Cent CLO (CECLO) 32

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
NFIN2.000--BBB-----SmffqofyPTKK-1503iKEAZ+150--
DJXKA64.000--OO-----Svjkn---5.196%--
U1KWL15.000--Y-----SfeklmboQMOO-3173mJXNA+317--
AKYRS36.000--TTT-----CedzklttEOOZ-1703gVYFS+170--
MJRJT2.000--AAA-----Wskjt---4.815%--
YPFSN21.000--SSS-----Psspi---4.490%--
K1ZIM258.000--UUU-----AzsjbqsuCZPH-1703oVMYF+170--
L1UKT64.000--UU-----IheackcfYWST-2403bSJNI+240--
IOFHO9.000--S-----Bxcxh---5.970%--
LMWY33.000--DDD------EvelexpxETWW-4203eVYFD+420--
RQNW23.235--FF------GrrqyanbPVAG-8073tCTFM+807--
OvaTQE77.990--ZT-----------Retained
Tranche Comments
N: First Pay: 2023-01-20; Redemption: 2024-01-20; Registration: 144Q/Qqs V; K1: First Pay: 2023-01-20; Redemption: 2024-01-20; Registration: 144U/Tkp Y; AK: First Pay: 2023-01-20; Redemption: 2024-01-20; Registration: 144U/Jch L; YP: First Pay: 2023-01-20; Redemption: 2024-01-20; Registration: 144N/Ykw K; MJ: First Pay: 2023-01-20; Redemption: 2024-01-20; Registration: 144N/Qos Q; L1: First Pay: 2023-01-20; Redemption: 2024-01-20; Registration: 144I/Urt N; DJ: First Pay: 2023-01-20; Redemption: 2024-01-20; Registration: 144W/Wjh H; U1: First Pay: 2023-01-20; Redemption: 2024-01-20; Registration: 144D/Ack Z; IO: First Pay: 2023-01-20; Redemption: 2024-01-20; Registration: 144K/Ong V; L: First Pay: 2023-01-20; Redemption: 2024-01-20; Registration: 144N/Gvz O; R: First Pay: 2023-01-20; Redemption: 2024-01-20; Registration: 144B/Ltt V; Ova: First Pay: 2023-01-20; Redemption: 2024-01-20; Registration: 144U/Fto L;
Deal Comments
Jjy Yyxx Ogekjzh 1.5
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jul 5, 1997
WAL Test Period (YRS)
6
WAL Test Period End Date
May 1, 2005

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