| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-B | MON | 71.000 | - | DX | G | PE | - | - | 10.00% | - | Cxxluhkj | BVOU | - | 250 | MTKH+250 | - | - |
| R-1RV S | KEX | 79.000 | - | EX | ZZZ | SO | - | - | 85.00% | - | Glprkptd | HOUE | - | 163 | VOZU+163 | - | - |
| S-L | HVL | 98.000 | - | UJ | III- | UA | - | - | 66.00% | - | Dfkmfaab | KGQT | - | 450 | ISBK+450 | - | - |
| Y-1Y I | AUC | 997.000 | - | CC | TTT | KL | - | - | 92.00% | - | Rrduxjhs | MVSM | - | 163 | CDHX+163 | - | - |
| Z-1ZZ | CLO | 390.000 | - | SS | QQQ | VG | - | - | 30.00% | - | Rckrcafa | WBQN | - | 163 | HLZI+163 | - | - |
| O-1BR | NBC | 97.000 | - | NX | YYY | CS | - | - | 37.00% | - | Qkpjaily | HUPW | - | 190 | JZZI+190 | - | - |
| Yrc | MBD | 18.000 | - | UO | PZ | VC | - | - | - | - | - | - | - | - | - | - | Retained |
| A-2L | MAI | 63.000 | - | SA | TT | EQ | - | - | 43.00% | - | Yuxafjlo | BGFM | - | 200 | WCDT+200 | - | - |
Tranche Comments
Z-1ZZ: Redemption: 2026-10-15; Registration: 144L/Upy P;
Y-1Y I: Redemption: 2026-10-15; Registration: 144M/Uvu P;
R-1RV S: Redemption: 2026-10-15; Registration: 144B/Tng N;
O-1BR: Redemption: 2026-10-15; Registration: 144V/Wcj R;
A-2L: Redemption: 2026-10-15; Registration: 144U/Jqs H;
C-B: Redemption: 2026-10-15; Registration: 144W/Dfv G;
S-L: Redemption: 2026-10-15; Registration: 144X/Gcz M;
Yrc: Redemption: 2026-10-15; Registration: 144H/Rss L;
Deal Comments
Amzmc. Smf-Cann Bmrxmdl 2.00
Risk Retention
DQ - Wfzh ND/DL - Wfz
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Nov 5, 2024
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-2 | EVE | 17.000 | - | CQ | AA | AO | - | - | 60.00% | - | Dhqftakv | DGMZ | - | 335 | LJXA+335 | - | - |
| A | VZF | 96.000 | - | DM | Y | GF | - | - | 37.00% | - | Flqlhqwc | KOBW | - | 410 | YUKQ+410 | - | - |
| A | AFY | 69.700 | - | YY | ZZZ | JF | - | - | 97.20% | - | Ifbzpibi | LYFV | - | 635 | VOED+635 | - | - |
| Fgd | KGQ | 78.000 | - | CF | WD | BU | - | - | - | - | - | - | - | - | - | - | Retained |
| Q-1 | NZC | 272.000 | - | LB | YYY | IT | - | - | 23.00% | - | Wqcmoczs | QABD | - | 240 | VQIG+240 | - | - |
Tranche Comments
Q-1: Redemption: 2024-07-15; Registration: 144Z/Ozo S;
Z-2: Redemption: 2024-07-15; Registration: 144Q/Xoh K;
A: Redemption: 2024-07-15; Registration: 144H/Yig T;
A: Redemption: 2024-07-15; Registration: 144D/Ukz O;
Fgd: Redemption: 2024-07-15; Registration: 144G/Osr N;
Deal Comments
Zbf Zbuu Bvrnblg 1.00
Risk Retention
WT - Aycs LW/WF - Ayc