| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 192.000 | 6.60 | Aaa | - | - | - | - | 36.00% | - | Floating | SOFR | - | 138 | SOFR+138 | - | - |
| A-2 | USD | 6.000 | 8.30 | - | - | AAA | - | - | 34.00% | - | Floating | SOFR | - | 160 | SOFR+160 | - | - |
| B | USD | 30.000 | 8.70 | - | - | AA | - | - | 24.00% | - | Floating | SOFR | - | 180 | SOFR+180 | - | - |
| C | USD | 18.000 | 9.30 | - | - | A | - | - | 18.00% | - | Floating | SOFR | - | 210 | SOFR+210 | - | - |
| D-1 | USD | 15.000 | 9.80 | - | - | BBB- | - | - | 13.00% | - | Floating | SOFR | - | 350 | SOFR+350 | - | - |
| D-2 | USD | 6.000 | 10.10 | - | - | BBB- | - | - | 11.00% | - | Fixed | - | - | - | 8.01% | - | - |
| E | USD | 9.000 | 10.40 | - | - | BB- | - | - | 8.00% | - | Floating | SOFR | - | 725 | SOFR+725 | - | - |
| F | USD | 0.250 | 10.60 | B3 | - | - | - | - | 7.92% | - | Floating | SOFR | - | 808 | SOFR+808 | - | - |
| Sub | USD | 28.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144A/Reg S;
A-2: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144A/Reg S;
B: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144A/Reg S;
C: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144A/Reg S;
D-1: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144A/Reg S;
D-2: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144A/Reg S;
E: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144A/Reg S;
F: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144A/Reg S;
Sub: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 15, 2030
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-L | YMC | 74.200 | 3.10 | - | - | JJJ- | - | - | 60.11% | - | Bdcsamzs | WVSY | 325 | 325 | VVAG+325 | - | - |
| W-1-P | URN | 290.560 | 9.30 | Zrr | - | EEE | - | - | 94.76% | - | Hkzcejtz | MPIZ | 134 | 134 | WCPJ+134 | - | - |
| U-J | XCV | 82.000 | 6.80 | - | - | LL | - | - | 47.35% | - | Hbrkhvjq | WDUB | 175 | 175 | CPDG+175 | - | - |
| G-E | XEJ | 79.000 | 5.20 | - | - | I | - | - | 84.90% | - | Eyzmtofz | IQJO | 200 | 200 | TOZF+200 | - | - |
| Txm | MAX | 71.800 | - | GH | - | QJ | - | - | - | - | - | - | - | - | - | - | Retained |
| X-2-Q | YUN | 18.950 | 3.30 | - | - | KKK | - | - | 72.41% | - | Mawrlacg | QPWL | 160 | 160 | VUSK+160 | - | - |
| I-U | KJM | 67.700 | 9.50 | - | - | UU- | - | - | 4.90% | - | Rcvbmevr | TXLN | 700 | 700 | YXDD+700 | - | - |
| K-C | LPS | 9.000 | 2.60 | L3 | - | - | - | - | 5.94% | - | Xmpdcssz | PZCV | - | 731 | HUHM+731 | - | - |
Tranche Comments
W-1-P: Redemption: 2025-10-15; Registration: 144M/Lpw Q;
X-2-Q: Redemption: 2025-10-15; Registration: 144O/Tij U;
U-J: Redemption: 2025-10-15; Registration: 144N/Bec D;
G-E: Redemption: 2025-10-15; Registration: 144G/Eax H;
K-L: Redemption: 2025-10-15; Registration: 144T/Wqb D;
I-U: Redemption: 2025-10-15; Registration: 144J/Usn W;
K-C: Redemption: 2025-10-15; Registration: 144Y/Tda R;
Txm: Redemption: 2025-10-15; Registration: 144P/Ulh P;
Deal Comments
Etzsojoysoh. Lbo Djuu Htosbsv 1.00
Originator(s)
WDG BMXW LL WWD
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Dec 2, 2011
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-2 | EVT | 4.800 | 3.70 | - | AAA- | - | - | - | 55.70% | - | Qfsbpyhs | DMCR | 500-525 | 556 | NJCT+556 | - | - |
| Cxmump | RGA | 23.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X-1 | BNW | 476.000 | 4.40 | - | BBB | - | - | - | 63.00% | - | Wjmyjreh | YOCZ | 145s | 146 | ETPZ+146 | - | - |
| I-2 | TSW | 1.000 | 4.00 | - | LLL | - | - | - | 78.00% | - | Qbcdjpav | IMLM | 165-170 | 180 | HCLZ+180 | - | - |
| R | HBD | 46.000 | 4.80 | - | D+ | - | - | - | 51.00% | - | Wbuvpxjn | CUIE | 270 | 270 | NLVS+270 | - | - |
| W-1 | GEY | 32.000 | 7.60 | - | SSS+ | - | - | - | 78.00% | - | Ljqmuczr | CXTQ | 400-415 | 455 | QNSH+455 | - | - |
| A | BJS | 14.000 | 7.60 | - | MM+ | - | - | - | 72.00% | - | Plskkrkv | VDWP | 200-205 | 220 | QVGT+220 | - | - |
| J | MQC | 9.000 | 2.90 | - | UU+ | - | - | - | 1.60% | - | Syufqydm | TQVG | 675-700 | 755 | QDUH+755 | - | - |
Tranche Comments
X-1: First Pay: 2024-07-15; Redemption: 2025-04-09; Registration: 144Y/Xzd U;
I-2: First Pay: 2024-07-15; Redemption: 2025-04-09; Registration: 144O/Gcl D;
A: First Pay: 2024-07-15; Redemption: 2025-04-09; Registration: 144J/Xix W;
R: First Pay: 2024-07-15; Redemption: 2025-04-09; Registration: 144Y/Gtx J;
W-1: First Pay: 2024-07-15; Redemption: 2025-04-09; Registration: 144T/Pcf V;
T-2: First Pay: 2024-07-15; Redemption: 2025-04-09; Registration: 144U/Nsh H;
J: First Pay: 2024-07-15; Redemption: 2025-04-09; Registration: 144C/Wwa Q;
Cxmump: First Pay: 2024-07-15; Redemption: 2025-04-09; Registration: 144V/Mdx X;
Deal Comments
Utb Xnaa Tvtwtms 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Dec 1, 2008