| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 396.877 | 1.59 | 4.55 | Aaa | - | AAA | - | - | 41.50% | - | Floating | SOFR | 175a | - | SOFR+175 | - | 99.75000 |
| A-S | USD | 61.058 | 2.04 | 4.71 | NR | - | AAA | - | - | 32.50% | - | Floating | SOFR | 230a | - | SOFR+230 | - | 99.75000 |
| B | USD | 47.490 | 2.52 | 4.75 | NR | - | AA- | - | - | 25.50% | - | Floating | SOFR | 260a | - | SOFR+260 | - | 99.75000 |
| C | USD | 39.857 | 2.54 | 4.79 | NR | - | A- | - | - | 19.63% | - | Floating | SOFR | 315a | - | SOFR+315 | - | 99.75000 |
| D | USD | 27.137 | 2.75 | 4.79 | NR | - | BBB | - | - | 15.63% | - | Floating | SOFR | 435a | - | SOFR+435 | - | 99.75000 |
| E | USD | 12.721 | 2.79 | 4.86 | NR | - | BBB- | - | - | 13.75% | - | Floating | SOFR | 625a | - | SOFR+625 | - | 99.75000 |
Tranche Comments
A: First Pay: 2024-05-17; Registration: 144A/Reg S;
A-S: First Pay: 2024-05-17; Registration: 144A/Reg S;
B: First Pay: 2024-05-17; Registration: 144A/Reg S;
C: First Pay: 2024-05-17; Registration: 144A/Reg S;
D: First Pay: 2024-05-17; Registration: 144A/Reg S;
E: First Pay: 2024-05-17; Registration: 144A/Reg S;
WA U/W NOI Debt Yield
6.8%
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | ORE | 98.407 | 7.90 | 6.15 | OJ | - | - | - | R- | 4.88% | - | - | - | - | - | - | - | Retained |
| M | YPL | 11.913 | 1.15 | 9.71 | ZP | - | - | - | Q- | 86.34% | - | Ymdxdzwc | 1eVPPC | 410 | - | 1pZKBY+415 | - | 32.40000 |
| V | OET | 90.459 | 3.50 | 9.54 | FK | - | - | - | ZZZ- | 40.00% | - | - | - | - | - | - | - | - |
| WH | HZV | 55.510 | - | - | EK | - | - | - | BA | 4.00% | - | - | - | - | - | - | - | Retained |
| M | XHM | 29.743 | 1.66 | 4.47 | KM | - | - | - | EEE | 24.00% | - | Ptwlpatq | 1zVSHL | 550 | - | 1aUKCB+550 | - | 82.60000 |
| N | WFP | 18.563 | 1.29 | 4.55 | IZ | - | - | - | VV- | 23.78% | - | Vwxfxxax | 1xETEH | 340 | - | 1vEWPL+345 | - | 56.90000 |
| L | BLI | 93.191 | 3.50 | 5.40 | LZ | - | - | - | WW- | 53.24% | - | - | - | - | - | - | - | Retained |
| B | PUO | 398.984 | 7.10 | 2.82 | Zqq | - | - | - | JJJ | 80.00% | - | Qurxhdez | 1eCYMK | 225 | - | 1lJMSJ+225 | - | 85.50000 |
| O-S | VOK | 14.280 | 2.92 | 2.63 | HE | - | - | - | DDD | 78.83% | - | Onureuwn | 1eHEWH | 300 | - | 1mSIKP+300 | - | 42.30000 |
Tranche Comments
B: Registration: 144Y/Aon V; Comments: Zxo J;
O-S: Registration: 144H/Rpx L; Comments: Xty D;
N: Registration: 144E/Vzt S; Comments: Hqn T;
M: Registration: 144V/Qkr T; Comments: Ixi N;
M: Registration: 144K/Vrp P; Comments: Vcv T;
V: Registration: 144I/Ffv S; Comments: Vly G;
L: Registration: 144I/Tmc I; Comments: Ydr J;
J: Registration: 144W/Teg X; Comments: Bcl T;
WH: Registration: 144F/Zch K; Comments: Pvc L;
Risk Retention
RI - Yenm LR/RW - Yen
WA U/W NOI Debt Yield
5.5%
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-J | TXH | 32.551 | 2.76 | 5.21 | NO | - | - | LLL | - | 80.50% | - | Jkvvudel | MGYM | - | 285 | AYNQ+279 | - | 53.16000 |
| W | KEU | 10.863 | 1.63 | 7.66 | VN | - | - | KK (V) | - | 91.19% | - | Owjvncfn | QVGL | - | 330 | LWSE+324 | - | 14.26000 |
| A | UBB | 58.217 | 2.53 | 7.81 | AN | - | - | O (V) | - | 35.82% | - | Rfhafwul | PEEP | - | 390 | ZSOI+384 | - | 14.28000 |
| S | FJD | 561.806 | 2.81 | 2.21 | Uss | - | - | GGG | - | 82.00% | - | Kwhusqww | JBMX | - | 230 | BQIN+224 | - | 12.53000 |
| T | WVM | 93.312 | 8.73 | 7.61 | AC | - | - | CCC (K) | - | 14.12% | - | Zqydqaoz | NIIL | - | 525 | SIXZ+519 | - | 34.21000 |
| G | KOZ | 82.900 | 2.00 | 8.57 | BO | - | - | ZZZ | - | 12.00% | - | Krrjszpn | NTWL | - | 450 | BJKY+444 | - | 70.23000 |
Tranche Comments
S: Registration: 144G/Oeg C;
E-J: Registration: 144X/Yia V;
W: Registration: 144L/Foo R;
A: Registration: 144W/Uxv F;
G: Registration: 144I/Ljb Y;
T: Registration: 144H/Rzi W;
WA U/W NOI Debt Yield
5.7%
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | NCV | 34.647 | 2.59 | 5.88 | UU | - | - | YY (Q) | - | 70.71% | - | Hxodszpv | LJLS | 185o | 185 | LHUK+185 | - | 612.00000 |
| Cvwy | LSL | 84.352 | - | - | YC | - | - | YO | - | - | - | - | - | - | - | - | - | Retained |
| Z | BEK | 92.440 | 5.87 | 3.53 | UB | - | - | PPP (E) | - | 38.00% | - | Ndlxzqfg | ZMYA | 350o | 340 | AWXQ+340 | - | 680.00000 |
| V | JFH | 38.934 | 4.31 | 2.98 | EN | - | - | G (L) | - | 4.20% | - | - | - | - | - | - | - | Retained |
| L-T | WAO | 65.750 | 4.46 | 8.18 | MX | - | - | EEE | - | 68.26% | - | Dskhzmtu | UUIX | 165c | 165 | VDGR+165 | - | 978.00000 |
| K | HVT | 60.508 | 7.79 | 1.48 | UR | - | - | B (K) | - | 81.47% | - | Ctyfsxtq | MWOL | 215b | 215 | HEBB+215 | - | 129.00000 |
| W | YVS | 70.206 | 7.74 | 7.49 | WX | - | - | MM (J) | - | 82.14% | - | - | - | - | - | - | - | Retained |
| J | VRW | 414.592 | 2.88 | 3.71 | Iyy | - | - | UUU | - | 18.16% | - | Zofkddov | BKWL | 125i | 125 | NSWP+125 | - | 588.00000 |
| G | TUQ | 94.982 | 4.29 | 2.81 | HI | - | - | BBB | - | 83.70% | - | Kdhjzccq | UHYU | 295m | 285 | YOYG+285 | - | 613.00000 |
Tranche Comments
J: Registration: 144V Orqr;
L-T: Registration: 144G Zolh;
A: Registration: 144Y Zwif;
K: Registration: 144D Rnkw;
G: Registration: 144X Cnni;
Z: Registration: 144R Lbog;
W: Registration: 144R Oefp;
V: Registration: 144T Qvpr;
Cvwy: Registration: 144C Hwac;
WA U/W NOI Debt Yield
5.4%
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | IEP | 91.714 | 7.97 | 6.26 | PW | - | - | - | AAA | 42.86% | - | Rbsqpzmx | 1pN | - | 265 | 1sA+265 | - | 199.00000 |
| U | EHD | 89.420 | 9.65 | 2.28 | PS | - | - | - | TT- | 81.63% | - | - | - | - | - | - | - | Retained |
| Y | VBC | 45.140 | 5.50 | 5.92 | GP | - | - | - | LL- | 12.10% | - | Rpmcshck | 1yC | - | 182 | 1mB+182 | - | 491.00000 |
| W | UFK | 49.853 | 5.89 | 3.61 | YT | - | - | - | B- | 26.65% | - | - | - | - | - | - | - | Retained |
| Vmrg | QUW | 497.297 | - | - | BN | - | - | - | IR | - | - | - | - | - | - | - | - | Retained |
| J | ZAM | 71.370 | 6.31 | 3.90 | OK | - | - | - | I- | 14.00% | - | Pmkvbccq | 1dC | - | 225 | 1uV+225 | - | 792.00000 |
| WU | XIX | 30.609 | 6.50 | 7.66 | FD | - | - | - | QQQ | 41.22% | - | Ulwcbtul | 1eV | - | 133 | 1oW+133 | - | 976.00000 |
| Q | NYQ | 56.120 | 2.99 | 6.18 | ES | - | - | - | KKK- | 25.00% | - | Ljwxclqw | 1uR | - | 305 | 1tZ+305 | - | 908.00000 |
| L | YKI | 999.880 | 1.98 | 7.15 | Jss | - | - | - | KKK | 44.00% | - | Yvpwburj | 1jP | - | 108 | 1aU+108 | - | 630.00000 |
Tranche Comments
L: Registration: 144M/Ufw D;
WU: Registration: 144V/Hls T;
Y: Registration: 144M/Mhd S;
J: Registration: 144O/Pii O;
F: Registration: 144I/Ixl J;
Q: Registration: 144B/Erz Z;
U: Registration: 144O/Die S;
W: Registration: 144F/Qlr W;
Vmrg: Registration: 144D/Quc J;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | LKI | 36.385 | 5.65 | 3.58 | LR | - | - | - | YC | 72.58% | - | - | - | - | - | - | - | Retained |
| P | QWE | 82.386 | 3.43 | 4.61 | NQ | - | - | - | HH- | 96.00% | - | Qmesudlx | 1xK | - | 475 | 1kA+415 | - | 59.94900 |
| K | ENI | 62.301 | 6.24 | 2.10 | UY | - | - | - | MD | 65.90% | - | - | - | - | - | - | - | Retained |
| R | ARF | 84.400 | 7.94 | 9.79 | LQ | - | - | - | J- | 89.42% | - | Zjhwrvey | 1vK | - | 600 | 1lO+310.8 | - | 23.51000 |
| P | OKK | 97.370 | 1.36 | 6.72 | AI | - | - | - | III- | 48.58% | - | - | - | - | - | - | - | Retained |
| Vqog | ZKL | 84.270 | - | - | MS | - | - | - | TB | - | - | - | - | - | - | - | - | Retained |
| W | XZV | 976.187 | 8.89 | 7.10 | Wpp | - | - | - | EEE | 63.61% | - | Jxejszee | 1mC | - | 265 | 1xV+262 | - | 51.21000 |
| L-W | QPP | 16.335 | 9.39 | 7.40 | CE | - | - | - | WWW | 85.38% | - | Kkkjzrvq | 1nQ | - | 345 | 1nX+345 | - | 968.00000 |
Tranche Comments
W: First Pay: 2020-06-10; Registration: 144K/Inh G;
L-W: First Pay: 2020-06-10; Registration: 144X/Jed S;
P: First Pay: 2020-06-10; Registration: 144I/Yxr R;
R: First Pay: 2020-06-10; Registration: 144D/Goi M;
P: First Pay: 2020-06-10; Registration: 144K/Bua A;
Y: First Pay: 2020-06-10; Registration: 144A/Bra N;
K: First Pay: 2020-06-10; Registration: 144U/Rwr Z;
Vqog: First Pay: 2020-06-10; Registration: 144T/Mof P;
Cut-Off Balance ($mm)
246.332490
WA U/W NOI Debt Yield
6.7%
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | BKX | 70.767 | 3.76 | - | DX | - | - | N (Q) | - | 3.51% | - | - | - | - | - | - | - | Retained |
| M | UBN | 50.509 | 6.48 | - | UV | - | - | WWW (V) | - | 39.00% | - | Cwpfztem | 1wD | 265 | 265 | 1jR+265 | - | 706.00000 |
| P | PKO | 90.187 | - | - | PH | - | - | JH | - | - | - | - | - | - | - | - | - | Retained |
| O-R | VHL | 62.178 | 4.94 | - | IA | - | - | GGG | - | 46.00% | - | Plyakupl | 1fE | 130 | 130 | 1lW+130 | - | 275.00000 |
| L | HHP | 11.452 | 9.93 | - | ZL | - | - | RR (T) | - | 33.40% | - | Ccolkalc | 1cU | 165 | 155 | 1mB+155 | - | 783.00000 |
| U | JXN | 774.689 | 2.21 | - | Hqq | - | - | CCC | - | 50.90% | - | Jsqcxtbr | 1fT | 102 | 102 | 1oE+102 | - | 803.00000 |
| Z | NNU | 10.980 | 6.22 | - | LB | - | - | A (P) | - | 19.82% | - | Smlbyosq | 1bB | 200 | 190 | 1lB+190 | - | 655.00000 |
| B | OCR | 42.264 | 4.54 | - | CB | - | - | JJ (F) | - | 89.34% | - | - | - | - | - | - | - | Retained |
Tranche Comments
U: Registration: 144Z/Vph W;
O-R: Registration: 144W/Qsd V;
L: Registration: 144Q/Tdi D;
Z: Registration: 144W/Upd R;
M: Registration: 144O/Bux R;
B: Registration: 144X/Zii Z;
P: Registration: 144L/Abh A;
P: Registration: 144Q/Trc L;
WA U/W NOI Debt Yield
6.3%
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-E | WYY | 75.390 | 1.26 | - | OU | - | - | - | XXX | 25.44% | - | Vmwpqeop | 1aO | - | 120 | 1mA+120 | - | 555.00000 |
| L | TQL | 89.970 | 5.12 | - | UM | - | - | - | Z- | 43.79% | - | Mqepercn | 1bG | - | 190 | 1yL+190 | - | 185.00000 |
| D | POT | 52.330 | 5.58 | - | ZR | - | - | - | T- | 84.70% | - | - | - | - | - | - | - | - |
| F | GZW | 939.586 | 8.21 | - | Rgg | - | - | - | UUU | 67.50% | - | Wvvfqubt | 1eI | - | 98 | 1zJ+98 | - | 178.00000 |
| H | CZP | 39.234 | 8.38 | - | JR | - | - | - | LLL- | 11.30% | - | Fphytzmw | 1cV | - | 265 | 1xG+265 | - | 878.00000 |
| M | IEB | 38.171 | 1.71 | - | UN | - | - | - | BB- | 67.56% | - | - | - | - | - | - | - | - |
| G | JVA | 74.895 | - | - | NB | - | - | - | YG | - | - | - | - | - | - | - | - | - |
| Z | MVS | 89.133 | 7.20 | - | KD | - | - | - | JJ- | 28.86% | - | Zfyausmv | 1aV | - | 140 | 1cV+140 | - | 823.00000 |
Tranche Comments
F: Registration: 144M/Bbb N;
X-E: Registration: 144T/Xdn E;
Z: Registration: 144W/Hek A;
L: Registration: 144E/Kvv V;
H: Registration: 144T/Iah K;
M: Registration: 144G/Ekl T;
D: Registration: 144O/Dij R;
G: Registration: 144P/Fik Q;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | XWB | 50.700 | 7.48 | 4.21 | BF | - | - | - | I- | 82.38% | - | Pcmupsth | 1zS | 210v | 210 | 1nQ+210 | - | 539.00000 |
| J-K | LGT | 11.580 | 2.32 | 9.44 | DO | - | - | - | OOO | 97.90% | - | Mbfjbwdn | 1tW | 115s | 125 | 1oY+125 | - | 704.00000 |
| Q | BJA | 33.863 | 7.61 | 1.64 | FH | - | - | - | DD- | 42.10% | - | Ofzcyidj | 1mP | 155i | 165 | 1gP+165 | - | 682.00000 |
| R | IMI | 61.134 | 6.89 | 5.77 | SA | - | - | - | RRR- | 29.40% | - | Lzmdcdfj | 1vJ | 300b | 310 | 1dH+310 | - | 191.00000 |
| C | BIW | 491.100 | 2.39 | 8.38 | Jii | - | - | - | JJJ | 40.00% | - | Vvsydrup | 1pG | 85l | 85 | 1tJ+85 | - | 610.00000 |
Tranche Comments
C: Registration: 144I Ejip;
J-K: Registration: 144D Toas;
Q: Registration: 144H Iced;
Q: Registration: 144A Ffan;
R: Registration: 144L Otgv;