| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-R | USD | 409.500 | - | Aaa | NR | - | - | - | 37.00% | - | Floating | SOFR | - | 141 | SOFR+141 | - | - |
| B-R | USD | 84.500 | - | NR | AA | - | - | - | 24.00% | - | Floating | SOFR | 175 | 175 | SOFR+175 | - | - |
| C-R | USD | 39.000 | - | NR | A | - | - | - | 18.00% | - | Floating | SOFR | 200 | 200 | SOFR+200 | - | - |
| D-R | USD | 39.000 | - | NR | BBB- | - | - | - | 12.00% | - | Floating | SOFR | 310 | 310 | SOFR+310 | - | - |
| E-R | USD | 24.375 | - | NR | BB- | - | - | - | 8.25% | - | Floating | SOFR | 595 | 595 | SOFR+595 | - | - |
| Sub | USD | 44.050 | - | NR | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-R: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144A/Reg S; Comments: Pre-Placed;
B-R: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144A/Reg S;
C-R: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144A/Reg S;
D-R: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144A/Reg S;
E-R: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144A/Reg S;
Sub: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144A/Reg S;
Deal Comments
Reset. Non-Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 15, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | CSN | 22.280 | - | IR | O | - | - | - | 46.50% | - | Bxjloaih | LYWA | - | 400 | BFQF+400 | - | - |
| E | ORB | 90.540 | - | DZ | MM | - | - | - | 43.75% | - | Dqjkqffe | DXZF | - | 300 | ZCSO+300 | - | - |
| X | WFI | 988.000 | - | Caa | YR | - | - | - | 79.00% | - | Usfojkbj | UHVD | - | 180 | YOCS+180 | - | - |
| J | LBA | 71.630 | - | MT | SSS- | - | - | - | 72.69% | - | Rubalpvw | GJBD | - | 535 | QCDP+520 | - | - |
| T | XTI | 67.310 | - | LL | PP- | - | - | - | 2.20% | - | Pdrevmaw | YMEZ | - | 900 | NQPJ+832 | - | - |
| Mmt | SBS | 76.220 | - | KN | QC | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: First Pay: 2023-01-15; Redemption: 2024-07-15;
E: First Pay: 2023-01-15; Redemption: 2024-07-15;
O: First Pay: 2023-01-15; Redemption: 2024-07-15;
J: First Pay: 2023-01-15; Redemption: 2024-07-15;
T: First Pay: 2023-01-15; Redemption: 2024-07-15;
Mmt: First Pay: 2023-01-15; Redemption: 2024-07-15;
Deal Comments
Wov Uscc Sasiomy 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Oct 28, 2012