XIV

Marathon CLO (MCLO) XIV

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E-2	RTT	48.000	-	-	DDD-	KP	-	-	-	-	Gbmyblqc	3wG	575-600	597	3oF+597	-	-
W	MOR	4.000	-	-	MM-	WM	-	-	-	-	Yxcfhzxs	3qO	-	804	3bD+804	-	-
X-1X	LBZ	191.000	-	-	BBB	RRR	-	-	-	-	Qlwxdtsy	3dC	-	143	3gX+143	-	-
I-p	KHB	5.000	-	-	J	EW	-	-	-	-	Dmsbr	-	-	-	5.140%	-	-
H-1k	ZKG	87.000	-	-	XXX+	TY	-	-	-	-	Eaovb	-	-	-	6.490%	-	-
M-1N	JVT	88.000	-	-	EA	MMM	-	-	-	-	Cyyvlwuu	3tB	-	190	3uO+190	-	-
C-k	ZKL	28.000	-	-	X	XE	-	-	-	-	Irwdwaxu	3mQ	-	330	3sB+330	-	-
F-1s	ITY	54.000	-	-	BBB+	NO	-	-	-	-	Mcdwwwhk	3dP	-	487	3dB+487	-	-
I-2f	EZG	24.000	-	-	AA	IU	-	-	-	-	Lmdrtsbl	3hH	-	246	3vT+246	-	-
W-2b	LAB	47.000	-	-	XX	ZJ	-	-	-	-	Oghcf	-	-	-	4.060%	-	-
Esd	OAL	52.800	-	-	TW	BO	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

X-1X: First Pay: 2020-07-20; Redemption: 2022-01-20; Registration: 144Q/Iic Y; Comments: Eyj-Eojijq; M-1N: First Pay: 2020-07-20; Redemption: 2022-01-20; Registration: 144C/Paa O; I-2f: First Pay: 2020-07-20; Redemption: 2022-01-20; Registration: 144F/Jho S; W-2b: First Pay: 2020-07-20; Redemption: 2022-01-20; Registration: 144J/Qpt T; C-k: First Pay: 2020-07-20; Redemption: 2022-01-20; Registration: 144K/Cxa T; I-p: First Pay: 2020-07-20; Redemption: 2022-01-20; Registration: 144A/Pce V; F-1s: First Pay: 2020-07-20; Redemption: 2022-01-20; Registration: 144D/Idj Q; H-1k: First Pay: 2020-07-20; Redemption: 2022-01-20; Registration: 144D/Wri E; E-2: First Pay: 2020-07-20; Redemption: 2022-01-20; Registration: 144J/Xij R; W: First Pay: 2020-07-20; Redemption: 2022-01-20; Registration: 144Z/Ztk Q; Esd: First Pay: 2020-07-20; Redemption: 2022-01-20; Registration: 144I/Xix C;

Deal Comments

Ilg-Oyff Vltnlrm 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 27, 1997

Reset

Yes