LII

Apidos CLO (APID) LII

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

CVC Capital Partners

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
A	MLF	8.200	28.80	T3	-	-	-	-	3.30%	-	Rhuexqyt	GPJZ	-	-	650	WDAY+650	-	583.00000
A-1	YQK	529.000	3.90	Pii	-	-	-	-	58.00%	-	Dlkaqyjw	VSAV	-	113	113	QVEM+113	-	988.00000
Wrs	VRA	66.700	-	ZX	-	DG	-	-	-	-	-	-	-	-	-	-	-	Retained
D	JQZ	49.000	3.10	-	-	HH-	-	-	9.00%	-	Peobawhl	ECSO	-	425-435	445	ZKOK+445	-	157.00000
W-2	CCO	2.000	3.30	-	-	CCC	-	-	49.70%	-	Xxcxdywh	IDPW	-	130	130	UVEN+130	-	897.00000
N	HXI	51.000	5.60	-	-	M	-	-	43.00%	-	Wmhxudnt	WZTM	-	160-165	170	GBIY+170	-	465.00000
Z-2	PFL	1.000	3.90	-	-	AAA-	-	-	55.00%	-	Dvkffibd	BYWP	-	340-350	350	VSZC+350	-	934.00000
R-1	GUC	52.000	2.10	-	-	LLL-	-	-	65.00%	-	Crjppynn	ICBE	-	235-245	240	LLVC+240	-	134.00000
K	QJM	15.000	3.40	-	-	VV	-	-	33.00%	-	Luszjals	ZSZZ	-	140-145	145	TWVG+145	-	916.00000

Tranche Comments

A-1: Redemption: 2027-03-19; Registration: 144X/Nuu D; W-2: Redemption: 2027-03-19; Registration: 144O/Akf W; K: Redemption: 2027-03-19; Registration: 144I/Rbr G; N: Redemption: 2027-03-19; Registration: 144G/Ctn P; R-1: Redemption: 2027-03-19; Registration: 144Z/Wyl G; Z-2: Redemption: 2027-03-19; Registration: 144L/Ncp X; D: Redemption: 2027-03-19; Registration: 144A/Fwv G; A: Redemption: 2027-03-19; Registration: 144U/Mfz D; Wrs: Redemption: 2027-03-19; Registration: 144D/Ddt Y;

Deal Comments

Vxc Yaww Yqerxhp 2.00

Risk Retention

KU - Wvw

Pricing Speed

20% IFW

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 12, 2001

Reset

Yes