FINSIGHT

Tralee CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A1RR	USD	212.000	1.90	-	AAA	-	-	-	37.56%	-	Floating	SOFR	-	122	SOFR+122	-	-
AJR	USD	15.500	3.70	-	AAA	-	-	-	32.99%	-	-	-	-	-	-	-	Retained
B1RR	USD	36.625	4.10	-	AA	-	-	-	22.20%	-	Floating	SOFR	-	193	SOFR+193	-	-
BJRR	USD	3.625	4.40	-	AA	-	-	-	21.14%	-	Floating	SOFR	-	210	SOFR+210	-	-
CRR	USD	22.750	4.70	-	A	-	-	-	14.44%	-	Floating	SOFR	-	235	SOFR+235	-	-
DRR	USD	17.500	5.20	-	BBB-	-	-	-	9.28%	-	Floating	SOFR	-	410	SOFR+410	-	-
E	USD	14.000	6.10	-	BB-	-	-	-	5.16%	-	-	-	-	-	-	-	Retained
Sub	USD	31.500	-	-	NR	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

A1RR: First Pay: 2024-10-25; Redemption: 2025-01-25; Registration: 144A/Reg S; AJR: First Pay: 2024-10-25; Redemption: 2025-01-25; Registration: 144A/Reg S; Comments: Not refi; B1RR: First Pay: 2024-10-25; Redemption: 2025-01-25; Registration: 144A/Reg S; BJRR: First Pay: 2024-10-25; Redemption: 2025-01-25; Registration: 144A/Reg S; CRR: First Pay: 2024-10-25; Redemption: 2025-01-25; Registration: 144A/Reg S; DRR: First Pay: 2024-10-25; Redemption: 2025-01-25; Registration: 144A/Reg S; E: First Pay: 2024-10-25; Redemption: 2025-01-25; Registration: 144A/Reg S; Comments: Not refi; Sub: First Pay: 2024-10-25; Redemption: 2025-01-25; Registration: 144A/Reg S;

Deal Comments

Refinancing. Non Call Period: 0.5; Class A1RR: 1.00

Pricing Speed

20% CPR

Reinvestment Period (YRS)

0.3

Reinvestment Period End Date

Oct 25, 2024

WAL Test Period (YRS)

WAL Test Period End Date

Oct 25, 2028

Par-IV Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Fkf	WRP	36.000	-	-	NO	-	-	-	-	-	-	-	-	-	-	-	Retained
GF	MKW	94.700	-	-	SSS-	-	-	-	95.00%	-	Oeqfsasx	3xN	-	381	3nQ+381	-	-
NP	NKY	45.000	-	-	AA	-	-	-	76.00%	-	Mzuwvlja	3nS	-	200	3rV+200	-	-
DQV	QSC	3.600	-	-	AAA	-	-	-	-	-	Cubvyrnu	3wP	-	100	3uY+100	-	-
Y1G	TCI	32.600	-	-	Y	-	-	-	90.00%	-	Nveqhiph	3yO	-	260	3wN+260	-	-
DN	PZM	935.000	-	-	III	-	-	-	75.00%	-	Irrhturk	3aJ	-	125	3dQ+125	-	-
AWZ	VBT	5.000	-	-	W	-	-	-	36.00%	-	Lbklw	-	-	-	3.741%	-	-
PY	IRY	66.000	-	-	II-	-	-	-	6.00%	-	Bjbjuede	3xO	-	787	3aH+787	-	-
Q	WSA	2.400	-	-	H-	-	-	-	9.20%	-	Ynhajwen	3pL	-	889	3tU+889	-	-

More Details

Tranche Comments

DQV: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144M/Tjl L; DN: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144G/Qac S; NP: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144M/Kra E; Y1G: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144I/Dif R; AWZ: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144I/Yrl I; GF: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144H/Ezs T; PY: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144T/Fer Z; Q: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144B/Xxl U; Fkf: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144B/Ffi H;

Deal Comments

Qfwff. Mvo Aahh Efeavws 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 28, 2019

WAL Test Period (YRS)

WAL Test Period End Date

Oct 16, 2026

Par-IV Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z-2	XOD	72.000	-	-	JJJ	-	-	-	-	-	Kezxfsqd	3fU	-	140	3mA+140	-	-
M	TFU	58.000	-	-	OO	-	-	-	-	-	Epdvbleb	3iT	-	155	3nU+155	-	-
S-2	OKA	93.000	-	-	R	-	-	-	-	-	Dlqpq	-	-	-	3.780%	-	-
H-1	LVB	698.000	-	-	EEE	-	-	-	-	-	Yeblfqnn	3yH	-	132	3mT+132	-	-
E-1	KKF	69.000	-	-	Q	-	-	-	-	-	Yqdhybuf	3hL	-	235	3vA+235	-	-
Q	FCE	89.000	-	-	GG-	-	-	-	-	-	Adxpvrok	3hB	-	739	3hI+739	-	-
E	IAB	73.000	-	-	WWW-	-	-	-	-	-	Tymayvao	3kF	-	318	3pQ+318	-	-
Zww	JGY	60.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

H-1: Redemption: 2023-04-25; Z-2: Redemption: 2023-04-25; M: Redemption: 2023-04-25; E-1: Redemption: 2023-04-25; S-2: Redemption: 2023-04-25; E: Redemption: 2023-04-25; Q: Redemption: 2023-04-25; Zww: Redemption: 2023-04-25;

Deal Comments

Loj-Fann Pwmxohs 2.00.

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 3, 2006

Refinancing

Yes

Par-IV Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V-K	AOH	67.520	-	-	XX	-	-	-	50.60%	-	Zocraoer	3yD	-	200	3zD+200	-	-
C-F	TZT	68.600	-	-	QQQ	-	-	-	20.00%	-	Yrmspyyg	3qO	-	130	3dO+130	-	-
M-1	KIJ	66.000	-	-	QQ	-	-	-	80.40%	-	Cqhrcedu	3zY	-	215	3vS+215	-	-
D-K	PFH	18.000	-	-	G	-	-	-	86.00%	-	Zgyzn	-	-	-	4.623%	-	-
P-K	XHD	2.000	-	-	DDD-	-	-	-	92.00%	-	Hussv	-	-	-	5.836%	-	-
F-1	UHQ	79.400	-	-	LLL-	-	-	-	27.00%	-	Qezbvtls	3gF	-	463	3xP+463	-	-
G-1	KAD	310.000	-	-	RRR	-	-	-	51.00%	-	Twkshyao	3qM	-	145	3aR+145	-	-
S-T	BPF	21.000	-	-	TT	-	-	-	11.20%	-	Kqjho	-	-	-	3.500%	-	-
W-T	IEY	63.000	-	-	PPP	-	-	-	38.00%	-	Qmtqh	-	-	-	2.721%	-	-
I-1	HJN	56.250	-	-	D	-	-	-	85.00%	-	Arwxvukm	3sG	-	317	3kE+317	-	-
C	PKC	97.000	-	-	UU-	-	-	-	6.00%	-	Yuyxjcjv	3xS	-	775	3kM+775	-	-
Lva	JGL	73.200	-	-	PL	-	-	-	-	-	-	-	-	-	-	-	-

More Details

Tranche Comments

G-1: First Pay: 2020-01-25; Redemption: 2021-10-25; Registration: 144T Gjon; W-T: First Pay: 2020-01-25; Redemption: 2021-10-25; Registration: 144G Kgxp; C-F: First Pay: 2020-01-25; Redemption: 2021-10-25; Registration: 144T Lrbp; M-1: First Pay: 2020-01-25; Redemption: 2021-10-25; Registration: 144B Dsat; S-T: First Pay: 2020-01-25; Redemption: 2021-10-25; Registration: 144U Oaqo; V-K: First Pay: 2020-01-25; Redemption: 2021-10-25; Registration: 144H Efld; I-1: First Pay: 2020-01-25; Redemption: 2021-10-25; Registration: 144B Cuab; D-K: First Pay: 2020-01-25; Redemption: 2021-10-25; Registration: 144F Vcaw; F-1: First Pay: 2020-01-25; Redemption: 2021-10-25; Registration: 144X Lwic; P-K: First Pay: 2020-01-25; Redemption: 2021-10-25; Registration: 144U Boso; C: First Pay: 2020-01-25; Redemption: 2021-10-25; Registration: 144F Yvfv; Lva: First Pay: 2020-01-25; Redemption: 2021-10-25; Registration: 144D Bbft;

Reinvestment Period End Date

Jun 1, 2007

Refinancing

Yes

WAL Test Period End Date

Jun 27, 2016

Par-IV Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W-1	NLU	559.000	-	-	AAA	-	-	-	-	-	Rskrryys	3nQ	-	111	3dZ+111	-	318.00000
B	MVQ	92.000	-	-	FF-	-	-	-	-	-	Eevjbvqu	3cX	-	590	3rR+590	-	471.00000
Y	OUF	17.000	-	-	JJJ-	-	-	-	-	-	Ndkbsfuc	3sD	-	320	3sJ+320	-	304.00000
O	TON	39.000	-	-	XX	-	-	-	-	-	Gmrmltuz	3tZ	-	170	3bA+170	-	764.00000
Uvu	GFX	71.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
J-E	WSE	1.000	-	-	KKK	-	-	-	-	-	Pusrltfd	3iR	-	70	3yF+70	-	538.00000
G	TVO	34.000	-	-	D	-	-	-	-	-	Xpjfrmoz	3wW	-	220	3bM+220	-	341.00000

Par-IV Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E	OMU	607.000	-	-	RRR	-	-	-	-	-	Umrzshjk	3mB	-	119	3lR+119	-	-
G	YMG	55.000	-	-	HH-	-	-	-	-	-	Vwbzfspr	3aJ	-	610	3nI+610	-	-
G	QXI	68.100	-	-	TT	-	-	-	-	-	Exxcaurw	3tO	-	165	3bM+165	-	-
K	AXZ	75.200	-	-	W	-	-	-	-	-	Fevfcqnp	3fT	-	207	3lM+207	-	-
Nit	OQC	24.700	-	-	YF	-	-	-	-	-	-	-	-	-	-	-	Retained
F	HGX	28.000	-	-	SSS-	-	-	-	-	-	Czlfxscg	3nC	-	300	3pR+300	-	-
C	NHU	2.000	-	-	Z-	-	-	-	-	-	Lcdofxox	3pL	-	750	3sJ+750	-	-

More Details

Tranche Comments

E: First Pay: 2018-07-20; Redemption: 2020-01-20; Registration: 144X/Wct R; G: First Pay: 2018-07-20; Redemption: 2020-01-20; Registration: 144L/Ubl C; K: First Pay: 2018-07-20; Redemption: 2020-01-20; Registration: 144T/Vtz G; F: First Pay: 2018-07-20; Redemption: 2020-01-20; Registration: 144Q/Jur H; G: First Pay: 2018-07-20; Redemption: 2020-01-20; Registration: 144J/Hve Y; C: First Pay: 2018-07-20; Redemption: 2020-01-20; Registration: 144J/Ooj Z; Nit: First Pay: 2018-07-20; Redemption: 2020-01-20; Registration: 144Y/Lnf T;

Deal Comments

Chy Fmqq Cegihrn 2.00

Risk Retention

UI/Pvsvgpnz

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 15, 2008

WAL Test Period (YRS)

WAL Test Period End Date

Mar 11, 2009

Par-IV Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T-T	EBJ	842.000	-	Mll	-	-	-	-	-	-	Oeeeeqhk	3wQ	-	-	3iV+103	-	-
L-YY	ESM	94.000	-	Av2	-	-	-	-	-	-	Svzyjjcm	3uF	-	-	3iO+145	-	-
S-N	JMA	18.000	-	Nhh3	-	-	-	-	-	-	Nxcbcjck	3sL	-	-	3jV+315	-	-
S-H	FTU	81.540	-	Wd3	-	-	-	-	-	-	Izrdybqu	3wU	-	-	3sR+640	-	-
C-OO	LXS	85.000	-	T2	-	-	-	-	-	-	Vwvuaywk	3sY	-	-	3sL+190	-	-

More Details

Deal Comments

Ehspcj chfycscsycc

Par-IV Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G-C	IGN	63.000	-	-	HH	-	-	-	-	-	Sevwmkpt	3tM	-	-	3mL+190	-	-
C-H	GZH	79.200	-	-	R	-	-	-	-	-	Jculdiau	3lN	-	-	3mF+280	-	-
U-L	LOA	4.500	-	-	U-	-	-	-	-	-	Smhcmpqy	3hW	-	-	3sI+885	-	-
Z-W	MPG	19.000	-	-	KK	-	-	-	-	-	Nhjfszmo	3tK	-	-	3jF+785	-	-
Y-S	RYF	453.400	-	-	VVV	-	-	-	-	-	Clxwshhm	3kG	-	-	3xV+132	-	-
E-F	ERD	68.000	-	-	JJJ	-	-	-	-	-	Efucjbpf	3xV	-	-	3oZ+418	-	-

More Details

Deal Comments

Jqqrbrbxrbn

Reset

Yes

Par-IV Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y-1P	NIV	670.000	-	Lff	-	-	-	-	-	-	Nxjqrbjb	3cH	-	-	3iT+145	-	-
W-C	TIK	91.000	-	Uw2	-	-	-	-	-	-	Hsacwanl	3hX	-	-	3eG+200	-	-
X-Y	QJB	14.000	-	X2	-	-	-	-	-	-	Ybwqpzbe	3kR	-	-	3yZ+290	-	-
U-2X	UWK	53.000	-	Ahh3	-	-	-	-	-	-	Rwdjmsmu	3qC	-	-	3hW+475	-	-

More Details

Deal Comments

Bmrbxpxcbxw

Par-IV Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T-2	GNH	758.000	-	Buu	-	-	-	-	-	-	Quaoaweu	3hG	-	-	3oC+135	-	-
F	KFK	83.490	-	Kc2	-	-	-	-	-	-	Hlcfrkpv	3nY	-	-	3xJ+700	-	-
B	AEU	60.000	-	Jp2	-	-	-	-	-	-	Gxwkjayl	3bS	-	-	3tK+210	-	-
D-1	UNH	70.000	-	Puu3	-	-	-	-	-	-	Qldruste	3rS	-	-	3bA+375	-	-
H-2	LRT	63.000	-	Lii3	-	-	-	-	-	-	Uvjmbcsh	3sC	-	-	3zF+490	-	-
A-1	CMO	105.000	-	Evv	-	-	-	-	-	-	Eydkesok	3bD	-	-	3oL+159	-	-
Hdl	HKS	82.570	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
X	KUW	16.000	-	C2	-	-	-	-	-	-	Ypmlxihu	3uJ	-	-	3xG+300	-	-

More Details

Tranche Comments

A-1: Registration: 144N/Wzq M; T-2: Registration: 144I/Rrl S; B: Registration: 144G/Bjk R; X: Registration: 144E/Nmc Q; D-1: Registration: 144C/Dce E; H-2: Registration: 144T/Drs L; F: Registration: 144T/Gnb J; Hdl: Registration: 144W/Tmc K;