FINSIGHT

Barings CLO Ltd

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U-1-W2	RKH	88.000	7.60	-	-	QQQ-	-	-	79.00%	-	Syyzmunf	IEYX	-	275	SIUH+275	-	-
E-P2	IPR	71.800	8.80	-	-	VV	-	-	37.00%	-	Ysomzzba	NVOB	-	165	SWQM+165	-	-
D-G2	QUO	11.400	1.60	-	-	TT-	-	-	3.00%	-	Oxoddboh	LOMQ	-	550	GSPT+550	-	-
G-2-S2	YJR	78.700	6.50	-	-	UUU	-	-	57.00%	-	Ylvyxqqf	QMNF	-	150	SFJF+150	-	-
J-2-H2	BXK	6.700	6.80	-	-	EEE-	-	-	23.00%	-	Tnhqn	-	-	380	7.79%	-	-
X-1-D2	OSY	517.000	8.10	Xdd	-	-	-	-	11.00%	-	Mlqdddop	EJUF	-	126	XOSN+126	-	-
K-W2	UQH	90.000	3.60	-	-	T	-	-	97.00%	-	Uchjyhpu	DZUI	-	190	QULW+190	-	-

Tranche Comments

X-1-D2: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144V/Vzf D; G-2-S2: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144J/Jpu C; E-P2: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144P/Yya H; K-W2: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144F/Eqg Z; U-1-W2: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144W/Hui X; J-2-H2: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144O/Wqb M; D-G2: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144U/Rhc W;

Deal Comments

Rbubx. Dpe Hbff Dbjqpky 2.00

Pricing Speed

20% XHC

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 17, 2026

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N-1	ONZ	882.600	2.22	-	VVV	-	-	-	11.00%	-	Glxyyszs	LISQ	-	114	AVQX+114	-	-
D-1 Olzlh	ZLY	83.900	1.20	-	YYY	-	-	-	44.00%	-	Ofpftwin	DESO	-	114	NNMT+114	-	-
A	JHZ	25.000	2.98	-	YY-	-	-	-	4.00%	-	Uhtxftzv	VYKU	-	585	THJI+585	-	-
C-1	LLL	41.000	8.89	-	RRR	-	-	-	35.79%	-	Uyzmbuse	YJOG	-	285	MYKT+285	-	-
D-2	JFN	85.000	7.10	-	PPP	-	-	-	90.00%	-	Jqcpefrm	GUTY	-	140	PNOT+140	-	-
H	JIJ	40.000	3.88	-	BB	-	-	-	13.00%	-	Ccrzhcwy	WTYZ	-	165	WOET+165	-	-
N	FMI	48.000	3.38	-	A	-	-	-	23.00%	-	Qsrrzhuq	BXWI	-	185	DAOU+185	-	-
D-2	EQL	2.000	1.87	-	OOO-	-	-	-	73.00%	-	Zmhkxriv	YBZU	-	410	EKDR+410	-	-
Ejd	LLM	36.290	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

N-1: First Pay: 2025-04-20; Redemption: 2025-12-23; Registration: 144O/Pon O; D-1 Olzlh: First Pay: 2025-04-20; Redemption: 2025-12-23; Registration: 144F/Wzk L; D-2: First Pay: 2025-04-20; Redemption: 2025-12-23; Registration: 144X/Bbo Y; H: First Pay: 2025-04-20; Redemption: 2025-12-23; Registration: 144C/Ayp F; N: First Pay: 2025-04-20; Redemption: 2025-12-23; Registration: 144G/Awr I; C-1: First Pay: 2025-04-20; Redemption: 2025-12-23; Registration: 144D/Ptv P; D-2: First Pay: 2025-04-20; Redemption: 2025-12-23; Registration: 144I/Jin H; A: First Pay: 2025-04-20; Redemption: 2025-12-23; Registration: 144J/Oqc Y; Ejd: First Pay: 2025-04-20; Redemption: 2025-12-23; Registration: 144O/Ejw O;

Deal Comments

Qfcfx. Fiu Gvyy Qfhjiim 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 4, 2000

Reset

Yes

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N-YY	NHF	38.000	3.70	-	LL	-	-	-	72.00%	-	Ljxvhwhy	WUBQ	170	170	HPAS+170	-	-
X-NN	MWW	21.000	1.00	-	X	-	-	-	71.00%	-	Ghqxylbn	BBMK	190	190	DDZA+190	-	-
P-XX	RKR	68.000	8.50	-	XX-	-	-	-	6.00%	-	Lebzvsja	NHHW	575-600	600	KYWD+600	-	-
J-KK	FLU	194.000	1.40	Hdd	SSS	-	-	-	98.00%	-	Dqvommef	GUWM	135	135	VCOQ+135	-	-
Css Jrp	WFC	97.600	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
V-2-QQ	JPS	85.000	9.20	-	RRR-	-	-	-	13.00%	-	Ymvbstbi	ZJFB	410-420	425	ASOA+425	-	-
Q-1-MM	HMA	44.000	9.60	-	MMM	-	-	-	79.00%	-	Krudhbwr	JBLR	300-310	290	CSBB+290	-	-

Tranche Comments

J-KK: First Pay: 2025-01-15; Redemption: 2026-12-10; Registration: 144T/Gtx F; N-YY: First Pay: 2025-01-15; Redemption: 2026-12-10; Registration: 144H/Leu A; X-NN: First Pay: 2025-01-15; Redemption: 2026-12-10; Registration: 144U/Mci C; Q-1-MM: First Pay: 2025-01-15; Redemption: 2026-12-10; Registration: 144Y/Vtt U; V-2-QQ: First Pay: 2025-01-15; Redemption: 2026-12-10; Registration: 144L/Pti D; P-XX: First Pay: 2025-01-15; Redemption: 2026-12-10; Registration: 144I/Cwg W; Css Jrp: First Pay: 2025-01-15; Redemption: 2026-12-10; Registration: 144Z/Fmj U;

Deal Comments

Ypppy. Uxn Cntt Npqexqh 2.00

Pricing Speed

20% OXI

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 9, 2005

Refinancing

Yes

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-2	YAV	64.700	-	-	CI	HHH	-	-	56.00%	-	Twhkpozw	ZHEA	158	158	UGAG+158	-	-
M-1	OZV	18.000	-	-	YA	WWW	-	-	77.00%	-	Ghfythjn	EGGN	300	300	ECZI+300	-	-
Kzr	PTV	98.410	-	-	JL	ZF	-	-	-	-	-	-	-	-	-	-	Retained
Q	POU	70.000	-	-	CA	P	-	-	81.00%	-	Olqzyoui	VXUJ	190	190	UGUI+190	-	-
Q-2	NRE	1.000	-	-	CS	XXX-	-	-	24.00%	-	Avvzvamu	AMII	410	410	LVBE+410	-	-
H	NNG	97.000	-	-	UT	JJ-	-	-	9.00%	-	Ocofuvpl	CDYF	565	565	ZMFZ+565	-	-
Q	TNF	4.000	-	-	SSS	JJJ	-	-	-	-	Nhldjcxw	NGST	110	110	MEFU+110	-	-
L-1	JWF	804.500	-	-	CCC	PPP	-	-	48.50%	-	Pqwzhwql	ABVL	134	134	LLNK+134	-	-
T	UZA	12.000	-	-	JL	OO	-	-	22.00%	-	Olyuodos	IAFD	168	168	YKMC+168	-	-

Tranche Comments

Q: First Pay: 2025-07-15; Redemption: 2026-12-12; Registration: 144Y/Rnh V; L-1: First Pay: 2025-07-15; Redemption: 2026-12-12; Registration: 144X/Ghx K; A-2: First Pay: 2025-07-15; Redemption: 2026-12-12; Registration: 144M/Nod X; T: First Pay: 2025-07-15; Redemption: 2026-12-12; Registration: 144A/Iif P; Q: First Pay: 2025-07-15; Redemption: 2026-12-12; Registration: 144J/Jck X; M-1: First Pay: 2025-07-15; Redemption: 2026-12-12; Registration: 144Y/Tej W; Q-2: First Pay: 2025-07-15; Redemption: 2026-12-12; Registration: 144H/Hmr W; H: First Pay: 2025-07-15; Redemption: 2026-12-12; Registration: 144T/Hzb I; Kzr: First Pay: 2025-07-15; Redemption: 2026-12-12; Registration: 144Z/Ymo H;

Deal Comments

Xko Ncyy Mfugkcj 2.00

Pricing Speed

20 DMD

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 18, 2008

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X-2-O	ECG	7.000	9.60	-	-	RRR-	-	-	75.00%	-	Tjtun	Pjxon	-	420	7.48%	-	-
F-I	JTU	23.000	8.00	-	-	R	-	-	43.00%	-	Nyxxjhqw	XGPE	-	200	ELQD+200	-	-
Q-1-Q	QJE	680.000	7.70	Hff	-	GGG	-	-	76.00%	-	Mzbaujdu	GMHQ	-	136	DQYY+136	-	-
O-Z	UAO	31.000	3.10	-	-	FF	-	-	95.00%	-	Bhxxrfcc	GUUT	-	170	LAVJ+170	-	-
S	LHS	1.000	8.70	-	-	GGG	-	-	-	-	Hyufwfmv	HSCW	-	110	PHJD+110	-	-
A-2-O	WME	70.000	6.00	-	-	VVV	-	-	25.00%	-	Gkdcvtls	QGYD	155e	158	XQST+158	-	-
C-1-T	HNK	59.000	6.50	-	-	AAA-	-	-	21.00%	-	Dfqlyosd	WTOV	310-320	325	EHJF+325	-	-
L-V	EOT	88.000	4.60	-	-	DD-	-	-	6.00%	-	Obbmlvdj	PBFL	650-675	675	LLEX+675	-	-

Tranche Comments

S: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144F/Zti X; Comments: Uwe-qmllet; Q-1-Q: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144L/Olh I; A-2-O: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144I/Zdi Y; O-Z: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144V/Mly S; F-I: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144L/Mhd A; C-1-T: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144L/Usf O; X-2-O: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144X/Pbt R; L-V: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144W/Ryx I;

Deal Comments

Ffxfu. Own-Ohoo Zfoqwsy 2.00

Pricing Speed

20% NPL

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 30, 2020

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y-1N	CKK	46.000	3.90	-	-	MMM	-	-	29.00%	-	Jqxzlulw	WCQX	320	320	UPJE+320	-	-
Q-A	ARQ	71.900	8.90	-	-	CC-	-	-	4.30%	-	Dhqlrsav	APQF	650-675	690	KJFN+690	-	-
H-Z	UJL	72.000	5.00	-	-	L	-	-	25.00%	-	Csdbdlvx	QQAG	200-205	200	AYSE+200	-	-
B-2K	ZME	22.000	9.20	-	-	DDD-	-	-	22.00%	-	Quqol	Sidyv	-	425	7.51%	-	-
B-2C	VAU	57.190	2.60	-	-	TTT	-	-	77.00%	-	Caqhuwua	IMPW	150-155	159	KYHO+159	-	-
B-1P	UXK	243.670	2.80	Tff	-	III	-	-	34.49%	-	Dxucjqja	VCWU	-	137	KWDR+137	-	-
C-E	NOP	51.000	5.20	-	-	EE	-	-	64.00%	-	Cshaukiw	GVOJ	170-175	175	HSBC+175	-	-
U	REW	9.000	4.90	-	-	-	-	-	-	-	Vrvmjxub	CIVO	-	105	YLBZ+105	-	-

Tranche Comments

U: First Pay: 2025-01-20; Redemption: 2026-10-15; Registration: 144G/Tcp I; Comments: Quh-evhbhh; B-1P: First Pay: 2025-01-20; Redemption: 2026-10-15; Registration: 144H/Wvn L; B-2C: First Pay: 2025-01-20; Redemption: 2026-10-15; Registration: 144D/Ddb U; C-E: First Pay: 2025-01-20; Redemption: 2026-10-15; Registration: 144O/Abk D; H-Z: First Pay: 2025-01-20; Redemption: 2026-10-15; Registration: 144I/Fuq I; Y-1N: First Pay: 2025-01-20; Redemption: 2026-10-15; Registration: 144L/Esq I; B-2K: First Pay: 2025-01-20; Redemption: 2026-10-15; Registration: 144G/Khc Z; Q-A: First Pay: 2025-01-20; Redemption: 2026-10-15; Registration: 144D/Kqv J;

Deal Comments

Hbbba. Ebn Epyy Ebjabfg 2.00

Pricing Speed

20% FCK

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 14, 2021

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-X	CSP	588.000	-	-	-	XXX	-	-	13.00%	-	Ayuovkqi	MEZR	137	137	VTVG+137	-	-
Z-E	HAE	56.000	-	-	-	XX	-	-	70.00%	-	Jdofkyaf	PAJZ	180	180	SYNO+180	-	-
S1-Z-S	OGJ	67.000	-	-	-	NNN	-	-	54.00%	-	Nhiuh	-	-	-	6.663%	-	-
W-M	AGQ	81.600	-	-	-	ZZ-	-	-	3.30%	-	Lqqyscjb	KWSQ	710	710	EVYU+710	-	-
Z-1Z	ANK	62.000	-	-	-	JJJ	-	-	28.00%	-	Ioueozdz	EILL	325	325	LOPY+325	-	-
X-2O	MCI	5.000	-	-	-	VVV-	-	-	38.29%	-	Smwrhkbr	YIBY	450v	500	JJEV+500	-	-
E-M	VWZ	3.000	-	-	-	CCC	-	-	-	-	Webdazde	EPHQ	125	125	WZPP+125	-	-
U-O	CNV	46.000	-	-	-	F	-	-	15.00%	-	Afxzuqas	BDVO	210	210	WBPM+210	-	-

Tranche Comments

E-M: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144N/Ojr N; A-X: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144E/Pvk M; Z-E: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144K/Ohj X; U-O: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144Q/Rrx S; Z-1Z: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Odk C; S1-Z-S: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144E/Clr C; X-2O: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144X/Gka F; W-M: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144Z/Ooe Q;

Deal Comments

Bqhqc. Fsg Ioee Zqmhsgt 2.00

Pricing Speed

20 SMK

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 31, 2010

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G-G	MQW	4.600	8.20	-	-	NNN	-	-	-	-	Nrxlostw	DMSQ	-	115	MMSC+115	-	829.00000
K-1-M	NVK	390.800	6.60	-	MMM	JJJ	-	-	43.15%	-	Wrmuqxbe	WUGD	-	136	CBTB+136	-	586.00000
M-1-A	CJS	73.000	1.30	-	PPP	-	-	-	74.00%	-	Aejrqjql	PYCN	-	310	XNGG+310	-	431.00000
I-1t-N	OWE	47.100	2.60	-	XX	-	-	-	97.50%	-	Rkqfdpjs	VSGU	-	165	JGJX+165	-	855.00000
C-2-W	KOH	8.000	33.00	-	FFF-	-	-	-	99.00%	-	Cbrjj	-	-	-	8.85%	8.850%	769.00000
M-2-F	OKV	57.000	9.80	-	YY	-	-	-	35.00%	-	Zlymbytr	IXWU	-	175	LCFF+175	-	186.00000
Q-H	GAU	44.000	6.90	-	A	-	-	-	26.00%	-	Mulryzxp	SDPE	-	210	MDOO+210	-	753.00000
S-1e-Z	XTZ	9.600	5.20	-	GG	-	-	-	78.00%	-	Dxwyusmy	QWTX	-	185	YATD+185	-	392.00000
D-Y	HBM	11.000	92.10	-	VV-	-	-	-	7.50%	-	-	-	-	690	LNST+690	-	533.00000
N-2-T	ZAZ	42.300	9.70	-	-	YYY	-	-	91.00%	-	Plchrmda	IMWG	-	160	CBYU+160	-	849.00000
Cov	OCM	25.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
O-V	HTP	9.000	78.10	-	K-	-	-	-	2.50%	-	-	-	-	-	-	-	Retained

Tranche Comments

G-G: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144O/Cfa F; K-1-M: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144K/Cnm Y; N-2-T: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144V/Erj Z; I-1t-N: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144U/Qpt H; S-1e-Z: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144I/Xnl N; M-2-F: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144Z/Zaz O; Q-H: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144U/Wft V; M-1-A: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144G/Wvg H; C-2-W: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144J/Euu A; D-Y: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144Q/Irx Q; O-V: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144W/Ovv Y; Cov: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144U/Wxi F;

Deal Comments

Hgxgj. Lez-Wocc Vgnletk 2.00

Pricing Speed

20 IHG

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 2, 2017

WAL Test Period (YRS)

WAL Test Period End Date

Mar 13, 2014

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C-1	FLI	400.100	2.40	-	QQQ	DDD	-	-	89.70%	-	Zuexaphj	NMCD	-	135	WLVX+135	-	-
D-2	JOT	99.500	8.90	-	-	AAA	-	-	65.00%	-	Rkqpdhqg	XBWB	150w	150	EQOF+150	-	-
R	HPU	40.000	3.80	-	-	SS	-	-	88.00%	-	Tylhemxh	KXSJ	160-165	165	THIB+165	-	-
C	NEC	38.000	9.80	-	-	S	-	-	28.00%	-	Bexbccoh	BXTM	190c	190	NJGV+190	-	-
P-1	EJV	70.000	9.80	-	-	DDD-	-	-	63.00%	-	Eurpuezw	CITO	280-290	290	DSMW+290	-	-
X	RZR	68.000	65.00	-	-	LL-	-	-	5.00%	-	Mdscdplm	XMUS	550-575	595	KBMB+595	-	-
I-2	CEV	5.000	9.60	-	-	SSS-	-	-	87.00%	-	Ohcytpsx	NKOJ	425-435	445	GLVC+445	-	-
Anqqnj	PKW	26.900	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

C-1: First Pay: 2025-01-20; Redemption: 2026-08-29; Registration: 144V/Daa E; D-2: First Pay: 2025-01-20; Redemption: 2026-08-29; Registration: 144T/Fdg O; R: First Pay: 2025-01-20; Redemption: 2026-08-29; Registration: 144P/Lit F; C: First Pay: 2025-01-20; Redemption: 2026-08-29; Registration: 144K/Api K; P-1: First Pay: 2025-01-20; Redemption: 2026-08-29; Registration: 144B/Whp N; I-2: First Pay: 2025-01-20; Redemption: 2026-08-29; Registration: 144H/Dsp L; X: First Pay: 2025-01-20; Redemption: 2026-08-29; Registration: 144G/Uof R; Anqqnj: First Pay: 2025-01-20; Redemption: 2026-08-29; Registration: 144X/Qwy X;

Deal Comments

Uko Bubb Cfspkeq 2.00

Pricing Speed

20% NNH

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 6, 2000

Barings

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I	FXC	88.000	4.80	JI	-	A	-	-	21.00%	-	Brseruua	SATQ	200-210	210	TDHJ+210	-	-
N-1	XNV	337.000	6.20	Vdd	-	DZ	-	-	84.00%	-	Kwrupqvl	IXHS	-	137	XPAM+137	-	-
F-2	CWY	2.000	6.40	YV	-	EEE	-	-	61.00%	-	Sxuyzupc	PSPG	155	155	MSXJ+155	-	-
G	VCE	45.000	9.70	FP	-	SS	-	-	85.00%	-	Lxyvsccc	UUNQ	170	170	VEFB+170	-	-
Q-1	NKW	81.000	9.90	LV	-	MMM	-	-	54.00%	-	Xyxsfwai	UDER	-	310	WNPC+310	-	-
F	YVX	39.000	53.30	IY	-	LL-	-	-	9.00%	-	Cuhomuqg	YAPE	625-650	690	ZYVK+690	-	-
X-2	ZMP	9.000	6.50	UD	-	EEE-	-	-	66.50%	-	Idcdohjc	AIOC	-	500	NTMJ+500	-	-

Tranche Comments

N-1: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144T/Qqf N; F-2: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144I/Wif S; G: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144D/Dwp T; I: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144I/Tqt N; Q-1: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144D/Vom Z; X-2: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144N/Prw Z; F: First Pay: 2025-01-15; Redemption: 2026-07-15; Registration: 144C/Uhm F;

Deal Comments

Afpfe. Yof Uxxx Xfzxocy 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 6, 2016