| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | JFD | 58.390 | 7.83 | 5.38 | JA | - | DDD | - | - | 12.32% | - | Dcrvpwce | NGOG | 290m | - | KOON+285 | - | 56.74573 |
| N | MXH | 95.370 | 2.13 | 2.41 | YM | - | H- | - | - | 13.68% | - | Tepryrqe | HNJQ | 215x | - | COSE+215 | - | 71.13302 |
| M | YZI | 95.800 | 3.48 | 7.97 | EN | - | AAA- | - | - | 41.65% | - | Pcuptwar | GLLA | 365d | - | IWDZ+360 | - | 15.57206 |
| V | ENY | 33.880 | 2.50 | 8.32 | JJ | - | PP- | - | - | 64.24% | - | Djmbpcop | QDUV | 190x | - | KAAB+190 | - | 16.21917 |
| E | XFU | 90.760 | 9.90 | 7.20 | US | - | OA | - | - | 84.11% | - | - | - | - | - | - | - | Retained |
| I-U | UCK | 116.830 | 2.83 | 6.73 | DE | - | KKK | - | - | 24.84% | - | Ezjzyvqz | BNPH | 160c | - | QJYZ+160 | - | 20.42395 |
| Zrpl | CSK | 53.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L | ZWE | 351.570 | 9.19 | 4.41 | Luu | - | EEE | - | - | 46.70% | - | Gkhzmqwf | CJHT | 145q | - | MLAN+145 | - | 99.81034 |
| L | QEK | 91.370 | 8.24 | 7.11 | - | - | - | - | - | 1.17% | - | - | - | - | - | - | - | Retained |
Tranche Comments
L: Registration: 144C/Jly I;
I-U: Registration: 144A/Jel V;
V: Registration: 144E/Wry P;
N: Registration: 144Y/Oah Z;
X: Registration: 144Z/Lbf R;
M: Registration: 144J/Frt M;
E: Registration: 144N/Jvb E;
L: Registration: 144M/Hdy A;
Zrpl: Registration: 144Q/Qnc U;
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 |
|---|
| F | OQE | 52.330 | 9.81 | 2.87 | CU | - | HH- | - | - | 58.80% | - | Jlhbwmot | DGJE | 260a | - | CFQF+260 | - | 13.11000 |
| A | BIX | 66.207 | 2.55 | 1.95 | MG | - | J- | - | - | 25.78% | - | Cmwktprl | PIAV | 315m | - | ZXDS+315 | - | 31.73000 |
| B | MUV | 26.888 | 2.31 | 9.15 | LL | - | LLL | - | - | 40.78% | - | Uhhecdsf | ZLSP | 435d | - | GNJF+435 | - | 20.17000 |
| R | BAY | 37.564 | 1.49 | 4.15 | AF | - | WWW- | - | - | 96.31% | - | Shwzfvqk | SHXT | 625u | - | HXCJ+625 | - | 48.48000 |
| P | QUN | 804.789 | 7.38 | 3.78 | Yyy | - | OOO | - | - | 67.70% | - | Cpqoyrto | VKDZ | 175n | - | TGQW+175 | - | 38.77000 |
| G-B | BZI | 96.760 | 2.10 | 5.40 | BW | - | BBB | - | - | 75.60% | - | Ouwlctdc | CVQK | 230i | - | AKZY+230 | - | 53.93000 |
Tranche Comments
P: First Pay: 2024-05-17; Registration: 144X/Xcm Y;
G-B: First Pay: 2024-05-17; Registration: 144L/Jlh B;
F: First Pay: 2024-05-17; Registration: 144N/Feh Q;
A: First Pay: 2024-05-17; Registration: 144U/Jws A;
B: First Pay: 2024-05-17; Registration: 144Y/Iix T;
R: First Pay: 2024-05-17; Registration: 144N/Yoy P;
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 |
|---|
| K | WXM | 61.251 | 2.79 | 9.42 | VX | - | - | - | ZZ- | 64.80% | - | Tdhywbtv | 1gDKMQ | 340 | - | 1cEAEE+345 | - | 50.50000 |
| L | WAO | 57.477 | 5.25 | 8.99 | XD | - | - | - | F- | 79.24% | - | Ymskysjb | 1oDDWQ | 410 | - | 1oPTUO+415 | - | 90.80000 |
| J | ZFV | 55.861 | 6.50 | 8.14 | PJ | - | - | - | GGG | 92.00% | - | Sylpxexd | 1jCYFA | 550 | - | 1bHWJC+550 | - | 92.60000 |
| N | NLT | 50.802 | 7.98 | 1.82 | AM | - | - | - | WWW- | 32.00% | - | - | - | - | - | - | - | - |
| Q | BRT | 24.206 | 3.77 | 1.77 | YV | - | - | - | GG- | 32.35% | - | - | - | - | - | - | - | Retained |
| IV | JJD | 97.384 | - | - | EH | - | - | - | XZ | 2.00% | - | - | - | - | - | - | - | Retained |
| N-X | MTE | 50.306 | 4.39 | 7.50 | ZU | - | - | - | YYY | 43.29% | - | Vmosrcow | 1eUGFO | 300 | - | 1yUYWE+300 | - | 81.90000 |
| T | FES | 90.989 | 8.76 | 8.78 | VP | - | - | - | R- | 1.97% | - | - | - | - | - | - | - | Retained |
| F | TXU | 892.903 | 6.90 | 2.33 | Tzz | - | - | - | EEE | 77.00% | - | Sjfsdbxz | 1zQUUA | 225 | - | 1hYBVL+225 | - | 11.50000 |
Tranche Comments
F: Registration: 144T/Idi K; Comments: Lsf S;
N-X: Registration: 144L/Dtp Q; Comments: Hdc C;
K: Registration: 144X/Clq N; Comments: Rvo O;
L: Registration: 144A/Pfs S; Comments: Aix Y;
J: Registration: 144J/Xri N; Comments: Pcu D;
N: Registration: 144Y/Drj V; Comments: Ujc Y;
Q: Registration: 144X/Btc B; Comments: Fpx B;
T: Registration: 144O/Rwj J; Comments: Ijv W;
IV: Registration: 144J/Zau N; Comments: Vfd O;
Risk Retention
QZ - Ghgi PQ/QC - Ghg
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 |
|---|
| M | LFH | 50.459 | 8.87 | 5.27 | ML | - | - | JJ (Y) | - | 33.32% | - | Ilzxprsx | JVYX | - | 330 | JBMS+324 | - | 21.38000 |
| N-A | HFJ | 81.439 | 7.13 | 1.39 | WH | - | - | UUU | - | 11.80% | - | Mzjjfbtq | ULUG | - | 285 | MEFF+279 | - | 77.78000 |
| F | YPQ | 80.975 | 9.38 | 4.85 | DZ | - | - | N (B) | - | 28.35% | - | Duxskstw | VLUE | - | 390 | NVED+384 | - | 15.70000 |
| L | TGA | 14.131 | 3.39 | 8.23 | KJ | - | - | CCC (A) | - | 45.39% | - | Hyyjvhcq | QHBP | - | 525 | HXGT+519 | - | 31.71000 |
| I | NIB | 47.600 | 4.00 | 3.27 | GK | - | - | NNN | - | 17.00% | - | Efeakfww | DYVG | - | 450 | XNJE+444 | - | 34.90000 |
| T | WYN | 590.990 | 1.60 | 7.56 | Ekk | - | - | SSS | - | 34.00% | - | Qfbmtcua | TDTV | - | 230 | NCCP+224 | - | 40.60000 |
Tranche Comments
T: Registration: 144Q/Pog F;
N-A: Registration: 144V/Gzb Z;
M: Registration: 144M/Xei G;
F: Registration: 144A/Uxx G;
I: Registration: 144C/Rtu Z;
L: Registration: 144W/Tfc U;
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 |
|---|
| Itsd | GKR | 81.583 | - | - | CI | - | - | SF | - | - | - | - | - | - | - | - | - | Retained |
| V-N | QWK | 69.799 | 3.20 | 7.39 | AU | - | - | QQQ | - | 73.83% | - | Fdyhhpac | NLYX | 165p | 165 | DUTW+165 | - | 110.00000 |
| E | HXT | 46.579 | 3.12 | 9.61 | YB | - | - | WWW | - | 50.90% | - | Scprhvph | AGCY | 295r | 285 | CONH+285 | - | 672.00000 |
| Q | ZKK | 52.440 | 8.45 | 1.12 | KV | - | - | BBB (U) | - | 70.00% | - | Ldmevrjk | MAZC | 350m | 340 | WDIH+340 | - | 692.00000 |
| W | JUI | 20.948 | 7.37 | 5.47 | MZ | - | - | BB (V) | - | 66.71% | - | Ycclhhqt | GWKL | 185b | 185 | BTGQ+185 | - | 276.00000 |
| G | ZEU | 95.116 | 1.64 | 3.71 | LR | - | - | A (X) | - | 3.10% | - | - | - | - | - | - | - | Retained |
| N | XVZ | 411.701 | 8.34 | 2.99 | Gff | - | - | VVV | - | 17.29% | - | Smorvauj | GBAY | 125v | 125 | VUNU+125 | - | 557.00000 |
| W | MRH | 75.913 | 7.53 | 3.61 | GO | - | - | Y (P) | - | 63.72% | - | Irxmelvr | HAHT | 215c | 215 | SKLS+215 | - | 436.00000 |
| C | ALO | 19.808 | 9.41 | 9.34 | FJ | - | - | DD (C) | - | 38.73% | - | - | - | - | - | - | - | Retained |
Tranche Comments
N: Registration: 144Z Srxv;
V-N: Registration: 144B Pxpj;
W: Registration: 144N Luej;
W: Registration: 144R Ikrl;
E: Registration: 144W Kzgl;
Q: Registration: 144R Lfjh;
C: Registration: 144D Khcs;
G: Registration: 144V Kwgl;
Itsd: Registration: 144J Cupr;
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 |
|---|
| Sqsg | BAJ | 621.977 | - | - | OQ | - | - | - | YW | - | - | - | - | - | - | - | - | Retained |
| P | YPM | 56.112 | 1.80 | 6.77 | HJ | - | - | - | Q- | 45.00% | - | Cxzyktfr | 1eN | - | 225 | 1aZ+225 | - | 239.00000 |
| O | PBO | 99.708 | 8.60 | 6.55 | YB | - | - | - | Z- | 88.62% | - | - | - | - | - | - | - | Retained |
| M | KQT | 56.409 | 5.29 | 2.83 | JR | - | - | - | YYY | 18.32% | - | Nbvhwahv | 1yG | - | 265 | 1vH+265 | - | 655.00000 |
| Z | UZF | 35.800 | 4.78 | 7.69 | GN | - | - | - | UUU- | 84.00% | - | Edzaqhlo | 1bR | - | 305 | 1dV+305 | - | 232.00000 |
| NT | KUV | 22.413 | 4.20 | 5.52 | IS | - | - | - | III | 36.11% | - | Bzhjplhc | 1uT | - | 133 | 1eT+133 | - | 575.00000 |
| K | KMW | 66.670 | 6.77 | 2.10 | IB | - | - | - | XX- | 34.58% | - | - | - | - | - | - | - | Retained |
| G | AIF | 33.186 | 9.70 | 4.66 | NS | - | - | - | SS- | 73.30% | - | Nxhfxwrg | 1fW | - | 182 | 1oM+182 | - | 748.00000 |
| W | CHL | 750.103 | 4.71 | 9.50 | Gyy | - | - | - | GGG | 34.00% | - | Tzhqalml | 1cH | - | 108 | 1qD+108 | - | 474.00000 |
Tranche Comments
W: Registration: 144G/Tke G;
NT: Registration: 144W/Bza C;
G: Registration: 144N/Nyc N;
P: Registration: 144D/Tkn G;
M: Registration: 144Y/Ref D;
Z: Registration: 144H/Aio A;
K: Registration: 144C/Jsu P;
O: Registration: 144G/Apu D;
Sqsg: Registration: 144U/Vpa P;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | PTG | 53.474 | 9.20 | 8.70 | UG | - | - | - | VVV- | 24.70% | - | - | - | - | - | - | - | Retained |
| V-N | ZZK | 76.811 | 2.33 | 2.72 | MW | - | - | - | ZZZ | 52.46% | - | Pcjcjfzp | 1pC | - | 345 | 1iT+345 | - | 705.00000 |
| L | HTJ | 89.540 | 3.90 | 6.20 | UI | - | - | - | AL | 57.60% | - | - | - | - | - | - | - | Retained |
| P | OJR | 305.495 | 8.50 | 1.26 | Sqq | - | - | - | III | 70.30% | - | Syectvuj | 1hG | - | 265 | 1tL+262 | - | 87.46700 |
| L | RBO | 18.547 | 2.33 | 7.33 | QT | - | - | - | DD- | 52.00% | - | Bvwnzmpn | 1iM | - | 475 | 1gI+415 | - | 89.28500 |
| Idva | ZQM | 20.390 | - | - | ZD | - | - | - | TC | - | - | - | - | - | - | - | - | Retained |
| A | TUU | 51.652 | 6.18 | 4.79 | WP | - | - | - | QU | 23.56% | - | - | - | - | - | - | - | Retained |
| D | JFA | 89.400 | 7.29 | 1.17 | UL | - | - | - | R- | 75.20% | - | Zexlpfzz | 1iG | - | 600 | 1kB+310.8 | - | 82.33000 |
Tranche Comments
P: First Pay: 2020-06-10; Registration: 144Q/Haa B;
V-N: First Pay: 2020-06-10; Registration: 144F/Fcl S;
L: First Pay: 2020-06-10; Registration: 144E/Mtt D;
D: First Pay: 2020-06-10; Registration: 144V/Wyj J;
N: First Pay: 2020-06-10; Registration: 144L/Uds E;
A: First Pay: 2020-06-10; Registration: 144Y/Tyv R;
L: First Pay: 2020-06-10; Registration: 144N/Lru W;
Idva: First Pay: 2020-06-10; Registration: 144A/Juz H;
Cut-Off Balance ($mm)
677.974673
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 |
|---|
| G | XMJ | 62.767 | 8.28 | - | SO | - | - | AA (O) | - | 72.30% | - | Kzxfafdj | 1jF | 165 | 155 | 1hP+155 | - | 850.00000 |
| T | MTR | 41.531 | 7.93 | - | UG | - | - | YYY (M) | - | 35.00% | - | Ehlsulqq | 1qU | 265 | 265 | 1pK+265 | - | 211.00000 |
| E | FGY | 68.167 | 8.51 | - | EI | - | - | TT (Q) | - | 99.96% | - | - | - | - | - | - | - | Retained |
| W | RHZ | 23.700 | 6.97 | - | MD | - | - | J (Y) | - | 67.13% | - | Pumzkbjn | 1vS | 200 | 190 | 1zA+190 | - | 620.00000 |
| I-P | QYL | 58.441 | 1.37 | - | UP | - | - | UUU | - | 51.00% | - | Gfukqlec | 1mO | 130 | 130 | 1lN+130 | - | 265.00000 |
| Z | WUS | 81.107 | 5.91 | - | UX | - | - | W (V) | - | 9.61% | - | - | - | - | - | - | - | Retained |
| W | WJQ | 71.858 | - | - | UH | - | - | FW | - | - | - | - | - | - | - | - | - | Retained |
| X | THC | 100.109 | 9.41 | - | Woo | - | - | QQQ | - | 65.10% | - | Dzfxvqhm | 1nK | 102 | 102 | 1gB+102 | - | 514.00000 |
Tranche Comments
X: Registration: 144H/Osm C;
I-P: Registration: 144Z/Czm R;
G: Registration: 144V/Mfd U;
W: Registration: 144P/Dbq E;
T: Registration: 144I/Jzu V;
E: Registration: 144P/Fhe R;
Z: Registration: 144J/Brm A;
W: Registration: 144Z/Njj I;
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 |
|---|
| Y | QBP | 61.330 | 6.55 | - | EU | - | - | - | D- | 61.91% | - | Pdvuqmru | 1yC | - | 190 | 1yV+190 | - | 600.00000 |
| I | ITM | 53.213 | - | - | XG | - | - | - | JV | - | - | - | - | - | - | - | - | - |
| U | LVO | 895.872 | 7.69 | - | Nyy | - | - | - | BBB | 49.50% | - | Ibhmhxzj | 1jD | - | 98 | 1uW+98 | - | 618.00000 |
| P-B | HGN | 15.883 | 7.46 | - | CK | - | - | - | QQQ | 30.14% | - | Beouwspk | 1eW | - | 120 | 1pK+120 | - | 351.00000 |
| I | KPQ | 24.133 | 8.55 | - | NN | - | - | - | U- | 35.18% | - | - | - | - | - | - | - | - |
| V | BND | 99.153 | 1.73 | - | XA | - | - | - | UU- | 82.20% | - | Jlkxfxhw | 1cH | - | 140 | 1qL+140 | - | 984.00000 |
| M | PPZ | 96.703 | 7.41 | - | IE | - | - | - | VV- | 19.50% | - | - | - | - | - | - | - | - |
| A | NUC | 18.145 | 1.50 | - | IJ | - | - | - | ZZZ- | 76.40% | - | Lfrqpbdb | 1uE | - | 265 | 1hQ+265 | - | 376.00000 |
Tranche Comments
U: Registration: 144N/Cdr U;
P-B: Registration: 144E/Ddt K;
V: Registration: 144B/Iay P;
Y: Registration: 144Q/Bzc K;
A: Registration: 144G/Gru E;
M: Registration: 144W/Hyv U;
I: Registration: 144B/Haw D;
I: Registration: 144N/Gqr J;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | UZW | 48.410 | 2.26 | 3.78 | TP | - | - | - | A- | 33.77% | - | Gyxuzaoj | 1iH | 210f | 210 | 1dZ+210 | - | 363.00000 |
| C-D | PRB | 28.420 | 4.99 | 6.41 | LS | - | - | - | OOO | 65.45% | - | Ilrzmxen | 1xV | 115q | 125 | 1aM+125 | - | 690.00000 |
| Y | BGQ | 873.800 | 7.52 | 2.61 | Wkk | - | - | - | JJJ | 55.00% | - | Kfydvfjv | 1jJ | 85q | 85 | 1hB+85 | - | 336.00000 |
| W | KKT | 54.538 | 3.25 | 2.65 | EJ | - | - | - | QQ- | 86.60% | - | Fsjpduei | 1wH | 155z | 165 | 1xT+165 | - | 397.00000 |
| J | UVZ | 59.973 | 9.94 | 3.92 | TV | - | - | - | LLL- | 99.40% | - | Kzwlaweq | 1aN | 300l | 310 | 1mY+310 | - | 365.00000 |
Tranche Comments
Y: Registration: 144S Iein;
C-D: Registration: 144C Gvtf;
W: Registration: 144P Cwmp;
X: Registration: 144R Ofgk;
J: Registration: 144U Koiv;