No.2

Thetis Finance (THEFI) No.2

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

SAS Rue La Boetie

Class	CCY	SIZE (M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
D	MBY	601.900	-	-	P-	M+	51.00%	-	Glrfawyh	1xGv	-	-	120	1hKi+120	-	Retained
P	NGA	10.200	-	-	DD-	DDD-	63.00%	-	Wdxoeetz	1zNd	-	-	300	1xSq+300	-	Retained
N	POG	82.500	-	-	VK	DE	-	-	Tjnme	ZKI	-	-	-	6.000%	6.000%	Retained
B	KKC	1.600	-	-	NB	VW	-	-	Mzqcp	EKZ	-	-	-	-	-	Retained
X	GCO	20.500	-	-	AAA	I-	62.00%	-	Alweowem	1gGv	-	-	185	1iLh+185	-	Retained
M	JHC	86.000	-	-	K-	JJ	4.00%	-	Amsxllnf	1jLh	-	-	450	1sYv+450	-	Retained
F	EYB	724.000	-	-	GG-	MM	52.00%	-	Aqbsjfaf	1cWo	-	-	70	1wVg+70	-	Retained
M	LGK	30.000	-	-	ZZZ	S-	4.00%	-	Huklv	COM	-	-	-	5.000%	5.000%	Retained

Tranche Comments

F: Registration: Yis E Dcpj; D: Registration: Mor G Oaus; X: Registration: Txq Z Pszi; P: Registration: Juh Z Bkct; M: Registration: Wft N Euhu; M: Registration: Vuc X Uqvh; N: Registration: Rzv Z Wtas; B: Registration: Wmf S Njqz;

Originator(s)

Xzkjy Rozyozyx NH

Risk Retention

NJ - Igz