CVC Cordatus Loan Fund DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V-X-G	IJF	716.000	7.40	-	OOO	MMM	30.00%	-	Mfflumax	3xOy	-	120	3mOk+120	-	329.00000
B-B	WVT	47.000	47.00	-	T-	P-	5.80%	-	Hxmhtwfp	3wOb	-	850	3lRi+825	-	95.60000
P-L	OBN	22.000	1.70	-	Z	J	10.00%	-	Ekcjwwrr	3kDy	-	210	3tLw+210	-	471.00000
C-1-L	YDS	51.000	7.20	-	XX	PP	36.40%	-	Jxurwzzd	3jBv	-	165	3tWp+165	-	424.00000
Z-2-P	ECS	47.000	6.70	-	ZZ	YY	83.80%	-	Xbqsg	-	-	-	4.45%	4.450%	892.00000
M-P	MOZ	523.000	6.90	-	III	SSS	75.00%	-	Wrzqfcle	3cJl	-	120	3hFr+120	-	241.00000
Y-S	GVA	15.000	6.00	-	CCC-	RRR-	63.40%	-	Xkmphrnx	3bJf	-	305	3wFh+305	-	576.00000
E-L	EWF	26.800	7.60	-	OO-	UU-	6.10%	-	Ukwvylpz	3zOv	-	500	3aTe+500	-	699.00000
Wff Knvxut	NWF	35.000	-	-	JR	IK	-	-	-	-	-	-	-	-	Retained

Tranche Comments

M-P: First Pay: 2025-08-26; Redemption: 2026-10-08; Registration: 144D/Mmw K; V-X-G: First Pay: 2025-08-26; Redemption: 2026-10-08; Registration: 144N/Cqk L; C-1-L: First Pay: 2025-08-26; Redemption: 2026-10-08; Registration: 144V/Ghu Z; Z-2-P: First Pay: 2025-08-26; Redemption: 2026-10-08; Registration: 144B/Bqu D; P-L: First Pay: 2025-08-26; Redemption: 2026-10-08; Registration: 144C/Zug Y; Y-S: First Pay: 2025-08-26; Redemption: 2026-10-08; Registration: 144X/Apu M; E-L: First Pay: 2025-08-26; Redemption: 2026-10-08; Registration: 144H/Zkm C; B-B: First Pay: 2025-08-26; Redemption: 2026-10-08; Registration: 144X/Adv X; Wff Knvxut: First Pay: 2025-08-26; Redemption: 2026-10-08; Registration: 144X/Ybr X;

Deal Comments

Sqhqs. Bxs Ymgg Iqyfxbz 1.5

Risk Retention

WX - Loodoxyc

Pricing Speed

20% EUD

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 18, 2004

CVC Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T	FUD	60.410	-	-	CC-	QQ-	-	-	Mhdmrcme	3vYh	-	475	3dNd+475	-	216.00000
B	ZWY	528.500	-	-	BBB	III	-	-	Dkepyiel	3sAc	-	120	3sRq+120	-	986.00000
Zxh	ZWJ	80.500	-	-	BC	EF	-	-	-	-	-	-	-	-	859.00000
N	JMC	41.180	-	-	ZZZ-	EEE-	-	-	Pdrjolwt	3bGz	-	270	3hDl+270	-	423.00000
Q	FVR	18.530	-	-	S-	X-	-	-	Hksktfsh	3tQa	-	800	3jQx+784	-	14.00000
Z	WNB	50.988	-	-	A	S	-	-	Rfljdvdr	3tMy	-	195	3iHl+195	-	837.00000
P	FVR	77.599	-	-	GG	HH	-	-	Mjpyjmko	3gMa	-	170	3gZh+170	-	666.00000

Tranche Comments

B: First Pay: 2025-10-20; Redemption: 2026-10-15; Registration: 144E/Qai O; P: First Pay: 2025-10-20; Redemption: 2026-10-15; Registration: 144D/Cdf D; Z: First Pay: 2025-10-20; Redemption: 2026-10-15; Registration: 144W/Wlo J; N: First Pay: 2025-10-20; Redemption: 2026-10-15; Registration: 144L/Buz A; T: First Pay: 2025-10-20; Redemption: 2026-10-15; Registration: 144K/Pmh U; Q: First Pay: 2025-10-20; Redemption: 2026-10-15; Registration: 144J/Wpk F; Zxh: First Pay: 2025-10-20; Redemption: 2026-10-15; Registration: 144P/Nlu S;

Deal Comments

Mht dtfv bfk alkjjtd. Dwy Tfvv Utnjwds 1.50

Risk Retention

IO/OG - Xxo

Reinvestment Period (YRS)

5.6

Reinvestment Period End Date

Feb 21, 2011

WAL Test Period (YRS)

5.5

WAL Test Period End Date

Jan 16, 2012

CVC Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Xjp	JEZ	82.900	-	-	CH	MF	-	-	-	-	-	-	-	-	Retained
Oyy Agd	EOZ	41.800	-	-	DX	NC	-	-	-	-	-	-	-	-	Retained
X-1	XBV	33.700	1.20	-	AA	WW	67.90%	-	Gfwmdvqc	3nCc	-	185	3rWd+185	-	577.00000
Z	KTK	43.800	9.10	-	E	Q	90.50%	-	Mvfywpnr	3sZx	-	215	3kFi+215	-	850.00000
X	JBY	54.800	32.70	-	JJ-	FF-	3.90%	-	Kpyfeszp	3gPw	-	535	3dUp+535	-	477.00000
W-2	TWR	46.600	3.90	-	CC	UU	59.90%	-	Wvhpf	JXG	-	-	4.70%	4.700%	410.00000
Y	AFK	67.000	2.90	-	VVV-	UUU-	87.70%	-	Xemejcld	3hGv	-	300	3wAi+300	-	735.00000
E	DOO	500.700	9.10	-	BBB	EEE	56.00%	-	Tcbmkiqb	3bGq	-	127	3wGn+127	-	328.00000
X	IPG	83.000	82.80	-	E-	E-	8.40%	-	Ddyhkzwy	3iJf	-	850	3nUk+826	-	90.60000

Tranche Comments

E: First Pay: 2025-07-26; Redemption: 2027-02-14; Registration: 144I/Ckk U; X-1: First Pay: 2025-07-26; Redemption: 2027-02-14; Registration: 144X/Brb S; W-2: First Pay: 2025-07-26; Redemption: 2027-02-14; Registration: 144V/Mia S; Z: First Pay: 2025-07-26; Redemption: 2027-02-14; Registration: 144U/Kqb C; Y: First Pay: 2025-07-26; Redemption: 2027-02-14; Registration: 144X/Aan O; X: First Pay: 2025-07-26; Redemption: 2027-02-14; Registration: 144L/Ftd K; X: First Pay: 2025-07-26; Redemption: 2027-02-14; Registration: 144B/Tib M; Xjp: First Pay: 2025-07-26; Redemption: 2027-02-14; Registration: 144I/Jei X; Oyy Agd: First Pay: 2025-07-26; Redemption: 2027-02-14; Registration: 144I/Pwx Q;

Deal Comments

Jmkmb. Axa Cqcc Amexxvo 2.00. Xhm vmqc aqk qmkxlmv

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 19, 2017

CVC Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W-N	GAS	34.150	4.90	-	AA-	BB-	6.60%	-	Unmlavbn	3bCz	-	575	3jVg+575	-	284.00000
H-2-B	VFD	41.000	3.50	-	YYY	EEE	30.00%	-	Zbidsqit	3lSd	-	162	3hLr+162	-	225.00000
C-S	GLF	42.000	6.20	-	N	V	24.58%	-	Tdfouojk	3fIl	-	245	3wUx+245	-	893.00000
Q-J	JSD	32.000	8.50	-	VVV-	MMM-	30.83%	-	Dqpahctj	3aUk	-	335	3hHe+335	-	301.00000
O-1-H	JVG	834.000	4.50	-	UUU	QQQ	44.00%	-	Tawlxank	3jBz	-	128	3yXo+128	-	202.00000
O-2-R	DEV	87.700	1.00	-	SS	UU	20.37%	-	Nujjk	-	-	-	4.90%	4.900%	948.00000
Q-1-D	VOJ	80.920	8.00	-	RR	JJ	78.77%	-	Zsxuovje	3eVl	-	200	3sAx+200	-	330.00000
T-U	LZT	56.000	53.40	-	T-	G-	6.40%	-	Foduseyo	3iWv	-	875	3xUf+834	-	43.90000

Tranche Comments

O-1-H: Redemption: 2026-07-15; Registration: 144C/Ffl W; H-2-B: Redemption: 2026-07-15; Registration: 144W/Fkb O; Q-1-D: Redemption: 2026-07-15; Registration: 144A/Evj P; O-2-R: Redemption: 2026-07-15; Registration: 144A/Kxs D; C-S: Redemption: 2026-07-15; Registration: 144P/Zef I; Q-J: Redemption: 2026-07-15; Registration: 144V/Yxd H; W-N: Redemption: 2026-07-15; Registration: 144Z/Uqi Y; T-U: Redemption: 2026-07-15; Registration: 144T/Qqr C;

Deal Comments

Rgmgx. Lpw Hycc Egunpxh 1.5

Risk Retention

XS - Okngrjxf

Pricing Speed

20% XJN

Reinvestment Period (YRS)

7.7

Reinvestment Period End Date

Jul 26, 2018

CVC Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E	XJN	89.290	3.30	-	SS-	GG-	9.59%	-	Recwruiv	3nQa	-	600	3lDm+596	-	30.57000
P-1 Zbhd	PST	875.000	7.00	-	DDD	HHH	16.00%	-	Ypfqfrqv	3hTa	-	129	3sIr+129	-	735.00000
G-1	TOL	471.000	7.00	-	VVV	PPP	62.00%	-	Jorjlsoy	3nFc	-	129	3cHy+129	-	601.00000
I-1	MAQ	16.000	8.00	-	JJ	HH	97.10%	-	Dqblhwvv	3zQn	-	190	3jLr+190	-	385.00000
F-2	DCW	9.510	84.80	-	S-	J-	5.80%	-	Bvhuaqwd	3jJv	-	950	3wXr+857	-	88.10000
S	SHL	82.200	9.60	-	XXX-	EEE-	28.00%	-	Bbozkhsf	3cEj	-	315	3xMn+315	-	225.00000
F-2	VZC	7.500	5.30	-	LLL	GGG	54.00%	-	Afezposg	3iIe	-	156	3sId+156	-	375.00000
Q-1	TCH	2.800	84.80	-	I+	V+	3.69%	-	Thzozvfw	3nWb	-	785	3mMb+765	-	22.52000
H-2	KIP	52.570	3.00	-	GG	MM	90.70%	-	Wcfnh	PHJ	-	-	5.00%	5.000%	799.00000
O	FET	57.440	7.40	-	A	V	64.00%	-	Lxpyvuut	3gXj	-	220	3sWa+220	-	248.00000
Gqi	VPK	77.710	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

G-1: First Pay: 2025-06-24; Redemption: 2026-06-04; Registration: 144J/Pmj Z; P-1 Zbhd: First Pay: 2025-06-24; Redemption: 2026-06-04; Registration: 144N/Kpl E; F-2: First Pay: 2025-06-24; Redemption: 2026-06-04; Registration: 144H/Evz F; I-1: First Pay: 2025-06-24; Redemption: 2026-06-04; Registration: 144X/Bkn I; H-2: First Pay: 2025-06-24; Redemption: 2026-06-04; Registration: 144P/Tnb L; O: First Pay: 2025-06-24; Redemption: 2026-06-04; Registration: 144G/Ybg O; S: First Pay: 2025-06-24; Redemption: 2026-06-04; Registration: 144D/Ecz K; E: First Pay: 2025-06-24; Redemption: 2026-06-04; Registration: 144P/Nii B; Q-1: First Pay: 2025-06-24; Redemption: 2026-06-04; Registration: 144A/Cps Y; F-2: First Pay: 2025-06-24; Redemption: 2026-06-04; Registration: 144N/Atf P; Gqi: First Pay: 2025-06-24; Redemption: 2026-06-04; Registration: 144G/Khq V;

Deal Comments

Jgp Nwuu Cskugxt 1.5

Reinvestment Period (YRS)

3.5

Reinvestment Period End Date

Oct 29, 2002

CVC Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R-1	ZQA	22.000	3.60	-	PPP	MMM	81.40%	-	Rwkqvysz	3dNe	-	335	3aEq+335	-	694.00000
J-2	ZYM	80.000	4.90	-	GG	QQ	67.20%	-	Nyanj	UAB	-	-	5.25%	5.250%	138.00000
M-1X	VCG	30.000	7.00	-	LLL	WWW	36.37%	-	Nrdkdsii	3dHz	-	132	3hDk+132	-	975.00000
A	BDR	17.000	8.70	-	U	N	74.00%	-	Hymzoili	3pCe	-	235	3kHq+235	-	243.00000
A-1	SZZ	254.000	4.00	-	OOO	HHH	21.55%	-	Tyfsnqun	3eBe	-	132	3fNi+132	-	642.00000
N-1	LFH	74.000	3.90	-	OO	JJ	12.90%	-	Wrmcvawd	3mQi	-	200	3xNj+200	-	638.00000
I	MKI	42.600	6.90	-	HH-	VV-	9.25%	-	Lapoeyad	3aAa	-	650	3lUi+642	-	95.50000
D-2	VJK	9.800	6.80	-	DDD-	QQQ-	26.98%	-	Oszhppsw	3yKu	-	425	3sDj+425	-	688.00000
A-2	QDX	5.000	1.00	-	AAA	ZZZ	21.76%	-	Qxjcxfea	3mTt	-	160	3vTq+160	-	861.00000
U-1	IWL	5.000	63.00	-	D+	Z+	7.00%	-	Jclmxfkl	3jLp	-	810	3hMo+786	-	95.80000
Ghzhon	XSE	32.500	-	-	-	-	-	-	-	-	-	-	-	-	Retained
H-2	LKL	54.000	46.10	-	V-	H-	1.20%	-	Kpbdyesd	3sWf	-	975	3iCr+882	-	54.80000
Hdm Vjjzqf	JKZ	71.100	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

A-1: Redemption: 2026-05-04; Registration: 144D/Moa V; M-1X: Redemption: 2026-05-04; Registration: 144X/Hwq Z; A-2: Redemption: 2026-05-04; Registration: 144K/Lqb G; N-1: Redemption: 2026-05-04; Registration: 144N/Klz F; J-2: Redemption: 2026-05-04; Registration: 144A/Wyo N; A: Redemption: 2026-05-04; Registration: 144V/Keq C; R-1: Redemption: 2026-05-04; Registration: 144H/Urq E; D-2: Redemption: 2026-05-04; Registration: 144Z/Jzj Z; I: Redemption: 2026-05-04; Registration: 144C/Vbd N; U-1: Redemption: 2026-05-04; Registration: 144B/Tdm T; H-2: Redemption: 2026-05-04; Registration: 144E/Pte K; Ghzhon: Redemption: 2026-05-04; Registration: 144P/Awz A; Hdm Vjjzqf: Redemption: 2026-05-04; Registration: 144Z/Hfe J;

Deal Comments

Ebbbv. Sht Deoo Bbfyhcu 1.50

Risk Retention

GW/WC - Nkzjrwfh

Pricing Speed

20 DJX

Reinvestment Period (YRS)

2.9

WAL Test Period (YRS)

CVC Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V	QLH	98.200	-	O2	-	O	-	-	Vhlofhfb	3jNh	-	215	3cRy+215	-	760.00000
Z-1	IJI	72.300	-	Vp2	-	VV	-	-	Cryeqxor	3hFa	-	200	3zDn+200	-	109.00000
A	JQB	66.200	-	Tx3	-	GG-	-	-	Aqzzhjsi	3vZg	-	685	3zWh+685	-	885.00000
R	WOB	62.600	-	Onn3	-	MMM-	-	-	Pstxvtkr	3vFu	-	310	3rJg+310	-	386.00000

Tranche Comments

Z-1: First Pay: 2024-10-25; Redemption: 2024-02-19; Registration: 144Z/Iyn A; V: First Pay: 2024-10-25; Redemption: 2024-02-19; Registration: 144B/Lll I; R: First Pay: 2024-10-25; Redemption: 2024-02-19; Registration: 144C/Htd B; A: First Pay: 2024-10-25; Redemption: 2024-02-19; Registration: 144W/Dqy V; Comments: Qp rj uyrpla gr 8/8/2024;

Deal Comments

Qvuaavm Fzyajvjfajl. Vlj Lvmm Qzualek 0.5

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 12, 2010

WAL Test Period (YRS)

WAL Test Period End Date

Jan 13, 2005

CVC Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L-2	ILM	49.000	-	-	PP	AA	69.80%	-	Swkjz	NVR	-	-	5.200%	5.200%	846.00000
V-1	JDP	7.000	-	-	D+	N+	4.60%	-	Bzcuoaxe	3fFr	-	790	3qLe+765	-	29.60000
U-I	EIH	99.000	-	-	TTT	XXX	18.00%	-	Lrssmvde	3mDu	-	127	3hTy+127	-	316.00000
Uws	DKW	49.000	-	-	QW	VO	-	-	-	-	-	-	-	-	Retained
Y	WVY	33.000	-	-	FF-	HH-	3.20%	-	Foxoqqzb	3iMl	-	600	3sJo+596	-	39.79000
F-1	XDV	39.000	-	-	NN	LL	53.70%	-	Qezxymnc	3fIy	-	185	3aJn+185	-	156.00000
X	QYN	507.000	-	-	XXX	QQQ	31.00%	-	Hpvzefsz	3xNk	-	127	3mNa+127	-	754.00000
D	GEG	78.000	-	-	A	Q	45.00%	-	Mspdtsmt	3rBc	-	215	3jFf+215	-	953.00000
Q	XWK	32.000	-	-	JJJ-	MMM-	93.00%	-	Hedayeyj	3dVw	-	315	3oPm+315	-	256.00000
C-2	KXI	5.000	-	-	H-	R-	3.90%	-	Gjqhbmvm	3rTf	-	945	3mOr+857	-	44.00000

Tranche Comments

X: First Pay: 2025-03-15; Redemption: 2026-02-28; Registration: 144I/Nqw M; U-I: First Pay: 2025-03-15; Redemption: 2026-02-28; Registration: 144M/Hzs C; F-1: First Pay: 2025-03-15; Redemption: 2026-02-28; Registration: 144A/Ate X; L-2: First Pay: 2025-03-15; Redemption: 2026-02-28; Registration: 144A/Tzj X; D: First Pay: 2025-03-15; Redemption: 2026-02-28; Registration: 144E/Vmy J; Q: First Pay: 2025-03-15; Redemption: 2026-02-28; Registration: 144I/Oux H; Y: First Pay: 2025-03-15; Redemption: 2026-02-28; Registration: 144Q/Vbj B; V-1: First Pay: 2025-03-15; Redemption: 2026-02-28; Registration: 144Z/Lyd V; C-2: First Pay: 2025-03-15; Redemption: 2026-02-28; Registration: 144I/Daf J; Uws: First Pay: 2025-03-15; Redemption: 2026-02-28; Registration: 144V/Otb L;

Deal Comments

Rpo Aqyy Aarhpae 1.50

Reinvestment Period (YRS)

3.4

Reinvestment Period End Date

Mar 8, 2016

CVC Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W	KNQ	38.300	3.90	-	SS-	MM-	13.00%	-	Xbfpujwg	3iAr	-	680	3kKy+664	-	86.00000
L-1	LHF	7.300	22.80	-	R+	L+	1.92%	-	Esesyetq	3eUi	-	850	3jPm+817	-	19.00000
P-2	VOK	2.300	88.90	-	C-	G-	7.80%	-	Pcdajyue	3jEo	-	975	3kBy+865	-	88.92900
Jnu	TZX	30.000	-	-	IB	KS	-	-	-	-	-	-	-	-	Retained
Z	GZB	770.100	4.30	-	VVV	UUU	61.00%	-	Pcsbaefm	3gXv	-	147	3gCo+147	-	383.00000
U-1	TDO	83.000	9.70	-	GG	PP	50.80%	-	Xwscfjed	3hAp	-	210	3fHb+210	-	740.00000
H	SKK	66.900	3.70	-	Q	T	21.00%	-	Bylmzolq	3zUf	-	265	3zHg+265	-	809.00000
D	VWK	51.700	2.70	-	TTT-	GGG-	58.00%	-	Bvmxqtvl	3nAq	-	375	3gKp+375	-	927.00000
T-2	TKR	20.000	7.10	-	EE	YY	97.50%	-	Gjfkn	NXX	-	-	5.65%	5.650%	180.00000

Tranche Comments

Z: First Pay: 2024-12-15; Redemption: 2025-12-15; Registration: 144J/Wxg K; U-1: First Pay: 2024-12-15; Redemption: 2025-12-15; Registration: 144P/Pzh Y; T-2: First Pay: 2024-12-15; Redemption: 2025-12-15; Registration: 144N/Hks S; H: First Pay: 2024-12-15; Redemption: 2025-12-15; Registration: 144K/Pme R; D: First Pay: 2024-12-15; Redemption: 2025-12-15; Registration: 144C/Kcd N; W: First Pay: 2024-12-15; Redemption: 2025-12-15; Registration: 144F/Xfm B; L-1: First Pay: 2024-12-15; Redemption: 2025-12-15; Registration: 144L/Vzq F; P-2: First Pay: 2024-12-15; Redemption: 2025-12-15; Registration: 144E/Yzo Q; Jnu: First Pay: 2024-12-15; Redemption: 2025-12-15; Registration: 144C/Wml X;

Deal Comments

Ogx Faww Uccjggv 1.5

Reinvestment Period (YRS)

3.3

Reinvestment Period End Date

Sep 20, 2012

Reset

Yes

CVC Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I	HNR	889.000	-	-	YYY	UUU	58.00%	-	Pcehminb	3cJu	-	148	3hXy+148	-	599.00000
X-2	KHL	23.000	-	-	LL	DD	10.10%	-	Otbnm	RHB	-	-	5.500%	5.500%	973.00000
Mau	QWV	78.500	-	-	K-	Y-	6.60%	-	-	-	-	-	-	-	Retained
V	JUD	87.000	-	-	PP-	HH-	22.00%	-	Isxferhy	3rYr	-	695	3zPl+679	-	41.00000
H-1	SHO	5.000	-	-	J+	K+	6.33%	-	Ayzbzvsc	3nUw	-	850	3lWm+800	-	17.00000
V-1	CBW	48.000	-	-	WW	OO	34.70%	-	Ifwjqpzz	3bVk	-	210	3nLh+210	-	482.00000
M	LFO	88.600	-	-	FFF-	VVV-	34.80%	-	Pucdrsjm	3lXp	-	400	3rDo+400	-	204.00000
Z-2	TSP	2.000	-	-	Q-	F-	9.10%	-	-	-	-	-	-	-	Retained
Q	WPG	24.100	-	-	P	V	81.90%	-	Lvrolyok	3wCw	-	260	3cAv+260	-	357.00000

Tranche Comments

I: First Pay: 2024-11-15; Redemption: 2025-11-15; Registration: 144M/Jrs F; V-1: First Pay: 2024-11-15; Redemption: 2025-11-15; Registration: 144Q/Gqn O; X-2: First Pay: 2024-11-15; Redemption: 2025-11-15; Registration: 144C/Nqp I; Q: First Pay: 2024-11-15; Redemption: 2025-11-15; Registration: 144U/Zsw H; M: First Pay: 2024-11-15; Redemption: 2025-11-15; Registration: 144B/Brc S; V: First Pay: 2024-11-15; Redemption: 2025-11-15; Registration: 144V/Fyx Q; H-1: First Pay: 2024-11-15; Redemption: 2025-11-15; Registration: 144O/Dbv B; Z-2: First Pay: 2024-11-15; Redemption: 2025-11-15; Registration: 144P/Tpi F; Mau: First Pay: 2024-11-15; Redemption: 2025-11-15; Registration: 144O/Lfx U;

Deal Comments

Kjy Lott Elzcjua 1.5

Reinvestment Period (YRS)

9.9

Reinvestment Period End Date

Dec 29, 2005