No.2

Thetis Finance (THEFI) No.2

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I	AWA	2.600	-	-	WW	CU	-	-	Pcgps	OIY	-	-	-	-	Retained
W	WGY	183.000	-	-	NN-	HH	46.00%	-	Blmmutcv	1kPw	-	70	1oDm+70	-	Retained
I	ADK	96.000	-	-	OOO	O-	2.00%	-	Xbrbk	EKL	-	-	5.000%	5.000%	Retained
S	OLG	99.000	-	-	I-	WW	1.00%	-	Vfplvicb	1qLh	-	450	1bNo+450	-	Retained
Z	XJY	32.400	-	-	WWW	Q-	56.00%	-	Zhehfrmb	1vBe	-	185	1wKj+185	-	Retained
F	NQV	68.400	-	-	PK	LZ	-	-	Hyrtg	ELE	-	-	6.000%	6.000%	Retained
T	LDV	11.100	-	-	ZZ-	GGG-	83.00%	-	Vsjhycii	1jSz	-	300	1wCh+300	-	Retained
L	GDO	441.900	-	-	E-	C+	54.00%	-	Qvxcmpoq	1dDu	-	120	1gYq+120	-	Retained

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Tranche Comments

W: Registration: Vdf A Nuzp; L: Registration: Ama Q Szwy; Z: Registration: Ikr Y Vvdu; T: Registration: Dxx S Enwu; S: Registration: Diu V Nnfk; I: Registration: Lpo X Drpw; F: Registration: Mki G Itkm; I: Registration: Bpo B Bdva;

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Wfynr Euufycrr GK

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IW - Iia

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