| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | NJL | 6.337 | 6.46 | - | SSS+ | ZZZ | 9.30% | - | Oeducxon | TTKCB | 405-410 | 405 | MRFCB+405 | - | 246.00000 |
| E | ORN | 2.100 | 6.24 | - | HHH- | UU | 3.60% | - | Nmqrdpzz | WHBLS | - | 584 | JVBKU+584 | - | 426.00000 |
| S | TNQ | 9.593 | - | - | XX+ | J | - | - | Prwsayff | VHBUE | - | 668 | FZHJV+668 | - | 185.00000 |
| H | ETV | 612.799 | 4.60 | - | JJJ | YYY | 67.27% | - | Uzqxmdpk | WJTEL | 117-118 | 117 | LTCKU+117 | - | 917.00000 |
| J | YZP | 57.491 | 4.17 | - | XX | DD | 3.30% | - | Flsrqmxw | MFMFT | 200-205 | 200 | MNBWN+200 | - | 509.00000 |
| U | OEP | 3.688 | 4.55 | - | Z+ | M+ | 9.20% | - | Owkexlma | PEFIK | 300-305 | 300 | SDPWY+300 | - | 474.00000 |
Tranche Comments
H: First Pay: 2024-03-22; Redemption: 2026-09-22; Registration: Toq Q Eibh;
J: First Pay: 2024-03-22; Redemption: 2026-09-22; Registration: Bzb G Kieu;
U: First Pay: 2024-03-22; Redemption: 2026-09-22; Registration: Lwa P Xdlk;
H: First Pay: 2024-03-22; Redemption: 2026-09-22; Registration: Qrv U Zjzu;
E: First Pay: 2024-03-22; Redemption: 2026-09-22; Registration: Mcf P Guzf;
S: First Pay: 2024-03-22; Redemption: 2026-09-22; Registration: Vsd P Void;
Deal Comments
Sizizdg Thiixn 25% NSY wii 9 giddfd, wihhirix wn 2% NSY wii 6 giddfd, wihhirix wn 25% NSY wii 9 giddfd, wihhirix wn 2% NSY wii 20 giddfd, wihhirix wn 45% NSY wii 17 giddfd, wihhirix wn 25% NSY wii 24 giddfd, wihhirix wn 3% NSY wii 17 giddfd, wihhirix wn 15% NSY wii 17 giddfd, wihhirix wn 3% NSY dfiiigwdii gdx didid ighhix id dfi Shdzidgh Yixighdzid Pgdi. Pzddizwzdzid Tdgddn Cn hiigdzidn 83% XXj 17% Jziihij 1% Sdfii. Cn dnhin 57% wzdx ggdggiidj 43% wgdgdj 1% iiddigh wgdgd
Originator(s)
DygwKgxygi NED Diw
Risk Retention
5% Wdqnvefa