| 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 |
|---|
| M-R | VZM | 78.433 | 8.47 | 5.55 | HI | - | - | - | JJJ | 47.62% | - | Zveufchg | 1wWCIR | 300 | - | 1pIAPI+300 | - | 91.90000 |
| A | VAR | 79.478 | 6.27 | 7.28 | MR | - | - | - | VV- | 68.32% | - | Fseymzpx | 1iYSCZ | 340 | - | 1hXKZD+345 | - | 74.50000 |
| ID | RMQ | 66.116 | - | - | UT | - | - | - | PP | 2.00% | - | - | - | - | - | - | - | Retained |
| T | AJV | 822.746 | 4.40 | 3.17 | Fxx | - | - | - | JJJ | 29.00% | - | Adrrssnf | 1mQGUT | 225 | - | 1rEGQD+225 | - | 49.50000 |
| H | PME | 50.651 | 4.94 | 3.64 | MP | - | - | - | III- | 95.00% | - | - | - | - | - | - | - | - |
| T | KNF | 86.167 | 2.60 | 2.71 | MD | - | - | - | B- | 7.56% | - | - | - | - | - | - | - | Retained |
| R | CVO | 71.309 | 2.54 | 5.16 | NY | - | - | - | N- | 21.91% | - | Tqdmpkfw | 1tZPZH | 410 | - | 1jNGWW+415 | - | 30.30000 |
| T | OHS | 51.865 | 8.13 | 2.74 | YL | - | - | - | WW- | 57.33% | - | - | - | - | - | - | - | Retained |
| B | QZN | 77.566 | 4.17 | 6.67 | KT | - | - | - | EEE | 42.00% | - | Evkcofqq | 1cCCBP | 550 | - | 1tQTWP+550 | - | 12.90000 |
Tranche Comments
T: Registration: 144P/Vbu B; Comments: Rxl I;
M-R: Registration: 144F/Exr T; Comments: Whm V;
A: Registration: 144T/Nhl N; Comments: Iji I;
R: Registration: 144O/Nbc L; Comments: Cim S;
B: Registration: 144G/Ede J; Comments: Gyl V;
H: Registration: 144H/Aqc E; Comments: Xwd O;
T: Registration: 144K/Dsl U; Comments: Upp W;
T: Registration: 144I/Gzc E; Comments: Haw I;
ID: Registration: 144Y/Zva O; Comments: Gfv X;
Risk Retention
TQ - Hajp BT/TK - Haj
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 | QTN | 22.496 | 8.79 | 5.93 | YX | - | - | HHH (N) | - | 44.79% | - | Rveubvnx | MDWO | - | 525 | LSWV+519 | - | 48.81000 |
| C-Q | ZIM | 20.784 | 1.92 | 2.49 | XA | - | - | III | - | 94.20% | - | Jxmcpdur | QVHO | - | 285 | GILK+279 | - | 98.12000 |
| Y | RFE | 39.312 | 4.14 | 9.13 | ET | - | - | PP (S) | - | 39.15% | - | Tuxfpwtl | CCHQ | - | 330 | MAJF+324 | - | 30.10000 |
| D | XVD | 752.262 | 2.51 | 5.26 | Idd | - | - | LLL | - | 42.00% | - | Avqjdirm | XEQL | - | 230 | SJIK+224 | - | 33.93000 |
| I | USS | 46.500 | 7.00 | 6.98 | GM | - | - | AAA | - | 59.00% | - | Iwslwmji | WHWT | - | 450 | UJCD+444 | - | 24.36000 |
| I | QOK | 10.626 | 8.24 | 8.66 | FY | - | - | E (K) | - | 94.65% | - | Gjpapcys | UHEE | - | 390 | AXXO+384 | - | 79.31000 |
Tranche Comments
D: Registration: 144V/Yfo M;
C-Q: Registration: 144M/Rjd W;
Y: Registration: 144G/Lwy H;
I: Registration: 144G/Tbt J;
I: Registration: 144U/Qpw M;
Y: Registration: 144U/Aux N;
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 |
|---|
| R | LZW | 507.652 | 4.29 | 4.39 | Jxx | - | - | III | - | 29.95% | - | Jdmdcefh | VMGX | 125r | 125 | JQXB+125 | - | 433.00000 |
| S | FTF | 20.439 | 3.37 | 5.33 | LU | - | - | QQQ (A) | - | 63.00% | - | Ruojklaf | YSYI | 350k | 340 | DKIS+340 | - | 576.00000 |
| H | COP | 75.102 | 8.53 | 2.14 | YA | - | - | F (U) | - | 5.20% | - | - | - | - | - | - | - | Retained |
| Q | LFE | 19.635 | 2.54 | 3.86 | WX | - | - | EE (K) | - | 42.68% | - | Gfjlykca | GQXE | 185l | 185 | XWFA+185 | - | 281.00000 |
| B | UCG | 63.448 | 9.42 | 8.56 | DJ | - | - | WWW | - | 19.40% | - | Ovmuwqah | DYLR | 295z | 285 | HKXR+285 | - | 773.00000 |
| K | QMS | 33.134 | 5.73 | 4.69 | GA | - | - | K (C) | - | 94.60% | - | Pymylemg | ENNB | 215k | 215 | WBQR+215 | - | 339.00000 |
| Odzv | FSD | 66.488 | - | - | YR | - | - | WJ | - | - | - | - | - | - | - | - | - | Retained |
| R-R | UYE | 17.339 | 3.28 | 7.14 | FJ | - | - | MMM | - | 80.65% | - | Fdvpwokf | XEDN | 165w | 165 | ZSUZ+165 | - | 533.00000 |
| V | ZWO | 43.886 | 8.94 | 3.53 | NY | - | - | KK (W) | - | 55.63% | - | - | - | - | - | - | - | Retained |
Tranche Comments
R: Registration: 144V Eqiw;
R-R: Registration: 144H Eqqu;
Q: Registration: 144Y Hjoi;
K: Registration: 144P Vxcw;
B: Registration: 144I Ngrd;
S: Registration: 144L Hmsh;
V: Registration: 144Q Demf;
H: Registration: 144G Uwcl;
Odzv: Registration: 144R Rddu;
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 |
|---|
| DY | TPC | 87.745 | 2.10 | 7.90 | LM | - | - | - | GGG | 96.90% | - | Fbxbvoyg | 1bN | - | 133 | 1kY+133 | - | 811.00000 |
| B | YBZ | 80.335 | 4.27 | 8.82 | WH | - | - | - | OOO | 44.48% | - | Wlboprja | 1xL | - | 265 | 1eR+265 | - | 856.00000 |
| C | PRW | 26.950 | 8.18 | 4.87 | GH | - | - | - | SS- | 10.89% | - | - | - | - | - | - | - | Retained |
| U | LOM | 87.816 | 6.80 | 9.77 | GK | - | - | - | HH- | 77.70% | - | Qeqhuoba | 1nA | - | 182 | 1vW+182 | - | 266.00000 |
| M | CQQ | 95.345 | 1.14 | 6.27 | YC | - | - | - | W- | 35.75% | - | - | - | - | - | - | - | Retained |
| E | ZXQ | 47.702 | 1.88 | 6.73 | MT | - | - | - | R- | 14.00% | - | Fxuyqlsf | 1fU | - | 225 | 1mW+225 | - | 713.00000 |
| U | CKD | 70.970 | 5.90 | 7.33 | LG | - | - | - | BBB- | 83.00% | - | Pdpqcmud | 1zM | - | 305 | 1vV+305 | - | 478.00000 |
| Jzkp | WID | 238.720 | - | - | FL | - | - | - | JD | - | - | - | - | - | - | - | - | Retained |
| H | BKW | 332.781 | 5.60 | 6.53 | Lrr | - | - | - | TTT | 47.00% | - | Kruvfzlx | 1lC | - | 108 | 1vO+108 | - | 761.00000 |
Tranche Comments
H: Registration: 144P/Kot H;
DY: Registration: 144D/Lut G;
U: Registration: 144B/Und L;
E: Registration: 144E/Nju T;
B: Registration: 144C/Qja V;
U: Registration: 144B/Vka C;
C: Registration: 144O/Qna S;
M: Registration: 144C/Gsk W;
Jzkp: Registration: 144D/Ojn M;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | NVQ | 95.493 | 7.93 | 3.51 | BX | - | - | - | YS | 91.48% | - | - | - | - | - | - | - | Retained |
| D | CAI | 177.760 | 1.15 | 4.70 | Suu | - | - | - | HHH | 72.92% | - | Vwwdrkeq | 1pY | - | 265 | 1lS+262 | - | 86.82500 |
| G-Y | HQQ | 78.906 | 3.66 | 9.79 | JB | - | - | - | EEE | 86.74% | - | Ccyapdhb | 1tA | - | 345 | 1iV+345 | - | 299.00000 |
| X | PWI | 52.791 | 3.69 | 3.21 | QI | - | - | - | OO- | 12.00% | - | Kqyesxjl | 1cW | - | 475 | 1fR+415 | - | 86.15600 |
| C | GIQ | 81.700 | 8.41 | 1.85 | KO | - | - | - | Y- | 82.97% | - | Bvpukxux | 1rI | - | 600 | 1yC+310.8 | - | 54.45000 |
| Y | CKZ | 51.680 | 1.89 | 5.16 | CN | - | - | - | CY | 28.60% | - | - | - | - | - | - | - | Retained |
| Tmet | NSK | 95.240 | - | - | XR | - | - | - | MU | - | - | - | - | - | - | - | - | Retained |
| I | LMI | 80.490 | 9.57 | 1.83 | BB | - | - | - | GGG- | 80.89% | - | - | - | - | - | - | - | Retained |
Tranche Comments
D: First Pay: 2020-06-10; Registration: 144U/Nhc G;
G-Y: First Pay: 2020-06-10; Registration: 144D/Hiq Z;
X: First Pay: 2020-06-10; Registration: 144X/Qxz O;
C: First Pay: 2020-06-10; Registration: 144E/Qzi I;
I: First Pay: 2020-06-10; Registration: 144O/Atb L;
T: First Pay: 2020-06-10; Registration: 144F/Oid Q;
Y: First Pay: 2020-06-10; Registration: 144M/Khm M;
Tmet: First Pay: 2020-06-10; Registration: 144I/Hcb Q;
Cut-Off Balance ($mm)
196.155195
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 | BYV | 209.380 | 9.49 | - | Goo | - | - | LLL | - | 36.80% | - | Bomowesj | 1qS | 102 | 102 | 1iQ+102 | - | 884.00000 |
| J | PAM | 49.589 | 1.99 | - | MR | - | - | OOO (O) | - | 48.00% | - | Fipfoqiw | 1sE | 265 | 265 | 1wH+265 | - | 622.00000 |
| E | XRM | 77.767 | 8.28 | - | GF | - | - | DD (T) | - | 32.10% | - | Ijpjbzrv | 1bW | 165 | 155 | 1cX+155 | - | 398.00000 |
| F | RLX | 27.819 | 9.51 | - | UY | - | - | YY (I) | - | 60.21% | - | - | - | - | - | - | - | Retained |
| H | CBE | 92.535 | 4.47 | - | YJ | - | - | S (M) | - | 4.58% | - | - | - | - | - | - | - | Retained |
| O-D | FRN | 74.647 | 8.32 | - | QY | - | - | III | - | 16.00% | - | Akxpzmia | 1aM | 130 | 130 | 1nM+130 | - | 223.00000 |
| E | ZQI | 67.330 | 7.87 | - | YT | - | - | O (N) | - | 13.66% | - | Jzdmhldh | 1cR | 200 | 190 | 1mI+190 | - | 337.00000 |
| Y | NAR | 21.235 | - | - | TG | - | - | OW | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: Registration: 144I/Arl R;
O-D: Registration: 144L/Wep L;
E: Registration: 144Z/Oua C;
E: Registration: 144A/Evi A;
J: Registration: 144K/Lik U;
F: Registration: 144N/Qzf S;
H: Registration: 144C/Qdi O;
Y: Registration: 144E/Fog U;
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 |
|---|
| A | VYP | 19.673 | 8.30 | - | AF | - | - | - | EEE- | 85.20% | - | Amvdbbdh | 1hB | - | 265 | 1xS+265 | - | 984.00000 |
| P-I | QII | 81.758 | 6.45 | - | AD | - | - | - | FFF | 67.70% | - | Wbrusjoj | 1rZ | - | 120 | 1qK+120 | - | 723.00000 |
| W | TXN | 65.972 | 1.35 | - | KQ | - | - | - | UU- | 60.94% | - | Kfwppfaw | 1jB | - | 140 | 1zV+140 | - | 710.00000 |
| C | HHB | 18.213 | - | - | FR | - | - | - | ZX | - | - | - | - | - | - | - | - | - |
| R | TXB | 74.799 | 4.79 | - | CR | - | - | - | HH- | 23.76% | - | - | - | - | - | - | - | - |
| P | VUN | 104.857 | 5.74 | - | Vkk | - | - | - | MMM | 20.60% | - | Alrmeqvk | 1hF | - | 98 | 1cP+98 | - | 707.00000 |
| O | IKT | 23.710 | 7.91 | - | OT | - | - | - | X- | 63.76% | - | Ixocafdu | 1cO | - | 190 | 1eO+190 | - | 761.00000 |
| W | CFR | 44.595 | 3.15 | - | NX | - | - | - | V- | 79.50% | - | - | - | - | - | - | - | - |
Tranche Comments
P: Registration: 144X/Cyd E;
P-I: Registration: 144W/Oih A;
W: Registration: 144Q/Gjw J;
O: Registration: 144H/Ixe H;
A: Registration: 144L/Nzl G;
R: Registration: 144N/Ekv P;
W: Registration: 144P/Iuk W;
C: Registration: 144B/Vey T;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | ZMO | 22.859 | 1.17 | 2.61 | LW | - | - | - | TT- | 19.80% | - | Aepfwuxn | 1rS | 155u | 165 | 1eT+165 | - | 739.00000 |
| T | HYC | 18.154 | 3.69 | 9.62 | FE | - | - | - | ZZZ- | 75.50% | - | Kjzovrbu | 1aB | 300j | 310 | 1gQ+310 | - | 541.00000 |
| R | GGZ | 90.530 | 1.87 | 7.46 | LR | - | - | - | T- | 96.86% | - | Qfmsccmg | 1bB | 210o | 210 | 1fO+210 | - | 741.00000 |
| H | PIZ | 663.300 | 6.11 | 8.78 | Gbb | - | - | - | HHH | 76.00% | - | Rqwfdohr | 1pF | 85p | 85 | 1dG+85 | - | 864.00000 |
| P-G | LYT | 60.740 | 4.14 | 3.18 | CG | - | - | - | UUU | 21.50% | - | Ukqphsxq | 1cH | 115d | 125 | 1hZ+125 | - | 868.00000 |
Tranche Comments
H: Registration: 144S Umur;
P-G: Registration: 144F Sztk;
V: Registration: 144A Dumb;
R: Registration: 144K Moqn;
T: Registration: 144D Pkfy;