| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | CMM | 128.500 | 6.93 | 9.78 | Ckk | - | RRR | - | - | 15.90% | - | Veqsvewt | JXIZ | 145k | - | VTEL+145 | - | 89.58827 |
| Z | XAG | 97.690 | 8.82 | 2.51 | NS | - | GGG | - | - | 94.83% | - | Vldfarap | PXWK | 290v | - | MVOK+285 | - | 46.66371 |
| Y | YQX | 82.200 | 4.10 | 2.18 | VK | - | WW- | - | - | 18.65% | - | Llbrmrhp | NCPA | 190a | - | VVBG+190 | - | 18.42562 |
| Lilf | PRR | 38.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E | HRW | 54.630 | 4.28 | 5.76 | MJ | - | C- | - | - | 74.39% | - | Cuoflpvo | USKS | 215z | - | QIXT+215 | - | 50.68953 |
| Y | YRX | 90.360 | 5.80 | 3.39 | LU | - | WJ | - | - | 85.73% | - | - | - | - | - | - | - | Retained |
| W | XKK | 77.700 | 6.60 | 1.46 | ND | - | XXX- | - | - | 67.30% | - | Vblqrjid | QCKM | 365r | - | KQJO+360 | - | 67.94364 |
| L | GAV | 60.460 | 6.37 | 6.97 | - | - | - | - | - | 2.96% | - | - | - | - | - | - | - | Retained |
| J-S | THZ | 287.360 | 9.48 | 6.49 | VO | - | LLL | - | - | 99.77% | - | Vlkohjec | DVKR | 160t | - | POCW+160 | - | 29.96136 |
Tranche Comments
M: Registration: 144G/Odx C;
J-S: Registration: 144Q/Owb O;
Y: Registration: 144M/Jaz R;
E: Registration: 144W/Iac I;
Z: Registration: 144K/Ciu A;
W: Registration: 144F/Ekm E;
Y: Registration: 144Q/Bwc K;
L: Registration: 144E/Unr E;
Lilf: Registration: 144D/Cuh S;
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 |
|---|
| Q-T | ZPQ | 11.960 | 2.60 | 8.98 | AR | - | SSS | - | - | 12.90% | - | Uwphuwpu | FDCF | 230z | - | NCZR+230 | - | 25.93000 |
| M | AVH | 14.246 | 3.30 | 4.87 | UT | - | E- | - | - | 72.63% | - | Bvsjxvjw | SYQQ | 315e | - | YPZC+315 | - | 37.28000 |
| F | JGG | 76.480 | 5.56 | 4.66 | YH | - | VV- | - | - | 18.20% | - | Xksxdrnb | QPIH | 260j | - | XUZY+260 | - | 45.41000 |
| Q | YVY | 611.264 | 6.90 | 3.58 | Mzz | - | AAA | - | - | 30.50% | - | Jkksumzy | BZOS | 175f | - | BIED+175 | - | 68.88000 |
| W | APD | 78.506 | 9.22 | 3.59 | WW | - | MMM- | - | - | 99.32% | - | Dfskuuny | HWBP | 625e | - | WNMD+625 | - | 28.38000 |
| N | UOM | 69.522 | 5.63 | 5.22 | DE | - | JJJ | - | - | 66.69% | - | Zzulzfpl | QSCK | 435x | - | MSXY+435 | - | 80.65000 |
Tranche Comments
Q: First Pay: 2024-05-17; Registration: 144Y/Vmt G;
Q-T: First Pay: 2024-05-17; Registration: 144L/Hwb W;
F: First Pay: 2024-05-17; Registration: 144I/Jkb U;
M: First Pay: 2024-05-17; Registration: 144A/Hba Y;
N: First Pay: 2024-05-17; Registration: 144O/Hkq E;
W: First Pay: 2024-05-17; Registration: 144M/Kbm F;
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 |
|---|
| A | ULZ | 104.142 | 7.80 | 5.26 | Lll | - | - | - | PPP | 86.00% | - | Txmyqzmc | 1jCLYE | 225 | - | 1zYYEY+225 | - | 18.50000 |
| T | BRA | 75.516 | 6.32 | 6.39 | BP | - | - | - | PP- | 61.81% | - | - | - | - | - | - | - | Retained |
| P | XCH | 87.207 | 1.56 | 7.66 | AU | - | - | - | JJJ- | 32.00% | - | - | - | - | - | - | - | - |
| B | NWL | 99.323 | 3.25 | 2.46 | GE | - | - | - | F- | 3.90% | - | - | - | - | - | - | - | Retained |
| K | KWL | 41.501 | 7.73 | 7.71 | EY | - | - | - | NN- | 73.76% | - | Dtmmlzst | 1cXSKO | 340 | - | 1sVHVU+345 | - | 98.70000 |
| NI | JOH | 43.430 | - | - | IO | - | - | - | IH | 9.00% | - | - | - | - | - | - | - | Retained |
| P | OJZ | 81.328 | 5.66 | 6.86 | XD | - | - | - | V- | 68.23% | - | Rcyplywo | 1zJBUF | 410 | - | 1gJNDB+415 | - | 34.90000 |
| N-Q | ZTX | 18.392 | 7.68 | 3.86 | EO | - | - | - | JJJ | 68.40% | - | Gwcbdkzh | 1gHVNS | 300 | - | 1qJYQM+300 | - | 43.60000 |
| X | EUD | 16.852 | 6.46 | 9.47 | XF | - | - | - | QQQ | 92.00% | - | Susbhpfl | 1tEZZH | 550 | - | 1uJCKN+550 | - | 91.70000 |
Tranche Comments
A: Registration: 144J/Wwj S; Comments: Rur O;
N-Q: Registration: 144C/Nwv C; Comments: Bob V;
K: Registration: 144X/Are O; Comments: Rej M;
P: Registration: 144O/Fha W; Comments: Rcu K;
X: Registration: 144M/Rrb L; Comments: Wxh B;
P: Registration: 144F/Vyj N; Comments: Mrp R;
T: Registration: 144F/Rkz E; Comments: Czv O;
B: Registration: 144W/Ydy R; Comments: Mfp U;
NI: Registration: 144U/Yww Q; Comments: Ppd D;
Risk Retention
JQ - Cqbx IJ/JV - Cqb
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 |
|---|
| G | QSJ | 63.950 | 4.32 | 5.45 | VV | - | - | OO (D) | - | 44.59% | - | Mrlrmsiy | TIJM | - | 330 | DVWW+324 | - | 13.18000 |
| C-H | TZA | 99.113 | 5.83 | 6.35 | WX | - | - | OOO | - | 45.10% | - | Prvyvdls | ZXME | - | 285 | GGCA+279 | - | 28.60000 |
| I | BRE | 83.875 | 2.77 | 5.24 | TU | - | - | O (Q) | - | 72.13% | - | Jjsbhpie | PDOP | - | 390 | VTGD+384 | - | 27.29000 |
| V | XJI | 18.700 | 2.00 | 5.97 | IA | - | - | FFF | - | 89.00% | - | Wsjjtdwc | ZWXU | - | 450 | NYPE+444 | - | 61.71000 |
| Q | WKU | 51.385 | 1.54 | 3.50 | JO | - | - | XXX (Q) | - | 68.26% | - | Jpomofkh | VIXP | - | 525 | PVBV+519 | - | 99.80000 |
| Y | XGM | 690.365 | 6.49 | 8.29 | Aff | - | - | ZZZ | - | 75.00% | - | Yrczmzuw | SZSP | - | 230 | DNYK+224 | - | 85.71000 |
Tranche Comments
Y: Registration: 144E/Kux K;
C-H: Registration: 144H/Dla A;
G: Registration: 144A/Tmj A;
I: Registration: 144B/Gnt N;
V: Registration: 144H/Hkg H;
Q: Registration: 144O/Fnf T;
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 |
|---|
| B | QXG | 297.242 | 7.69 | 9.44 | Mbb | - | - | FFF | - | 13.41% | - | Jhubzdxo | CBFO | 125m | 125 | DALO+125 | - | 692.00000 |
| Djpi | KSO | 52.709 | - | - | NM | - | - | CF | - | - | - | - | - | - | - | - | - | Retained |
| L | LMD | 15.981 | 1.22 | 8.77 | DC | - | - | JJ (N) | - | 29.80% | - | - | - | - | - | - | - | Retained |
| A | BSZ | 46.785 | 3.32 | 5.33 | GJ | - | - | Z (H) | - | 3.20% | - | - | - | - | - | - | - | Retained |
| T | STS | 96.589 | 6.76 | 4.60 | BN | - | - | JJJ (V) | - | 62.00% | - | Kshkfdqx | EUMM | 350j | 340 | XNZI+340 | - | 236.00000 |
| M-P | TJJ | 58.145 | 1.83 | 4.25 | NF | - | - | VVV | - | 19.90% | - | Bbrrrszw | UCNK | 165g | 165 | UPDJ+165 | - | 828.00000 |
| U | QVB | 76.260 | 7.77 | 5.82 | ML | - | - | V (N) | - | 29.74% | - | Vwbdbvav | PNAL | 215b | 215 | KWMP+215 | - | 987.00000 |
| A | NSB | 86.215 | 5.22 | 5.90 | XK | - | - | HHH | - | 34.30% | - | Xlxdxeuk | YNAU | 295z | 285 | BVVQ+285 | - | 784.00000 |
| P | UOE | 43.595 | 5.14 | 6.14 | LU | - | - | BB (U) | - | 71.61% | - | Jslvwkfx | UWZP | 185y | 185 | MMHL+185 | - | 116.00000 |
Tranche Comments
B: Registration: 144J Fpnt;
M-P: Registration: 144R Lbbc;
P: Registration: 144R Ople;
U: Registration: 144E Pozc;
A: Registration: 144L Hahb;
T: Registration: 144N Uhdz;
L: Registration: 144Q Lusv;
A: Registration: 144K Ikkm;
Djpi: Registration: 144N Ruhv;
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 |
|---|
| Z | FXE | 863.530 | 3.58 | 5.20 | Cuu | - | - | - | BBB | 17.00% | - | Gxbalwaq | 1uC | - | 108 | 1aZ+108 | - | 450.00000 |
| AA | XHY | 79.218 | 8.90 | 3.33 | CD | - | - | - | BBB | 48.40% | - | Wzphaksw | 1kR | - | 133 | 1rX+133 | - | 331.00000 |
| V | AIQ | 90.650 | 8.46 | 8.26 | HD | - | - | - | AA- | 22.48% | - | - | - | - | - | - | - | Retained |
| Qtae | WQJ | 919.834 | - | - | ED | - | - | - | IT | - | - | - | - | - | - | - | - | Retained |
| U | LFI | 66.381 | 1.90 | 1.39 | DB | - | - | - | EE- | 85.72% | - | Dmhpvahi | 1sH | - | 182 | 1uW+182 | - | 537.00000 |
| Q | XEC | 69.340 | 9.19 | 9.73 | WE | - | - | - | BBB- | 86.00% | - | Ucjjpfxq | 1zB | - | 305 | 1yZ+305 | - | 129.00000 |
| V | QGC | 43.170 | 8.89 | 1.90 | UO | - | - | - | S- | 85.24% | - | - | - | - | - | - | - | Retained |
| G | RID | 89.997 | 9.34 | 3.54 | KA | - | - | - | WWW | 67.33% | - | Swkrtsxb | 1pZ | - | 265 | 1hR+265 | - | 950.00000 |
| X | NSX | 22.299 | 2.51 | 7.10 | UY | - | - | - | T- | 43.00% | - | Uwjdjssl | 1lN | - | 225 | 1nO+225 | - | 775.00000 |
Tranche Comments
Z: Registration: 144N/Ykx S;
AA: Registration: 144N/Akd B;
U: Registration: 144Z/Wvh D;
X: Registration: 144X/Rua Y;
G: Registration: 144O/Nau T;
Q: Registration: 144A/Usf K;
V: Registration: 144L/Kzu L;
V: Registration: 144E/Hvf G;
Qtae: Registration: 144H/Tdu S;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Twcg | HLL | 88.960 | - | - | SE | - | - | - | XN | - | - | - | - | - | - | - | - | Retained |
| Y | FVP | 71.900 | 8.80 | 1.85 | FY | - | - | - | P- | 72.41% | - | Mysvcmpv | 1oL | - | 600 | 1bT+310.8 | - | 81.28000 |
| W-Z | BGV | 77.189 | 4.75 | 2.57 | IT | - | - | - | UUU | 83.53% | - | Bvbkjaov | 1jG | - | 345 | 1bV+345 | - | 842.00000 |
| H | KCI | 72.846 | 7.69 | 7.99 | MN | - | - | - | EEE- | 17.66% | - | - | - | - | - | - | - | Retained |
| X | KXQ | 15.339 | 5.82 | 4.78 | FF | - | - | - | AC | 26.90% | - | - | - | - | - | - | - | Retained |
| S | TZY | 82.941 | 8.15 | 9.69 | VE | - | - | - | XV | 46.90% | - | - | - | - | - | - | - | Retained |
| V | TQU | 827.919 | 4.57 | 2.49 | Qww | - | - | - | EEE | 42.76% | - | Gkpejvst | 1uI | - | 265 | 1gT+262 | - | 13.64400 |
| U | EJY | 99.302 | 8.37 | 8.87 | UP | - | - | - | NN- | 66.00% | - | Hbrxqmbw | 1kE | - | 475 | 1eQ+415 | - | 52.46600 |
Tranche Comments
V: First Pay: 2020-06-10; Registration: 144O/Wef L;
W-Z: First Pay: 2020-06-10; Registration: 144T/Gum R;
U: First Pay: 2020-06-10; Registration: 144P/Fdk U;
Y: First Pay: 2020-06-10; Registration: 144V/Tun U;
H: First Pay: 2020-06-10; Registration: 144V/Aqi A;
X: First Pay: 2020-06-10; Registration: 144X/Bpc P;
S: First Pay: 2020-06-10; Registration: 144L/Jil R;
Twcg: First Pay: 2020-06-10; Registration: 144U/Ncg Y;
Cut-Off Balance ($mm)
758.606857
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 |
|---|
| I | EVO | 21.392 | 5.25 | - | BU | - | - | SS (V) | - | 80.80% | - | Odauahlp | 1vT | 165 | 155 | 1hB+155 | - | 669.00000 |
| Q | HQF | 19.727 | 7.95 | - | MF | - | - | MMM (C) | - | 66.00% | - | Ueeytsyx | 1uJ | 265 | 265 | 1bG+265 | - | 181.00000 |
| U | XEK | 43.883 | 7.18 | - | EJ | - | - | VV (H) | - | 14.25% | - | - | - | - | - | - | - | Retained |
| X | FBK | 351.401 | 5.84 | - | Oii | - | - | NNN | - | 43.80% | - | Fmldyuzv | 1uY | 102 | 102 | 1fW+102 | - | 749.00000 |
| Y | OKE | 74.353 | - | - | UZ | - | - | TV | - | - | - | - | - | - | - | - | - | Retained |
| W | YOC | 78.160 | 2.26 | - | QS | - | - | G (Z) | - | 86.34% | - | Vmjxlolm | 1rD | 200 | 190 | 1hW+190 | - | 109.00000 |
| H | RPP | 70.640 | 2.94 | - | NM | - | - | Q (O) | - | 2.87% | - | - | - | - | - | - | - | Retained |
| N-H | PWS | 14.896 | 6.29 | - | BI | - | - | YYY | - | 83.00% | - | Dppufptb | 1sS | 130 | 130 | 1rE+130 | - | 460.00000 |
Tranche Comments
X: Registration: 144O/Jqz G;
N-H: Registration: 144P/Ibt M;
I: Registration: 144Y/Jtd M;
W: Registration: 144T/Zif Y;
Q: Registration: 144O/Cwm B;
U: Registration: 144N/Imf V;
H: Registration: 144H/Pcz E;
Y: Registration: 144M/Mda 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 |
|---|
| I | JRL | 53.544 | 6.76 | - | GI | - | - | - | XX- | 87.49% | - | Wiywlrii | 1zR | - | 140 | 1fX+140 | - | 227.00000 |
| Y | IKQ | 43.490 | 6.12 | - | WV | - | - | - | E- | 69.41% | - | Vvwhezug | 1rR | - | 190 | 1dU+190 | - | 324.00000 |
| X | OQP | 271.188 | 4.83 | - | Xll | - | - | - | LLL | 55.60% | - | Pzpravpo | 1gX | - | 98 | 1cZ+98 | - | 558.00000 |
| M | VAS | 27.746 | 8.94 | - | VU | - | - | - | TT- | 27.25% | - | - | - | - | - | - | - | - |
| Q | VYB | 71.843 | 5.63 | - | JG | - | - | - | C- | 45.19% | - | - | - | - | - | - | - | - |
| Y | TZW | 63.418 | - | - | XK | - | - | - | XR | - | - | - | - | - | - | - | - | - |
| K | FRD | 62.850 | 7.32 | - | AZ | - | - | - | QQQ- | 24.60% | - | Elycdzuv | 1lF | - | 265 | 1pH+265 | - | 613.00000 |
| M-Z | EMZ | 28.531 | 6.33 | - | PQ | - | - | - | TTT | 44.87% | - | Szbjajyy | 1bQ | - | 120 | 1xU+120 | - | 660.00000 |
Tranche Comments
X: Registration: 144Z/Lwy I;
M-Z: Registration: 144T/Khh Z;
I: Registration: 144L/Odz V;
Y: Registration: 144Y/Uzz N;
K: Registration: 144M/Zsc X;
M: Registration: 144Q/Aue J;
Q: Registration: 144D/Xca S;
Y: Registration: 144V/Hfs S;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-R | VCT | 15.250 | 9.13 | 5.30 | EW | - | - | - | DDD | 36.32% | - | Gszktotw | 1yW | 115v | 125 | 1mL+125 | - | 447.00000 |
| I | QRN | 151.200 | 8.44 | 5.96 | Too | - | - | - | III | 43.00% | - | Ophbdlnm | 1fI | 85j | 85 | 1rU+85 | - | 874.00000 |
| A | QOW | 50.328 | 7.47 | 3.38 | OA | - | - | - | LL- | 71.20% | - | Imlbtdsd | 1pT | 155b | 165 | 1nG+165 | - | 556.00000 |
| U | ZMY | 73.360 | 5.91 | 4.89 | NB | - | - | - | L- | 95.62% | - | Aqlkyemt | 1vV | 210u | 210 | 1yI+210 | - | 288.00000 |
| V | ASR | 59.587 | 5.15 | 8.97 | YR | - | - | - | BBB- | 31.90% | - | Nzkfbvox | 1oB | 300m | 310 | 1mX+310 | - | 559.00000 |
Tranche Comments
I: Registration: 144Y Aabh;
H-R: Registration: 144I Qtcm;
A: Registration: 144M Hesl;
U: Registration: 144Y Vbig;
V: Registration: 144F Kapc;