BMO 2024-C8 Mortgage Trust

Tranches, pool and monthly delinquency indicator for BMO 2024-C8 Mortgage Trust.

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

Current pool balance: $624.6M (September 2026)
Original pool balance: $683.4M
Loans at issuance: 61
Closing date: 2024-03-01
Weighted average coupon at issuance: 6.81%
Weighted average LTV at issuance: 35.7%
30+ delinquent (latest): 3.13%
Realized stress score: 52.0
Net rating change since issuance: +0.09 notches

Tranches

Class	Original balance	Credit support (computed)	Coupon	CUSIP	Fitch	KBRA	S&P	Moody's	DBRS
A-1	$3.4M	99.50%	5.542% fixed	05593HAA2	AAA	AAA	AAA (sf)	not yet reported	not yet reported
A-2	$23.7M	96.03%	6.354% fixed	05593HAB0	AAA	AAA	AAA (sf)	not yet reported	not yet reported
A-5	$444.3M	31.01%	5.598% fixed	05593HAD6	AAA	AAA	AAA (sf)	not yet reported	not yet reported
A-S	$83.7M	18.76%	5.911% fixed	05593HAH7	AAA	AAA	AA+ (sf)	not yet reported	not yet reported
A-SB	$6.9M	17.75%	5.794% fixed	05593HAE4	AAA	AAA	AAA (sf)	not yet reported	not yet reported
B	$28.2M	13.63%	6.141% floating (WAC)	05593HAJ3	AA-	AA-	A+ (sf)	not yet reported	not yet reported
C	$25.8M	9.84%	6.235% floating (WAC)	05593HAK0	not yet reported	A-	BBB- (sf)	not yet reported	not yet reported
D-RR	$16.9M	7.38%	5.000% fixed	05593HAL8	not yet reported	BBB	BB+ (sf)	not yet reported	not yet reported
E-RR	$7.7M	6.25%	5.000% fixed	05593HAQ7	not yet reported	BBB-	BB (sf)	not yet reported	not yet reported
F-RR	$13.7M	4.25%	5.000% fixed	05593HAU8	not yet reported	BB-	BB- (sf)	not yet reported	not yet reported
G-RR	$6.8M	3.25%	5.000% fixed	05593HAY0	not yet reported	B-	B+ (sf)	not yet reported	not yet reported
J-RR	$22.2M	0.00%	5.000% fixed	05593HBC7	not yet reported	not yet reported	NR	not yet reported	not yet reported
R	not yet reported	not yet reported	not yet reported	05593HBJ2	not yet reported	not yet reported	not yet reported	not yet reported	not yet reported
S	not yet reported	not yet reported	not yet reported	05593HBG8	not yet reported	not yet reported	not yet reported	not yet reported	not yet reported
X-A	$478.4M	Interest only	1.402% floating	05593HAF1	AAA	AAA	AAA (sf)	not yet reported	not yet reported
X-B	$137.8M	Interest only	1.021% floating	05593HAG9	not yet reported	AAA	BBB- (sf)	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	61
Original loan balance	$787.1M
Weighted average coupon	6.81%
Weighted average LTV	35.7%
Median loan LTV	20.3%
Full-term interest only (share of balance)	78.7%
Balloon loans (share of balance)	100.0%
Largest loan (share of balance)	8.6%
Five largest loans (share of balance)	39.9%
Occupancy at issuance (weighted average)	92.1%

Realized outcomes

Months reported	31
Peak 30+ delinquency	3.13% (September 2026)
Ever severe (share of original balance)	2.49%
Ever modified (share of original balance)	0.00%
Past scheduled maturity (share of original balance)	0.00%
Non-performing matured (share of original balance)	93.33%
Maximum servicer advances (share of balance)	0.09%
Median DSCR, first year	1.68
Median DSCR, latest	1.64
Realized stress score	52.0

Property types

Property type	Original balance	Share of pool
Retail	$331.6M	42.1%
Industrial	$107.7M	13.7%
Other (code 98)	$65.0M	8.3%
Healthcare	$58.6M	7.4%
Multifamily	$58.0M	7.4%
Lodging	$35.5M	4.5%
Office	$13.8M	1.8%
Self storage	$9.5M	1.2%
Manufactured housing	$3.9M	0.5%

Property type is reported for 86.8% of the pool balance; shares are of the full pool.

Largest loans

Property	Location	Original balance	Share of pool	Coupon	Originated
DANBURY FAIR MALL	Danbury, CT	$68.0M	8.6%	6.39%	2024
60 HUDSON	New York, NY	$65.0M	8.3%	5.88%	2023
FAYETTE PAVILION	Fayetteville, GA	$65.0M	8.3%	6.96%	2024
Tekni-Plex Industrial Portfolio	not yet reported	$58.4M	7.4%	6.75%	2024
AXIS APARTMENTS	Chicago, IL	$58.0M	7.4%	6.88%	2023

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	16 of 16
Classes with a current rating in the dataset	14 of 16
Net rating change since issuance	+0.09 notches (balance-weighted)
Delinquency threshold crossed	December 2025
First downgrade	October 2025

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.