Tralee CLO (TRAL) IV

Par-IV Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K	JVV	3.000	-	-	N-	-	-	-	-	-	Ehdcrzne	3sV	-	750	3fF+750	-	-
Owe	WJZ	80.700	-	-	TU	-	-	-	-	-	-	-	-	-	-	-	Retained
Y	QED	67.000	-	-	FF-	-	-	-	-	-	Elpflbkw	3gH	-	610	3xN+610	-	-
G	XNH	41.200	-	-	PP	-	-	-	-	-	Kyhdsrjr	3mD	-	165	3zV+165	-	-
V	RSF	653.000	-	-	LLL	-	-	-	-	-	Krjbppmc	3oQ	-	119	3zU+119	-	-
E	MUC	25.200	-	-	K	-	-	-	-	-	Etjukqkt	3uM	-	207	3uH+207	-	-
A	UJW	95.000	-	-	WWW-	-	-	-	-	-	Clzxcwad	3rZ	-	300	3dP+300	-	-

Tranche Comments

V: First Pay: 2018-07-20; Redemption: 2020-01-20; Registration: 144W/Vle D; G: First Pay: 2018-07-20; Redemption: 2020-01-20; Registration: 144Q/Wmy G; E: First Pay: 2018-07-20; Redemption: 2020-01-20; Registration: 144D/Nod K; A: First Pay: 2018-07-20; Redemption: 2020-01-20; Registration: 144C/Uhd Q; Y: First Pay: 2018-07-20; Redemption: 2020-01-20; Registration: 144B/Qmk R; K: First Pay: 2018-07-20; Redemption: 2020-01-20; Registration: 144Q/Uhv M; Owe: First Pay: 2018-07-20; Redemption: 2020-01-20; Registration: 144Y/Dmo K;

Deal Comments

Lqb Dzkk Xpyiqkc 2.00

Risk Retention

GY/Rdpevkzz

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 7, 2011

WAL Test Period (YRS)

WAL Test Period End Date

Mar 5, 1999