BANK 2019-BNK24

Data as of loan data through September 2026; ratings as held in the dataset at build

Current pool balance: $1.19B (September 2026)
Original pool balance: $1.23B
Loans at issuance: 79
Closing date: 2019-12-19
Weighted average coupon at issuance: 3.51%
Weighted average LTV at issuance: 38.2%
30+ delinquent (latest): 0.00%
Realized stress score: 42.2
Net rating change since issuance: +0.00 notches

Tranches

Class	Original balance	Credit support (computed)	Coupon	CUSIP	Fitch	KBRA	S&P	Moody's	DBRS
A-1	$16.8M	98.56%	2.056% fixed	06540VAY1	PIF	not yet reported	NR	not yet reported	Discontinued
A-2	$237.5M	78.17%	2.707% fixed	06540VAZ8	AAA	not yet reported	AAA (sf)	not yet reported	AAA (sf)
A-3	$534.9M	32.24%	2.960% fixed	06540VBB0	AAA	not yet reported	AAA (sf)	not yet reported	AAA (sf)
A-S	$125.2M	21.49%	3.283% floating (WAC)	06540VBE4	AAA	not yet reported	AA+ (sf)	not yet reported	AAA (sf)
A-SB	$26.1M	19.25%	2.929% fixed	06540VBA2	AAA	not yet reported	AAA (sf)	not yet reported	AAA (sf)
B	$49.5M	15.00%	3.455% floating (WAC)	06540VBF1	AA-	not yet reported	NRprelim	not yet reported	AAA (sf)
C	$46.6M	11.00%	3.635% floating (WAC)	06540VBG9	A-	not yet reported	NRprelim	not yet reported	AA (low) (sf)
D	$30.6M	8.38%	2.500% fixed	06540VAJ4	BBB	not yet reported	NR	not yet reported	A (low) (sf)
E	$23.3M	6.38%	2.500% fixed	06540VAL9	BBB-	not yet reported	NR	not yet reported	BBB (high) (sf)
F	$24.7M	4.25%	2.811% fixed	06540VAN5	BB-	not yet reported	NR	not yet reported	BB (high) (sf)
G	$11.6M	3.25%	2.811% fixed	06540VAQ8	B-	not yet reported	NR	not yet reported	BB (low) (sf)
H	$37.9M	0.00%	2.811% floating (WAC)	06540VAS4	not yet reported	not yet reported	NRprelim	not yet reported	not yet reported
R	not yet reported	not yet reported	not yet reported	06540VAW5	not yet reported	not yet reported	not yet reported	not yet reported	not yet reported
V	not yet reported	not yet reported	not yet reported	06540VAU9	not yet reported	not yet reported	not yet reported	not yet reported	not yet reported
X-A	$815.2M	Interest only	0.768% floating	06540VBC8	AAA	not yet reported	AAA (sf)	not yet reported	AAA (sf)
X-B	$174.7M	Interest only	0.303% floating	06540VBD6	AA-	not yet reported	NRprelim	not yet reported	AAA (sf)
X-D	$53.9M	Interest only	1.135% floating	06540VAA3	BBB-	not yet reported	NRprelim	not yet reported	A (low) (sf)
X-F	$24.7M	Interest only	0.824% floating	06540VAC9	BB-	not yet reported	NRprelim	not yet reported	BBB (low) (sf)
X-G	$11.6M	Interest only	0.824% floating	06540VAE5	B-	not yet reported	NRprelim	not yet reported	BB (sf)
X-H	$37.9M	Interest only	0.824% floating	06540VAG0	not yet reported	not yet reported	NR	not yet reported	not yet reported

Credit support is computed from the class stack order in the prospectus: the share of the deal's principal balance in classes junior to the class. Interest-only classes carry a notional balance and no principal support figure. Ratings are the latest held in the dataset for each class and agency; NR means the agency shows the class as not rated, WR that the rating was withdrawn, PIF that the class has been paid in full. Any other status value is shown exactly as the agency reports it. A + after a CUSIP marks a class with companion CUSIPs in the dataset.

Pool at issuance

Loans	79
Original loan balance	$1.31B
Weighted average coupon	3.51%
Weighted average LTV	38.2%
Median loan LTV	22.8%
Full-term interest only (share of balance)	76.1%
Balloon loans (share of balance)	99.9%
Largest loan (share of balance)	7.6%
Five largest loans (share of balance)	34.5%
Occupancy at issuance (weighted average)	93.0%

Realized outcomes

Months reported	82
Peak 30+ delinquency	5.09% (June 2020)
Ever severe (share of original balance)	2.77%
Ever modified (share of original balance)	15.83%
Past scheduled maturity (share of original balance)	0.00%
Non-performing matured (share of original balance)	18.51%
Maximum servicer advances (share of balance)	0.24%
Median DSCR, first year	4.55
Median DSCR, latest	1.78
Realized stress score	42.2

Property types

Property type	Original balance	Share of pool
Office	$399.8M	30.5%
Multifamily	$327.6M	25.0%
Lodging	$187.6M	14.3%
Healthcare	$116.7M	8.9%
Retail	$76.9M	5.9%
Mixed use	$64.5M	4.9%
Industrial	$25.1M	1.9%
Self storage	$19.9M	1.5%

Property type is reported for 93.1% of the pool balance; shares are of the full pool.

Largest loans

Property	Location	Original balance	Share of pool	Coupon	Originated
55 HUDSON YARDS	New York, NY	$100.0M	7.6%	2.95%	2019
JACKSON PARK	Long Island City, NY	$100.0M	7.6%	3.25%	2019
1412 BROADWAY	New York, NY	$100.0M	7.6%	3.61%	2019
Bronx Multifamily Portfolio II	NY	$77.0M	5.9%	3.78%	2019
DOUBLETREE NEW ORLEANS	New Orleans, LA	$74.0M	5.7%	3.83%	2019

Delinquency and stress indicator

▬ 30+ days delinquent · ▬ Distressed (90+, foreclosure, REO, non-performing matured)

Monthly shares of the deal's reported balance, from the deal indicator series in the dataset. Months in which fewer than half of the reported loans carry a delinquency status code are not plotted.

Ratings

Classes with a CUSIP	20 of 20
Classes with a current rating in the dataset	18 of 20
Net rating change since issuance	+0.00 notches (balance-weighted)
Delinquency threshold crossed	Not crossed in the dataset
First downgrade	None recorded

Sources: SEC Form ABS-EE asset-level reports, Form 10-D distribution reports and the deal prospectus; rating histories published under SEC Rule 17g-7(b) and agency releases. Definitions are in the methods note on the market page.