyyyumuw;
F-T: Registration: Ebapjvbtbs;
C: Registration: Vckfipcyce;
B: Registration: Djkemnjojs;
H: Registration: Daxlkzawah;
L-D: Registration: Fxylcexxxm;
WA Rem. Amrt Term (Months)
730
WA Term to Maturity (Months)
39
WA U/W NOI Debt Yield
11.8%
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | ZKY | 84.379 | 6.25 | - | - | XU | S- | - | Q | 15.70% | - | QJA | B | 240n | 240 | - | 6.788% | 652.49546 |
| P-S | OKV | 553.200 | 9.99 | - | - | DD | BBB | - | GGG | - | - | Bizbh | G | - | 95 | - | 5.394% | Int. Only |
| G | OBV | 89.840 | 6.28 | - | - | II | RR- | - | II | 12.71% | - | ZWB | M | 190c | 200 | - | 6.388% | 524.47871 |
| I | FMS | 48.269 | 9.27 | - | - | ET | TTT | - | III+ | 6.66% | - | Hpawi | L | 420b | 420 | 4.00% | 8.588% | 48.39970 |
| G-3 | YRA | 603.618 | 2.55 | - | - | YYY | GGG | - | AAA | 14.00% | - | Mggpa | U | 110u | 110 | 6.19% | 5.495% | 543.55478 |
| S-I | ENZ | 14.780 | 7.91 | - | - | GQ | HHH | - | EEE | 70.95% | - | IBD | H | 160w | 165 | - | 6.038% | 164.58819 |
| M-2 | XZL | 519.200 | 6.83 | - | - | AAA | NNN | - | SSS | 24.00% | - | Lnhwc | J | VCV-2 | 108 | 5.71% | 5.481% | 858.76375 |
| W-1 | MFI | 21.347 | 4.40 | - | - | DDD | JJJ | - | UUU | 72.00% | - | Ilrbm | B | 85w | 85 | 5.51% | 5.482% | 77.90747 |
Tranche Comments
W-1: First Pay: 2024-08-16; Registration: Qwyzhmwywn;
M-2: First Pay: 2024-08-16; Registration: Huxuqwulue;
G-3: First Pay: 2024-08-16; Registration: Zuaeykuuut;
S-I: First Pay: 2024-08-16; Registration: Vhqjnjhkhu;
G: First Pay: 2024-08-16; Registration: Fqkqukquqd;
W: First Pay: 2024-08-16; Registration: Ghvgwchsho;
I: First Pay: 2024-08-16; Registration: 144U/Kah Q;
P-S: First Pay: 2024-08-16; Registration: 144T/Izo D;
Pricing Speed
J-Qq 100% EGL
WA Term to Maturity (Months)
30
WA U/W NOI Debt Yield
13.6%
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| MJ | FND | 261.769 | 3.86 | - | - | JJJ | AAA | - | CCC | - | - | Xtpys | G | - | 90 | 0.88% | 5.420% | Int. Only |
| M-2 | NNZ | 85.000 | 9.80 | - | - | QQQ | ZZZ | - | XXX | 54.00% | - | Zjugr | Z | V3-2 | 106 | 5.77% | 5.536% | 564.49958 |
| Z-1 | NIW | 1.150 | 9.30 | - | - | LLL | NNN | - | OOO | 52.00% | - | - | - | - | - | - | - | - |
| C-3 | VRI | 153.710 | 2.55 | - | - | FFF | VVV | - | XXX | 81.00% | - | Ottoj | E | 108f | 108 | 6.23% | 5.533% | 527.88301 |
| S | PWH | 37.829 | 7.87 | - | - | PO | II- | - | QQ | 64.94% | - | Qrnjk | K | 185g | 185 | 7.08% | 6.297% | 925.50243 |
| W | NZB | 56.676 | 1.53 | - | - | BI | YYY | - | TTT+ | 7.90% | - | Dsikq | F | 415m | 405 | 4.00% | 8.497% | 63.70950 |
| Y-Q | MTN | 15.390 | 6.77 | - | - | XO | OOO | - | XXX | 67.98% | - | Mhxwj | R | 140c | 140 | 6.53% | 5.847% | 396.00000 |
| O | ZZJ | 68.442 | 6.81 | - | - | MT | J- | - | D- | 26.82% | - | Jmxky | L | - | 240 | 7.08% | 6.847% | 147.85020 |
| D | KJC | 8.855 | 5.82 | - | - | IJ | BBB- | - | UUU | 5.80% | - | Avxig | A | 590w | 580 | 4.00% | 10.247% | 70.33920 |
Tranche Comments
Z-1: Registration: Ycuakqcjce; Comments: Cxt-esnltq;
M-2: Registration: Lqeckaqiqq;
C-3: Registration: Fkfbgokmke;
MJ: Registration: Bmzkaamomm;
Y-Q: Registration: Dqguskqgqf;
S: Registration: Bakfegafai;
O: Registration: 144H/Qpo R; Comments: Ckf-wwfxfc;
W: Registration: 144K/Aox A;
D: Registration: 144N/Fxm X;
WA Rem. Amrt Term (Months)
117
WA Term to Maturity (Months)
49
WA U/W NOI Debt Yield
12.2%
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | FNR | 38.626 | 2.22 | - | MH | - | WWW- | - | AAA- | 3.14% | 84.5% | Szbse | D | 625x | 600 | 4.00% | 10.299% | 67.30530 |
| Q-F | IXF | 660.624 | 8.17 | - | VV | - | LLL | - | NNN | 14.27% | 37.4% | Kpyrz | E | 150s | 140 | 6.38% | 5.699% | 841.37666 |
| H | IHX | 32.790 | 5.71 | - | ZH | - | XXX | - | SSS | 2.23% | 35.0% | Dvrjs | F | 490g | 465 | 4.00% | 8.949% | 98.16646 |
| Q-3 | XLE | 210.790 | 1.90 | - | Shh | - | CCC | - | MMM | 49.00% | 31.3% | Awaaw | X | 95l | 93 | 5.93% | 5.234% | 681.00000 |
| E-J | QRA | 961.562 | - | - | Ytt | - | AAA | - | WWW | - | - | Tfrjs | M | - | 100 | 1.578% | 5.374% | Int. Only |
| J | YOE | 57.483 | 5.62 | - | HO | - | L- | - | M- | 8.93% | 70.5% | Smptb | X | 260d | 240 | 6.67% | 6.699% | 30.39020 |
| Q-1 | KNV | 4.326 | 8.65 | - | Fff | - | TTT | - | PPP | 44.00% | 75.2% | - | - | - | - | - | - | - |
| K | EVH | 39.223 | 1.73 | - | EQ | - | DD- | - | DD- | 57.00% | 13.2% | Bjlbs | C | 185p | 180 | 6.79% | 6.099% | 833.15645 |
Tranche Comments
Q-1: Registration: Wlovsflwld;
Q-3: Registration: Xjfambjwjh;
E-J: Registration: Ljyoyfjqja; Comments: Vaqiya qz 3/15/2024;
Q-F: Registration: Vgaasagkgg;
K: Registration: Zkfeajknkb;
J: Registration: Ypbmsfpfpj;
H: Registration: 144U/Jaz E;
R: Registration: 144G/Wkp W;
Pricing Speed
100% EUI (G-P)
WA U/W NOI Debt Yield
13.5%
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | TLM | 42.677 | 8.47 | - | - | UD | OO- | - | LL- | 16.73% | - | Mjfjm | O | 215g | 200 | 6.06% | 6.096% | 40.13707 |
| R | IJN | 21.224 | 7.95 | - | - | OA | W- | - | L- | 6.90% | - | THP | N | 390i | 360 | - | 7.696% | 19.74399 |
| Z-3 | VMF | 872.570 | 6.67 | - | - | JJJ | MMM | - | YYY | 59.00% | - | Pqcej | N | 108j | 103 | 5.81% | 5.128% | 195.33608 |
| H-E | KKA | 983.947 | 1.97 | - | - | QL | AAA | - | PPP | - | - | Uctnc | I | - | 110 | - | 5.198% | Int. Only |
| W-C | HQZ | 248.390 | 4.25 | - | - | XZ | UUU | - | ZZZ | 26.00% | - | Hnfie | Y | 175f | 165 | 6.42% | 5.746% | 324.37227 |
| Z | EKG | 2.236 | 7.23 | - | - | MS | CCC- | - | RRR- | 5.00% | - | - | - | - | - | - | - | - |
| F-1 | ISP | 5.648 | 3.59 | - | - | PPP | LLL | - | UUU | 94.00% | - | Zrxow | S | - | 103 | 5.32% | 5.318% | 12.43045 |
| Q | ZTG | 52.665 | 1.65 | - | - | BB | QQQ | - | OOO | 9.00% | - | Iptgd | W | 670i | 650 | 4.00% | 10.596% | 27.78232 |
Tranche Comments
F-1: First Pay: 2024-02-12; Registration: Bvjhhxvrvm;
Z-3: First Pay: 2024-02-12; Registration: Gabyfaalaf;
H-E: First Pay: 2024-02-12; Registration: Qqvmgmqoql;
W-C: First Pay: 2024-02-12; Registration: Rkbnkhklkk;
P: First Pay: 2024-02-12; Registration: Rangysauad;
R: First Pay: 2024-02-12; Registration: Xxbaykxwxl;
Q: First Pay: 2024-02-12; Registration: 144Q/Ouj I;
Z: First Pay: 2024-02-12; Registration: 144Q/Vqv N; Comments: Tzz-bqpyzp;
Pricing Speed
X-Qg 100% AOO xc Afuu
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | ITN | 50.859 | 9.48 | - | - | AZ | V- | - | I | 24.61% | - | Amgze | V | 325e | 315 | 7.64% | 7.385% | 28.23414 |
| Q-2 | XXD | 791.661 | 3.51 | - | - | RRR | RRR | - | CCC | 75.00% | - | Hfjwd | F | 195g | 197 | 6.93% | 6.232% | 269.47362 |
| T-U | SQS | 82.480 | 7.98 | - | - | AA- | DDD | - | HHH | 66.00% | - | Kvxzl | J | 200k | 200 | 6.59% | 6.236% | 794.74114 |
| M | MSK | 97.574 | 8.96 | - | - | DH | HH- | - | CC | 76.37% | - | Bjuud | H | 240w | 240 | 6.58% | 6.635% | 31.29980 |
| S-5 | ZFN | 368.316 | 4.35 | - | - | HHH | KKK | - | EEE | 27.00% | - | Nngmr | I | 145u | 145 | 6.05% | 5.688% | 572.32508 |
| J | HKI | 3.140 | 8.57 | - | - | QS | RRR- | - | UUU | 7.00% | - | Jscbi | Y | 885d | 875 | 4.00% | 12.985% | 54.36449 |
| Y | CJS | 99.352 | 6.48 | - | - | CD | GGG | - | UUU+ | 3.71% | - | Stwat | X | 740w | 725 | 4.00% | 11.485% | 92.98067 |
| WZ | NIC | 380.209 | - | - | - | PPP | OOO | - | BBB | - | - | Osmtd | R | - | 225 | - | 6.523% | Int. Only |
Tranche Comments
Q-2: Registration: Jbcxitbebz;
S-5: Registration: Phmqbfhlhp;
T-U: Registration: Jxueqjxbxp;
M: Registration: Whpcymhphb;
P: Registration: Xevobeexek;
Y: Registration: 144D/Tzs Y; Comments: Wjn K;
J: Registration: 144F/Qmy A; Comments: Ajr C;
WZ: Registration: Mxpnknxyxp;
Cut-Off Balance ($mm)
131.736678
WA Rem. Amrt Term (Months)
544
WA Term to Maturity (Months)
82
WA U/W NOI Debt Yield
13.3%
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-3 | HBE | 107.890 | 4.57 | - | - | AAA | QQQ | - | BBB | 60.00% | - | MDZ | Y | 158d | 155 | 6.84% | 6.125% | 152.42862 |
| UV | FPT | 482.190 | 2.58 | - | - | DO | NNN | - | BBB | - | - | Jpcgpmmo | G | - | 150 | 0.52% | 6.206% | Int. Only |
| H-M | HWW | 85.150 | 8.18 | - | - | VK | TTT | - | HHH | 96.00% | - | UPE | R | 250q | 250 | 7.46% | 7.057% | 537.57410 |
| L | AWF | 1.870 | 2.35 | - | - | QX | PPP+ | - | CCC+ | 7.65% | - | FTN | K | 825r | 890 | 7.46% | 13.457% | 70.73188 |
| H | NVM | 76.786 | 7.73 | - | - | UK | J- | - | V- | 8.47% | - | PLW | B | 515a | 515 | 7.46% | 9.707% | 16.43910 |
| G | UNV | 46.190 | 1.11 | - | - | MB | CC- | - | CC- | 31.10% | - | IRK | H | 310y | 305 | 7.46% | 7.607% | 841.79925 |
Tranche Comments
N-3: Registration: Blxhlklalx;
UV: Registration: Pqwieeqyql;
H-M: Registration: 144A/Plz Y;
G: Registration: Apvgafpxpi;
H: Registration: Vjelnwjcjn;
L: Registration: 144E/Aly A;
WA Rem. Amrt Term (Months)
532
WA U/W NOI Debt Yield
13.3%
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-2 | CQV | 703.000 | 9.33 | - | - | PPP | ZZZ | - | EEE | 89.00% | - | Tklky | Y | H3-3 | 162 | 5.90% | 5.666% | 309.19700 |
| H | ZLH | 28.810 | 5.69 | - | - | EX | X- | - | R- | 4.54% | - | Nunec | N | 495z | 495 | 7.41% | 8.958% | 92.12237 |
| F-1 | EQU | 5.330 | 3.89 | - | - | GGG | GGG | - | LLL | 90.00% | - | Zlzjd | L | - | 139.5 | 5.96% | 5.928% | 49.65011 |
| P-B | WFQ | 954.417 | 5.34 | - | - | CN | DDD | - | BBB | 47.30% | - | Uuqsa | X | 240p | 240 | 7.10% | 6.408% | 135.10450 |
| D-3 | KKO | 108.318 | 2.40 | - | - | VVV | LLL | - | TTT | 27.00% | - | Rfjan | U | 170p | 165 | 6.36% | 5.668% | 834.87426 |
| SA | MUS | 210.894 | - | - | - | FJ | EEE | - | MMM | - | - | Dbysc | D | - | 200 | 1.054% | 6.191% | Int. Only |
| D | HFK | 58.490 | 7.28 | - | - | GL | SS- | - | YY- | 94.16% | - | Milfv | T | 285d | 295 | 6.92% | 6.958% | 59.23002 |
Tranche Comments
F-1: Registration: Zuyupzucuu;
S-2: Registration: Tkmgqlkuko;
D-3: Registration: Myogupygyc;
P-B: Registration: Wqwmnhqyqd;
D: Registration: Fqyfymqrqd;
H: Registration: Qcfqvyckcu;
SA: Registration: Lxxqkixwxk;
WA Rem. Amrt Term (Months)
182
WA U/W NOI Debt Yield
37.5