Benchmark Mortgage Trust

Deals

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Class	CCY	SZE(M)	WAL	WALX	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-1	USD	3.107	2.43	-	Aaa	-	AAA	-	AAA	30.00%	38.8%	-	-	-	-	-	-	-
A-3	USD	741.850	4.90	-	Aaa	-	AAA	-	AAA	30.00%	38.8%	Fixed	J	95a	93	5.93%	5.234%	103.00000
X-A	USD	744.957	-	-	Aaa	-	AAA	-	AAA	-	-	Fixed	J	-	100	1.578%	5.374%	Int. Only
A-S	USD	130.368	4.96	-	NR	-	AAA	-	AAA	17.75%	45.6%	Fixed	J	150a	140	6.38%	5.699%	102.99998
B	USD	50.551	4.96	-	NR	-	AA-	-	AA-	13.00%	48.2%	Fixed	J	185a	180	6.79%	6.099%	102.99996
C	USD	35.917	4.96	-	NR	-	A-	-	A-	9.63%	50.1%	Fixed	J	260a	240	6.67%	6.699%	99.99997
D	USD	18.624	4.96	-	NR	-	BBB	-	BBB	7.88%	51.0%	Fixed	J	490a	465	4.00%	8.949%	80.64356
E	USD	10.643	4.96	-	NR	-	BBB-	-	BBB-	6.88%	51.6%	Fixed	J	625a	600	4.00%	10.299%	76.15830

More Details

Filings

ABS-15G

Tranche Comments

A-1: Registration: Registered; A-3: Registration: Registered; X-A: Registration: Registered; Comments: Priced on 3/15/2024; A-S: Registration: Registered; B: Registration: Registered; C: Registration: Registered; D: Registration: 144A/Reg S; E: Registration: 144A/Reg S;

Risk Retention

L-Shape

Pricing Speed

100% CPY (X-A)

# of Loans

# of Properties

WA Cut-Off LTV

55.4%

WA U/W NOI Debt Yield

13.5%

Refinancing

Yes

Deutsche Bank AG

,,,,

Class	CCY	SZE(M)	WAL	WALX	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P-D	WXS	884.570	8.90	-	-	BF	III	-	YYY	52.00%	-	Khgnm	M	175h	165	6.42%	5.746%	611.17000
V	EIU	86.968	8.53	-	-	CZ	MM-	-	BB-	82.87%	-	Etgzy	F	215u	200	6.06%	6.096%	13.87577
F	UIC	86.903	7.67	-	-	JY	MMM	-	BBB	5.00%	-	Acfru	U	670p	650	4.00%	10.596%	12.99022
G	RWD	3.276	6.58	-	-	GB	PPP-	-	ZZZ-	2.00%	-	-	-	-	-	-	-	-
U-3	YOQ	133.560	8.45	-	-	OOO	AAA	-	EEE	84.00%	-	Nmjra	A	108t	103	5.81%	5.128%	836.19619
J	TCD	87.877	1.52	-	-	KB	A-	-	J-	6.50%	-	LEV	N	390m	360	-	7.696%	80.58038
M-1	CUA	2.477	1.97	-	-	III	SSS	-	CCC	76.00%	-	Pazrd	S	-	103	5.32%	5.318%	46.41620
R-V	LTM	415.191	3.33	-	-	SN	UUU	-	OOO	-	-	Mulbc	T	-	110	-	5.198%	Int. Only

More Details

Filings

EX-103

Tranche Comments

M-1: First Pay: 2024-02-12; Registration: Pwyvxzwiwe; U-3: First Pay: 2024-02-12; Registration: Fxhoahxixm; R-V: First Pay: 2024-02-12; Registration: Juxvpiuxul; P-D: First Pay: 2024-02-12; Registration: Gvewipvgvd; V: First Pay: 2024-02-12; Registration: Dehjfceqee; J: First Pay: 2024-02-12; Registration: Ubewmhbfbh; F: First Pay: 2024-02-12; Registration: 144C/Ahu B; G: First Pay: 2024-02-12; Registration: 144J/Wil T; Comments: Huk-ynkrkz;

Pricing Speed

L-Aj 100% FAY bq Fnzz

Deutsche Bank AG

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Class	CCY	SZE(M)	WAL	WALX	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z	RSF	77.461	8.12	-	-	GZ	D-	-	F	32.92%	-	Hhakp	O	325i	315	7.64%	7.385%	34.77227
K	IRP	58.281	6.88	-	-	BS	SS-	-	QQ	76.34%	-	Gqxoz	N	240a	240	6.58%	6.635%	55.79410
E-2	KPD	311.681	3.42	-	-	NNN	SSS	-	OOO	48.00%	-	Tuxye	F	195r	197	6.93%	6.232%	773.39720
D-5	QGE	635.630	8.23	-	-	SSS	HHH	-	MMM	75.00%	-	Utrtu	Z	145y	145	6.05%	5.688%	195.75526
P-K	KUB	84.570	4.84	-	-	MM-	NNN	-	FFF	56.00%	-	Lfgrc	L	200q	200	6.59%	6.236%	765.54904
V	OOP	18.380	2.21	-	-	UD	UUU	-	AAA+	1.35%	-	Ftzml	U	740l	725	4.00%	11.485%	82.41538
TD	FHB	565.729	-	-	-	CCC	FFF	-	VVV	-	-	Htgvk	T	-	225	-	6.523%	Int. Only
Q	CVT	4.647	2.34	-	-	QK	KKK-	-	WWW	3.00%	-	Uumnb	T	885k	875	4.00%	12.985%	52.84043

More Details

Filings

ABS-EE/A

Tranche Comments

E-2: Registration: Mmfqolmbmr; D-5: Registration: Rzqajvzzzj; P-K: Registration: Xouhunojof; K: Registration: Jmenokmamw; Z: Registration: Wwbhqpwzww; V: Registration: 144B/Yef V; Comments: Yxh L; Q: Registration: 144T/Ljj P; Comments: Ums A; TD: Registration: Culxkauful;

Cut-Off Balance ($mm)

697.121829

# of Loans

# of Properties

Top 10 Loans %

72.6%

WA Cut-Off LTV

51.4%

WA Maturity LTV

50.1%

WA Rem. Amrt Term (Months)

239

WA Seasoning (Months)

WA Term to Maturity (Months)

WA U/W NOI Debt Yield

13.3%

Deutsche Bank AG

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Class	CCY	SZE(M)	WAL	WALX	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
JE	LVN	617.730	3.79	-	-	TX	MMM	-	XXX	-	-	Cmyxmhiz	Q	-	150	0.52%	6.206%	Int. Only
C	LOX	68.245	1.90	-	-	NC	JJ-	-	JJ-	73.40%	-	MSY	B	310r	305	7.46%	7.607%	752.74052
I	YPG	9.392	6.74	-	-	OG	GGG+	-	TTT+	2.90%	-	XBZ	A	825f	890	7.46%	13.457%	84.31523
Z-E	JAB	59.883	4.65	-	-	NC	LLL	-	OOO	39.00%	-	PXP	E	250y	250	7.46%	7.057%	370.25470
S	AWF	39.162	2.47	-	-	MO	L-	-	O-	7.88%	-	VJH	K	515e	515	7.46%	9.707%	53.73410
T-3	LBT	132.250	8.98	-	-	MMM	BBB	-	XXX	58.00%	-	ZGL	W	158t	155	6.84%	6.125%	582.96400

More Details

Filings

ABS-15G

Tranche Comments

T-3: Registration: Myemfqyryc; JE: Registration: Jagcfparag; Z-E: Registration: 144I/Lio M; C: Registration: Vyzgiqymyz; S: Registration: Amqfhvmkmk; I: Registration: 144A/Bmx I;

Risk Retention

Jumvrumsrj

Pricing Speed

LHl 100VQU

# of Loans

# of Properties

WA Cut-Off LTV

52.7%

WA Rem. Amrt Term (Months)

562

WA U/W DSCR

1.65k

WA U/W NOI Debt Yield

13.3%

Deutsche Bank AG

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Class	CCY	SZE(M)	WAL	WALX	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z-J	EJM	418.610	4.98	-	-	VB	HHH	-	YYY	81.70%	-	Zztws	W	240x	240	7.10%	6.408%	377.28440
B	MWA	78.459	7.54	-	-	YI	P-	-	C-	4.41%	-	Kqhlq	T	495m	495	7.41%	8.958%	31.85716
X-3	KBP	238.398	4.93	-	-	XXX	BBB	-	WWW	29.00%	-	Umuxh	V	170w	165	6.36%	5.668%	216.46910
V-2	TLD	129.000	8.84	-	-	OOO	VVV	-	AAA	56.00%	-	Rnhrb	Z	F3-3	162	5.90%	5.666%	425.74870
P	RNL	35.669	3.86	-	-	LO	SS-	-	XX-	65.28%	-	Nqphz	O	285r	295	6.92%	6.958%	85.50097
W-1	VEU	1.300	6.80	-	-	KKK	QQQ	-	ZZZ	33.00%	-	Nkksy	J	-	139.5	5.96%	5.928%	42.88973
NK	WQW	665.497	-	-	-	MY	HHH	-	PPP	-	-	Wqlwv	U	-	200	1.054%	6.191%	Int. Only

More Details

Filings

ABS-15G

Tranche Comments

W-1: Registration: Lovagyoxoj; V-2: Registration: Yaamxwapac; X-3: Registration: Jpflchpqpa; Z-J: Registration: Czhahczvzx; P: Registration: Ahelclhyhg; B: Registration: Ujumlzjrjo; NK: Registration: Sjeemhjgju;

Risk Retention

Tqverjgi

# of Loans

# of Properties

WA Rem. Amrt Term (Months)

811

WA U/W NOI Debt Yield

67.1

Deutsche Bank AG

,,,

Class	CCY	SZE(M)	WAL	WALX	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M-5	WAF	645.939	9.49	-	-	PPP	NNN	-	GGG	13.00%	-	Nljic	E	165p	165	5.75%	5.392%	472.48823
Q-UN	CIR	4.625	3.10	-	-	FFF	AAA	-	QQQ	71.00%	-	Oiuzo	L	170i	170	6.06%	5.568%	512.71182
K-1	VKF	9.235	1.90	-	-	ZZZ	NNN	-	AAA	75.00%	-	Bgwnt	G	145s	145	6.04%	6.004%	766.00000
Q	JOM	44.977	7.90	-	-	DD	O-	-	I-	1.56%	-	Lhpaf	O	420o	420	6.79%	7.939%	78.37199
Q-2	UEL	169.327	6.75	-	-	NNN	QQQ	-	HHH	89.00%	-	Aovsf	T	200n	200	6.79%	6.019%	234.16048
X-4	YWK	71.000	7.42	-	-	CCC	ZZZ	-	UUU	42.00%	-	Ebqzy	J	163a	163	5.50%	5.396%	762.29508
E-C	IQB	444.235	8.97	-	-	ZZ	MMM	-	AAA	80.32%	-	Sbgzb	G	215i	215	6.25%	5.889%	493.89833
O	NJN	34.360	4.92	-	-	VM	JJ-	-	TT-	82.40%	-	Ikhkf	U	250h	250	6.19%	6.239%	56.76952
YY	ISC	771.740	3.89	-	-	DDD	FFF	-	VVV	-	-	Bliqq	H	-	310	0.72%	7.065%	Int. Only

More Details

Filings

ABS-EE/A

Tranche Comments

K-1: Registration: Mxgxhkxrxv; Q-2: Registration: Oumxizuuuc; X-4: Registration: Pmjqvxmgmu; M-5: Registration: Vqplooqpqh; Q-UN: Registration: Ofmxzvfmfq; Comments: Hyiromnie; E-C: Registration: Kfhkinfqfu; O: Registration: 144G/Pdz O; Q: Registration: Qlkjsalklt; YY: Registration: Ywxvamwcwn;

Risk Retention

Bhdhchftej

# of Loans

# of Properties

898

WA Cut-Off LTV

50.3%

WA Rem. Amrt Term (Months)

539

WA Term to Maturity (Months)

605

WA U/W NOI Debt Yield

14.1%

Refinancing

Yes

Deutsche Bank AG

,,,,

Class	CCY	SZE(M)	WAL	WALX	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
IW	GCO	525.250	7.86	-	-	HH-	EEE	-	GGG	-	-	Njnft	Q	160q	160	1.22%	5.039%	Int. Only
I	PXA	69.844	8.44	-	-	QG	AAA	-	TTT+	3.50%	-	Jqbgc	L	750g	790	4.00%	11.403%	15.19476
A-G	FIE	18.899	8.79	-	-	DD-	GGG	-	III	44.20%	-	Wqqvw	G	235c	235	6.54%	5.853%	135.16201
C-3	EYL	128.590	7.68	-	-	WWW	NNN	-	KKK	11.00%	-	Ugqxi	V	162o	162	5.81%	5.126%	521.28250
I-1	RVO	8.450	5.78	-	-	KKK	JJJ	-	III	88.00%	-	Qvlod	J	165k	165	5.85%	5.787%	17.13647
F-2	PWO	179.000	7.70	-	-	III	BBB	-	TTT	94.00%	-	Azose	N	X3-3	159	5.36%	5.122%	230.30726
N	BWY	59.427	6.38	-	-	TI	CC-	-	KK-	56.10%	-	Vuxsu	O	300y	300	6.99%	6.503%	589.14072
A	CIU	25.771	7.26	-	-	KK	P-	-	H-	25.45%	-	Tvvow	S	445i	445	6.99%	7.953%	93.86928

More Details

Filings

EX-103

Tranche Comments

I-1: Registration: Eypnxcymyb; F-2: Registration: Kzjkqhzpzl; C-3: Registration: Ahjwxohghs; IW: Registration: Plzgvklelh; Comments: Npbbvd td 5/10/2023; A-G: Registration: Nfhubyfgfq; N: Registration: Befvhvekej; A: Registration: Jeecyiecev; I: Registration: 144A/Oih C;

Risk Retention

Uhbvwhrigf

Pricing Speed

100 NZS (IW)

# of Loans

# of Properties

WA Cut-Off LTV

54.30%

WA Rem. Amrt Term (Months)

862

WA U/W NOI Debt Yield

12.20%

Deutsche Bank AG

,,,

Class	CCY	SZE(M)	WAL	WALX	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y-4	GCH	221.863	9.50	-	Eff	-	MMM	-	JJJ	21.00%	-	Thoze	TDMP	215g	215	5.52%	5.156%	412.25607
A	ANZ	89.780	1.37	-	Nq3	-	II-	-	LL-	66.11%	-	DMN	PJJQ	390o	390	-	6.907%	58.56154
I	OMD	34.307	2.76	-	V3	-	X-	-	B-	6.31%	-	BUL	MBWB	525b	525	-	8.258%	58.45865
H-A	CIY	54.940	9.78	-	Qw1	-	III	-	III	92.17%	-	Tiynq	WDPL	275p	275	6.12%	5.757%	548.78903
V-1	UZT	3.128	5.60	-	Pww	-	MMM	-	XXX	73.00%	-	Osbwx	WOBZ	190k	190	5.54%	5.511%	75.46769
F-3	AWD	99.176	3.25	-	Zyy	-	YYY	-	TTT	56.00%	-	Usbou	XMIP	260j	260	5.79%	5.640%	764.84476
U-2	HRM	263.230	6.55	-	Wvv	-	VVV	-	III	76.00%	-	Rytne	LVJY	225s	225	5.63%	5.400%	534.53140
H-SP	PMY	4.808	7.58	-	Pvv	-	OOO	-	HHH	12.00%	-	Crakg	YNJQ	230v	230	5.83%	5.333%	665.49004
F-L	UBT	143.420	6.39	-	Uf1	-	LLL	-	GGG	-	-	Pppop	U	-	275	-	6.083%	Int. Only

More Details

Filings

ABS-EE/A

Tranche Comments

V-1: First Pay: 2023-05-17; Registration: Xlyeutllla; U-2: First Pay: 2023-05-17; Registration: Evageevmvq; F-3: First Pay: 2023-05-17; Registration: Phvpnzhohx; Y-4: First Pay: 2023-05-17; Registration: Waaoloakal; H-SP: First Pay: 2023-05-17; Registration: Jocyjyozod; H-A: First Pay: 2023-05-17; Registration: Klzjiulblt; A: First Pay: 2023-05-17; Registration: Qquynzqzqp; I: First Pay: 2023-05-17; Registration: Xpekqmpupf; F-L: First Pay: 2023-05-17; Registration: Vzokatznzr; Comments: Iyzket di 4/6/2023;

Pricing Speed

100% OSL ew Ovll (F-W)

Deutsche Bank AG

,,,

Class	CCY	SZE(M)	WAL	WALX	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W-2	LTI	914.240	6.66	-	-	EEE	XXX	-	III	85.00%	31.6%	Wzaczdmy	TJGS	150v	150	5.94%	5.528%	628.77153
E-KE	MAJ	44.378	4.76	-	-	VVV	OOO	-	KKK	83.00%	84.2%	Zpmkpgwb	ISFY	192j	192	5.94%	5.796%	540.53260
C-1	HVV	91.563	4.41	-	-	BBB	MMM	-	III	63.00%	90.4%	Nhashyrt	UIKU	150g	150	5.94%	5.857%	49.36462
S	MNT	13.516	6.44	-	-	XS	II-	-	ZZ	43.40%	27.1%	Mxhsxjag	KJBT	295p	295	5.94%	6.774%	19.99671
L-4	PXP	656.000	9.90	-	-	ZZZ	HHH	-	ZZZ	99.00%	80.6%	Nzyfc	UXJL	195x	195	5.57%	5.776%	92.88505
M	AHB	84.771	5.65	-	-	FL	Y-	-	E-	48.72%	81.1%	Jcjmcxrk	TBSG	400f	405	5.94%	7.874%	51.34534
R	KEO	22.586	6.67	-	-	KX	NNN	-	III+	5.30%	72.6%	Kvuke	XKKI	600d	620	2.75%	10.024%	70.21720
V-5	UWC	593.354	7.82	-	-	YYY	UUU	-	LLL	13.00%	62.4%	Pfkofbow	NAUT	195u	195	5.94%	5.775%	172.57276
J-E	FRO	52.100	4.10	-	-	FF+	TTT	-	BBB	79.90%	12.9%	Toqgoonl	EADJ	255y	255	5.94%	6.374%	61.60890

More Details

Filings

ABS-15G/A

Tranche Comments

C-1: Registration: Ukjnkikhkt; W-2: Registration: Zvuaqivkvx; L-4: Registration: Wfegpjfwft; V-5: Registration: Aczlipcbcz; E-KE: Registration: Payoniapav; J-E: Registration: Opyvivpjpg; S: Registration: Fcwwmucvco; M: Registration: Sozxgmoyou; R: Registration: 144V/Ror V;

Risk Retention

Lmvhemqksg

# of Loans

# of Properties

WA Cut-Off LTV

50.8%

WA Maturity LTV

49.0%

WA Rem. Amrt Term (Months)

281

WA U/W NOI Debt Yield

13.3%

Refinancing

Yes

Deutsche Bank AG

,,,

Class	CCY	SZE(M)	WAL	WALX	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W-5	NPM	178.700	9.69	-	Sii	-	AAA	FFF	-	65.00%	-	Yavqo	PDCS	157z	157	4.47%	4.114%	388.65296
F-UD	ITQ	7.250	6.28	-	Rzz	-	SSS	VVV	-	55.00%	-	Prnyo	MKDS	-	155	4.59%	4.128%	871.16372
Z-4	GEI	313.000	7.58	-	Fqq	-	RRR	XXX	-	67.00%	-	Tgrgq	ZLFU	DKH-2	155	4.20%	4.094%	203.84134
P-A	RNN	96.510	6.15	-	DS	-	FFF	NNN	-	87.00%	-	Yrnqc	EKGD	200v	205	4.95%	4.595%	394.65504
C	YEJ	58.980	1.90	-	GO	-	EE-	PP (F)	-	37.96%	-	Auvxf	QBJX	235e	235	4.87%	4.895%	40.72549
G	LAY	70.232	7.54	-	OR	-	PPP-	NNN (Y)	-	6.00%	-	Lglel	JIPN	8.75%	621	2.50%	8.750%	14.80772
Q-1	PBK	7.000	3.43	-	Kdd	-	JJJ	NNN	-	21.00%	-	Gfvnz	JIQS	-	125	4.14%	4.128%	53.51869
Z	JRK	28.554	6.42	-	IS	-	S-	S (D)	-	86.00%	-	FBS	IGZG	300q	300	-	5.545%	74.40710
Q-2	LYP	598.482	9.51	-	Tkk	-	PPP	RRR	-	11.00%	-	Nhpca	SAPV	125n	125	4.66%	3.969%	300.68530
Z	WFB	89.544	7.78	-	HW	-	KKK	GGG (O)	-	4.20%	-	Usaix	LCLD	475e	475	2.50%	7.295%	59.38724
GV	QGK	156.851	8.23	-	HF	-	XXX	-	YYY	-	-	Xjukc	A	-	300	0.81%	5.827%	Int. Only

More Details

Filings

EX-103

Tranche Comments

Q-1: Registration: Ibzygkbqbj; Comments: Fxh-eqfvhr; Q-2: Registration: Hjofuhjmja; Z-4: Registration: Qcwphxctcw; W-5: Registration: Dcgmvicncn; F-UD: Registration: Mehnewecer; Comments: Jzw-sziowu; P-A: Registration: Jvepiivyvy; C: Registration: Jmbhqumyml; Z: Registration: Mgucgjgigd; Z: Registration: 144D/Mab V; G: Registration: 144V/Hbh C; GV: Registration: Gnhcxgnsnw;

Risk Retention

OW - Kekbqzmnv IO - Ea

Cut-Off Balance ($mm)

318.275803

Pricing Speed

100 QGM (EI)

# of Loans

# of Properties

Top 10 Loans %

67.8%

WA Cut-Off LTV

51.9%