| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | MKK | 13.280 | 7.65 | 6.33 | FW | - | T- | - | - | 11.71% | - | Ypdbdhek | TTLS | 215t | - | YYZG+215 | - | 68.50132 |
| I | JXK | 24.620 | 8.69 | 3.19 | DU | - | ZZZ | - | - | 79.88% | - | Vmijwtio | HVWP | 290x | - | LJBS+285 | - | 34.57091 |
| Z | MWD | 82.110 | 3.60 | 3.62 | OE | - | LF | - | - | 13.98% | - | - | - | - | - | - | - | Retained |
| W | PYH | 27.810 | 8.50 | 2.79 | ZA | - | WW- | - | - | 37.76% | - | Clkzoclc | PIMF | 190l | - | JWUK+190 | - | 72.94737 |
| S | NID | 77.100 | 2.43 | 3.13 | OU | - | MMM- | - | - | 48.50% | - | Qbwrxvau | GAFR | 365u | - | KGWS+360 | - | 67.43101 |
| K | EOK | 96.740 | 7.20 | 6.74 | - | - | - | - | - | 2.15% | - | - | - | - | - | - | - | Retained |
| Jhev | WCU | 47.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N-J | GZN | 451.890 | 8.13 | 1.92 | SO | - | LLL | - | - | 81.25% | - | Fuqqrowg | LENP | 160e | - | EWIS+160 | - | 87.41703 |
| N | KFT | 974.400 | 4.83 | 2.24 | Bww | - | GGG | - | - | 41.10% | - | Vfqccwba | LVMS | 145r | - | CMWW+145 | - | 56.45635 |
Tranche Comments
N: Registration: 144Z/Api X;
N-J: Registration: 144Q/Kiz H;
W: Registration: 144Z/Lls K;
L: Registration: 144B/Gcz O;
I: Registration: 144L/Zdt J;
S: Registration: 144W/Okl U;
Z: Registration: 144W/Gle L;
K: Registration: 144P/Lis K;
Jhev: Registration: 144K/Exf F;
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 |
|---|
| L-V | HKV | 52.600 | 3.30 | 4.67 | MS | - | OOO | - | - | 59.80% | - | Dmdoycjz | KDLG | 230i | - | PIKS+230 | - | 23.13000 |
| R | OJY | 63.750 | 6.43 | 4.55 | QY | - | QQ- | - | - | 41.90% | - | Hqkpbcik | BTKE | 260x | - | BBHL+260 | - | 66.12000 |
| E | FPH | 33.729 | 1.96 | 9.37 | FZ | - | R- | - | - | 25.69% | - | Qlmbfkuw | GWOE | 315z | - | VYHV+315 | - | 62.97000 |
| P | CTI | 53.114 | 4.75 | 3.56 | IJ | - | NNN- | - | - | 90.41% | - | Cxwewrls | AVZE | 625k | - | TWIU+625 | - | 27.10000 |
| N | IAC | 585.884 | 7.92 | 5.75 | Ytt | - | ZZZ | - | - | 59.40% | - | Qdrobzda | CYYM | 175i | - | PCEU+175 | - | 66.24000 |
| B | KZY | 57.507 | 9.70 | 5.27 | QP | - | EEE | - | - | 92.37% | - | Wkpwudak | CEYL | 435l | - | SECJ+435 | - | 16.53000 |
Tranche Comments
N: First Pay: 2024-05-17; Registration: 144Q/Vcj M;
L-V: First Pay: 2024-05-17; Registration: 144I/Zsg H;
R: First Pay: 2024-05-17; Registration: 144V/Chh O;
E: First Pay: 2024-05-17; Registration: 144B/Rcl O;
B: First Pay: 2024-05-17; Registration: 144L/Qrl Y;
P: First Pay: 2024-05-17; Registration: 144E/Kbs K;
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 |
|---|
| H | POC | 62.554 | 8.42 | 6.52 | CF | - | - | - | M- | 6.45% | - | - | - | - | - | - | - | Retained |
| R | UOG | 91.487 | 1.37 | 2.38 | WC | - | - | - | HH- | 12.36% | - | Jxrohilp | 1pHZBR | 340 | - | 1oLCVN+345 | - | 37.10000 |
| B | GKC | 505.784 | 1.70 | 2.45 | Ygg | - | - | - | PPP | 18.00% | - | Jkoblqer | 1bLQLX | 225 | - | 1iVHMH+225 | - | 84.70000 |
| E-W | PBQ | 85.487 | 3.32 | 5.30 | EW | - | - | - | SSS | 53.51% | - | Jzyhamvb | 1vSGHB | 300 | - | 1wZDEB+300 | - | 18.20000 |
| X | NQL | 76.449 | 2.33 | 3.64 | MG | - | - | - | MMM | 95.00% | - | Fubuxjxo | 1dWHAK | 550 | - | 1uAUFJ+550 | - | 28.50000 |
| L | BAP | 53.142 | 7.64 | 7.97 | FO | - | - | - | Z- | 90.13% | - | Vhmyqlda | 1gNJJY | 410 | - | 1lDDEN+415 | - | 13.20000 |
| L | ZQN | 60.145 | 1.86 | 2.74 | LN | - | - | - | DDD- | 48.00% | - | - | - | - | - | - | - | - |
| N | ZBD | 84.260 | 4.28 | 6.57 | NF | - | - | - | JJ- | 33.97% | - | - | - | - | - | - | - | Retained |
| PP | QFP | 37.590 | - | - | SJ | - | - | - | IL | 9.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
B: Registration: 144A/Hoi Q; Comments: Jev O;
E-W: Registration: 144Q/Cok O; Comments: Uzz F;
R: Registration: 144Y/Out A; Comments: Wuj B;
L: Registration: 144C/Qnm D; Comments: Bpe J;
X: Registration: 144J/Bpv T; Comments: Zvg W;
L: Registration: 144O/Rnp E; Comments: Hsy L;
N: Registration: 144K/Hvw N; Comments: Iyo K;
H: Registration: 144L/Thq H; Comments: Rzw F;
PP: Registration: 144J/Eyk S; Comments: Utz Z;
Risk Retention
AU - Tayn TA/AV - Tay
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 |
|---|
| F | OOP | 431.572 | 2.15 | 8.37 | Ebb | - | - | QQQ | - | 32.00% | - | Blfpcyjh | LDDZ | - | 230 | DWSX+224 | - | 27.11000 |
| U | KUL | 36.718 | 5.62 | 6.16 | ZX | - | - | MM (X) | - | 28.65% | - | Fmlvwfus | NKCL | - | 330 | MHGO+324 | - | 39.75000 |
| A | UYF | 62.185 | 8.64 | 1.87 | AG | - | - | W (R) | - | 72.31% | - | Irpbrfuf | SLGQ | - | 390 | MUTT+384 | - | 60.90000 |
| M | MFK | 56.240 | 5.46 | 9.45 | SQ | - | - | KKK (U) | - | 36.53% | - | Upcqxdrh | DOJF | - | 525 | QBQD+519 | - | 57.84000 |
| J-M | ROF | 76.790 | 5.11 | 8.93 | SG | - | - | VVV | - | 47.80% | - | Emsarrxw | JUOA | - | 285 | EXTU+279 | - | 96.39000 |
| Z | BMG | 62.800 | 7.00 | 3.76 | KZ | - | - | GGG | - | 49.00% | - | Lyrsxfwd | JLYY | - | 450 | DGZE+444 | - | 95.47000 |
Tranche Comments
F: Registration: 144U/Xku Q;
J-M: Registration: 144Q/Wqd O;
U: Registration: 144J/Uyg D;
A: Registration: 144B/Fcd M;
Z: Registration: 144Y/Lny T;
M: Registration: 144H/Nrg B;
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 |
|---|
| X | RZL | 866.122 | 6.12 | 1.93 | Wjj | - | - | CCC | - | 79.72% | - | Wxqffuws | GYLI | 125p | 125 | TISQ+125 | - | 950.00000 |
| J | YJA | 98.673 | 5.95 | 9.38 | SQ | - | - | FFF (V) | - | 19.00% | - | Fwoutfvq | UNUO | 350m | 340 | GTEY+340 | - | 619.00000 |
| M | ZBL | 25.993 | 2.79 | 3.93 | TO | - | - | C (K) | - | 8.90% | - | - | - | - | - | - | - | Retained |
| P-A | BXI | 45.899 | 6.78 | 1.76 | HW | - | - | CCC | - | 39.78% | - | Huwxukxj | SVNM | 165v | 165 | AELQ+165 | - | 183.00000 |
| W | LYY | 86.167 | 5.54 | 6.15 | HR | - | - | UUU | - | 73.80% | - | Sxemxhjd | PZPK | 295o | 285 | KOUP+285 | - | 990.00000 |
| M | KQU | 52.638 | 2.37 | 8.17 | SR | - | - | N (I) | - | 55.25% | - | Ikxwubhe | HHFY | 215y | 215 | VMJO+215 | - | 216.00000 |
| R | RFR | 90.473 | 4.91 | 9.50 | YN | - | - | WW (A) | - | 76.20% | - | - | - | - | - | - | - | Retained |
| H | ITE | 68.787 | 1.55 | 5.19 | LI | - | - | HH (A) | - | 75.47% | - | Tjjrjssp | LLXF | 185m | 185 | SGOC+185 | - | 678.00000 |
| Wmod | FIT | 67.332 | - | - | YR | - | - | BI | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: Registration: 144N Nfgi;
P-A: Registration: 144D Vsuq;
H: Registration: 144N Fwcz;
M: Registration: 144F Bque;
W: Registration: 144G Rnua;
J: Registration: 144J Awrr;
R: Registration: 144X Epsn;
M: Registration: 144H Orgg;
Wmod: Registration: 144B Rnnk;
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 |
|---|
| H | PSH | 41.998 | 3.51 | 3.41 | QJ | - | - | - | HHH | 88.43% | - | Jznklkon | 1oR | - | 265 | 1zF+265 | - | 374.00000 |
| Z | QGC | 696.118 | 1.58 | 8.92 | Lnn | - | - | - | SSS | 95.00% | - | Jmrhywbb | 1dP | - | 108 | 1nL+108 | - | 234.00000 |
| V | EKW | 80.733 | 7.81 | 3.18 | VM | - | - | - | B- | 22.13% | - | - | - | - | - | - | - | Retained |
| L | OGN | 17.180 | 5.46 | 9.94 | DV | - | - | - | AA- | 81.79% | - | - | - | - | - | - | - | Retained |
| Bwvr | XYN | 529.355 | - | - | XF | - | - | - | YQ | - | - | - | - | - | - | - | - | Retained |
| VM | QVH | 84.254 | 1.90 | 1.19 | TT | - | - | - | VVV | 10.32% | - | Nukwwxfu | 1fN | - | 133 | 1kL+133 | - | 908.00000 |
| U | PMC | 48.845 | 5.86 | 7.85 | NX | - | - | - | C- | 88.00% | - | Lmbotmmh | 1tR | - | 225 | 1gK+225 | - | 676.00000 |
| Z | RMY | 44.500 | 7.80 | 9.81 | LR | - | - | - | KK- | 50.19% | - | Lvdfdrvw | 1fV | - | 182 | 1rJ+182 | - | 897.00000 |
| J | YQT | 67.610 | 9.43 | 3.72 | BL | - | - | - | EEE- | 94.00% | - | Ljxmdcma | 1uH | - | 305 | 1yD+305 | - | 424.00000 |
Tranche Comments
Z: Registration: 144T/Xqr C;
VM: Registration: 144F/Xhk Q;
Z: Registration: 144N/Qcm P;
U: Registration: 144T/Gwd B;
H: Registration: 144L/Ihg Z;
J: Registration: 144G/Fiq O;
L: Registration: 144I/Fxt P;
V: Registration: 144J/Ybg R;
Bwvr: Registration: 144M/Gyi Y;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | ZBE | 94.857 | 7.33 | 9.62 | QJ | - | - | - | JU | 57.70% | - | - | - | - | - | - | - | Retained |
| N | HRZ | 98.774 | 5.52 | 4.86 | GI | - | - | - | MMM- | 51.93% | - | - | - | - | - | - | - | Retained |
| Amyw | OBC | 31.170 | - | - | OK | - | - | - | MP | - | - | - | - | - | - | - | - | Retained |
| N | WPG | 48.429 | 4.49 | 7.16 | TG | - | - | - | NN- | 10.00% | - | Tldjhbfz | 1iP | - | 475 | 1dE+415 | - | 64.68300 |
| R | WWB | 65.161 | 6.66 | 1.87 | YB | - | - | - | VI | 61.33% | - | - | - | - | - | - | - | Retained |
| D | JWD | 681.562 | 9.80 | 8.13 | Xss | - | - | - | WWW | 68.80% | - | Kbuyabcd | 1nX | - | 265 | 1jH+262 | - | 70.37400 |
| E-H | CJC | 93.589 | 1.61 | 9.11 | WC | - | - | - | JJJ | 30.37% | - | Fbqxvlhl | 1jI | - | 345 | 1yF+345 | - | 123.00000 |
| I | PTD | 68.200 | 3.41 | 5.47 | TR | - | - | - | Y- | 29.34% | - | Jchvppao | 1zH | - | 600 | 1rM+310.8 | - | 14.26000 |
Tranche Comments
D: First Pay: 2020-06-10; Registration: 144W/Iwn L;
E-H: First Pay: 2020-06-10; Registration: 144F/Wdt Z;
N: First Pay: 2020-06-10; Registration: 144Q/Wqa P;
I: First Pay: 2020-06-10; Registration: 144V/Fbk K;
N: First Pay: 2020-06-10; Registration: 144T/Ncw L;
R: First Pay: 2020-06-10; Registration: 144X/Tcf Q;
R: First Pay: 2020-06-10; Registration: 144H/Erd F;
Amyw: First Pay: 2020-06-10; Registration: 144W/Myi U;
Cut-Off Balance ($mm)
748.677147
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 |
|---|
| H | NNL | 90.874 | 5.43 | - | AT | - | - | NN (Y) | - | 89.50% | - | Nzmkseow | 1aC | 165 | 155 | 1fM+155 | - | 330.00000 |
| N | KNP | 46.478 | 2.25 | - | TI | - | - | NN (Z) | - | 82.25% | - | - | - | - | - | - | - | Retained |
| K | GNA | 19.560 | 7.73 | - | VG | - | - | Q (T) | - | 72.70% | - | Yjybmwjl | 1jW | 200 | 190 | 1kP+190 | - | 573.00000 |
| C | VYD | 81.684 | - | - | MY | - | - | NY | - | - | - | - | - | - | - | - | - | Retained |
| R | YVP | 402.159 | 2.71 | - | Ibb | - | - | WWW | - | 24.60% | - | Pdywrdrr | 1kY | 102 | 102 | 1aH+102 | - | 624.00000 |
| M | KLV | 70.935 | 4.55 | - | PA | - | - | KKK (P) | - | 56.00% | - | Ckuhasvy | 1gJ | 265 | 265 | 1tU+265 | - | 860.00000 |
| P-X | TUG | 93.700 | 1.62 | - | ME | - | - | KKK | - | 95.00% | - | Odylrcdw | 1jP | 130 | 130 | 1xL+130 | - | 916.00000 |
| D | EOB | 36.319 | 5.94 | - | KK | - | - | N (R) | - | 7.70% | - | - | - | - | - | - | - | Retained |
Tranche Comments
R: Registration: 144I/Mdr S;
P-X: Registration: 144Z/Aeu C;
H: Registration: 144M/Qfb R;
K: Registration: 144J/Ybd L;
M: Registration: 144X/Qrn V;
N: Registration: 144J/Yvf N;
D: Registration: 144O/Mrp R;
C: Registration: 144G/Wim Y;
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 |
|---|
| E-D | RCT | 31.480 | 3.24 | - | AZ | - | - | - | UUU | 63.14% | - | Fmfezvzs | 1tJ | - | 120 | 1yZ+120 | - | 647.00000 |
| P | ANY | 34.527 | 7.22 | - | ZI | - | - | - | B- | 29.39% | - | - | - | - | - | - | - | - |
| U | ZJB | 78.607 | 3.54 | - | AZ | - | - | - | KKK- | 27.70% | - | Edpljqbe | 1sE | - | 265 | 1iB+265 | - | 702.00000 |
| H | IHN | 393.336 | 9.63 | - | Jnn | - | - | - | DDD | 34.50% | - | Bklwdciu | 1oG | - | 98 | 1zA+98 | - | 974.00000 |
| H | BQV | 64.180 | 8.13 | - | ST | - | - | - | D- | 68.32% | - | Dcpkxkzo | 1wY | - | 190 | 1kU+190 | - | 306.00000 |
| U | CKJ | 60.205 | - | - | MT | - | - | - | OM | - | - | - | - | - | - | - | - | - |
| R | BQV | 73.276 | 1.89 | - | LN | - | - | - | EE- | 60.16% | - | - | - | - | - | - | - | - |
| K | NLC | 40.253 | 5.28 | - | BW | - | - | - | KK- | 38.62% | - | Dybvlkmp | 1uN | - | 140 | 1qG+140 | - | 185.00000 |
Tranche Comments
H: Registration: 144L/Aos B;
E-D: Registration: 144Y/Upj J;
K: Registration: 144Y/Yto V;
H: Registration: 144Q/Ulk Z;
U: Registration: 144J/Lem L;
R: Registration: 144N/Bwg Q;
P: Registration: 144I/Bhj H;
U: Registration: 144F/Pfg Y;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | AEE | 269.700 | 7.71 | 5.34 | Ett | - | - | - | JJJ | 28.00% | - | Jpfzcjxg | 1pG | 85h | 85 | 1xT+85 | - | 784.00000 |
| A-W | NCK | 29.380 | 9.96 | 6.18 | KH | - | - | - | WWW | 64.28% | - | Fhowwqaw | 1qQ | 115b | 125 | 1gF+125 | - | 441.00000 |
| R | VFN | 74.580 | 6.45 | 7.30 | WL | - | - | - | Q- | 59.62% | - | Gvppcutj | 1vW | 210m | 210 | 1wY+210 | - | 871.00000 |
| U | RZR | 61.189 | 1.10 | 3.16 | DH | - | - | - | HHH- | 99.30% | - | Szvrfmrv | 1fE | 300v | 310 | 1pL+310 | - | 294.00000 |
| C | KME | 70.917 | 5.64 | 2.27 | YU | - | - | - | BB- | 42.60% | - | Svobahwg | 1wS | 155g | 165 | 1oC+165 | - | 837.00000 |
Tranche Comments
G: Registration: 144G Aqfg;
A-W: Registration: 144G Ytfw;
C: Registration: 144Y Szvj;
R: Registration: 144V Ohls;
U: Registration: 144L Abjo;