BMO 2024-C10 Mortgage Trust

Tranches, pool and monthly delinquency indicator for BMO 2024-C10 Mortgage Trust.

Data as of loan data through September 2026; ratings as held in the dataset at build

Current pool balance: $714.3M (September 2026)
Original pool balance: $724.0M
Loans at issuance: 50
Closing date: 2024-11-01
Weighted average coupon at issuance: 5.98%
Weighted average LTV at issuance: 33.4%
30+ delinquent (latest): 0.00%
Realized stress score: 26.5
Net rating change since issuance: +0.00 notches

Tranches

Class	Original balance	Credit support (computed)	Coupon	CUSIP	Fitch	KBRA	S&P	Moody's	DBRS
A-1	$1.3M	99.82%	4.897% fixed	096920AA1	PIF	WR	not yet reported	WR	not yet reported
A-3	$69.7M	90.19%	6.013% floating (WAC)	096920AB9	AAA	AAA	not yet reported	Aaa	not yet reported
A-4	$115.0M	74.30%	5.189% fixed	096920AC7	AAA	AAA	not yet reported	Aaa	not yet reported
A-5	$318.5M	30.31%	5.478% floating (WAC)	096920AD5	AAA	AAA	not yet reported	Aaa	not yet reported
A-S	$67.0M	21.06%	5.729% floating (WAC)	096920AH6	AAA	AAA	not yet reported	Aa2	not yet reported
A-SB	$2.2M	20.75%	5.464% floating (WAC)	096920AE3	AAA	AAA	not yet reported	Aaa	not yet reported
B	$39.8M	15.25%	6.079% floating (WAC)	096920AJ2	AA-	AA	not yet reported	not yet reported	not yet reported
C	$29.0M	11.25%	5.979% floating (WAC)	096920AK9	A-	A-	not yet reported	not yet reported	not yet reported
D	$7.5M	10.22%	4.500% floating (WAC)	096920AN3 +	BBB+	A-	not yet reported	not yet reported	not yet reported
E-RR	$16.1M	8.00%	6.094% floating (WAC)	096920AQ6	BBB-	BBB	not yet reported	not yet reported	not yet reported
F-RR	$15.4M	5.88%	6.094% floating (WAC)	096920AS2	BB-	BB+	not yet reported	not yet reported	not yet reported
G-RR	$10.9M	4.38%	6.094% floating (WAC)	096920AU7	B-	BB-	not yet reported	not yet reported	not yet reported
J-RR	$31.7M	0.00%	6.094% floating (WAC)	096920AW3	not yet reported	not yet reported	not yet reported	not yet reported	not yet reported
R	not yet reported	not yet reported	not yet reported	096920AY9	not yet reported	not yet reported	not yet reported	not yet reported	not yet reported
X-A	$506.8M	Interest only	0.610% floating	096920AF0	AAA	AAA	not yet reported	Aaa	not yet reported
X-B	$135.7M	Interest only	0.209% floating	096920AG8	A-	AAA	not yet reported	not yet reported	not yet reported
X-D	$7.5M	Interest only	1.594% floating	096920AL7 +	BBB+	AAA	not yet reported	not yet reported	not yet reported

Credit support is computed from the class stack order in the prospectus: the share of the deal's principal balance in classes junior to the class. Interest-only classes carry a notional balance and no principal support figure. Ratings are the latest held in the dataset for each class and agency; NR means the agency shows the class as not rated, WR that the rating was withdrawn, PIF that the class has been paid in full. Any other status value is shown exactly as the agency reports it. A + after a CUSIP marks a class with companion CUSIPs in the dataset.

Pool at issuance

Loans	50
Original loan balance	$1.02B
Weighted average coupon	5.98%
Weighted average LTV	33.4%
Median loan LTV	16.3%
Full-term interest only (share of balance)	96.3%
Balloon loans (share of balance)	100.0%
Largest loan (share of balance)	5.9%
Five largest loans (share of balance)	25.6%
Occupancy at issuance (weighted average)	95.7%

Realized outcomes

Months reported	23
Peak 30+ delinquency	0.00% (November 2024)
Ever severe (share of original balance)	3.92%
Ever modified (share of original balance)	0.00%
Past scheduled maturity (share of original balance)	0.00%
Non-performing matured (share of original balance)	13.86%
Maximum servicer advances (share of balance)	0.39%
Median DSCR, first year	1.79
Median DSCR, latest	1.91
Realized stress score	26.5

Property types

Property type	Original balance	Share of pool
Retail	$479.4M	47.0%
Industrial	$298.6M	29.3%
Office	$80.5M	7.9%
Multifamily	$76.6M	7.5%
Other (code 98)	$30.0M	2.9%
Mixed use	$28.0M	2.7%
Lodging	$25.5M	2.5%
Self storage	$1.2M	0.1%

Property type is reported for 100.0% of the pool balance; shares are of the full pool.

Largest loans

Property	Location	Original balance	Share of pool	Coupon	Originated
The Mall of Victor Valley	Victorville, CA	$60.0M	5.9%	6.72%	2024
Newport Centre	Jersey City, NJ	$60.0M	5.9%	5.44%	2024
Poindexter Industrial Portfolio	not yet reported	$54.1M	5.3%	5.65%	2024
White Oak Village	Richmond, VA	$44.5M	4.4%	6.10%	2024
["Milwaukee 7777", "Rockland", "Madison Heights", "Manchester", "Milwaukee 7676", "Huntley"]	["Milwaukee", "Rockland", "Madison Heights", "Manchester", "Milwaukee", "Huntley"], ["WI", "ME", "MI", "IA", "WI", "IL"]	$42.1M	4.1%	6.36%	2024

Delinquency and stress indicator

▬ 30+ days delinquent · ▬ Distressed (90+, foreclosure, REO, non-performing matured)

Monthly shares of the deal's reported balance, from the deal indicator series in the dataset. Months in which fewer than half of the reported loans carry a delinquency status code are not plotted.

Ratings

Classes with a CUSIP	17 of 17
Classes with a current rating in the dataset	15 of 17
Net rating change since issuance	+0.00 notches (balance-weighted)
Delinquency threshold crossed	Not crossed in the dataset
First downgrade	None recorded

Sources: SEC Form ABS-EE asset-level reports, Form 10-D distribution reports and the deal prospectus; rating histories published under SEC Rule 17g-7(b) and agency releases. Definitions are in the methods note on the market page.