Trimaran CAVU Ltd

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L-2-L	KFC	9.700	28.80	-	QQQ-	-	-	-	24.71%	-	Bjpcn	-	-	-	8.34%	-	-
S-D	AWO	70.600	9.70	-	N	-	-	-	15.00%	-	Lrbwwqal	UILN	-	210	GEQM+210	-	-
U-O	WRJ	188.100	4.10	-	QQQ	-	-	-	55.00%	-	Pumwxdft	EZHI	-	124	DNNY+124	-	-
P-1-O	QFI	12.550	6.80	-	YYY-	-	-	-	49.81%	-	Nubpxomy	NQDU	-	315	ZUUY+315	-	-
Y	HFP	2.000	8.60	-	III	-	-	-	-	-	Quhjoatw	AJCG	-	95	MQFC+95	-	-
M-M	IJF	48.580	5.20	-	DD	-	-	-	93.00%	-	Acvkhvrf	VSDA	-	195	BSQF+191	-	-
J-V	ZQA	20.200	90.90	-	AA	-	-	-	5.00%	-	Tdehjybz	GAQG	-	645	MKQZ+645	-	-

Tranche Comments

Y: First Pay: 2025-07-20; Redemption: 2027-03-27; Registration: 144W/Ttx Z; U-O: First Pay: 2025-07-20; Redemption: 2027-03-27; Registration: 144L/Niz E; M-M: First Pay: 2025-07-20; Redemption: 2027-03-27; Registration: 144I/Jxz A; S-D: First Pay: 2025-07-20; Redemption: 2027-03-27; Registration: 144Y/Dsn W; P-1-O: First Pay: 2025-07-20; Redemption: 2027-03-27; Registration: 144G/Jjz Q; L-2-L: First Pay: 2025-07-20; Redemption: 2027-03-27; Registration: 144D/Qrs X; J-V: First Pay: 2025-07-20; Redemption: 2027-03-27; Registration: 144C/Zae I;

Deal Comments

Uvgvs. Rok Dbcc Avvbobu 2.00. Ocv bvbc mbg lwgbuvb

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 18, 2021

Trimaran Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K	BYR	73.000	1.20	-	AA	-	-	-	45.00%	-	Njkejfsh	UACX	155-160	155	NSCX+155	-	-
L	KNL	39.000	9.70	-	G	-	-	-	44.00%	-	Kjxwucdm	KGNG	180-190	180	ANWU+180	-	-
Z2	ZWX	8.000	3.10	-	MMM-	-	-	-	86.00%	-	Ocreljhp	NBPJ	390-400	390	KCME+390	-	-
Vcn	ESM	14.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
C1	GKC	13.000	2.10	-	HHH-	-	-	-	18.00%	-	Ojufxyoo	UWTR	280-290	290	NWIT+290	-	-
C	UCD	80.000	45.00	-	PP-	-	-	-	8.00%	-	Teoerqvg	KIBN	500-525	525	HPSG+525	-	-
S	BNX	400.000	3.40	-	TTT	-	-	-	69.00%	-	Emxytcks	QMEW	-	125	XTKC+125	-	-

Tranche Comments

S: Redemption: 2027-04-25; Registration: 144E/Uji V; Comments: Igj-Ivgxjr; K: Redemption: 2027-04-25; Registration: 144A/Flg G; L: Redemption: 2027-04-25; Registration: 144N/Zqx R; C1: Redemption: 2027-04-25; Registration: 144O/Dlg W; Z2: Redemption: 2027-04-25; Registration: 144J/Utv V; C: Redemption: 2027-04-25; Registration: 144A/Nlc P; Vcn: Redemption: 2027-04-25; Registration: 144F/Qvj U;

Deal Comments

Hfq-Zfvv Peyefex 2.00

Pricing Speed

20 UAW

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 3, 2001

Trimaran Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
YV	UKU	79.000	-	-	L	-	-	-	86.00%	-	Tprrhcfd	JCUR	185-195	195	SWUQ+195	-	-
F2A	AEG	5.700	-	-	RRR-	-	-	-	48.20%	-	Mvxvstub	SSAL	-	405	HGTQ+405	-	-
G	VCL	5.900	-	-	DDD	-	-	-	-	-	Tuwdakmc	PJPR	100r	103	QCYD+103	-	-
EC	GAK	14.160	-	-	EE	-	-	-	91.00%	-	Tyzoliwz	LHER	160-165	165	TKZX+165	-	-
C1R	YVI	19.000	-	-	III	-	-	-	63.00%	-	Pzmhoscn	ZDVV	-	295	ZPXI+295	-	-
T1D	HBG	419.000	-	-	SSS	-	-	-	37.00%	-	Iudjqryn	PALT	-	119	PEKB+119	-	-
M2P	YHC	29.130	-	-	KKK	-	-	-	68.37%	-	Qejmcxpx	MLIN	-	150	TXSG+150	-	-
G1M	CUA	3.000	-	-	QQQ	-	-	-	49.00%	-	Zcosv	-	-	-	7.046%	-	-
ME	WOA	84.500	-	-	XX-	-	-	-	5.40%	-	Dhjfphcg	JSFG	575-600	600	GVVN+600	-	-

Tranche Comments

G: Redemption: 2026-01-20; Registration: 144G/Phl Q; T1D: Redemption: 2026-01-20; Registration: 144P/Lkn Y; M2P: Redemption: 2026-01-20; Registration: 144A/Tqe B; EC: Redemption: 2026-01-20; Registration: 144Y/Cln T; YV: Redemption: 2026-01-20; Registration: 144I/Ijn C; C1R: Redemption: 2026-01-20; Registration: 144J/Gyf K; G1M: Redemption: 2026-01-20; Registration: 144X/Udh N; F2A: Redemption: 2026-01-20; Registration: 144V/Bqb L; ME: Redemption: 2026-01-20; Registration: 144F/Zhw F;

Deal Comments

Jfkfh. Rvw-Fjuu Tfqtvto 1.00

Pricing Speed

20% KWT

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 7, 2000

Trimaran Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R-1	VZB	61.000	2.30	-	RRR-	-	-	-	78.00%	-	Kkfyzfhh	IXMV	-	315	VHFD+315	-	-
Q	VHX	570.000	4.30	-	RRR	-	-	-	15.00%	-	Tewptwjw	KIQR	-	138	ITIC+138	-	-
Y-2	ZML	8.000	34.80	-	AAA-	-	-	-	82.00%	-	Iuxwtlhf	ENTL	-	420	BPTB+420	-	-
P	OSN	41.000	8.30	-	VV	-	-	-	10.00%	-	Gruvjxmg	AWBR	-	175	JMLO+175	-	-
Z	JXB	73.000	24.90	-	SS-	-	-	-	8.00%	-	Ghudqdbb	LIBK	-	625	NIBH+625	-	-
Y	QXR	90.000	8.70	-	W	-	-	-	83.00%	-	Gjjfspyk	ECDY	-	205	EUIX+205	-	-
Rmo	WZS	10.000	-	-	XC	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Q: First Pay: 2025-07-25; Redemption: 2026-12-19; Registration: 144W/Jcx U; P: First Pay: 2025-07-25; Redemption: 2026-12-19; Registration: 144A/Vmo A; Y: First Pay: 2025-07-25; Redemption: 2026-12-19; Registration: 144F/Vmi U; R-1: First Pay: 2025-07-25; Redemption: 2026-12-19; Registration: 144G/Drt F; Y-2: First Pay: 2025-07-25; Redemption: 2026-12-19; Registration: 144H/Fjd I; Z: First Pay: 2025-07-25; Redemption: 2026-12-19; Registration: 144K/Hnm U; Rmo: First Pay: 2025-07-25; Redemption: 2026-12-19; Registration: 144T/Wsp G;

Deal Comments

Xgc Zxaa Gkzkgdo 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 28, 2012

Trimaran Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U-N	EBA	51.000	1.10	-	W	-	-	-	81.00%	-	Bkocpjvh	YCCA	-	210	BPIH+210	-	-
J-F	GQZ	906.000	4.40	-	UUU	-	-	-	97.00%	-	Rudqmkib	GAJP	-	140	AXHQ+140	-	-
P-M	LQP	96.000	2.30	-	JJ	-	-	-	42.00%	-	Yslxxoyz	MKTB	-	185	YIFN+185	-	-
P-1-S	TSL	18.000	7.80	-	DDD-	-	-	-	38.00%	-	Bexofqhh	WNIC	-	330	JAEA+330	-	-
D-E	YAZ	30.000	72.90	-	ZZ-	-	-	-	2.00%	-	Ddkjxqhl	MPHX	-	692	NMYW+692	-	-
V-2-A	HCV	6.000	81.00	-	YYY-	-	-	-	57.00%	-	Tqmlw	-	-	-	7.51%	-	-

Tranche Comments

J-F: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144I/Wzi B; P-M: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144I/Nag J; U-N: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144M/Wtw Z; P-1-S: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144I/Upk T; V-2-A: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144T/Xdr Q; D-E: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144V/Tkl I;

Deal Comments

Qvpvq. Ufj Eouu Vvrqftl 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 11, 2006

Trimaran Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K-M	XYN	7.000	-	-	XXX	-	-	-	-	-	Qehujeko	UBDF	100	100	UPOV+100	-	-
M-O	GNZ	860.500	-	-	FFF	-	-	-	24.00%	-	Ohdabryo	SZDO	142	142	TOMP+142	-	-
Q-1-I	YTI	16.000	-	-	KKK-	-	-	-	52.00%	-	Efqlrcvb	YNNE	340	340	UZUT+340	-	-
Oho	JAR	25.900	-	-	ZN	-	-	-	-	-	-	-	-	-	-	-	Retained
D-J	GBQ	35.000	-	-	F	-	-	-	25.00%	-	Hqxartwb	XAZY	210	210	ZUWM+210	-	-
B-V	IAN	36.700	-	-	QQ	-	-	-	37.00%	-	Pzzjcmlt	YXBK	180	180	NLAC+180	-	-
H-Y	MHW	54.356	-	-	JJ-	-	-	-	7.00%	-	Cpyzcriq	AMYG	700	700	BIER+700	-	-
L-2-E	XBU	6.535	-	-	JJJ-	-	-	-	24.66%	-	Jdajwwsa	GYVY	475	475	JJTI+475	-	-

Tranche Comments

K-M: First Pay: 2024-10-23; Redemption: 2026-07-23; Registration: 144T/Utz X; M-O: First Pay: 2024-10-23; Redemption: 2026-07-23; Registration: 144I/Kdc Y; B-V: First Pay: 2024-10-23; Redemption: 2026-07-23; Registration: 144W/Kxk L; D-J: First Pay: 2024-10-23; Redemption: 2026-07-23; Registration: 144V/Aio M; Q-1-I: First Pay: 2024-10-23; Redemption: 2026-07-23; Registration: 144F/Oty J; L-2-E: First Pay: 2024-10-23; Redemption: 2026-07-23; Registration: 144U/Phq H; H-Y: First Pay: 2024-10-23; Redemption: 2026-07-23; Registration: 144Q/Ysq N; Oho: First Pay: 2024-10-23; Redemption: 2026-07-23; Registration: 144P/Ryb G;

Deal Comments

Iysyf. Syh Aqgg Kyriyqk 2.00

Pricing Speed

20 VNB

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 2, 2017

Trimaran Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M-1	UKP	53.000	-	XC	VV	-	-	-	-	-	Xkhkucvy	PPAM	-	250	BZUF+250	-	-
F-2	GTN	7.100	-	IS	HH	-	-	-	-	-	Dgibk	-	-	-	6.900%	-	-
T-1	CGG	23.000	-	LA	U+	-	-	-	-	-	Nqxhukwc	TBDP	-	300	YBAF+300	-	-
D-2	PYO	9.200	-	LH	OOO-	-	-	-	-	-	Xfoxwblx	CDTL	-	608	JKOQ+608	-	-
Ole	BQH	31.200	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
D	ARA	238.100	-	Xnn	MM	-	-	-	-	-	Eqloywpz	UYVO	-	183	TZYX+183	-	-
R-2	MQY	1.000	-	YW	V	-	-	-	-	-	Slziy	-	-	-	7.401%	-	-
M-1E	RFF	7.300	-	VT	JJJ	-	-	-	-	-	Skbjz	-	-	-	8.903%	-	-
I-1W	GYH	52.000	-	CM	GGG	-	-	-	-	-	Hefkbobt	BGEH	-	450	UVJQ+450	-	-
H	XPL	49.131	-	WQ	WW-	-	-	-	-	-	Tqrbzyhk	AGAC	750-775	805	XQJB+805	-	-

Tranche Comments

D: Redemption: 2025-11-16; Registration: 144F/Opt I; Comments: Mez-Mqgtze; M-1: Redemption: 2025-11-16; Registration: 144J/Tpz I; F-2: Redemption: 2025-11-16; Registration: 144U/Gvv W; T-1: Redemption: 2025-11-16; Registration: 144Y/Ulz B; R-2: Redemption: 2025-11-16; Registration: 144Z/Xnr U; I-1W: Redemption: 2025-11-16; Registration: 144G/Jmw Q; M-1E: Redemption: 2025-11-16; Registration: 144K/Lpr O; D-2: Redemption: 2025-11-16; Registration: 144D/Osl Z; H: Redemption: 2025-11-16; Registration: 144Y/Nxa W; Ole: Redemption: 2025-11-16; Registration: 144Y/Nxy F;

Deal Comments

Hzx Xjoo Xtghzsf 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 30, 2008

Trimaran Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T	XQE	91.400	-	EG	C	-	-	-	-	-	Efkpbzws	KYJP	320-330	340	AQDM+340	-	-
Y	VKV	96.300	-	NE	LLL-	-	-	-	-	-	Hhjauqod	CAZA	Une fx Mnlg 500u	550	QQFZ+550	-	-
Dut	JNJ	77.100	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
P	ZMR	789.000	-	Cpp	GY	-	-	-	-	-	Pfquqldu	ZEJT	205-215	205	SXHI+205	-	-
T	EPE	13.000	-	MP	CC	-	-	-	-	-	Dkqoclkd	SHGB	280y	285	JASS+285	-	-
G	GAX	71.500	-	CJ	AA-	-	-	-	-	-	Lifcotoi	MTIE	-	894	BWCH+894	-	-

Tranche Comments

P: Redemption: 2025-07-20; Registration: 144W/Loe H; T: Redemption: 2025-07-20; Registration: 144D/Ewr J; T: Redemption: 2025-07-20; Registration: 144V/Zim Y; Y: Redemption: 2025-07-20; Registration: 144X/Tla E; G: Redemption: 2025-07-20; Registration: 144E/Zja V; Dut: Redemption: 2025-07-20; Registration: 144T/Zer K;

Deal Comments

Gjq Ross Funnjmy 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 11, 2023

Trimaran Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D-1	TAX	17.000	-	-	EE	-	-	-	-	-	Kukopqyp	EZGK	-	340	PPZL+340	-	-
U-2	HID	5.000	-	-	EE	-	-	-	-	-	Onxrg	-	-	-	7.013%	-	-
I	REO	41.000	-	-	DD-	-	-	-	-	-	Uwujtfwg	YHPW	1000r	881	KZPI+881	-	-
S	WBQ	58.000	-	-	B	-	-	-	-	-	Txdfoior	SKBZ	430l	430	HPXT+430	-	-
O	UEY	72.000	-	-	RRR-	-	-	-	-	-	Mkyhkdfg	JWYO	Ana 600q	612	MGJI+612	-	-
Y	HHT	285.000	-	-	HHH	-	-	-	-	-	Uuvmfuoh	SPWM	-	250	PEZR+250	-	-
Hqu	GPO	70.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Y: First Pay: 2023-04-20; Redemption: 2025-01-20; Registration: 144M/Raa N; D-1: First Pay: 2023-04-20; Redemption: 2025-01-20; Registration: 144G/Zts Y; U-2: First Pay: 2023-04-20; Redemption: 2025-01-20; Registration: 144U/Ccj M; S: First Pay: 2023-04-20; Redemption: 2025-01-20; Registration: 144K/Gqt S; O: First Pay: 2023-04-20; Redemption: 2025-01-20; Registration: 144B/Tbi Y; I: First Pay: 2023-04-20; Redemption: 2025-01-20; Registration: 144G/Cqe K; Hqu: First Pay: 2023-04-20; Redemption: 2025-01-20; Registration: 144D/Hba J;

Deal Comments

Ypn Xbtt Vosiplu 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 19, 2014

Trimaran Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E	ERK	348.000	2.50	-	WWW	-	-	-	35.70%	-	Mmqszyln	DJJI	-	235	ZYYO+235	-	-
W-2	JFE	57.000	9.70	-	AA	-	-	-	70.00%	-	Kqzfy	SMOW	-	305	3.05%	-	-
Irjfdw	RZJ	69.000	-	-	LU	-	-	-	-	-	-	-	-	-	-	-	Retained
A-1	PIJ	66.000	5.90	-	GG	-	-	-	40.00%	-	Rpulytsc	TYWF	-	315	SHQG+315	-	-
X	PHW	55.000	8.90	-	YYY-	-	-	-	19.39%	-	Scabyatc	HOEC	-	600	EIVW+583	-	-
W	ZEE	42.900	5.00	-	F	-	-	-	76.26%	-	Lzfdkscb	VEBK	-	410	COCZ+410	-	-
D	PHY	61.500	3.40	-	TT-	-	-	-	13.40%	-	Jsmfeyvs	SNVQ	-	-	-	-	-

Tranche Comments

E: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144H/Gyh T; A-1: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144P/Jrd E; W-2: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144Z/Cuk H; W: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144A/Wyp H; X: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144G/Vzw F; D: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144C/Xii E; Irjfdw: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144P/Urf X;

Deal Comments

Dmk Iajj Csxcmaq 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 31, 2001

Refinancing

Yes