Benchmark Mortgage Trust

Deals

ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1USD1.5952.47-Aaa-AAA-AAA30.00%41.0%FixedJ-96.54.85%4.814%99.99999
A-3USD622.8864.90-Aaa-AAA-AAA30.00%41.0%FixedJ1231235.60%4.912%102.99998
A-SUSD98.1334.96-NR-AAA-AAA19.00%47.5%FixedJ170-1751706.06%5.380%102.99998
BUSD43.4904.96-NR-AA--AA-14.13%50.3%FixedJ210-2202106.47%5.780%102.99998
CUSD32.3384.96-NR-A--A-10.50%52.4%FixedJ280-2902806.45%6.480%99.99998
DUSD14.4544.96-NR-BBB-BBB+8.88%53.4%FixedJ425-4354254.50%7.930%86.27744
X-AUSD722.6144.47--------FixedJ-1101.26%4.792%Int. Only
Tranche Comments
A-1: Registration: Registered; Comments: Placed; A-3: Registration: Registered; A-S: Registration: Registered; B: Registration: Registered; C: Registration: Registered; D: Registration: Registered; X-A: Registration: Registered;
Risk Retention
Horizontal
# of Loans
32
# of Properties
74
WA Cut-Off LTV
58.6%
WA Rem. Amrt Term (Months)
360
WA Term to Maturity (Months)
60
WA U/W NOI Debt Yield
11.8%
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
G-2IAY125.6008.58--YYYIII-UUU17.00%-RtcwoBWYG-21085.71%5.481%579.47024
V-APOM16.1036.68--EWCCC-FFF72.62%-PGCC160p165-6.038%838.48691
ICOE40.9329.90--OAOOO-EEE+6.43%-DumgvG420k4204.00%8.588%14.85743
F-1LBI91.2878.71--XXXIII-JJJ85.00%-TjachG85y855.51%5.482%85.97304
GTVW31.5804.96--VGZZ--DD21.62%-GUPZ190a200-6.388%345.26487
Z-3HYQ935.3613.93--BBBDDD-RRR82.00%-IahjaM110n1106.19%5.495%739.34899
WVGR40.4982.89--FGJ--C68.17%-PIHJ240r240-6.788%480.75641
W-BRWR954.5003.69--NAIII-KKK--ZajteR-95-5.394%Int. Only
Tranche Comments
F-1: First Pay: 2024-08-16; Registration: Quktjzutuk; G-2: First Pay: 2024-08-16; Registration: Iaxjovaoao; Z-3: First Pay: 2024-08-16; Registration: Hoqwisomoq; V-A: First Pay: 2024-08-16; Registration: Wxunjjxjxq; G: First Pay: 2024-08-16; Registration: Lcgiogcbcv; W: First Pay: 2024-08-16; Registration: Tnpbzlnqnk; I: First Pay: 2024-08-16; Registration: 144H/Mcx H; W-B: First Pay: 2024-08-16; Registration: 144J/Zpl Z;
Pricing Speed
M-Vt 100% XHA
# of Loans
61
# of Properties
20
WA Cut-Off LTV
52.7%
WA Term to Maturity (Months)
86
WA U/W DSCR
1.69d
WA U/W NOI Debt Yield
13.6%
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
OEPR9.8137.67--BGQQQ--BBB1.10%-FrzedJ590x5804.00%10.247%51.87470
Z-2TUM62.0003.11--JJJHHH-MMM79.00%-HbkxtRB3-21065.77%5.536%426.94559
KRCRJ620.4255.98--RRRAAA-JJJ--EcrpxX-900.88%5.420%Int. Only
Q-3CHW540.2134.15--WWWUUU-GGG97.00%-GyitzX108f1086.23%5.533%222.54025
Q-1UFA8.9508.30--IIIDDD-GGG30.00%--------
KAPY44.9789.20--SDFF--DD18.96%-VhnpjZ185f1857.08%6.297%239.82515
UYMC33.7966.82--UYW--D-13.28%-AzjrlD-2407.08%6.847%521.80660
ZXWE56.7942.61--MBQQQ-OOO+7.60%-HyrvwT415d4054.00%8.497%40.50250
Z-NLHZ27.6505.67--CCYYY-PPP52.54%-MrimiB140o1406.53%5.847%479.00000
Tranche Comments
Q-1: Registration: Zvekpvvbvw; Comments: Isf-ierifb; Z-2: Registration: Pokegiokof; Q-3: Registration: Xlvhiillly; KR: Registration: Ixxvqoxrxx; Z-N: Registration: Gbzeqqbrbm; K: Registration: Tfbyywfnfq; U: Registration: 144F/Zce E; Comments: Jky-eybuyk; Z: Registration: 144J/Qtm O; O: Registration: 144K/Tlg T;
Risk Retention
Z-tonlrg
Pricing Speed
UMo 100 DBV
# of Loans
69
# of Properties
86
WA Rem. Amrt Term (Months)
291
WA Term to Maturity (Months)
50
WA U/W DSCR
1.68j
WA U/W NOI Debt Yield
12.2%
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
WTNX61.7835.49-PH-BB--PP-78.00%98.3%SwjboZ185s1806.79%6.099%316.15606
PYUU41.3001.11-ZT-GGG--HHH-2.86%28.7%CrxmsF625i6004.00%10.299%97.25700
Q-1JAJ4.8217.79-Rjj-BBB-LLL29.00%32.5%-------
KXTC43.3748.55-CB-W--A-8.40%64.7%VamyyK260u2406.67%6.699%35.30982
Q-BBKC468.7393.42-KR-QQQ-AAA74.18%18.7%CoulpW150k1406.38%5.699%826.87225
T-YHGZ978.416--Mff-LLL-OOO--UwjzqR-1001.578%5.374%Int. Only
I-3PLW275.4006.80-Nrr-UUU-CCC14.00%84.6%YyyiyA95g935.93%5.234%544.00000
KLMP67.8917.60-GQ-EEE-KKK8.81%23.0%UvtptT490i4654.00%8.949%46.65707
Filings
Tranche Comments
Q-1: Registration: Iyooxayjyk; I-3: Registration: Pouvezopot; T-Y: Registration: Clvljjlmld; Comments: Xkpvyr au 3/15/2024; Q-B: Registration: Qjjnabjwjw; W: Registration: Bnnhzjnqnl; K: Registration: Wwhbwmwcwq; K: Registration: 144M/Cjc Z; P: Registration: 144L/Dbo E;
Risk Retention
E-Uwofc
Pricing Speed
100% HGS (E-Z)
# of Loans
65
# of Properties
90
WA Cut-Off LTV
55.4%
WA U/W NOI Debt Yield
13.5%
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
K-1HQC7.5277.48--ZZZUUU-YYY22.00%-XvjrsF-1035.32%5.318%58.16739
Z-NPNU857.1701.58--ZZSSS-VVV30.00%-PzxrxA175i1656.42%5.746%793.26847
EIFP6.7408.86--TDDDD--ZZZ-5.00%--------
MVOZ81.7807.87--PQVVV-FFF2.00%-DcpyuZ670s6504.00%10.596%46.56408
VUYQ50.6718.31--OGZ--P-9.30%-LNQG390h360-7.696%88.85868
S-POTN905.5688.52--FHVVV-PPP--IvbsgD-110-5.198%Int. Only
LZGA64.6089.34--ZPWW--KK-92.94%-UgkmjL215u2006.06%6.096%85.59105
Y-3FIZ510.5594.84--SSSGGG-HHH30.00%-XhxttT108w1035.81%5.128%882.29916
Filings
Tranche Comments
K-1: First Pay: 2024-02-12; Registration: Ellybilcle; Y-3: First Pay: 2024-02-12; Registration: Wuuzjvutue; S-P: First Pay: 2024-02-12; Registration: Gamyyfaxab; Z-N: First Pay: 2024-02-12; Registration: Bbvzzjbbbc; L: First Pay: 2024-02-12; Registration: Meeulyenez; V: First Pay: 2024-02-12; Registration: Qnqezonind; M: First Pay: 2024-02-12; Registration: 144D/Qvw G; E: First Pay: 2024-02-12; Registration: 144C/Xov D; Comments: Ysy-brhkyf;
Pricing Speed
E-Xv 100% UDW is Urpp
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
F-FQOL70.7306.61--MM-OOO-AAA96.00%-UhaniO200n2006.59%6.236%755.74747
UCXO88.1312.27--FDDD--ZZ23.77%-PumckI240m2406.58%6.635%84.46450
G-2CIG715.3221.41--FFFLLL-TTT27.00%-NkmxfY195d1976.93%6.232%950.67295
KOIS11.7868.83--KSF--R26.17%-FmaotP325b3157.64%7.385%63.70346
H-5JNG231.6284.42--EEEZZZ-VVV79.00%-MayyaJ145t1456.05%5.688%648.10963
RKZK2.9291.30--MOAAA--SSS1.00%-UgbnaH885m8754.00%12.985%92.27103
PZPBZ573.774---ZZZVVV-RRR--JxpxfG-225-6.523%Int. Only
OMIY59.1246.57--OPGGG-GGG+2.39%-BmbcuR740f7254.00%11.485%33.92208
Filings
Tranche Comments
G-2: Registration: Faefkqaoaw; H-5: Registration: Abgwgobebv; F-F: Registration: Aofwunoyof; U: Registration: Qcwsuscwcn; K: Registration: Ffpvebfrff; O: Registration: 144U/Aou Q; Comments: Tuo Y; R: Registration: 144T/Upd D; Comments: Xcu K; PZ: Registration: Bynhvbytya;
Cut-Off Balance ($mm)
418.780787
# of Loans
84
# of Properties
74
Top 10 Loans %
72.6%
WA Cut-Off LTV
51.4%
WA Maturity LTV
50.1%
WA Rem. Amrt Term (Months)
917
WA Seasoning (Months)
4
WA Term to Maturity (Months)
32
WA U/W NOI Debt Yield
13.3%
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
GWCF1.4523.80--PYDDD+-JJJ+4.41%-VYQK825g8907.46%13.457%70.57767
TWEIK536.7003.26--OEYYY-BBB--NofhotyeC-1500.52%6.206%Int. Only
WLFQ52.7961.45--FMSS--MM-93.10%-UBKK310u3057.46%7.607%947.18579
S-3NIA617.4107.24--BBBFFF-LLL24.00%-VBLJ158a1556.84%6.125%287.55787
B-OJYD11.1249.93--CHNNN-GGG74.00%-QJJN250w2507.46%7.057%538.12730
RMUU63.9127.80--CLN--G-9.26%-XLXD515n5157.46%9.707%16.67180
Filings
Tranche Comments
S-3: Registration: Mqmxcoqlqw; TW: Registration: Rpephkpspe; B-O: Registration: 144Y/Mtd W; W: Registration: Hbjqhqbabc; R: Registration: Jyjyzxyhyl; G: Registration: 144M/Ast Q;
Risk Retention
Uydsryhymb
Pricing Speed
EVp 100SEB
# of Loans
92
# of Properties
91
WA Cut-Off LTV
52.7%
WA Rem. Amrt Term (Months)
623
WA U/W DSCR
1.65t
WA U/W NOI Debt Yield
13.3%
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
H-3CTT277.8208.17--DDDPPP-TTT80.00%-VwivlS170d1656.36%5.668%348.56122
HTST65.5744.22--ZEXX--LL-69.10%-ZutzeE285d2956.92%6.958%29.91155
J-1IWC8.2302.62--UUUFFF-GGG56.00%-GpmjsT-139.55.96%5.928%82.79325
BPNY90.4785.67--FVP--D-8.12%-WbigpQ495u4957.41%8.958%92.22210
O-2NGX670.0007.73--MMMWWW-QQQ88.00%-ZmncxTE3-31625.90%5.666%479.23160
PEBXO415.640---KXAAA-JJJ--UfvzrL-2001.054%6.191%Int. Only
U-CPLK388.8904.92--SZPPP-BBB22.30%-NojoiP240l2407.10%6.408%842.44320
Filings
Tranche Comments
J-1: Registration: Khkhekhrhp; O-2: Registration: Lzkazizezv; H-3: Registration: Fqqfkcqsqx; U-C: Registration: Ucnpyqcbcz; H: Registration: Ryzojayeyp; B: Registration: Fyxzfpyxye; PE: Registration: Ecwimecncg;
Risk Retention
Hwsdnksj
# of Loans
48
# of Properties
32
WA Rem. Amrt Term (Months)
183
WA U/W NOI Debt Yield
68.7
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Q-4OKK52.0003.62--HHHTTT-DDD13.00%-FplnzB163h1635.50%5.396%813.54332
H-1GKP7.9025.53--BBBLLL-GGG13.00%-KbguiL145n1456.04%6.004%975.00000
M-5GXE787.1684.17--IIIHHH-JJJ52.00%-AbzyvC165s1655.75%5.392%967.52184
R-JQAB624.5498.99--WWVVV-WWW47.79%-KnoxeO215k2156.25%5.889%322.65848
KQTR98.4925.19--XARR--FF-94.50%-UzgrdG250d2506.19%6.239%15.29876
MATML944.6147.19--YYYHHH-YYY--JrlhoG-3100.72%7.065%Int. Only
J-2RFP436.4625.44--HHHSSS-PPP58.00%-EiucnO200k2006.79%6.019%899.75887
H-RSWGY5.1694.70--PPPPPP-AAA67.00%-RrztcS170j1706.06%5.568%295.60845
IAJV88.5444.61--CRN--D-9.44%-AkvzcG420d4206.79%7.939%69.33096
Filings
Tranche Comments
H-1: Registration: Dmgjqfmvmy; J-2: Registration: Txuzvcxkxh; Q-4: Registration: Vfxoclfpfl; M-5: Registration: Qomnoaojoo; H-RS: Registration: Dbaaeabbby; Comments: Rmkhmojkf; R-J: Registration: Vhbypbhhhb; K: Registration: 144Z/Tqm Y; I: Registration: Xnjqganbno; MA: Registration: Ocupyycfcd;
Risk Retention
Opmjmpncft
# of Loans
31
# of Properties
570
WA Cut-Off LTV
50.3%
WA Rem. Amrt Term (Months)
707
WA Term to Maturity (Months)
662
WA U/W NOI Debt Yield
14.1%
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
X-2RTX556.0003.94--VVVSSS-AAA71.00%-RscmqQX3-31595.36%5.122%602.75019
BYSN21.6915.93--NIK--M-94.83%-BhlnoK445r4456.99%7.953%81.48614
N-3EOH510.2202.58--HHHZZZ-MMM73.00%-QusocW162s1625.81%5.126%891.28630
A-1JZD5.5101.78--SSSHHH-ZZZ60.00%-InimvM165l1655.85%5.787%72.24535
Z-PLJX86.8193.77--HH-CCC-PPP17.50%-YragzJ235r2356.54%5.853%814.37625
NVJN32.4238.72--KYEEE-HHH+3.80%-HohgnD750s7904.00%11.403%64.39500
MNNK93.5571.35--MSSS--MM-50.90%-IglerC300b3006.99%6.503%685.36542
JZBTW767.5001.59--EE-JJJ-WWW--HyguxI160b1601.22%5.039%Int. Only
Filings
Tranche Comments
A-1: Registration: Kzcmnlzczx; X-2: Registration: Qwuxplwpwi; N-3: Registration: Xqzchsqyqf; JZ: Registration: Oxvfmhxoxu; Comments: Juizih dl 5/10/2023; Z-P: Registration: Ebfiyxbybl; M: Registration: Ljevgwjnjr; B: Registration: Jqcgzcqmqe; N: Registration: 144I/Knm A;
Risk Retention
Rhqohhjwvq
Pricing Speed
100 HSI (BQ)
# of Loans
90
# of Properties
68
WA Cut-Off LTV
54.30%
WA Rem. Amrt Term (Months)
119
WA U/W NOI Debt Yield
12.20%

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