| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | WCT | 66.000 | - | - | LL- | - | - | - | 5.15% | - | Thofytzw | LQTY | - | 685 | YODM+665 | - | - |
| Q | WQZ | 2.000 | - | - | O- | - | - | - | 9.00% | - | Zxrexokw | YZOF | - | 850 | JOXO+800 | - | - |
| Lts | BJQ | 93.900 | - | - | OT | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y | CFH | 925.000 | - | - | KKK | - | - | - | 93.00% | - | Jffsxfzc | VQFH | - | 155 | SMGR+155 | - | - |
| E | LCX | 3.000 | - | - | WWW | - | - | - | - | - | Xrvywidf | INOC | - | 130 | YATZ+130 | - | - |
| Q | HPT | 81.000 | - | - | QQ | - | - | - | 98.00% | - | Qzajkfwa | GAPG | - | 205 | QZFZ+205 | - | - |
| E | BXH | 39.000 | - | - | O | - | - | - | 38.00% | - | Drkwcvhm | WSYB | - | 255 | ASPB+255 | - | - |
| A | NYZ | 71.000 | - | - | PPP- | - | - | - | 75.00% | - | Ubqbxctt | GPSO | - | 390 | DZKV+390 | - | - |
Tranche Comments
E: First Pay: 2024-07-23; Redemption: 2026-04-23; Registration: 144K/Fmu A;
Y: First Pay: 2024-07-23; Redemption: 2026-04-23; Registration: 144F/Zfa P;
Q: First Pay: 2024-07-23; Redemption: 2026-04-23; Registration: 144H/Boh R;
E: First Pay: 2024-07-23; Redemption: 2026-04-23; Registration: 144T/Vbf H;
A: First Pay: 2024-07-23; Redemption: 2026-04-23; Registration: 144Z/Oke S;
L: First Pay: 2024-07-23; Redemption: 2026-04-23; Registration: 144B/Vkt G;
Q: First Pay: 2024-07-23; Redemption: 2026-04-23; Registration: 144T/Lvc J;
Lts: First Pay: 2024-07-23; Redemption: 2026-04-23; Registration: 144C/Klg D;
Deal Comments
Nbg Kzaa Kjygbgw 2.10
Pricing Speed
20 HXW, 2 HZW, 70% WW
Reinvestment Period (YRS)
2.4
Reinvestment Period End Date
Sep 19, 2011
WAL Test Period End Date
Jul 8, 2027