| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | RHF | 648.000 | - | Rrr | AD | OL | - | - | 66.00% | - | Jskvbthx | JPTJ | - | 148 | TTVF+148 | - | - |
| L | HXR | 52.000 | - | OA | BO | QQ- | - | - | 5.00% | - | Bmosmeuf | SSGR | - | 615 | LZWS+615 | - | - |
| Oft | REL | 54.100 | - | ZQ | CJ | KX | - | - | - | - | - | - | - | - | - | - | Retained |
| M | MML | 60.000 | - | HW | UH | BB | - | - | 27.00% | - | Heloreuo | PJCR | - | 180 | WLAB+180 | - | - |
| B-1 | KXD | 43.000 | - | IV | DU | X+ | - | - | 70.13% | - | Prjqowrc | VVBY | - | 220 | IHFI+220 | - | - |
| Z-2 | CMS | 4.000 | - | MY | FM | I | - | - | 48.00% | - | Dsjsmwjx | WTAH | - | 255 | IHXH+255 | - | - |
| S | VNK | 10.000 | - | ZQ | YO | CCC- | - | - | 71.00% | - | Nekffpeo | DLWO | - | 320 | SGTO+320 | - | - |
Tranche Comments
C: Redemption: 2026-06-24; Registration: 144X/Tnv E;
M: Redemption: 2026-06-24; Registration: 144E/Vko I;
B-1: Redemption: 2026-06-24; Registration: 144P/Euv K;
Z-2: Redemption: 2026-06-24; Registration: 144H/Dvt G;
S: Redemption: 2026-06-24; Registration: 144V/Eit P;
L: Redemption: 2026-06-24; Registration: 144Y/Lnj H;
Oft: Redemption: 2026-06-24; Registration: 144A/Cte M;
Deal Comments
Nph-Nhnn Vvuvpmr 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jun 10, 2024