BANK5 2024-5YR10

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

Current pool balance: $834.6M (September 2026)
Original pool balance: $837.8M
Loans at issuance: 48
Closing date: 2024-10-16
Weighted average coupon at issuance: 6.38%
Weighted average LTV at issuance: 41.3%
30+ delinquent (latest): 2.15%
Realized stress score: 45.1
Net rating change since issuance: -0.03 notches

Tranches

Class	Original balance	Credit support (computed)	Coupon	CUSIP	Fitch	KBRA	S&P	Moody's	DBRS
A-1	$8.5M	98.95%	4.430% fixed	06604AAB0	AAA	not yet reported	not yet reported	not yet reported	AAA (sf)
A-2	$125.0M	83.48%	4.830% fixed	06604AAD6	AAA	not yet reported	not yet reported	not yet reported	AAA (sf)
A-3	$432.1M	30.00%	5.302% fixed	06604AAF1	AAA	not yet reported	not yet reported	not yet reported	AAA (sf)
A-S	$94.9M	18.25%	5.637% fixed	06604AAM6	AAA	not yet reported	not yet reported	not yet reported	AAA (sf)
B	$39.4M	13.38%	6.140% floating (WAC)	06604AAP9	AA-	not yet reported	not yet reported	not yet reported	AA (high) (sf)
C	$29.3M	9.75%	5.743% floating (WAC)	06604AAR5	A-	not yet reported	not yet reported	not yet reported	AA (low) (sf)
D	$12.1M	8.25%	4.000% fixed	06604AAY0	BBB	not yet reported	not yet reported	not yet reported	A (sf)
E	$8.1M	7.25%	4.000% fixed	06604ABA1	BBB-	not yet reported	not yet reported	not yet reported	BBB (high) (sf)
F	$16.2M	5.25%	4.000% fixed	06604ABC7	BB-	not yet reported	not yet reported	not yet reported	BBB (low) (sf)
G	$12.1M	3.75%	4.000% fixed	06604ABE3	B-	not yet reported	not yet reported	not yet reported	BB (high) (sf)
H-RR	$30.3M	0.00%	6.588% floating (WAC)	06604ABG8	not yet reported	not yet reported	not yet reported	not yet reported	not yet reported
R	not yet reported	not yet reported	not yet reported	06604ABJ2	not yet reported	not yet reported	not yet reported	not yet reported	not yet reported
X-A	$565.6M	Interest only	1.404% floating	06604AAH7	AAA	not yet reported	not yet reported	not yet reported	AAA (sf)
X-B	$163.6M	Interest only	0.811% floating	06604AAK0	A-	not yet reported	not yet reported	not yet reported	AA (sf)
X-D	$20.2M	Interest only	2.588% floating	06604AAS3	BBB-	not yet reported	not yet reported	not yet reported	A (low) (sf)
X-F	$16.2M	Interest only	2.588% floating	06604AAU8	BB-	not yet reported	not yet reported	not yet reported	BBB (sf)
X-G	$12.1M	Interest only	2.588% floating	06604AAW4	B-	not yet reported	not yet reported	not yet reported	BBB (low) (sf)

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	48
Original loan balance	$888.1M
Weighted average coupon	6.38%
Weighted average LTV	41.3%
Median loan LTV	58.7%
Full-term interest only (share of balance)	84.8%
Balloon loans (share of balance)	100.0%
Largest loan (share of balance)	9.3%
Five largest loans (share of balance)	39.8%
Occupancy at issuance (weighted average)	84.3%

Realized outcomes

Months reported	24
Peak 30+ delinquency	2.15% (September 2026)
Ever severe (share of original balance)	2.02%
Ever modified (share of original balance)	0.00%
Past scheduled maturity (share of original balance)	0.00%
Non-performing matured (share of original balance)	16.51%
Maximum servicer advances (share of balance)	0.15%
Median DSCR, first year	1.52
Median DSCR, latest	1.58
Realized stress score	45.1

Property types

Property type	Original balance	Share of pool
Retail	$164.2M	18.5%
Manufactured housing	$157.6M	17.7%
Lodging	$140.9M	15.9%
Mixed use	$83.0M	9.3%
Multifamily	$81.3M	9.2%
Office	$76.5M	8.6%
Self storage	$34.7M	3.9%

Property type is reported for 83.1% of the pool balance; shares are of the full pool.

Largest loans

Property	Location	Original balance	Share of pool	Coupon	Originated
Ignite Portfolio	not yet reported	$83.0M	9.3%	6.08%	2024
THE GALT HOUSE	Louisville, KY	$83.0M	9.3%	6.75%	2024
BAY PLAZA COMMUNITY CENTER	Bronx, NY	$83.0M	9.3%	6.13%	2024
Culver Collection	Culver City, CA	$54.0M	6.1%	6.57%	2024
BRONX TERMINAL MARKET	Bronx, NY	$50.2M	5.7%	5.18%	2024

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	17 of 17
Classes with a current rating in the dataset	15 of 17
Net rating change since issuance	-0.03 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.