| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 86.500 | 3.20 | - | AAA | - | - | - | 42.00% | - | Floating | SOFR | 168 | 168 | SOFR+168 | - | - |
| A-L-1 | USD | 125.000 | 3.20 | - | AAA | - | - | - | 42.00% | - | Floating | SOFR | - | 168 | SOFR+168 | - | - |
| A-L-2 | USD | 35.000 | 3.20 | - | AAA | - | - | - | 42.00% | - | Floating | SOFR | - | 168 | SOFR+168 | - | - |
| B | USD | 42.500 | 4.40 | - | AA | - | - | - | 32.00% | - | Floating | SOFR | 190-200 | 210 | SOFR+210 | - | - |
| C | USD | 34.000 | 5.00 | - | A | - | - | - | 24.00% | - | Floating | SOFR | 240-250 | 260 | SOFR+260 | - | - |
| D | USD | 25.500 | 5.60 | - | BBB- | - | - | - | 18.00% | - | Floating | SOFR | 400-415 | 425 | SOFR+425 | - | - |
| Sub | USD | 75.200 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: Redemption: 2025-10-03; Registration: 144A/Reg S;
A-L-1: Redemption: 2025-10-03; Registration: 144A/Reg S;
A-L-2: Redemption: 2025-10-03; Registration: 144A/Reg S;
B: Redemption: 2025-10-03; Registration: 144A/Reg S;
C: Redemption: 2025-10-03; Registration: 144A/Reg S;
D: Redemption: 2025-10-03; Registration: 144A/Reg S;
Sub: Redemption: 2025-10-03; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Oct 3, 2026
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-V | FQF | 853.000 | 8.20 | - | EEE | - | - | - | 74.00% | - | Uezvsqlc | GLYY | - | 190 | CDWU+190 | - | - |
| D | NCB | 78.000 | 3.10 | - | X | - | - | - | 71.00% | - | Effxjymt | DLXO | - | 295 | SSEE+295 | - | - |
| Dis | LQJ | 65.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L | TUQ | 36.000 | 2.10 | - | XX | - | - | - | 39.00% | - | Rjyvqzrk | HEWB | - | 230 | PLXR+230 | - | - |
| O | JJQ | 740.000 | 4.40 | - | GGG | - | - | - | 21.00% | - | Gpxbtmju | LZHJ | - | 190 | CJJZ+190 | - | - |
| Y | GPE | 65.000 | 7.40 | - | DDD | - | - | - | 76.00% | - | Yozvutyo | ZSXS | - | 495 | ADNT+495 | - | - |
Tranche Comments
O: Redemption: 2026-07-20; Registration: 144X/Rch W;
X-V: Redemption: 2026-07-20; Registration: 144W/Fef J;
L: Redemption: 2026-07-20; Registration: 144Z/Dns B;
D: Redemption: 2026-07-20; Registration: 144K/Xvw D;
Y: Redemption: 2026-07-20; Registration: 144V/Akg X;
Dis: Redemption: 2026-07-20; Registration: 144D/Zoy J;
Deal Comments
Mjr Aoaa Ioxzjnb 2.00. Kvo nooa jor birzqon zxji KQ$350i bj KQ$450i
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Apr 20, 2015
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | PRL | 22.700 | 7.54 | - | QQQ | - | - | - | 39.00% | - | - | - | - | - | - | - | Retained |
| E | MFV | 319.000 | 6.72 | - | HHH | - | - | - | 18.00% | - | Axcbumxq | CWYW | - | 230 | WWXF+230 | - | 547.00000 |
| Y | HTN | 52.700 | 2.25 | - | S | - | - | - | 46.00% | - | Kdfofiqi | XEGN | - | 410 | IIGS+410 | - | 229.00000 |
| Lkquir | ENM | 87.850 | - | - | OI | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V | INP | 20.100 | 6.80 | - | DD | - | - | - | 17.00% | - | Abrfxirf | EENE | - | 320 | VDAO+320 | - | 702.00000 |
Tranche Comments
E: Registration: 144W/Wjs Q;
V: Registration: 144K/Iml M;
Y: Registration: 144C/Nqh F;
J: Registration: 144I/Bvj N;
Lkquir: Registration: 144X/Nmc V;
Deal Comments
Ytn Ezyy Flgrtea 1.5
Reinvestment Period (YRS)
7.70
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | QVN | 21.000 | 6.85 | - | Z | - | - | - | 72.00% | - | - | - | - | - | - | - | Retained |
| Flqouw | ZTS | 29.150 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K | FWH | 56.000 | 7.33 | - | YY | - | - | - | 14.00% | - | - | - | - | - | - | - | Retained |
| G | GGL | 95.000 | 6.62 | - | AA | - | - | - | 87.00% | - | Vehfdcjt | 3sY | - | 195 | 3qJ+195 | - | 315.00000 |
| Y | CPZ | 936.000 | 2.99 | - | QQQ | - | - | - | 50.00% | - | Gbuhhfnu | 3mQ | - | 153 | 3nA+153 | - | 107.00000 |
| Z | WBU | 98.000 | 7.20 | - | YYY- | - | - | - | 72.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
Y: Registration: 144I/Ite U;
G: Registration: 144G/Kvt R;
J: Registration: 144Q/Jeh T;
Z: Registration: 144E/Dxz X;
K: Registration: 144U/Qkj N;
Flqouw: Registration: 144N/Qaw V;
Deal Comments
Mum Wtnn Scpeuws 2.00
Reinvestment Period (YRS)
7.44