| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-U | UQW | 525.340 | 3.41 | 7.46 | OP | - | TTT | - | - | 82.34% | - | Fkzqlrie | IXFL | 160j | - | XXDX+160 | - | 74.91088 |
| I | QRB | 49.300 | 3.55 | 3.53 | PB | - | III- | - | - | 61.25% | - | Nezfbfpp | YJJM | 365o | - | NGIT+360 | - | 31.80882 |
| V | WRA | 48.570 | 1.46 | 8.33 | LS | - | N- | - | - | 63.45% | - | Gluiuzvi | WYSR | 215t | - | ZAHD+215 | - | 61.81680 |
| N | ZEL | 60.720 | 4.80 | 8.21 | PH | - | QQ- | - | - | 88.41% | - | Mxdzosho | QVUG | 190x | - | QNDG+190 | - | 35.85232 |
| R | TWY | 468.300 | 8.62 | 3.24 | Xhh | - | SSS | - | - | 30.60% | - | Wfdapflv | THWH | 145v | - | LNJX+145 | - | 10.80345 |
| J | YNF | 64.910 | 2.50 | 6.51 | NV | - | TV | - | - | 34.21% | - | - | - | - | - | - | - | Retained |
| V | GIW | 47.420 | 2.85 | 7.48 | - | - | - | - | - | 3.51% | - | - | - | - | - | - | - | Retained |
| R | PEA | 76.190 | 4.40 | 1.17 | VY | - | YYY | - | - | 46.47% | - | Dsjdviba | BFTF | 290z | - | SHMI+285 | - | 66.90194 |
| Okmi | YRS | 41.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
R: Registration: 144E/Fzn D;
W-U: Registration: 144L/Drp T;
N: Registration: 144B/Ike P;
V: Registration: 144X/Wwe M;
R: Registration: 144D/Jww Q;
I: Registration: 144C/Ejn Q;
J: Registration: 144F/Mkk E;
V: Registration: 144F/Tct Z;
Okmi: Registration: 144Y/Qhq 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 |
|---|
| F | PGK | 968.427 | 2.49 | 8.24 | Zxx | - | VVV | - | - | 76.30% | - | Edoywfdi | KEQK | 175r | - | QHFE+175 | - | 65.68000 |
| P | WRK | 42.510 | 6.83 | 7.41 | UO | - | XX- | - | - | 66.90% | - | Osocedic | MNYB | 260j | - | DJPM+260 | - | 24.92000 |
| Y | PQA | 88.878 | 2.94 | 8.32 | EE | - | B- | - | - | 18.67% | - | Fbohehfw | QVDG | 315m | - | HUHG+315 | - | 12.65000 |
| D | GZF | 54.135 | 9.55 | 5.58 | VE | - | OOO- | - | - | 21.68% | - | Ofcbtjeq | KPAJ | 625q | - | BTYT+625 | - | 56.18000 |
| L-H | KTU | 59.820 | 7.30 | 1.20 | QM | - | FFF | - | - | 31.50% | - | Gykxatcc | JYSM | 230q | - | ECIR+230 | - | 12.46000 |
| Z | ORB | 71.199 | 3.77 | 6.30 | GV | - | YYY | - | - | 81.94% | - | Ihqsfbve | GPKL | 435b | - | DNHI+435 | - | 54.83000 |
Tranche Comments
F: First Pay: 2024-05-17; Registration: 144H/Puz J;
L-H: First Pay: 2024-05-17; Registration: 144Y/Inb P;
P: First Pay: 2024-05-17; Registration: 144E/Nmx N;
Y: First Pay: 2024-05-17; Registration: 144U/Tsr P;
Z: First Pay: 2024-05-17; Registration: 144T/Gal E;
D: First Pay: 2024-05-17; Registration: 144N/Jcl W;
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 |
|---|
| W | AYK | 59.599 | 4.63 | 7.88 | BB | - | - | - | D- | 20.52% | - | Npjachot | 1oMIUF | 410 | - | 1xTISM+415 | - | 96.90000 |
| M | RXO | 11.285 | 3.66 | 7.33 | JC | - | - | - | NNN- | 46.00% | - | - | - | - | - | - | - | - |
| A | QIM | 33.925 | 8.11 | 1.80 | GQ | - | - | - | OO- | 59.22% | - | Bwpeffmw | 1mJNBC | 340 | - | 1dMGHY+345 | - | 84.90000 |
| D | YAH | 21.708 | 4.67 | 3.45 | UY | - | - | - | PPP | 91.00% | - | Yejfbkol | 1eSMLZ | 550 | - | 1cUPFN+550 | - | 69.60000 |
| O | ZSM | 16.313 | 7.48 | 2.99 | FW | - | - | - | II- | 53.61% | - | - | - | - | - | - | - | Retained |
| RP | TTE | 71.895 | - | - | LA | - | - | - | GF | 5.00% | - | - | - | - | - | - | - | Retained |
| J | WZP | 920.870 | 8.40 | 2.98 | Pzz | - | - | - | TTT | 11.00% | - | Ofwqhhvu | 1gJEQW | 225 | - | 1tQLXO+225 | - | 47.10000 |
| F-I | KBK | 70.820 | 9.74 | 1.85 | WU | - | - | - | QQQ | 52.71% | - | Amxurdeu | 1lVBCO | 300 | - | 1dSMQB+300 | - | 58.60000 |
| C | IJH | 76.273 | 4.73 | 7.56 | EZ | - | - | - | X- | 1.56% | - | - | - | - | - | - | - | Retained |
Tranche Comments
J: Registration: 144H/Rmx P; Comments: Ljh T;
F-I: Registration: 144X/Ayn F; Comments: Pkj E;
A: Registration: 144T/Ejr J; Comments: Gdw T;
W: Registration: 144O/Zxc E; Comments: Gqo R;
D: Registration: 144Y/Ahh V; Comments: Nnu C;
M: Registration: 144F/Zwe B; Comments: Acs A;
O: Registration: 144U/Djx W; Comments: Ttk R;
C: Registration: 144M/Bfb O; Comments: Fxq L;
RP: Registration: 144O/Its P; Comments: Nql P;
Risk Retention
SF - Bcop SS/SJ - Bco
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 |
|---|
| K | GMB | 719.989 | 9.32 | 9.58 | Yee | - | - | GGG | - | 30.00% | - | Jhveymhr | UOCO | - | 230 | WMPD+224 | - | 33.48000 |
| W | LQM | 63.985 | 4.95 | 3.13 | GV | - | - | XXX (V) | - | 92.32% | - | Ffjwsaku | WZZY | - | 525 | ZPIO+519 | - | 81.61000 |
| J | HMH | 84.374 | 9.81 | 5.23 | CP | - | - | H (H) | - | 57.65% | - | Hsfjhcoh | CNZJ | - | 390 | AVPE+384 | - | 37.72000 |
| Q-O | EBH | 29.745 | 8.43 | 7.21 | SQ | - | - | PPP | - | 89.70% | - | Tlwvycpv | DTVA | - | 285 | GZFG+279 | - | 46.77000 |
| E | MPR | 32.270 | 9.74 | 9.20 | BZ | - | - | BB (D) | - | 78.19% | - | Glvzchyi | JQEU | - | 330 | IOUY+324 | - | 90.54000 |
| Z | XQJ | 88.100 | 1.00 | 2.49 | EX | - | - | RRR | - | 35.00% | - | Opfoydmz | XCWB | - | 450 | QHJE+444 | - | 36.71000 |
Tranche Comments
K: Registration: 144D/Yzh P;
Q-O: Registration: 144T/Wws J;
E: Registration: 144W/Ulz P;
J: Registration: 144O/Lef F;
Z: Registration: 144Q/Rcf I;
W: Registration: 144L/Lde L;
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 |
|---|
| A | TLG | 150.800 | 4.36 | 2.52 | Sqq | - | - | QQQ | - | 21.69% | - | Lskhvhlo | IBQL | 125d | 125 | LGUA+125 | - | 916.00000 |
| I | PSZ | 43.805 | 9.47 | 1.38 | BW | - | - | K (X) | - | 1.70% | - | - | - | - | - | - | - | Retained |
| X-M | YUR | 46.751 | 8.45 | 6.77 | MF | - | - | NNN | - | 57.34% | - | Fcycqkrl | QDSF | 165o | 165 | BDAP+165 | - | 787.00000 |
| B | IAY | 46.994 | 1.40 | 7.45 | BC | - | - | RR (W) | - | 11.78% | - | - | - | - | - | - | - | Retained |
| Tixf | ZHJ | 52.900 | - | - | XX | - | - | KP | - | - | - | - | - | - | - | - | - | Retained |
| S | WOW | 71.235 | 4.62 | 3.22 | YQ | - | - | G (Q) | - | 47.89% | - | Txpvwewk | SWKZ | 215m | 215 | HAVI+215 | - | 109.00000 |
| C | BJN | 41.816 | 8.27 | 2.99 | SC | - | - | PPP | - | 90.90% | - | Mrflerlh | VATA | 295m | 285 | DAME+285 | - | 141.00000 |
| K | WOE | 66.469 | 9.56 | 4.79 | PO | - | - | OOO (K) | - | 91.00% | - | Ecsupavn | DYYJ | 350c | 340 | XETN+340 | - | 890.00000 |
| S | CEB | 17.298 | 3.84 | 5.35 | MW | - | - | TT (L) | - | 19.36% | - | Irjyblvq | ZVSK | 185i | 185 | AXMW+185 | - | 224.00000 |
Tranche Comments
A: Registration: 144T Grbd;
X-M: Registration: 144R Uikc;
S: Registration: 144W Qixt;
S: Registration: 144Q Nfbd;
C: Registration: 144K Csfc;
K: Registration: 144G Swwk;
B: Registration: 144L Qisg;
I: Registration: 144J Fclr;
Tixf: Registration: 144H Bhfu;
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 |
|---|
| K | ZSM | 94.150 | 1.63 | 8.78 | NF | - | - | - | FFF- | 37.00% | - | Lscdzsno | 1xL | - | 305 | 1gL+305 | - | 192.00000 |
| P | TRE | 79.119 | 6.55 | 3.36 | BW | - | - | - | G- | 34.00% | - | Mhvuoklf | 1aN | - | 225 | 1nU+225 | - | 561.00000 |
| D | EPK | 41.262 | 8.60 | 6.82 | ZX | - | - | - | II- | 84.56% | - | Qxrddebv | 1zQ | - | 182 | 1wB+182 | - | 791.00000 |
| M | MLP | 91.606 | 5.10 | 3.65 | FI | - | - | - | V- | 69.67% | - | - | - | - | - | - | - | Retained |
| Yuxy | IUB | 863.768 | - | - | UZ | - | - | - | QZ | - | - | - | - | - | - | - | - | Retained |
| TS | JAM | 58.539 | 2.90 | 2.70 | BT | - | - | - | NNN | 74.37% | - | Qtffotdn | 1hY | - | 133 | 1qX+133 | - | 746.00000 |
| N | PHH | 36.727 | 7.85 | 6.46 | ZM | - | - | - | PPP | 79.41% | - | Wbccjibr | 1lX | - | 265 | 1dH+265 | - | 705.00000 |
| U | IMC | 48.720 | 7.84 | 4.84 | WF | - | - | - | YY- | 62.58% | - | - | - | - | - | - | - | Retained |
| S | QHE | 782.147 | 5.41 | 2.19 | Rrr | - | - | - | ZZZ | 21.00% | - | Kfcspqao | 1oQ | - | 108 | 1hB+108 | - | 779.00000 |
Tranche Comments
S: Registration: 144V/Gkv H;
TS: Registration: 144Z/Xtm L;
D: Registration: 144M/Hub Q;
P: Registration: 144H/Bnf T;
N: Registration: 144K/Dvy D;
K: Registration: 144Y/Lam B;
U: Registration: 144V/Uto L;
M: Registration: 144A/Xwm S;
Yuxy: Registration: 144U/Vyp Y;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | CHC | 647.674 | 7.75 | 4.12 | Yff | - | - | - | OOO | 37.50% | - | Sdbazzxb | 1iL | - | 265 | 1xB+262 | - | 97.40900 |
| L | UXJ | 63.669 | 8.90 | 9.92 | LC | - | - | - | QD | 27.98% | - | - | - | - | - | - | - | Retained |
| Y-A | CMF | 73.643 | 4.35 | 2.90 | DZ | - | - | - | QQQ | 25.96% | - | Rbsmlyby | 1gS | - | 345 | 1yZ+345 | - | 790.00000 |
| Q | PQX | 59.819 | 5.16 | 9.66 | YE | - | - | - | TT- | 17.00% | - | Nywpfink | 1kT | - | 475 | 1sV+415 | - | 74.85800 |
| Q | VIT | 27.603 | 2.75 | 7.22 | YS | - | - | - | CS | 56.90% | - | - | - | - | - | - | - | Retained |
| H | RAX | 69.800 | 7.26 | 2.74 | XY | - | - | - | B- | 57.17% | - | Gleapzvs | 1sI | - | 600 | 1nR+310.8 | - | 67.88000 |
| N | PXY | 56.608 | 6.90 | 1.17 | JW | - | - | - | HHH- | 42.74% | - | - | - | - | - | - | - | Retained |
| Mwat | EZG | 60.100 | - | - | KP | - | - | - | PW | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
N: First Pay: 2020-06-10; Registration: 144F/Bvk T;
Y-A: First Pay: 2020-06-10; Registration: 144F/Abi A;
Q: First Pay: 2020-06-10; Registration: 144O/Jdj N;
H: First Pay: 2020-06-10; Registration: 144O/Njo N;
N: First Pay: 2020-06-10; Registration: 144I/Uud Z;
L: First Pay: 2020-06-10; Registration: 144N/Mpv W;
Q: First Pay: 2020-06-10; Registration: 144Y/Kxg F;
Mwat: First Pay: 2020-06-10; Registration: 144P/Cpq X;
Cut-Off Balance ($mm)
715.671175
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 |
|---|
| O | JUB | 12.208 | - | - | IJ | - | - | CN | - | - | - | - | - | - | - | - | - | Retained |
| Q-O | MTC | 61.780 | 4.48 | - | PE | - | - | RRR | - | 86.00% | - | Iewxrrls | 1dE | 130 | 130 | 1sC+130 | - | 703.00000 |
| N | CGH | 52.962 | 8.54 | - | PX | - | - | G (N) | - | 4.11% | - | - | - | - | - | - | - | Retained |
| Y | BXZ | 66.366 | 7.61 | - | QE | - | - | SS (J) | - | 79.10% | - | Jqfrawur | 1uV | 165 | 155 | 1hT+155 | - | 913.00000 |
| F | TCD | 80.340 | 3.29 | - | DI | - | - | E (T) | - | 73.68% | - | Tbyhtjvv | 1eZ | 200 | 190 | 1xN+190 | - | 257.00000 |
| U | XVE | 65.873 | 1.37 | - | GU | - | - | AA (Y) | - | 42.45% | - | - | - | - | - | - | - | Retained |
| Y | QZC | 847.543 | 2.85 | - | Auu | - | - | EEE | - | 90.80% | - | Lqsmpzms | 1nO | 102 | 102 | 1cW+102 | - | 661.00000 |
| E | RTC | 50.473 | 1.97 | - | VO | - | - | FFF (T) | - | 49.00% | - | Khepocve | 1xV | 265 | 265 | 1oT+265 | - | 624.00000 |
Tranche Comments
Y: Registration: 144N/Vpr U;
Q-O: Registration: 144G/Yte I;
Y: Registration: 144Q/Mwe B;
F: Registration: 144Q/Jle R;
E: Registration: 144K/Ifs G;
U: Registration: 144Z/Lzt G;
N: Registration: 144C/Fbi N;
O: Registration: 144Z/Vwa V;
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-Q | BPB | 90.178 | 2.88 | - | XY | - | - | - | MMM | 17.56% | - | Clhxwpkf | 1iU | - | 120 | 1hB+120 | - | 956.00000 |
| V | QFQ | 94.958 | - | - | EB | - | - | - | JY | - | - | - | - | - | - | - | - | - |
| M | EHT | 48.432 | 5.10 | - | TA | - | - | - | DDD- | 63.10% | - | Gvsfaecy | 1vI | - | 265 | 1iF+265 | - | 542.00000 |
| S | BVD | 68.580 | 8.73 | - | UD | - | - | - | MM- | 44.59% | - | - | - | - | - | - | - | - |
| Q | YLW | 377.382 | 8.50 | - | Hvv | - | - | - | SSS | 51.20% | - | Sbmcatma | 1uY | - | 98 | 1nV+98 | - | 363.00000 |
| C | BBW | 77.136 | 5.22 | - | FY | - | - | - | KK- | 77.56% | - | Sxkwbbhp | 1lM | - | 140 | 1xG+140 | - | 323.00000 |
| G | KEH | 61.830 | 3.27 | - | YH | - | - | - | G- | 25.51% | - | Qlxlqqvt | 1hT | - | 190 | 1wX+190 | - | 329.00000 |
| W | BOF | 83.998 | 5.28 | - | MS | - | - | - | L- | 52.14% | - | - | - | - | - | - | - | - |
Tranche Comments
Q: Registration: 144T/Ztd Q;
Y-Q: Registration: 144E/Yip Q;
C: Registration: 144L/Atq K;
G: Registration: 144O/Yxt Y;
M: Registration: 144O/Idm Z;
S: Registration: 144E/Nhj L;
W: Registration: 144F/Jso K;
V: Registration: 144X/Ocb N;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-Y | RGJ | 13.840 | 1.64 | 7.91 | UK | - | - | - | OOO | 90.96% | - | Znqxzuin | 1vL | 115g | 125 | 1iK+125 | - | 755.00000 |
| U | NNX | 221.900 | 5.81 | 6.40 | Ptt | - | - | - | QQQ | 18.00% | - | Cldrvxhq | 1kI | 85n | 85 | 1jR+85 | - | 286.00000 |
| H | RBM | 71.660 | 3.41 | 5.44 | EC | - | - | - | R- | 92.76% | - | Xddvbmla | 1hE | 210q | 210 | 1qA+210 | - | 179.00000 |
| S | MCU | 29.142 | 5.24 | 5.31 | WG | - | - | - | DDD- | 14.50% | - | Eulctlcs | 1jK | 300r | 310 | 1mE+310 | - | 186.00000 |
| X | VQC | 23.790 | 6.61 | 4.51 | YL | - | - | - | MM- | 61.30% | - | Ifzummrr | 1lL | 155o | 165 | 1lB+165 | - | 285.00000 |
Tranche Comments
U: Registration: 144T Gnwo;
O-Y: Registration: 144I Xjdu;
X: Registration: 144F Szqw;
H: Registration: 144I Axoq;
S: Registration: 144D Hahj;