| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Rsct | YSF | 32.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E | FFP | 27.680 | 7.53 | 4.91 | LS | - | GGG | - | - | 26.78% | - | Fuxdvonq | DOQV | 290j | - | TVSZ+285 | - | 68.33373 |
| L | PCS | 92.600 | 2.10 | 4.11 | HN | - | YYY- | - | - | 63.74% | - | Omhphwfu | NOWN | 365w | - | AZHC+360 | - | 61.57526 |
| J-F | RZS | 567.740 | 7.50 | 9.40 | ZV | - | MMM | - | - | 42.85% | - | Vqoocqoy | NDSY | 160j | - | XAMA+160 | - | 38.28800 |
| N | ALI | 529.460 | 9.38 | 3.47 | Zvv | - | MMM | - | - | 59.30% | - | Mrjywkfg | LSGO | 145z | - | EQIH+145 | - | 70.32222 |
| Q | VHF | 41.330 | 6.56 | 8.43 | PE | - | A- | - | - | 89.31% | - | Kclktbvc | ZVTJ | 215b | - | OPZO+215 | - | 58.61711 |
| A | FHI | 25.970 | 1.30 | 8.35 | OI | - | OO- | - | - | 91.67% | - | Rzqvcqqq | ACLU | 190y | - | KVGF+190 | - | 70.91578 |
| C | ABU | 65.190 | 2.60 | 6.38 | DA | - | XD | - | - | 31.56% | - | - | - | - | - | - | - | Retained |
| J | JQS | 88.380 | 9.26 | 7.94 | - | - | - | - | - | 4.88% | - | - | - | - | - | - | - | Retained |
Tranche Comments
N: Registration: 144I/Avx S;
J-F: Registration: 144D/Qeh H;
A: Registration: 144E/Zqv W;
Q: Registration: 144X/Ouj S;
E: Registration: 144Q/Rfr P;
L: Registration: 144P/Nvc M;
C: Registration: 144Z/Zpy M;
J: Registration: 144P/Qne S;
Rsct: Registration: 144V/Wis Y;
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 | NXS | 43.616 | 3.51 | 7.59 | PK | - | E- | - | - | 71.65% | - | Ujfmlyax | YDIE | 315k | - | HJIJ+315 | - | 35.19000 |
| B | IFH | 586.914 | 3.53 | 4.84 | Rgg | - | III | - | - | 15.20% | - | Leejkbhn | BYSM | 175c | - | UBGY+175 | - | 78.13000 |
| Z-H | EEB | 60.840 | 1.20 | 1.80 | CT | - | YYY | - | - | 72.50% | - | Yshmjflq | KPMV | 230v | - | VKMW+230 | - | 17.88000 |
| Y | OZK | 13.560 | 5.67 | 4.88 | JB | - | OO- | - | - | 32.50% | - | Tuafadzp | NKHX | 260i | - | YTZJ+260 | - | 17.27000 |
| C | OPG | 14.532 | 7.66 | 3.11 | MM | - | SSS | - | - | 73.99% | - | Lbqmqxlx | HWOO | 435r | - | PYJG+435 | - | 21.10000 |
| W | AYZ | 91.938 | 2.17 | 7.73 | VI | - | EEE- | - | - | 72.20% | - | Oyevuccx | BFZF | 625c | - | SULL+625 | - | 66.98000 |
Tranche Comments
B: First Pay: 2024-05-17; Registration: 144Y/Vwx A;
Z-H: First Pay: 2024-05-17; Registration: 144D/Zau F;
Y: First Pay: 2024-05-17; Registration: 144U/Rrp G;
F: First Pay: 2024-05-17; Registration: 144W/Vns T;
C: First Pay: 2024-05-17; Registration: 144O/Oum I;
W: First Pay: 2024-05-17; Registration: 144P/Bbd H;
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 |
|---|
| Q | XML | 37.119 | 9.71 | 4.26 | OM | - | - | - | II- | 50.80% | - | - | - | - | - | - | - | Retained |
| A-X | XLO | 80.966 | 6.68 | 8.18 | ZH | - | - | - | HHH | 46.67% | - | Nexacdrb | 1uGKSD | 300 | - | 1zWTJX+300 | - | 11.90000 |
| I | OJI | 38.942 | 4.43 | 6.80 | VN | - | - | - | GGG | 10.00% | - | Ujrpuszx | 1fTKGS | 550 | - | 1oHVAF+550 | - | 11.30000 |
| GJ | BEW | 98.282 | - | - | SS | - | - | - | JE | 9.00% | - | - | - | - | - | - | - | Retained |
| M | CKX | 67.705 | 1.96 | 1.99 | TA | - | - | - | LL- | 46.38% | - | Chpvhodc | 1bASKB | 340 | - | 1tLXDP+345 | - | 65.50000 |
| R | MPN | 42.631 | 3.64 | 2.31 | KT | - | - | - | RRR- | 82.00% | - | - | - | - | - | - | - | - |
| V | ZBE | 79.968 | 9.89 | 3.72 | WV | - | - | - | Y- | 6.17% | - | - | - | - | - | - | - | Retained |
| Y | IUY | 576.259 | 2.30 | 6.72 | Kmm | - | - | - | ZZZ | 45.00% | - | Heourqbs | 1pAJPZ | 225 | - | 1jVGLK+225 | - | 47.70000 |
| T | JYE | 34.798 | 7.32 | 1.65 | IB | - | - | - | O- | 31.97% | - | Yjdptfyi | 1wMXML | 410 | - | 1aAUTI+415 | - | 70.70000 |
Tranche Comments
Y: Registration: 144J/Iea T; Comments: Mna X;
A-X: Registration: 144W/Ewa D; Comments: Amu Z;
M: Registration: 144N/Fej M; Comments: Abx Y;
T: Registration: 144Y/Ppd M; Comments: Gei S;
I: Registration: 144Y/Qjd O; Comments: Wnm D;
R: Registration: 144E/Uzw Z; Comments: Kvr J;
Q: Registration: 144W/Ziw E; Comments: Uso G;
V: Registration: 144W/Ryg Q; Comments: Mkx R;
GJ: Registration: 144A/Xxx W; Comments: Sxc Q;
Risk Retention
NB - Vnou UN/NK - Vno
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 |
|---|
| Y-O | INU | 47.647 | 2.42 | 5.34 | KW | - | - | XXX | - | 66.20% | - | Iewvxlsr | TJIK | - | 285 | GKLI+279 | - | 87.54000 |
| M | QNL | 75.248 | 7.55 | 1.83 | TK | - | - | RR (K) | - | 10.42% | - | Smmmewex | CKOT | - | 330 | WADQ+324 | - | 13.15000 |
| J | MTN | 36.776 | 6.32 | 4.17 | VV | - | - | MMM (Z) | - | 98.66% | - | Ozcsfynr | KMCP | - | 525 | BXQW+519 | - | 73.56000 |
| T | NUC | 12.548 | 9.49 | 9.27 | MX | - | - | I (M) | - | 49.36% | - | Mubfrulx | PTEE | - | 390 | WLAA+384 | - | 13.48000 |
| V | QEQ | 31.600 | 8.00 | 9.98 | GV | - | - | ZZZ | - | 89.00% | - | Xlperans | ZTMI | - | 450 | DCHA+444 | - | 39.84000 |
| G | NTH | 660.294 | 5.44 | 9.62 | Bee | - | - | ZZZ | - | 67.00% | - | Tcykppzr | BDKK | - | 230 | AKBX+224 | - | 32.92000 |
Tranche Comments
G: Registration: 144L/Gal J;
Y-O: Registration: 144H/Cnq E;
M: Registration: 144F/Yic O;
T: Registration: 144E/Pmp N;
V: Registration: 144J/Zpe C;
J: Registration: 144M/Ecj C;
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 |
|---|
| K | EWT | 98.681 | 8.57 | 3.41 | PC | - | - | RRR (E) | - | 80.00% | - | Ayoumlir | APTV | 350g | 340 | WMUE+340 | - | 389.00000 |
| Jrjk | AFE | 79.357 | - | - | SR | - | - | MS | - | - | - | - | - | - | - | - | - | Retained |
| P | LLP | 694.248 | 5.31 | 3.24 | Ixx | - | - | FFF | - | 71.44% | - | Ahcdwavc | TJVM | 125t | 125 | YKWQ+125 | - | 643.00000 |
| A | LJR | 96.255 | 4.90 | 2.46 | HX | - | - | BBB | - | 53.30% | - | Qqhxbovx | PSZQ | 295x | 285 | BIWV+285 | - | 421.00000 |
| D | QWL | 71.183 | 2.66 | 4.29 | IX | - | - | OO (G) | - | 70.96% | - | - | - | - | - | - | - | Retained |
| W | YUH | 23.981 | 5.92 | 9.81 | WC | - | - | OO (H) | - | 62.58% | - | Pbvufouh | NATB | 185p | 185 | GPQM+185 | - | 660.00000 |
| D-R | FGF | 27.832 | 9.29 | 8.47 | VC | - | - | XXX | - | 63.61% | - | Vvszsqxi | CCWY | 165r | 165 | YQOT+165 | - | 474.00000 |
| U | KNI | 88.317 | 5.53 | 2.22 | LG | - | - | X (J) | - | 46.73% | - | Cxdvhpmy | OQUO | 215v | 215 | QXJI+215 | - | 844.00000 |
| E | GLK | 16.774 | 2.94 | 2.78 | UJ | - | - | I (J) | - | 6.40% | - | - | - | - | - | - | - | Retained |
Tranche Comments
P: Registration: 144F Yfbi;
D-R: Registration: 144E Uugk;
W: Registration: 144U Qnfq;
U: Registration: 144F Vxbi;
A: Registration: 144G Inva;
K: Registration: 144K Yttp;
D: Registration: 144A Lmiu;
E: Registration: 144I Utgp;
Jrjk: Registration: 144H Jtkt;
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 |
|---|
| L | LNZ | 574.985 | 6.13 | 9.96 | Jaa | - | - | - | WWW | 32.00% | - | Bfvcytph | 1xU | - | 108 | 1vB+108 | - | 852.00000 |
| N | UPZ | 68.600 | 7.95 | 2.53 | VL | - | - | - | DD- | 61.69% | - | - | - | - | - | - | - | Retained |
| A | CIJ | 94.970 | 2.65 | 7.59 | HH | - | - | - | P- | 67.84% | - | - | - | - | - | - | - | Retained |
| Mszu | KIV | 998.324 | - | - | ZI | - | - | - | ES | - | - | - | - | - | - | - | - | Retained |
| D | MLM | 69.317 | 5.34 | 2.40 | ES | - | - | - | J- | 80.00% | - | Ikezzsiq | 1gC | - | 225 | 1wQ+225 | - | 308.00000 |
| C | QAP | 15.370 | 3.39 | 3.33 | VA | - | - | - | LLL- | 58.00% | - | Llhqqxzq | 1cB | - | 305 | 1gB+305 | - | 940.00000 |
| M | PVK | 69.194 | 3.64 | 2.94 | GK | - | - | - | YYY | 33.74% | - | Ljzmhtfr | 1zR | - | 265 | 1qE+265 | - | 517.00000 |
| EL | AXG | 45.110 | 9.20 | 3.37 | LT | - | - | - | PPP | 73.20% | - | Quoavabp | 1fA | - | 133 | 1bF+133 | - | 439.00000 |
| I | MSO | 53.185 | 1.70 | 5.89 | GJ | - | - | - | MM- | 64.86% | - | Lxxhfqtn | 1vK | - | 182 | 1dC+182 | - | 639.00000 |
Tranche Comments
L: Registration: 144E/Wfp T;
EL: Registration: 144L/Tdy P;
I: Registration: 144H/Etk Y;
D: Registration: 144B/Qzt G;
M: Registration: 144H/Wsg P;
C: Registration: 144G/Pdv R;
N: Registration: 144E/Okg C;
A: Registration: 144U/Bfw D;
Mszu: Registration: 144P/Nko V;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-F | EQX | 87.185 | 8.72 | 5.61 | SA | - | - | - | NNN | 72.47% | - | Cenazzsn | 1uP | - | 345 | 1jI+345 | - | 398.00000 |
| F | KAH | 62.600 | 1.10 | 3.62 | PK | - | - | - | C- | 90.75% | - | Pxyaockg | 1yP | - | 600 | 1vP+310.8 | - | 10.10000 |
| S | CME | 56.446 | 3.70 | 8.61 | UW | - | - | - | VVV- | 74.53% | - | - | - | - | - | - | - | Retained |
| Avok | KLZ | 10.100 | - | - | TY | - | - | - | FO | - | - | - | - | - | - | - | - | Retained |
| B | EQB | 695.154 | 7.69 | 8.41 | Vgg | - | - | - | ZZZ | 99.66% | - | Vykvwmqo | 1dN | - | 265 | 1kP+262 | - | 74.65600 |
| F | HTC | 99.201 | 5.69 | 6.94 | BT | - | - | - | SS- | 24.00% | - | Dcwyovwu | 1cJ | - | 475 | 1gY+415 | - | 73.94800 |
| E | XYT | 15.113 | 7.25 | 8.94 | KP | - | - | - | AS | 19.44% | - | - | - | - | - | - | - | Retained |
| N | KBM | 57.432 | 2.82 | 5.95 | JJ | - | - | - | QE | 60.30% | - | - | - | - | - | - | - | Retained |
Tranche Comments
B: First Pay: 2020-06-10; Registration: 144P/Msn J;
G-F: First Pay: 2020-06-10; Registration: 144B/Tbv W;
F: First Pay: 2020-06-10; Registration: 144E/Cxp T;
F: First Pay: 2020-06-10; Registration: 144G/Bbi S;
S: First Pay: 2020-06-10; Registration: 144V/Yyg Y;
E: First Pay: 2020-06-10; Registration: 144G/Mca D;
N: First Pay: 2020-06-10; Registration: 144D/Imz H;
Avok: First Pay: 2020-06-10; Registration: 144B/Oaf Y;
Cut-Off Balance ($mm)
152.838393
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 |
|---|
| A | IRQ | 31.632 | - | - | KG | - | - | ZI | - | - | - | - | - | - | - | - | - | Retained |
| S | FFO | 478.427 | 4.11 | - | Dmm | - | - | YYY | - | 57.50% | - | Ookohfbr | 1rM | 102 | 102 | 1tF+102 | - | 746.00000 |
| N-O | CCA | 32.933 | 5.35 | - | BJ | - | - | CCC | - | 12.00% | - | Sywmlbxc | 1rZ | 130 | 130 | 1yL+130 | - | 133.00000 |
| V | KCC | 77.762 | 4.61 | - | IB | - | - | Y (A) | - | 7.85% | - | - | - | - | - | - | - | Retained |
| I | ORM | 45.567 | 3.72 | - | BO | - | - | UU (N) | - | 25.40% | - | Ufokbyni | 1vB | 165 | 155 | 1pE+155 | - | 959.00000 |
| R | OMR | 97.360 | 7.55 | - | CB | - | - | X (W) | - | 77.85% | - | Uzqfmdte | 1aE | 200 | 190 | 1wZ+190 | - | 336.00000 |
| B | AIC | 86.746 | 6.32 | - | NK | - | - | DD (W) | - | 70.10% | - | - | - | - | - | - | - | Retained |
| T | IMG | 65.926 | 6.40 | - | YS | - | - | CCC (F) | - | 29.00% | - | Exhorqwi | 1cN | 265 | 265 | 1vS+265 | - | 506.00000 |
Tranche Comments
S: Registration: 144D/Cqb S;
N-O: Registration: 144J/Oej M;
I: Registration: 144B/Iet J;
R: Registration: 144C/Vhq H;
T: Registration: 144N/Dck I;
B: Registration: 144K/Kdm L;
V: Registration: 144W/Ftw K;
A: Registration: 144B/Gmp Q;
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 |
|---|
| F | MEO | 91.750 | 6.30 | - | EW | - | - | - | T- | 60.84% | - | Chpfjlzx | 1hL | - | 190 | 1iR+190 | - | 923.00000 |
| F-K | TIP | 61.756 | 5.84 | - | II | - | - | - | YYY | 81.60% | - | Kpmflmfj | 1qK | - | 120 | 1kQ+120 | - | 459.00000 |
| J | GFQ | 65.915 | 8.91 | - | ZW | - | - | - | ZZZ- | 92.50% | - | Hlcblcbh | 1jH | - | 265 | 1lK+265 | - | 220.00000 |
| B | WWH | 82.611 | 2.53 | - | UG | - | - | - | JJ- | 38.58% | - | - | - | - | - | - | - | - |
| V | VIB | 80.267 | 7.88 | - | FS | - | - | - | A- | 69.46% | - | - | - | - | - | - | - | - |
| H | QEH | 92.971 | 4.17 | - | KZ | - | - | - | AA- | 40.88% | - | Ojcqlpbk | 1pM | - | 140 | 1qG+140 | - | 842.00000 |
| F | EXH | 18.353 | - | - | BG | - | - | - | HP | - | - | - | - | - | - | - | - | - |
| L | ETC | 964.547 | 4.90 | - | Xtt | - | - | - | ZZZ | 34.60% | - | Gbvoxxto | 1wE | - | 98 | 1kO+98 | - | 287.00000 |
Tranche Comments
L: Registration: 144G/Gab S;
F-K: Registration: 144D/Twq O;
H: Registration: 144I/Vps T;
F: Registration: 144E/Hma G;
J: Registration: 144N/Hdy U;
B: Registration: 144O/Wvj W;
V: Registration: 144Q/Hbz B;
F: Registration: 144N/Ulb P;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-N | XOY | 21.390 | 2.64 | 5.33 | LA | - | - | - | KKK | 45.28% | - | Mrkwkyau | 1mU | 115l | 125 | 1cI+125 | - | 875.00000 |
| T | FOT | 63.130 | 7.79 | 6.13 | QD | - | - | - | P- | 27.75% | - | Euxmryby | 1rO | 210a | 210 | 1oJ+210 | - | 556.00000 |
| D | EEO | 54.803 | 8.29 | 4.64 | FY | - | - | - | III- | 99.30% | - | Dyukrsnn | 1rZ | 300c | 310 | 1yC+310 | - | 420.00000 |
| U | QSG | 73.774 | 8.25 | 5.84 | FL | - | - | - | ZZ- | 45.40% | - | Dzmflunj | 1mA | 155y | 165 | 1bA+165 | - | 290.00000 |
| X | CQR | 311.100 | 3.45 | 1.38 | Fcc | - | - | - | GGG | 62.00% | - | Hrmsqzoj | 1bB | 85h | 85 | 1rR+85 | - | 378.00000 |
Tranche Comments
X: Registration: 144M Zrlq;
I-N: Registration: 144I Ngzx;
U: Registration: 144I Mgku;
T: Registration: 144C Tifw;
D: Registration: 144L Agrh;