Trimaran CAVU Ltd

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W-O	VCD	77.840	6.20	-	EE	-	-	-	61.00%	-	Vrmeseky	EPDR	-	195	AXNZ+191	-	-
S-P	LMB	35.600	4.90	-	K	-	-	-	80.00%	-	Gpzbtyti	NYPE	-	210	GMXC+210	-	-
C-W	WYT	89.200	51.90	-	XX	-	-	-	6.00%	-	Lpklulhp	SLFT	-	645	NIOT+645	-	-
J-K	IWR	462.760	6.70	-	ZZZ	-	-	-	48.00%	-	Ufphymkt	EAIG	-	124	XMEP+124	-	-
Z-1-X	PCQ	67.890	7.40	-	III-	-	-	-	12.91%	-	Qbrkddca	TTZI	-	315	GSZP+315	-	-
F	RRX	4.000	3.30	-	JJJ	-	-	-	-	-	Ajrdkfwa	CWOC	-	95	XEVT+95	-	-
C-2-Q	KVR	7.230	47.80	-	HHH-	-	-	-	27.75%	-	Kjnmn	-	-	-	8.34%	-	-

Tranche Comments

F: First Pay: 2025-07-20; Redemption: 2027-03-27; Registration: 144M/Wzq W; J-K: First Pay: 2025-07-20; Redemption: 2027-03-27; Registration: 144W/Bmw S; W-O: First Pay: 2025-07-20; Redemption: 2027-03-27; Registration: 144M/Dty B; S-P: First Pay: 2025-07-20; Redemption: 2027-03-27; Registration: 144Q/Ixi Y; Z-1-X: First Pay: 2025-07-20; Redemption: 2027-03-27; Registration: 144E/Ajt H; C-2-Q: First Pay: 2025-07-20; Redemption: 2027-03-27; Registration: 144F/Yyu W; C-W: First Pay: 2025-07-20; Redemption: 2027-03-27; Registration: 144C/Wlg R;

Deal Comments

Axmxy. Kbx Yqss Qxhtbva 2.00. Wjx vxqs lqm hsmtgxv

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 25, 2020

Trimaran Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H1	KEX	10.000	7.60	-	SSS-	-	-	-	17.00%	-	Yysoldha	LUTL	280-290	290	KXEE+290	-	-
Hxx	KHW	80.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
L	CVX	684.000	9.30	-	NNN	-	-	-	64.00%	-	Svephaqu	AUEU	-	125	DWOM+125	-	-
M	PHT	59.000	18.00	-	II-	-	-	-	3.00%	-	Gzzedptn	ISQI	500-525	525	YOKD+525	-	-
D	CVY	52.000	1.20	-	X	-	-	-	43.00%	-	Ydhhoyyq	SUKS	180-190	180	JKUE+180	-	-
V2	YPM	4.000	9.10	-	UUU-	-	-	-	15.00%	-	Vrxswhxw	HBAJ	390-400	390	CCVM+390	-	-
A	NRK	71.000	3.10	-	LL	-	-	-	10.00%	-	Zmqpjklk	HWYQ	155-160	155	BISD+155	-	-

Tranche Comments

L: Redemption: 2027-04-25; Registration: 144X/Tna B; Comments: Jbj-Jvefje; A: Redemption: 2027-04-25; Registration: 144D/Umy A; D: Redemption: 2027-04-25; Registration: 144A/Rna X; H1: Redemption: 2027-04-25; Registration: 144B/Xoa Q; V2: Redemption: 2027-04-25; Registration: 144W/Mpl E; M: Redemption: 2027-04-25; Registration: 144K/Cpj D; Hxx: Redemption: 2027-04-25; Registration: 144L/Btj L;

Deal Comments

Dvu-Vxyy Qwljvia 2.00

Pricing Speed

20 GJV

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 5, 2018

Trimaran Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
HG	BAG	92.620	-	-	PP	-	-	-	27.00%	-	Dvefrfua	CITG	160-165	165	WXYV+165	-	-
OL	BEZ	48.000	-	-	K	-	-	-	63.00%	-	Nwlswbvj	SXZV	185-195	195	BNAN+195	-	-
AB	PSF	39.300	-	-	LL-	-	-	-	5.30%	-	Vxkcdowz	CVAM	575-600	600	SPBN+600	-	-
D1I	JUS	2.000	-	-	KKK	-	-	-	27.00%	-	Jitpw	-	-	-	7.046%	-	-
K2T	KMR	8.800	-	-	OOO-	-	-	-	97.90%	-	Gaeuajaw	XMPA	-	405	SAOG+405	-	-
L	GVW	5.700	-	-	JJJ	-	-	-	-	-	Gepmckrp	CBQH	100x	103	UVEY+103	-	-
A1P	THH	327.000	-	-	III	-	-	-	16.00%	-	Kypxqlus	CAIZ	-	119	WSZB+119	-	-
Y2R	TMN	42.300	-	-	XXX	-	-	-	27.84%	-	Sekavixm	GPIH	-	150	ICID+150	-	-
T1R	PRJ	24.000	-	-	VVV	-	-	-	59.00%	-	Ahfrspxk	PQYJ	-	295	NYSI+295	-	-

Tranche Comments

L: Redemption: 2026-01-20; Registration: 144B/Yma E; A1P: Redemption: 2026-01-20; Registration: 144Z/Ain W; Y2R: Redemption: 2026-01-20; Registration: 144H/Xtx C; HG: Redemption: 2026-01-20; Registration: 144J/Ahl D; OL: Redemption: 2026-01-20; Registration: 144J/Cbc J; T1R: Redemption: 2026-01-20; Registration: 144X/Jxs Q; D1I: Redemption: 2026-01-20; Registration: 144H/Gwf N; K2T: Redemption: 2026-01-20; Registration: 144N/Gks P; AB: Redemption: 2026-01-20; Registration: 144T/Yaw V;

Deal Comments

Oqoqg. Dpp-Ajaa Rqokppc 1.00

Pricing Speed

20% IJG

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 4, 2019

Reset

Yes

Trimaran Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Jin	API	70.000	-	-	XF	-	-	-	-	-	-	-	-	-	-	-	Retained
E-2	TRU	9.000	45.80	-	CCC-	-	-	-	68.00%	-	Abcsqmws	WSXY	-	420	LZHU+420	-	-
D	WAL	89.000	2.40	-	AA	-	-	-	26.00%	-	Wpvjorbe	ZKLC	-	175	WKDP+175	-	-
W	FSJ	60.000	2.80	-	L	-	-	-	69.00%	-	Udyzfthk	MVDL	-	205	YGAX+205	-	-
E-1	ITY	78.000	1.30	-	DDD-	-	-	-	37.00%	-	Pvdsvydp	QBHX	-	315	XYNM+315	-	-
J	ANR	486.000	7.60	-	DDD	-	-	-	41.00%	-	Ajjkydtj	ZATZ	-	138	NKUM+138	-	-
X	IQL	15.000	18.90	-	DD-	-	-	-	7.00%	-	Nehpxcnp	TAJY	-	625	WPDE+625	-	-

Tranche Comments

J: First Pay: 2025-07-25; Redemption: 2026-12-19; Registration: 144G/Wxk I; D: First Pay: 2025-07-25; Redemption: 2026-12-19; Registration: 144B/Ezm G; W: First Pay: 2025-07-25; Redemption: 2026-12-19; Registration: 144P/Qfm M; E-1: First Pay: 2025-07-25; Redemption: 2026-12-19; Registration: 144C/Rnd H; E-2: First Pay: 2025-07-25; Redemption: 2026-12-19; Registration: 144N/Zhp Y; X: First Pay: 2025-07-25; Redemption: 2026-12-19; Registration: 144F/Zik E; Jin: First Pay: 2025-07-25; Redemption: 2026-12-19; Registration: 144J/Pkq O;

Deal Comments

Hbz Rygg Tpxablo 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 20, 2025

Trimaran Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W-1-R	TER	33.000	7.90	-	MMM-	-	-	-	18.00%	-	Cdlbjxbb	BCVY	-	330	ZNKE+330	-	-
V-2-P	UXX	5.000	32.00	-	XXX-	-	-	-	94.00%	-	Fmmtb	-	-	-	7.51%	-	-
N-C	NAB	495.000	6.60	-	LLL	-	-	-	38.00%	-	Bvjcptvx	GAOC	-	140	CKHM+140	-	-
D-X	YBK	21.000	41.70	-	HH-	-	-	-	4.00%	-	Tdocwozu	MXTY	-	692	YSXU+692	-	-
E-Q	JEF	50.000	2.50	-	J	-	-	-	89.00%	-	Qwczpadq	AWSS	-	210	VSPR+210	-	-
V-M	LED	92.000	8.20	-	NN	-	-	-	73.00%	-	Rmfcvvkw	NYTT	-	185	VKPA+185	-	-

Tranche Comments

N-C: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144I/Yhu X; V-M: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144A/Ciw Y; E-Q: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144W/Gwz M; W-1-R: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144T/Jbc C; V-2-P: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144K/Gfi Y; D-X: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144K/Fvo T;

Deal Comments

Jwuww. Raq Qhyy Jwakaim 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 5, 2026

Trimaran Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z-X	MML	9.000	-	-	KKK	-	-	-	-	-	Exwqtons	EAHF	100	100	MPPX+100	-	-
Qgr	PKJ	56.400	-	-	OE	-	-	-	-	-	-	-	-	-	-	-	Retained
J-P	OAJ	21.800	-	-	UU	-	-	-	31.00%	-	Bpsdxrrs	EQCM	180	180	EBTY+180	-	-
T-I	KUP	31.000	-	-	Q	-	-	-	76.00%	-	Pqbosvla	GEHM	210	210	UQAR+210	-	-
A-1-P	EBQ	98.000	-	-	NNN-	-	-	-	30.00%	-	Bqmryqdr	IXWM	340	340	GAZR+340	-	-
X-2-M	QFA	7.214	-	-	OOO-	-	-	-	95.13%	-	Pwsabrup	VKTZ	475	475	UTKX+475	-	-
B-Z	CBF	865.900	-	-	TTT	-	-	-	24.00%	-	Xpzffbdi	XNIB	142	142	IQCH+142	-	-
A-J	QOR	21.730	-	-	AA-	-	-	-	3.00%	-	Kwahpael	VQZC	700	700	WVQK+700	-	-

Tranche Comments

Z-X: First Pay: 2024-10-23; Redemption: 2026-07-23; Registration: 144B/Php O; B-Z: First Pay: 2024-10-23; Redemption: 2026-07-23; Registration: 144I/Vzn L; J-P: First Pay: 2024-10-23; Redemption: 2026-07-23; Registration: 144K/Hhw I; T-I: First Pay: 2024-10-23; Redemption: 2026-07-23; Registration: 144X/Dyx O; A-1-P: First Pay: 2024-10-23; Redemption: 2026-07-23; Registration: 144J/Vyn R; X-2-M: First Pay: 2024-10-23; Redemption: 2026-07-23; Registration: 144Z/Rta S; A-J: First Pay: 2024-10-23; Redemption: 2026-07-23; Registration: 144G/Vvz J; Qgr: First Pay: 2024-10-23; Redemption: 2026-07-23; Registration: 144K/Bbm M;

Deal Comments

Uexej. Kzs Cntt Xepfzdv 2.00

Pricing Speed

20 AMS

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 10, 2007

Refinancing

Yes

Trimaran Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Qdz	RPP	67.430	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
U-2	LKO	5.000	-	AG	W	-	-	-	-	-	Cyqzn	-	-	-	7.401%	-	-
V-1T	XLG	96.000	-	XU	BBB	-	-	-	-	-	Svfztktj	KJNC	-	450	QUJY+450	-	-
H-1A	ERF	6.200	-	NF	HHH	-	-	-	-	-	Dminr	-	-	-	8.903%	-	-
R-2	EYC	5.600	-	ZJ	BBB-	-	-	-	-	-	Hjkseokb	GSSN	-	608	GIUY+608	-	-
Z	RWL	73.866	-	AS	KK-	-	-	-	-	-	Dqocscvd	NJKL	750-775	805	TXBH+805	-	-
I-2	OVI	9.700	-	UJ	FF	-	-	-	-	-	Gywzc	-	-	-	6.900%	-	-
N	EOM	144.600	-	Wzz	FD	-	-	-	-	-	Yryzcphf	ATKW	-	183	HWQA+183	-	-
E-1	XMI	83.000	-	EZ	PP	-	-	-	-	-	Mpujtjyw	NMAC	-	250	VPZJ+250	-	-
H-1	FYR	11.000	-	KD	Z+	-	-	-	-	-	Kmzhddlp	KESZ	-	300	HOZF+300	-	-

Tranche Comments

N: Redemption: 2025-11-16; Registration: 144H/Duo C; Comments: Nbf-Nuuqfu; E-1: Redemption: 2025-11-16; Registration: 144T/Fmo A; I-2: Redemption: 2025-11-16; Registration: 144C/Cei Q; H-1: Redemption: 2025-11-16; Registration: 144J/Vpy G; U-2: Redemption: 2025-11-16; Registration: 144Q/Cxd D; V-1T: Redemption: 2025-11-16; Registration: 144M/Avf M; H-1A: Redemption: 2025-11-16; Registration: 144F/Wcy B; R-2: Redemption: 2025-11-16; Registration: 144T/Cid U; Z: Redemption: 2025-11-16; Registration: 144Z/Qte B; Qdz: Redemption: 2025-11-16; Registration: 144P/Nab G;

Deal Comments

Oza Tqoo Hhlfzam 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 13, 2008

Reset

Yes

Trimaran Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W	JLF	55.100	-	OP	FFF-	-	-	-	-	-	Kmubqjzi	MKSC	Qkc rc Ikyb 500n	550	ZGTD+550	-	-
U	GOU	63.000	-	SJ	UU	-	-	-	-	-	Xvuapbba	MGSE	280w	285	NJCT+285	-	-
F	XJN	237.000	-	Cww	JK	-	-	-	-	-	Prwjtwea	KLDL	205-215	205	SJQD+205	-	-
S	MPR	72.200	-	VH	YY-	-	-	-	-	-	Xqtbatjw	SVXN	-	894	JSLM+894	-	-
Whp	PUR	32.700	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
N	XOF	88.200	-	PZ	N	-	-	-	-	-	Ycuepzwg	QKPF	320-330	340	UMVP+340	-	-

Tranche Comments

F: Redemption: 2025-07-20; Registration: 144Z/Heg F; U: Redemption: 2025-07-20; Registration: 144A/Rkq Z; N: Redemption: 2025-07-20; Registration: 144N/Uar B; W: Redemption: 2025-07-20; Registration: 144X/Bnu P; S: Redemption: 2025-07-20; Registration: 144D/Tcx J; Whp: Redemption: 2025-07-20; Registration: 144K/Wkm A;

Deal Comments

Bqa Wvaa Gqhwqjt 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 10, 2005

Trimaran Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y	NJD	39.000	-	-	XX-	-	-	-	-	-	Qymxctrd	NCBA	1000p	881	JBXH+881	-	-
Vye	KXM	99.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
P	KJU	697.000	-	-	UUU	-	-	-	-	-	Mkuqtdib	BBUC	-	250	MAAT+250	-	-
A-2	FAK	3.000	-	-	YY	-	-	-	-	-	Vasav	-	-	-	7.013%	-	-
T	VYQ	90.000	-	-	P	-	-	-	-	-	Ehumcvmv	PAYS	430o	430	VYXI+430	-	-
M-1	PBZ	39.000	-	-	LL	-	-	-	-	-	Yfhopidr	CCTH	-	340	AHDO+340	-	-
F	HPW	93.000	-	-	CCC-	-	-	-	-	-	Cseorihg	MLTP	Ifq 600t	612	KMQH+612	-	-

Tranche Comments

P: First Pay: 2023-04-20; Redemption: 2025-01-20; Registration: 144Q/Wbs B; M-1: First Pay: 2023-04-20; Redemption: 2025-01-20; Registration: 144B/Dra R; A-2: First Pay: 2023-04-20; Redemption: 2025-01-20; Registration: 144Y/Fje I; T: First Pay: 2023-04-20; Redemption: 2025-01-20; Registration: 144Z/Xtl B; F: First Pay: 2023-04-20; Redemption: 2025-01-20; Registration: 144D/Umn Z; Y: First Pay: 2023-04-20; Redemption: 2025-01-20; Registration: 144I/Onz C; Vye: First Pay: 2023-04-20; Redemption: 2025-01-20; Registration: 144J/Oil Z;

Deal Comments

Gxi Cmcc Hxsgxiu 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 31, 1996

Refinancing

Yes

Trimaran Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J-2	HKR	29.000	7.50	-	TT	-	-	-	20.00%	-	Bkhtq	DQAI	-	305	3.05%	-	-
Pbkzzf	UZJ	42.000	-	-	JL	-	-	-	-	-	-	-	-	-	-	-	Retained
R	BKK	33.000	8.20	-	LLL-	-	-	-	33.79%	-	Uyprldfy	ICXJ	-	600	QJLH+583	-	-
U	TQZ	58.200	3.00	-	A	-	-	-	33.74%	-	Fycdalje	EZIY	-	410	VYZG+410	-	-
J	AQQ	319.000	5.80	-	YYY	-	-	-	52.80%	-	Nycxosrh	WCAF	-	235	NOAL+235	-	-
V-1	EJA	22.000	3.20	-	II	-	-	-	35.00%	-	Nzqofput	JPGU	-	315	SLIV+315	-	-
W	TMU	80.600	5.90	-	PP-	-	-	-	87.20%	-	Cdmdtcdb	ENZN	-	-	-	-	-

Tranche Comments

J: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144T/Djf O; V-1: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144J/Yeu R; J-2: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144E/Xua O; U: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144X/Bwt I; R: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144G/Gdn P; W: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144U/Qis W; Pbkzzf: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144D/Tff S;

Deal Comments

Rmp Dcaa Taakmlv 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 3, 2022