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

Refinancing

Yes

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
TC	CUU	608.000	-	-	BBB	-	-	-	55.00%	-	Hsqobsrq	3bK	-	125	3bI+125	-	-
T1I	BMB	20.200	-	-	F	-	-	-	92.00%	-	Xhddkfrp	3iU	-	260	3nN+260	-	-
ISS	EWW	3.000	-	-	M	-	-	-	12.00%	-	Fopvc	-	-	-	3.741%	-	-
IB	QGF	10.000	-	-	DD	-	-	-	29.00%	-	Qezssuhr	3jG	-	200	3dR+200	-	-
N	PKX	8.920	-	-	Y-	-	-	-	8.90%	-	Zsefqayp	3vQ	-	889	3bA+889	-	-
UTO	NKU	7.100	-	-	AAA	-	-	-	-	-	Rbmrhumf	3tC	-	100	3cB+100	-	-
WK	MTQ	60.300	-	-	DDD-	-	-	-	84.00%	-	Jwkdhjvc	3hW	-	381	3qT+381	-	-
Lav	CVP	52.000	-	-	AN	-	-	-	-	-	-	-	-	-	-	-	Retained
OY	PSN	61.000	-	-	BB-	-	-	-	9.00%	-	Hzbpxrib	3cJ	-	787	3xI+787	-	-

More Details

Tranche Comments

UTO: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144Z/Qqg V; TC: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144F/Wum N; IB: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144T/Goi A; T1I: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144U/Pus V; ISS: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144E/Fyu O; WK: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144V/Pjt U; OY: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144X/Epx R; N: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144Y/Kzi C; Lav: First Pay: 2022-01-20; Redemption: 2023-10-20; Registration: 144F/Cbd J;

Deal Comments

Ajfjp. Gmo Osbb Fjowmpg 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 15, 2006

WAL Test Period (YRS)

WAL Test Period End Date

May 8, 2019

Par-IV Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P-1	HXE	989.000	-	-	YYY	-	-	-	-	-	Akoxlecn	3hM	-	132	3sI+132	-	-
W-2	OPH	26.000	-	-	E	-	-	-	-	-	Trvbk	-	-	-	3.780%	-	-
N	HBE	75.000	-	-	HH	-	-	-	-	-	Ndsfwfrm	3zH	-	155	3cD+155	-	-
C	WZW	89.000	-	-	BBB-	-	-	-	-	-	Rhwyeoei	3fD	-	318	3hU+318	-	-
Mhc	JIY	24.700	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
A	LYR	76.000	-	-	GG-	-	-	-	-	-	Fkdabqke	3hS	-	739	3sC+739	-	-
H-2	ZOX	81.000	-	-	AAA	-	-	-	-	-	Uwhllhys	3yL	-	140	3oO+140	-	-
W-1	MSM	27.000	-	-	P	-	-	-	-	-	Bmrxhbce	3lI	-	235	3pU+235	-	-

More Details

Tranche Comments

P-1: Redemption: 2023-04-25; H-2: Redemption: 2023-04-25; N: Redemption: 2023-04-25; W-1: Redemption: 2023-04-25; W-2: Redemption: 2023-04-25; C: Redemption: 2023-04-25; A: Redemption: 2023-04-25; Mhc: Redemption: 2023-04-25;

Deal Comments

Rqw-Uouu Wgfiqah 2.00.

Reinvestment Period (YRS)

Reinvestment Period End Date

May 10, 2014

Par-IV Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U-1	ZFC	69.000	-	-	EE	-	-	-	19.10%	-	Phkzuhkw	3mD	-	215	3dT+215	-	-
T-1	QCV	71.700	-	-	Y	-	-	-	76.00%	-	Frwyrdnp	3lI	-	317	3rO+317	-	-
T-L	ZLM	95.000	-	-	I	-	-	-	20.00%	-	Qailg	-	-	-	4.623%	-	-
N-J	YAN	2.000	-	-	YYY-	-	-	-	84.00%	-	Wmgab	-	-	-	5.836%	-	-
I-U	ZZL	24.490	-	-	LL	-	-	-	69.40%	-	Ovqwsliv	3tC	-	200	3hL+200	-	-
B-G	HQV	15.000	-	-	EE	-	-	-	43.20%	-	Fgmex	-	-	-	3.500%	-	-
G-X	PLW	18.200	-	-	FFF	-	-	-	80.00%	-	Lufvaeoi	3fO	-	130	3aX+130	-	-
E-1	PVZ	942.000	-	-	CCC	-	-	-	55.00%	-	Koyyohdv	3tX	-	145	3zT+145	-	-
W-H	OAQ	13.000	-	-	JJJ	-	-	-	56.00%	-	Tyvlm	-	-	-	2.721%	-	-
T-1	TVI	54.800	-	-	OOO-	-	-	-	69.00%	-	Hzpobfqa	3dP	-	463	3mI+463	-	-
Q	JRM	38.000	-	-	JJ-	-	-	-	4.00%	-	Jsrxamdq	3iW	-	775	3hO+775	-	-
Vec	HWJ	16.400	-	-	EM	-	-	-	-	-	-	-	-	-	-	-	-

More Details

Tranche Comments

E-1: First Pay: 2020-01-25; Redemption: 2021-10-25; Registration: 144R Rqsl; W-H: First Pay: 2020-01-25; Redemption: 2021-10-25; Registration: 144B Lhte; G-X: First Pay: 2020-01-25; Redemption: 2021-10-25; Registration: 144K Vxjc; U-1: First Pay: 2020-01-25; Redemption: 2021-10-25; Registration: 144B Yshu; B-G: First Pay: 2020-01-25; Redemption: 2021-10-25; Registration: 144D Bbsk; I-U: First Pay: 2020-01-25; Redemption: 2021-10-25; Registration: 144B Gtsk; T-1: First Pay: 2020-01-25; Redemption: 2021-10-25; Registration: 144G Wiim; T-L: First Pay: 2020-01-25; Redemption: 2021-10-25; Registration: 144D Ohkr; T-1: First Pay: 2020-01-25; Redemption: 2021-10-25; Registration: 144E Ueag; N-J: First Pay: 2020-01-25; Redemption: 2021-10-25; Registration: 144C Xsgn; Q: First Pay: 2020-01-25; Redemption: 2021-10-25; Registration: 144V Jdcp; Vec: First Pay: 2020-01-25; Redemption: 2021-10-25; Registration: 144D Tali;

Reinvestment Period End Date

Apr 9, 2000

WAL Test Period End Date

Apr 13, 2025

Par-IV Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-1	FLG	433.000	-	-	HHH	-	-	-	-	-	Reusapei	3iA	-	111	3hX+111	-	686.00000
B	YPM	31.000	-	-	NN-	-	-	-	-	-	Coxmkcho	3uG	-	590	3hT+590	-	751.00000
Sih	BPQ	15.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Z	IYS	69.000	-	-	WW	-	-	-	-	-	Rpqmdlpu	3cB	-	170	3eQ+170	-	198.00000
C-Y	WYF	5.000	-	-	GGG	-	-	-	-	-	Arlduhrs	3xT	-	70	3qM+70	-	571.00000
B	QWF	48.000	-	-	T	-	-	-	-	-	Yfjqaiby	3xS	-	220	3dF+220	-	881.00000
U	IGC	10.000	-	-	NNN-	-	-	-	-	-	Zhkbqimx	3lE	-	320	3vF+320	-	471.00000

Par-IV Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z	JEN	26.600	-	-	JJ	-	-	-	-	-	Thbpddmj	3gD	-	165	3tS+165	-	-
B	WYA	50.000	-	-	WW-	-	-	-	-	-	Hlhzuanx	3lX	-	610	3tX+610	-	-
C	OJG	40.000	-	-	MMM-	-	-	-	-	-	Iuuzwjvy	3fT	-	300	3yC+300	-	-
Wgr	KNA	86.500	-	-	QE	-	-	-	-	-	-	-	-	-	-	-	Retained
S	YKJ	88.300	-	-	V	-	-	-	-	-	Yckcohpw	3sH	-	207	3uO+207	-	-
D	TLS	6.000	-	-	P-	-	-	-	-	-	Wpofbria	3xA	-	750	3iF+750	-	-
Z	GQS	530.000	-	-	CCC	-	-	-	-	-	Wcodocbo	3fS	-	119	3eI+119	-	-

More Details

Tranche Comments

Z: First Pay: 2018-07-20; Redemption: 2020-01-20; Registration: 144B/Bqt X; Z: First Pay: 2018-07-20; Redemption: 2020-01-20; Registration: 144K/Wzv M; S: First Pay: 2018-07-20; Redemption: 2020-01-20; Registration: 144V/Khp J; C: First Pay: 2018-07-20; Redemption: 2020-01-20; Registration: 144Z/Iup U; B: First Pay: 2018-07-20; Redemption: 2020-01-20; Registration: 144X/Zni S; D: First Pay: 2018-07-20; Redemption: 2020-01-20; Registration: 144F/Ivw G; Wgr: First Pay: 2018-07-20; Redemption: 2020-01-20; Registration: 144B/Ppt I;

Deal Comments

Foc Gptt Vqugozm 2.00

Risk Retention

LK/Fcdgsecw

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 29, 1991

Refinancing

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Jul 7, 1999

Par-IV Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W-P	CLJ	93.570	-	Nl3	-	-	-	-	-	-	Kcwwemng	3lX	-	-	3cG+640	-	-
Q-WW	IXM	17.000	-	Dm2	-	-	-	-	-	-	Ucuoqytf	3jO	-	-	3sI+145	-	-
P-E	AEU	79.000	-	Cmm3	-	-	-	-	-	-	Zhylbjby	3dV	-	-	3pN+315	-	-
N-LL	BRT	73.000	-	Q2	-	-	-	-	-	-	Trlfkiqz	3aX	-	-	3yW+190	-	-
A-K	QHB	522.000	-	Tii	-	-	-	-	-	-	Ohewscuy	3qL	-	-	3fV+103	-	-

More Details

Deal Comments

Svwhkd wvukkukwkkp

Par-IV Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V-B	MMF	39.000	-	-	DDD	-	-	-	-	-	Bhevccnm	3gH	-	-	3uB+418	-	-
V-T	VVG	51.000	-	-	ZZ	-	-	-	-	-	Lowvdyov	3hD	-	-	3lV+785	-	-
Z-V	XSG	750.600	-	-	BBB	-	-	-	-	-	Xyuaazzc	3rE	-	-	3aX+132	-	-
Z-J	EKV	7.700	-	-	R-	-	-	-	-	-	Kpmcxwby	3eJ	-	-	3tJ+885	-	-
Y-O	JBQ	45.000	-	-	ZZ	-	-	-	-	-	Uqrdmahc	3lO	-	-	3bS+190	-	-
G-I	JHM	37.900	-	-	D	-	-	-	-	-	Pjezraof	3qZ	-	-	3cK+280	-	-

More Details

Deal Comments

Hzqvqpqpvqp

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
J-K	CUZ	50.000	-	Ot2	-	-	-	-	-	-	Hseqrbrv	3bD	-	-	3qD+200	-	-
U-2A	VPS	64.000	-	Aaa3	-	-	-	-	-	-	Qsmxfzsy	3mD	-	-	3zX+475	-	-
W-Y	XXK	99.000	-	W2	-	-	-	-	-	-	Xkydbjlg	3tL	-	-	3lZ+290	-	-
O-1I	FLA	800.000	-	Gzz	-	-	-	-	-	-	Dfsjlirt	3sZ	-	-	3vZ+145	-	-

More Details

Deal Comments

Hrohwvwqhwq

Par-IV Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M	BAO	84.000	-	R2	-	-	-	-	-	-	Zfomaeop	3yY	-	-	3yI+300	-	-
T-1	AIY	774.000	-	Zjj	-	-	-	-	-	-	Llfkhpli	3nP	-	-	3vG+159	-	-
S-1	WQL	52.000	-	Arr3	-	-	-	-	-	-	Yymwrrky	3jS	-	-	3jX+375	-	-
T-2	GOX	55.000	-	Czz3	-	-	-	-	-	-	Lxysldac	3yO	-	-	3wB+490	-	-
D	GJI	13.530	-	Wi2	-	-	-	-	-	-	Ahxodttr	3sP	-	-	3yW+700	-	-
K	GYD	11.000	-	Wj2	-	-	-	-	-	-	Wsareaxh	3wH	-	-	3kB+210	-	-
Dey	MXZ	40.960	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
J-2	VJJ	935.000	-	Ypp	-	-	-	-	-	-	Gzpujuaf	3iV	-	-	3pQ+135	-	-

More Details

Tranche Comments

T-1: Registration: 144M/Lnb B; J-2: Registration: 144N/Uoh X; K: Registration: 144N/Bcc G; M: Registration: 144F/Zia H; S-1: Registration: 144I/Lpo A; T-2: Registration: 144T/Eyi Y; D: Registration: 144O/Mjm Q; Dey: Registration: 144T/Ikc L;

Reset

Yes