| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-1 | APN | 37.000 | 2.30 | - | - | CCC- | - | - | 55.00% | - | Bwcmlphp | QKIU | - | 315 | MYSW+315 | - | - |
| Z | YXB | 15.000 | 3.70 | - | - | L | - | - | 95.00% | - | Mblkyvft | CODB | - | 205 | KZOZ+205 | - | - |
| H-2 | FIO | 26.000 | 6.20 | - | - | DDD | - | - | 31.00% | - | Uwbumrjg | COQR | - | 160 | PJQA+160 | - | - |
| U | AJX | 19.000 | 4.40 | - | - | WW | - | - | 17.00% | - | Cvdboodw | USSM | - | 185 | MKVA+185 | - | - |
| S-2 | JAY | 6.000 | 2.80 | - | - | HHH- | - | - | 75.00% | - | Myhytsvo | ZXDD | - | 450 | WEMB+450 | - | - |
| Z | CZY | 94.100 | 19.00 | - | - | RR- | - | - | 9.80% | - | Oljomvxf | ZHHH | - | 650 | SGAL+650 | - | - |
| Qgt | OZI | 60.800 | - | VO | - | IH | - | - | - | - | - | - | - | - | - | - | Retained |
| Z-1 | JYU | 481.000 | 6.60 | Vpp | - | OOO | - | - | 82.00% | - | Ljjcstaf | BCEG | - | 139 | XADS+139 | - | - |
| M | MBD | 1.900 | 54.90 | J3 | - | - | - | - | 4.20% | - | - | - | - | - | - | - | Retained |
Tranche Comments
Z-1: Redemption: 2026-10-20; Registration: 144I/Mui M;
H-2: Redemption: 2026-10-20; Registration: 144J/Nlq F;
U: Redemption: 2026-10-20; Registration: 144Z/Nay I;
Z: Redemption: 2026-10-20; Registration: 144G/Dow N;
Y-1: Redemption: 2026-10-20; Registration: 144Z/Vbv S;
S-2: Redemption: 2026-10-20; Registration: 144Q/Pyk C;
Z: Redemption: 2026-10-20; Registration: 144V/Vsx T;
M: Redemption: 2026-10-20; Registration: 144V/Quz Q;
Qgt: Redemption: 2026-10-20; Registration: 144N/Yqb U;
Deal Comments
Dfc Xxll Gemrfos 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jul 13, 2026