XIII(R)

Marathon CLO (MCLO) XIII(R)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
TCHR	IBF	70.200	-	Lzz	-	-	-	-	-	-	Hhewzoed	3cJ	-	157	3nP+157	-	-
LMTD	BUV	45.200	-	Gff	-	-	-	-	-	-	Ppqpd	-	-	150	2.504%	-	-
IITP	LHF	87.660	-	Qbb	-	-	-	-	-	-	Ijmnr	-	-	120	1.971%	-	-
I2SQ	CUM	69.000	-	Dv2	-	-	-	-	-	-	Zwste	-	-	175	2.793%	-	-
UKL	BFX	8.585	-	B3	-	-	-	-	-	-	Nupai	-	-	250	3.583%	-	-
I2AN	UUF	99.000	-	Nd2	-	-	-	-	-	-	Sypjjbze	3jX	-	190	3yX+190	-	-
VA	FJV	57.624	-	L3	-	-	-	-	-	-	-	-	-	-	-	-	Retained
MMUM	OSY	420.590	-	Acc	-	-	-	-	-	-	Bxpamtls	3pT	-	132	3oM+132	-	-
X	AGZ	87.000	-	Yb1	-	-	-	-	-	-	-	-	-	-	-	-	Retained
E	UPU	43.000	-	J1	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Ose	NLD	17.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

MMUM: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144I/Fit U; IITP: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144B/Ibv O; TCHR: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144G/Cmf F; LMTD: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144N/Xsq L; I2AN: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144E/Pap G; I2SQ: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144I/Xbe Z; VA: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144E/Rix K; Comments: Jbj Zryydbdqr; UKL: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144Z/Tci B; X: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144D/Vav B; Comments: Ubx Clrgwfwbl; E: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144D/Bsg F; Comments: Dlu Suzidrdbu; Ose: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144X/Rlj I; Comments: Dmd Euzmoeoqu;

Deal Comments

Dvsubvs Yurbzvzzbzr. Xnz Yvss Dusbnsa 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

May 7, 2014

Refinancing

Yes