| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E1 | MRG | 44.000 | - | - | CC | - | - | - | 31.00% | - | Tsczqtth | OJOG | - | 185 | XTCD+185 | - | - |
| N | BIF | 24.000 | - | - | S | - | - | - | 47.00% | - | Bwbfdent | LISB | 220-225 | 220 | YUOT+220 | - | - |
| E1 | OQO | 32.000 | - | - | JJJ- | - | - | - | 71.36% | - | Vxsjdrzs | ATOC | 320-330 | 330 | HEJF+330 | - | - |
| Ipi | KZV | 31.480 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G2 | LKS | 4.000 | - | - | BB | - | - | - | 30.00% | - | Jnsuf | - | - | - | 5.792% | - | - |
| V2 | MGW | 9.000 | - | - | AAA- | - | - | - | 12.50% | - | Awsbkhrr | MKGN | 450q | 450 | UQCM+450 | - | - |
| P1 | NKZ | 673.000 | - | - | QQQ | - | - | - | 51.00% | - | Lddftrpr | PSSD | - | 155 | XIAZ+155 | - | - |
| G2 | HML | 2.000 | - | - | NNN | - | - | - | 34.00% | - | Zeuukyzu | LDVL | - | 168 | SEWX+168 | - | - |
| U | PUS | 43.900 | - | - | WW- | - | - | - | 2.50% | - | Fmjpfiwg | PNEA | 600-620 | 620 | HSDH+620 | - | - |
Tranche Comments
P1: Redemption: 2026-06-25; Registration: 144D/Acq K;
G2: Redemption: 2026-06-25; Registration: 144X/Xbs S;
E1: Redemption: 2026-06-25; Registration: 144D/Vjq B;
G2: Redemption: 2026-06-25; Registration: 144C/Yrc A;
N: Redemption: 2026-06-25; Registration: 144F/Akw S;
E1: Redemption: 2026-06-25; Registration: 144A/Mpn L;
V2: Redemption: 2026-06-25; Registration: 144J/Kfp G;
U: Redemption: 2026-06-25; Registration: 144F/Acb I;
Ipi: Redemption: 2026-06-25; Registration: 144Y/Nlq Y;
Deal Comments
Dbs-Cvff Papbbdr 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Nov 20, 2014