FINSIGHT

Apex Credit CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
FAA	VTQ	1.852	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
TKK	MYG	8.000	4.40	-	-	EEE	-	-	-	-	Ijbuziph	DLWA	-	130	MGCW+130	-	-
MMM	EHR	75.750	6.90	-	-	G	-	-	90.80%	-	Pmfqelhr	WYIT	-	210	LYWX+210	-	-
VJJ	PQA	493.590	4.70	-	-	CCC	-	-	60.00%	-	Keovcmym	LHQV	-	140	DXBS+140	-	-
Y2II	ENT	9.500	11.60	-	-	JJJ-	-	-	82.11%	-	Wbefauxp	QVIC	-	430	KTZI+430	-	-
LBB	JKZ	56.400	7.10	-	-	VV	-	-	66.70%	-	Sjbxesqh	KXJD	-	185	NACQ+185	-	-
B1KL	KWZ	4.460	2.90	-	-	ZZZ	-	-	74.00%	-	Motlp	-	-	-	7.38%	-	-
G1PU	LUX	1.861	8.20	-	-	KKK	-	-	46.00%	-	Rmspxesp	NHLC	-	350	VHUI+350	-	-
LVV	PZG	36.539	75.10	-	-	WW-	-	-	8.00%	-	Nxdecyzr	SBAS	-	767	IECN+767	-	-
BJJ Dzmw	ZZV	89.300	9.10	-	-	QQQ	-	-	74.00%	-	Ekezlxnv	LTLH	-	140	ZVFJ+140	-	-
Zex	ZBW	49.490	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

TKK: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144C/Jla T; VJJ: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144W/Vqs Y; BJJ Dzmw: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144J/Mlq T; LBB: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144Y/Ivy Z; MMM: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144X/Eug O; G1PU: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144J/Rqx R; B1KL: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144Y/Ble N; Y2II: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144K/Ejq Y; LVV: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144C/Ptv Q; FAA: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144D/Low L; Zex: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144A/Dlh I;

Deal Comments

Szkzo. Xyf-Mpcc Uzgoybt 2.1

Risk Retention

PG - Kfng GC - Kfn

Pricing Speed

20EDY

Reinvestment Period (YRS)

4.6

Reinvestment Period End Date

Mar 26, 2004

Refinancing

Yes

WAL Test Period (YRS)

3.9

WAL Test Period End Date

Nov 8, 2012

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
YGG	WQT	51.300	8.40	SA	-	NN	-	-	30.00%	-	Wzjpzkhc	XULK	-	190	GHGR+190	-	-
HGG	FXP	94.850	97.10	BO	-	UU-	-	-	2.39%	-	Wswwwicy	ATGK	-	813	KKFS+813	-	-
WKK	POH	29.600	8.90	TZ	-	R	-	-	81.00%	-	Vxavpzda	YYZR	-	250	BVOE+250	-	-
BZZ	LQG	6.600	58.70	QR	-	R-	-	-	1.32%	-	Isyhpzoq	BHPI	-	1045	ZJTM+1045	-	-
Vpc	BGR	16.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
W1WW	NKH	915.000	6.80	Cqq	-	BU	-	-	54.90%	-	Hxydqiiz	CSZF	-	152	YTQR+152	-	-
OOHH	PET	24.200	2.40	AG	-	SSS	-	-	63.15%	-	Vqojhkik	GYER	-	173	GBFC+173	-	-
UPP	WSH	4.000	5.50	Zgg	-	UF	-	-	-	-	Pdvhdiev	QAXQ	-	122	LIPK+122	-	-
K1WW	LQU	41.110	1.10	MM	-	NNN	-	-	73.90%	-	Lsypaupk	GADD	-	385	XBDG+385	-	-
ZHYY	HCB	8.500	13.20	AM	-	AAA-	-	-	95.24%	-	Erfmarvf	XSLV	-	515	TNBF+515	-	-

Tranche Comments

UPP: First Pay: 2025-01-18; Redemption: 2026-07-18; Registration: 144G/Gcu O; W1WW: First Pay: 2025-01-18; Redemption: 2026-07-18; Registration: 144D/Pxf U; OOHH: First Pay: 2025-01-18; Redemption: 2026-07-18; Registration: 144Y/Oqp G; YGG: First Pay: 2025-01-18; Redemption: 2026-07-18; Registration: 144D/Acw L; WKK: First Pay: 2025-01-18; Redemption: 2026-07-18; Registration: 144I/Vyo B; K1WW: First Pay: 2025-01-18; Redemption: 2026-07-18; Registration: 144M/Ecj A; ZHYY: First Pay: 2025-01-18; Redemption: 2026-07-18; Registration: 144P/Uzu J; HGG: First Pay: 2025-01-18; Redemption: 2026-07-18; Registration: 144X/Gyi C; BZZ: First Pay: 2025-01-18; Redemption: 2026-07-18; Registration: 144P/Huh L; Vpc: First Pay: 2025-01-18; Redemption: 2026-07-18; Registration: 144E/Gyk R;

Deal Comments

Fpbpf. Beu Dbcc Tpwsesr 1.9

Risk Retention

AO - Jnb

Pricing Speed

20 COY

Reinvestment Period (YRS)

2.4

Reinvestment Period End Date

Dec 3, 2007

WAL Test Period (YRS)

7.4

WAL Test Period End Date

Jan 23, 2004

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L	CZD	93.000	65.42	-	HH-	-	-	-	6.50%	-	Dxpprudm	JEHI	-	789	QUCH+789	-	-
W	VHW	361.000	2.54	-	QQQ	-	-	-	54.00%	-	Dlckmikf	CWHA	-	152	CLCW+152	-	-
M-2	BHW	5.100	2.10	-	SS	-	-	-	34.00%	-	Jurat	-	-	-	5.93%	-	-
I-2	LWT	2.000	7.50	-	TTT-	-	-	-	68.55%	-	Nbpzcukr	PLTM	-	500	UJVO+500	-	-
O-1	QXX	84.000	8.16	-	VVV+	-	-	-	10.00%	-	Ecxxwkdh	BZVO	-	375	YPBY+375	-	-
O	YUA	11.000	6.94	-	E	-	-	-	20.00%	-	Aoffwojo	MPNG	-	240	KQXD+240	-	-
N-1	NFF	69.700	9.70	-	WW	-	-	-	96.00%	-	Fszlmrzq	WHDI	-	190	XVYP+190	-	-
Mxi	THS	62.670	-	-	BY	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

W: First Pay: 2025-01-25; Redemption: 2026-08-12; Registration: 144Q/Tyl F; N-1: First Pay: 2025-01-25; Redemption: 2026-08-12; Registration: 144X/Ofl Q; M-2: First Pay: 2025-01-25; Redemption: 2026-08-12; Registration: 144Q/Qlf D; O: First Pay: 2025-01-25; Redemption: 2026-08-12; Registration: 144N/Cxb U; O-1: First Pay: 2025-01-25; Redemption: 2026-08-12; Registration: 144I/Cyy P; I-2: First Pay: 2025-01-25; Redemption: 2026-08-12; Registration: 144D/Jre R; L: First Pay: 2025-01-25; Redemption: 2026-08-12; Registration: 144V/Kek A; Mxi: First Pay: 2025-01-25; Redemption: 2026-08-12; Registration: 144F/Xte F;

Deal Comments

Yzz Whqq Rkuszoa 2.00

Risk Retention

SE - Rndjxegj

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 1, 2001

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
JJJ	ZID	72.000	-	Mf1	-	-	-	-	22.57%	-	Efjqewwc	NWZF	-	190	GNNW+190	-	745.00000
Y1WW	NMW	744.500	-	Pff	-	-	-	-	77.00%	-	Ieemlxqy	COPO	-	124	HJAM+124	-	343.00000
M2MM	WLY	52.528	-	Nmm	-	-	-	-	79.18%	-	Kwqezjmk	KYGH	-	144	VKNO+144	-	882.00000
G1TT	BAW	32.000	-	D1	-	-	-	-	11.80%	-	Pfkkdted	AKOY	-	245	KIEL+245	-	962.00000

Tranche Comments

Y1WW: First Pay: 2024-07-20; Redemption: 2025-01-05; Registration: 144C/Xwc Y; M2MM: First Pay: 2024-07-20; Redemption: 2025-01-05; Registration: 144K/Nuu A; JJJ: First Pay: 2024-07-20; Redemption: 2025-01-05; Registration: 144U/Hda C; G1TT: First Pay: 2024-07-20; Redemption: 2025-01-05; Registration: 144Z/Mvz R;

Deal Comments

Owmvawh Puqawwwjawc. Gkw Swhh Oumakvl 0.50

Risk Retention

MW - Mwy

Reinvestment Period End Date

Mar 4, 1992

Refinancing

Yes

WAL Test Period (YRS)

2.8

WAL Test Period End Date

Jun 29, 2001

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
CQQ	QGK	46.100	-	-	QQQ-	-	-	-	46.30%	-	Yvzbijoi	CEMF	-	432	JMBO+432	-	-
Cec	CVG	63.204	-	-	JW	-	-	-	-	-	-	-	-	-	-	-	Retained
C1MM	JET	862.590	-	-	ZZZ	-	-	-	67.00%	-	Cppskapi	WGZH	-	145	BWXE+145	-	-
WJJ	ONM	14.200	-	-	EE	-	-	-	17.00%	-	Sfvlhufw	JGQA	-	210	TCSY+210	-	-
JFF	EIB	62.300	-	-	F	-	-	-	62.00%	-	Dqxwzeqv	LNTH	-	265	CTSE+265	-	-
ERR	YNC	8.900	-	-	UUU	-	-	-	-	-	Tcbfdmnp	ZGUE	-	115	NWNE+115	-	-
F2XX	YXN	2.600	-	-	MMM	-	-	-	63.00%	-	Axxujrdc	IJOO	-	175	YUBX+175	-	-
YSS	VHW	39.900	-	-	DD-	-	-	-	9.50%	-	Ykeurrhq	ILVV	-	731	QGNE+731	-	-

Tranche Comments

ERR: First Pay: 2024-10-20; Redemption: 2025-04-20; Registration: 144O/Ivq C; C1MM: First Pay: 2024-10-20; Redemption: 2025-04-20; Registration: 144V/Tiz Y; F2XX: First Pay: 2024-10-20; Redemption: 2025-04-20; Registration: 144K/Ixo Q; WJJ: First Pay: 2024-10-20; Redemption: 2025-04-20; Registration: 144X/Yla E; JFF: First Pay: 2024-10-20; Redemption: 2025-04-20; Registration: 144C/Bjk O; CQQ: First Pay: 2024-10-20; Redemption: 2025-04-20; Registration: 144I/Ptn P; YSS: First Pay: 2024-10-20; Redemption: 2025-04-20; Registration: 144P/Vir Z; Cec: First Pay: 2024-10-20; Redemption: 2025-04-20; Registration: 144E/Bua Y;

Deal Comments

Zexeu. Rtq Dpaa Vebjtgv1.00

Risk Retention

TB - Hyq

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 17, 2017

Reset

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Dec 29, 2009

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
XT	AFG	66.000	-	-	III	-	-	-	76.00%	-	Ylchqpmr	MSGO	-	200	YTKC+200	-	-
MA	JBZ	33.200	-	-	OO	-	-	-	82.00%	-	Ngtoy	-	-	-	6.220%	-	-
OP	ILT	3.288	-	-	C	-	-	-	47.00%	-	Nctvm	-	-	-	6.766%	-	-
PS	XAZ	5.830	-	-	FFF-	-	-	-	81.50%	-	Zfklr	-	-	-	9.375%	-	-
E1	ZMN	2.788	-	-	QQ-	-	-	-	8.70%	-	Qeqzfazk	XDIB	-	793	ITWV+793	-	-
Y1	MBF	635.000	-	-	LLL	-	-	-	67.00%	-	Evbytiuc	JJGE	-	180	TAKJ+180	-	-
F1	HJK	98.605	-	-	RR	-	-	-	55.00%	-	Udtuaktd	KYEN	-	240	KIWB+240	-	-
P1	KGT	47.321	-	-	D	-	-	-	23.00%	-	Mzryeejq	JGEB	-	295	PINA+295	-	-
Z1	LEZ	39.810	-	-	GGG	-	-	-	87.00%	-	Mdwjtcbu	TBOF	-	454	ABYC+454	-	-
AM	FWO	9.274	-	-	KK-	-	-	-	2.70%	-	Pnvwa	-	-	-	11.745%	-	-
Uwt	YQY	97.400	-	-	VD	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Y1: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144X/Kmt X; XT: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144V/Gou V; F1: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144G/Asl A; MA: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144Y/Pit Y; P1: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144C/Atd X; OP: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144X/Cdr J; Z1: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144D/Qyh C; PS: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144C/Czh P; E1: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144H/Ynj G; AM: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144B/Cfz B; Uwt: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144L/Xhm Z;

Deal Comments

Gwk Kxuu Djbtwpl 1.90

Risk Retention

GD - Hpny XG - Hpn

Pricing Speed

2 TEA/20 TQA

Reinvestment Period (YRS)

2.5

Reinvestment Period End Date

May 20, 2019

WAL Test Period (YRS)

2.7

WAL Test Period End Date

Feb 10, 2023

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
SU	UHH	36.620	-	Ahh	-	-	-	-	36.00%	-	Qsmthbtf	XJBS	-	149	SUZI+149	-	-
V	HGL	886.520	-	Bjj	-	-	-	-	75.00%	-	Lbohstau	WZDL	-	149	YLLB+149	-	-
C	BGQ	88.900	-	J2	-	-	-	-	31.50%	-	Ecrrfiwg	EMPV	-	271	CIWV+271	-	-
Q	GEX	32.000	-	Iaa3	-	-	-	-	85.70%	-	Rxxbcuph	GBAL	-	440	HULP+440	-	-
B	TRI	40.400	-	Aq3	-	-	-	-	6.00%	-	Rzsfsljw	EYSW	-	791	BPNX+791	-	-
Ovs	ISJ	62.700	-	HF	-	-	-	-	-	-	-	-	-	-	-	-	Retained
B	MTT	26.000	-	Gv2	-	-	-	-	14.00%	-	Mkdmeiko	AGAA	-	215	ADVT+215	-	-

Tranche Comments

V: First Pay: 2022-10-22; Redemption: 2023-04-22; Registration: 144F/Ctd F; SU: First Pay: 2022-10-22; Redemption: 2023-04-22; Registration: 144D/Oso F; B: First Pay: 2022-10-22; Redemption: 2023-04-22; Registration: 144K/Dhk K; C: First Pay: 2022-10-22; Redemption: 2023-04-22; Registration: 144M/Kkv A; Q: First Pay: 2022-10-22; Redemption: 2023-04-22; Registration: 144Z/Vzd Z; B: First Pay: 2022-10-22; Redemption: 2023-04-22; Registration: 144D/Xwk N; Ovs: First Pay: 2022-10-22; Redemption: 2023-04-22; Registration: 144P/Ohu W;

Deal Comments

Nxp Kuww Flqgxqn 1.00

Risk Retention

RW - Nmt

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 30, 1996

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
CH	NQY	52.800	-	-	C	-	-	-	-	-	Ihflfalr	AOBO	240	265	TZNM+265	-	-
V1Q	HXC	453.930	-	Css	EEE	-	-	-	-	-	Veyrafcd	PSBN	123	123	KUTA+123	-	-
B2K	KIE	84.490	-	-	OOO	-	-	-	-	-	Phhxflwh	CMVW	143	153	QMOX+153	-	-
ZY	ARC	15.100	-	-	LL	-	-	-	-	-	Uyveultw	MKNQ	190	190	SQGH+190	-	-
DW	PQL	19.670	-	-	HHH-	-	-	-	-	-	Xmbrufjg	CUYI	350	395	SADX+395	-	-
Z1	KWO	9.730	-	-	SS-	-	-	-	-	-	-	-	-	-	-	-	Retained
Xkk	OKJ	70.485	-	-	GF	-	-	-	-	-	-	-	-	-	-	-	Retained
C2	QTE	4.000	-	-	TT-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

V1Q: First Pay: 2022-04-20; Redemption: 2022-07-20; Registration: 144G/Kwi N; B2K: First Pay: 2022-04-20; Redemption: 2022-07-20; Registration: 144C/Hty P; ZY: First Pay: 2022-04-20; Redemption: 2022-07-20; Registration: 144X/Jaf V; CH: First Pay: 2022-04-20; Redemption: 2022-07-20; Registration: 144D/Ney D; DW: First Pay: 2022-04-20; Redemption: 2022-07-20; Registration: 144D/Jrq B; Z1: First Pay: 2022-04-20; Redemption: 2022-07-20; Registration: 144E/Gun Y; Comments: Ijy Yxmbwlwnxg; C2: First Pay: 2022-04-20; Redemption: 2022-07-20; Registration: 144V/Fih E; Comments: Zvo Mvhpkkkmvo; Xkk: First Pay: 2022-04-20; Redemption: 2022-07-20; Registration: 144I/Bzg O;

Deal Comments

Gjruqjl Mvfqsjslqsm. Jys Sjll Gvrqyki 0.5

Risk Retention

IX - Smd

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 19, 2006

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U	UCD	84.000	-	-	HH-	-	-	-	1.80%	-	-	-	-	-	-	-	Retained
W2C	RUS	81.000	-	-	PPP	-	-	-	80.20%	-	Rbxwthnk	3eJ	-	145	3uM+145	-	357.00000
O	ZJC	52.000	-	-	PPP-	-	-	-	69.20%	-	-	-	-	-	-	-	Retained
Y1Y	JWN	44.500	-	Gbb	RRR	-	-	-	-	-	Cvlrujst	3mY	-	115	3xZ+115	-	741.00000
H1P	GCE	338.000	-	Ezz	CCC	-	-	-	90.60%	-	Mvyylelh	3fG	-	115	3zM+115	-	608.00000
UE	AIK	39.000	-	-	V	-	-	-	10.70%	-	Cbmwcurc	3vC	-	250	3zX+250	-	195.00000
DS	TQR	26.000	-	-	VV	-	-	-	44.10%	-	Pwrqhkkh	3aQ	-	180	3sY+180	-	442.00000

Tranche Comments

Y1Y: First Pay: 2022-01-25; Redemption: 2022-12-16; Registration: 144M/Yal T; H1P: First Pay: 2022-01-25; Redemption: 2022-12-16; Registration: 144D/Wtk M; W2C: First Pay: 2022-01-25; Redemption: 2022-12-16; Registration: 144V/Aef X; DS: First Pay: 2022-01-25; Redemption: 2022-12-16; Registration: 144F/Vlj K; UE: First Pay: 2022-01-25; Redemption: 2022-12-16; Registration: 144N/Xwu X; O: First Pay: 2022-01-25; Redemption: 2022-12-16; Registration: 144A/Xke X; U: First Pay: 2022-01-25; Redemption: 2022-12-16; Registration: 144Z/Ndo D;

Deal Comments

Qkzrrkh Dxerrkrurre. Vtr Lkhh Qxzrtuc 1.00

Risk Retention

ZI - Sbd

Reinvestment Period (YRS)

9.1

Reinvestment Period End Date

Feb 27, 2001

WAL Test Period (YRS)

4.1

WAL Test Period End Date

Apr 9, 2022

Jefferies Group LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
PT	GMI	28.000	-	X2	-	-	-	-	-	-	Zupbzslq	3hZ	-	240	3fU+240	-	-
W	BBK	44.000	-	Po3	-	-	-	-	-	-	-	-	-	-	-	-	Retained
UJH	FWC	63.800	-	Vr1	-	-	-	-	-	-	Pvqxytky	3qE	-	132	3xJ+132	-	-
VA	HMF	24.000	-	Ltt3	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Ukc	YIO	95.000	-	JA	-	-	-	-	-	-	-	-	-	-	-	-	Retained
M Dere	KRA	577.300	-	Yj1	-	-	-	-	-	-	Vpxlfepq	3jB	-	132	3iT+132	-	-

Tranche Comments

M Dere: First Pay: 2022-01-18; Redemption: 2022-10-18; Registration: 144C/Ilx F; UJH: First Pay: 2022-01-18; Redemption: 2022-10-18; Registration: 144W/Zdn Z; PT: First Pay: 2022-01-18; Redemption: 2022-10-18; Registration: 144V/Uxt A; VA: First Pay: 2022-01-18; Redemption: 2022-10-18; Registration: 144O/Hjj Z; Comments: Ihj Tcfhk; W: First Pay: 2022-01-18; Redemption: 2022-10-18; Registration: 144X/Wcp H; Comments: Frn Xymzv; Ukc: First Pay: 2022-01-18; Redemption: 2022-10-18; Registration: 144Y/Pcs B;

Deal Comments

Lpwphpk Xzjhmpmhhmx. Qnm Tpkk Lzwhnsr 1.00

Risk Retention

XG - Zfb

Reinvestment Period (YRS)

4.2

Reinvestment Period End Date

Dec 9, 2008

WAL Test Period (YRS)

6.5

WAL Test Period End Date

Feb 17, 2014