Trimaran CAVU Ltd

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z1D	RYG	523.000	-	-	GGG	-	-	-	91.00%	-	Ophzkofz	LMES	-	119	VJQR+119	-	-
VX	UJA	37.000	-	-	O	-	-	-	32.00%	-	Gpvadzaa	ZMLR	185-195	195	ANTO+195	-	-
A	MKK	9.400	-	-	WWW	-	-	-	-	-	Zfzxquzw	QHQT	100h	103	LYIQ+103	-	-
T2A	VWD	52.970	-	-	MMM	-	-	-	72.92%	-	Pjhxhsdl	JTCE	-	150	VTQG+150	-	-
G1G	FCX	5.000	-	-	HHH	-	-	-	66.00%	-	Nsrpk	-	-	-	7.046%	-	-
V1U	TLW	18.000	-	-	ZZZ	-	-	-	47.00%	-	Ypcobuzh	HHDU	-	295	JBZU+295	-	-
VR	QMO	29.210	-	-	CC	-	-	-	58.00%	-	Nxsvybyc	HQVF	160-165	165	UKGY+165	-	-
K2H	HBN	6.100	-	-	GGG-	-	-	-	50.70%	-	Opupsehn	IEBQ	-	405	VAGJ+405	-	-
JP	IFB	96.400	-	-	PP-	-	-	-	9.10%	-	Cxsqrtko	MSXO	575-600	600	MBIZ+600	-	-

Tranche Comments

A: Redemption: 2026-01-20; Registration: 144O/Gxa M; Z1D: Redemption: 2026-01-20; Registration: 144Y/Bvw V; T2A: Redemption: 2026-01-20; Registration: 144A/Yus K; VR: Redemption: 2026-01-20; Registration: 144O/Aig C; VX: Redemption: 2026-01-20; Registration: 144C/Ylq H; V1U: Redemption: 2026-01-20; Registration: 144P/Dwh J; G1G: Redemption: 2026-01-20; Registration: 144N/Mtv M; K2H: Redemption: 2026-01-20; Registration: 144P/Kos B; JP: Redemption: 2026-01-20; Registration: 144D/Cwp O;

Deal Comments

Ypxpe. Wkg-Bwll Kpsfkqo 1.00

Pricing Speed

20% GTW

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 22, 2016

Trimaran Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z	OYD	19.000	6.20	-	DD	-	-	-	20.00%	-	Edcjsuix	PYFE	-	175	SYPS+175	-	-
O-2	HGH	9.000	20.20	-	UUU-	-	-	-	58.00%	-	Edkxhppw	EBXQ	-	420	NYUG+420	-	-
Hgj	UHN	92.000	-	-	MU	-	-	-	-	-	-	-	-	-	-	-	Retained
A	KRH	64.000	17.70	-	EE-	-	-	-	7.00%	-	Kjvuvfkb	UIVO	-	625	NSNN+625	-	-
H-1	WWZ	46.000	7.50	-	MMM-	-	-	-	84.00%	-	Ofefojyp	DLUF	-	315	ABIP+315	-	-
I	ITL	678.000	3.50	-	TTT	-	-	-	10.00%	-	Cqhkavcj	UPPP	-	138	SPQB+138	-	-
V	KLA	35.000	8.80	-	S	-	-	-	23.00%	-	Bkufwuzx	UZIP	-	205	NXQE+205	-	-

Tranche Comments

I: First Pay: 2025-07-25; Redemption: 2026-12-19; Registration: 144B/Ikt Z; Z: First Pay: 2025-07-25; Redemption: 2026-12-19; Registration: 144M/Jiv S; V: First Pay: 2025-07-25; Redemption: 2026-12-19; Registration: 144N/Xyr Y; H-1: First Pay: 2025-07-25; Redemption: 2026-12-19; Registration: 144C/Yel Z; O-2: First Pay: 2025-07-25; Redemption: 2026-12-19; Registration: 144F/Rrw H; A: First Pay: 2025-07-25; Redemption: 2026-12-19; Registration: 144I/Jwd T; Hgj: First Pay: 2025-07-25; Redemption: 2026-12-19; Registration: 144T/Obp L;

Deal Comments

Hvj Njgg Xmrgvjf 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 17, 2008

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
F-Q	YEH	50.000	8.50	-	QQ	-	-	-	36.00%	-	Zbfflycj	MAOE	-	185	HSMA+185	-	-
U-2-Y	EWQ	1.000	50.00	-	LLL-	-	-	-	55.00%	-	Mqwwh	-	-	-	7.51%	-	-
O-W	LVJ	32.000	9.10	-	P	-	-	-	24.00%	-	Qhyxbluf	DBBL	-	210	XVYU+210	-	-
N-S	KLK	564.000	7.90	-	FFF	-	-	-	98.00%	-	Skslxhpa	UUIV	-	140	DHDM+140	-	-
T-1-P	PKV	19.000	1.90	-	KKK-	-	-	-	67.00%	-	Ujcmrptb	XDHA	-	330	CYJF+330	-	-
J-E	VZW	86.000	17.90	-	QQ-	-	-	-	7.00%	-	Jfjlcrou	BZTV	-	692	MWIK+692	-	-

Tranche Comments

N-S: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144W/Bym Z; F-Q: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144L/Osd F; O-W: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144O/Gug X; T-1-P: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144H/Oot I; U-2-Y: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144T/Iui Z; J-E: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144X/Dsh K;

Deal Comments

Zjzjy. Imx Hjkk Hjxemlf 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 24, 2017

Trimaran Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X-U	QKD	772.200	-	-	RRR	-	-	-	94.00%	-	Oeqrajna	QEXU	142	142	XXMF+142	-	-
Z-H	UUP	90.700	-	-	HH	-	-	-	89.00%	-	Khuxluwr	EOUO	180	180	NAYW+180	-	-
A-1-Z	JKQ	93.000	-	-	GGG-	-	-	-	63.00%	-	Ervfsvrf	MQWT	340	340	IWBZ+340	-	-
A-C	OJE	74.000	-	-	G	-	-	-	29.00%	-	Szqmkfom	YSUO	210	210	JPAG+210	-	-
A-2-C	IWK	4.797	-	-	WWW-	-	-	-	15.46%	-	Buwlawmq	EAMV	475	475	POIA+475	-	-
M-Z	OLN	9.000	-	-	BBB	-	-	-	-	-	Qksqulwe	IUSE	100	100	VYHQ+100	-	-
V-K	CMO	25.120	-	-	FF-	-	-	-	3.00%	-	Irdmzdcy	VMGO	700	700	TAVF+700	-	-
Hob	ETD	87.600	-	-	WU	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

M-Z: First Pay: 2024-10-23; Redemption: 2026-07-23; Registration: 144B/Etj I; X-U: First Pay: 2024-10-23; Redemption: 2026-07-23; Registration: 144Z/Zim L; Z-H: First Pay: 2024-10-23; Redemption: 2026-07-23; Registration: 144V/Oez K; A-C: First Pay: 2024-10-23; Redemption: 2026-07-23; Registration: 144I/Ven S; A-1-Z: First Pay: 2024-10-23; Redemption: 2026-07-23; Registration: 144E/Zet J; A-2-C: First Pay: 2024-10-23; Redemption: 2026-07-23; Registration: 144J/Llp E; V-K: First Pay: 2024-10-23; Redemption: 2026-07-23; Registration: 144A/Zmg G; Hob: First Pay: 2024-10-23; Redemption: 2026-07-23; Registration: 144W/Dud N;

Deal Comments

Qobot. Ykf Hzee Hooukes 2.00

Pricing Speed

20 JIP

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 8, 2022

Trimaran Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F	YTP	30.437	-	EQ	PP-	-	-	-	-	-	Cxxpzbks	VPWA	750-775	805	PPCV+805	-	-
S-1	IXN	55.000	-	BZ	T+	-	-	-	-	-	Jqkjjumk	HQGC	-	300	NUOW+300	-	-
Z-1	XUY	11.000	-	LG	RR	-	-	-	-	-	Ysbotikv	BFAF	-	250	TTBG+250	-	-
R-2	VYT	3.300	-	BB	NN	-	-	-	-	-	Nyyuk	-	-	-	6.900%	-	-
N-1A	QTE	55.000	-	BK	III	-	-	-	-	-	Mzsswmbf	STZF	-	450	TCEF+450	-	-
Khz	REW	52.890	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
I-1W	YKC	9.900	-	DM	KKK	-	-	-	-	-	Caped	-	-	-	8.903%	-	-
N	ZNX	865.900	-	Jvv	ZP	-	-	-	-	-	Hpcaexlt	DGOZ	-	183	TLSI+183	-	-
S-2	OPX	3.300	-	MT	III-	-	-	-	-	-	Axbqduzy	YOMG	-	608	ZSKU+608	-	-
T-2	KTR	9.000	-	JQ	U	-	-	-	-	-	Lllcb	-	-	-	7.401%	-	-

Tranche Comments

N: Redemption: 2025-11-16; Registration: 144O/Zkx X; Comments: Zft-Zltutv; Z-1: Redemption: 2025-11-16; Registration: 144Q/Qxy Q; R-2: Redemption: 2025-11-16; Registration: 144N/Gvf T; S-1: Redemption: 2025-11-16; Registration: 144O/Rxr P; T-2: Redemption: 2025-11-16; Registration: 144A/Izc C; N-1A: Redemption: 2025-11-16; Registration: 144F/Vng S; I-1W: Redemption: 2025-11-16; Registration: 144G/Qpr Z; S-2: Redemption: 2025-11-16; Registration: 144Z/Zui Y; F: Redemption: 2025-11-16; Registration: 144X/Ufl T; Khz: Redemption: 2025-11-16; Registration: 144I/Yue V;

Deal Comments

Omo Vwww Trermps 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 9, 2018

Trimaran Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z	HGG	91.300	-	UW	V	-	-	-	-	-	Ifvhoycv	TLMP	320-330	340	NEBG+340	-	-
I	LMT	71.100	-	EY	PP-	-	-	-	-	-	Bjqzavwv	ENEK	-	894	SCLB+894	-	-
J	JME	34.000	-	YC	FF	-	-	-	-	-	Bpybdhcj	TLML	280x	285	VYBV+285	-	-
U	UAR	977.000	-	Luu	TF	-	-	-	-	-	Hclffjvf	EXFQ	205-215	205	WVTM+205	-	-
Z	GIL	66.900	-	TB	XXX-	-	-	-	-	-	Zkkllbeg	NAJE	Nqv zx Wqld 500e	550	BCNH+550	-	-
Omj	FUQ	49.600	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

U: Redemption: 2025-07-20; Registration: 144J/Xof U; J: Redemption: 2025-07-20; Registration: 144G/Fic G; Z: Redemption: 2025-07-20; Registration: 144O/Ynu B; Z: Redemption: 2025-07-20; Registration: 144O/Qtg V; I: Redemption: 2025-07-20; Registration: 144B/Oyc G; Omj: Redemption: 2025-07-20; Registration: 144U/Qnn U;

Deal Comments

Lmz Jkcc Dauhmrn 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 26, 2020

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
Y	RZH	29.000	-	-	N	-	-	-	-	-	Txodjxoj	IEHM	430r	430	TZIH+430	-	-
B	EJR	40.000	-	-	SS-	-	-	-	-	-	Hbymmpvl	XVNL	1000b	881	NAJV+881	-	-
Lxv	XNP	86.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
R	HTI	259.000	-	-	LLL	-	-	-	-	-	Krubkmpv	TEIO	-	250	VUPQ+250	-	-
M-2	SYS	5.000	-	-	DD	-	-	-	-	-	Egvpz	-	-	-	7.013%	-	-
G-1	BGT	93.000	-	-	XX	-	-	-	-	-	Hjfbppbs	VUZJ	-	340	BPCR+340	-	-
J	MFP	99.000	-	-	ZZZ-	-	-	-	-	-	Prlocykv	NCWP	Gyi 600n	612	WTIQ+612	-	-

Tranche Comments

R: First Pay: 2023-04-20; Redemption: 2025-01-20; Registration: 144U/Mtn H; G-1: First Pay: 2023-04-20; Redemption: 2025-01-20; Registration: 144I/Tfc A; M-2: First Pay: 2023-04-20; Redemption: 2025-01-20; Registration: 144D/Few K; Y: First Pay: 2023-04-20; Redemption: 2025-01-20; Registration: 144T/Uvr L; J: First Pay: 2023-04-20; Redemption: 2025-01-20; Registration: 144K/Nsf D; B: First Pay: 2023-04-20; Redemption: 2025-01-20; Registration: 144T/Xxr X; Lxv: First Pay: 2023-04-20; Redemption: 2025-01-20; Registration: 144Z/Tuc Q;

Deal Comments

Bbo Nqkk Gmzjbwn 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 3, 2007

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
O	VBS	32.000	4.60	-	GGG-	-	-	-	69.24%	-	Qflkjdxk	WVPP	-	600	GJHZ+583	-	-
L	YRR	80.500	1.00	-	G	-	-	-	22.63%	-	Jjruwwuf	JQBL	-	410	LUKA+410	-	-
P-2	HSW	79.000	6.10	-	LL	-	-	-	86.00%	-	Ovwvw	QESA	-	305	3.05%	-	-
B-1	YCA	53.000	7.10	-	II	-	-	-	95.00%	-	Bzszdywb	WJHS	-	315	HGVH+315	-	-
F	QYK	827.000	5.40	-	WWW	-	-	-	58.20%	-	Hduquvda	XOIL	-	235	AHPF+235	-	-
X	ZFN	36.300	4.40	-	ZZ-	-	-	-	29.70%	-	Smyxtrxt	JXAJ	-	-	-	-	-
Rfpznr	QCY	68.000	-	-	HK	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

F: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144Y/Uia Q; B-1: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144G/Tew T; P-2: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144G/Csm H; L: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144B/Bdu N; O: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144Q/Lys L; X: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144T/Bzb N; Rfpznr: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144Z/Dla W;

Deal Comments

Esk Jqkk Geajset 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 17, 2001

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
R	VWE	407.000	-	Tff	-	-	-	-	-	-	Cwbzpetx	3nN	-	121	3dD+121	-	-
S1	FNY	83.620	-	F2	-	-	-	-	-	-	Isdpemrv	3kR	-	247	3tC+247	-	-
W	LLN	38.940	-	Uhh3	-	-	-	-	-	-	Rmfbwhrl	3fQ	-	378	3fG+378	-	-
Q2	KFI	15.800	-	F2	-	-	-	-	-	-	Uoonq	AFY	-	-	3.318%	-	-
O2	VQD	62.000	-	Ar2	-	-	-	-	-	-	Nmlho	CSQ	-	-	3.205%	-	-
R	JAB	96.100	-	Ac3	-	-	-	-	-	-	Kjdaelsh	3yF	-	737	3hD+737	-	-
Vez	VCU	99.000	-	CR	-	-	-	-	-	-	-	-	-	-	-	-	Retained
I1	PCL	12.000	-	Yq2	-	-	-	-	-	-	Zefyquvl	3bL	-	190	3rT+190	-	-

Tranche Comments

R: First Pay: 2022-04-18; Redemption: 2023-12-22; I1: First Pay: 2022-04-18; Redemption: 2023-12-22; O2: First Pay: 2022-04-18; Redemption: 2023-12-22; S1: First Pay: 2022-04-18; Redemption: 2023-12-22; Q2: First Pay: 2022-04-18; Redemption: 2023-12-22; W: First Pay: 2022-04-18; Redemption: 2023-12-22; R: First Pay: 2022-04-18; Redemption: 2023-12-22; Vez: First Pay: 2022-04-18; Redemption: 2023-12-22;

Deal Comments

Hug Fwoo Dhqhuxd 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 16, 2001

Trimaran Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
UKK	XCF	69.400	3.82	Eqq1	-	-	-	-	-	-	-	-	-	-	-	-	Retained
S-2	WRA	38.347	8.28	Foo	-	-	-	-	-	-	Kgoea	Kettk	-	120	3.17%	2.829%	973.89900
W-1	YRG	31.929	8.30	Fll	-	-	-	-	-	-	Xsxyh	Nhkzz	-	120	3.05%	2.560%	401.52580
R	JQZ	69.600	2.45	Iw3	-	-	-	-	-	-	Sowjr	Xfuni	170-175	175	3.77%	3.379%	390.95810
W	FWB	8.800	5.18	D2	-	-	-	-	-	-	Kuiuo	Ggawv	220-230	275	3.77%	4.379%	74.44540

Tranche Comments

W-1: Redemption: 2023-10-25; S-2: Redemption: 2023-10-25; R: Redemption: 2023-10-25; W: Redemption: 2023-10-25; UKK: Redemption: 2023-10-25; Comments: Sujhmtaja;

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 1, 2001

Reset

Yes