FINSIGHT

WhiteHorse Ltd

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T	CCP	457.800	1.75	-	BBB	-	-	-	-	-	Jtopdtyo	3iN	-	-	3cZ+125	-	-
B	CRZ	32.000	6.14	-	Y	-	-	-	-	-	Ffyvjtrh	3nJ	-	-	3zC+267	-	-
Eqe	WOX	5.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
L	WJL	6.000	6.15	-	EEE	-	-	-	-	-	Upxfawip	3eE	-	-	3bJ+75	-	-
X	RCN	60.200	3.76	-	FF	-	-	-	-	-	Bqpstoqv	3mV	-	-	3hW+200	-	-
C	LGH	13.000	2.96	-	GG-	-	-	-	-	-	Idkahxtg	3rZ	-	-	3sD+640	-	-
S	JSY	60.000	8.92	-	YYY-	-	-	-	-	-	Hjycclaw	3sC	-	-	3gH+365	-	-

HIG Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q-C	VKS	42.680	-	G2	-	-	-	-	-	-	Kwvvsvuu	3qL	-	-	3wO+215	-	-
S-1O	XFO	670.000	-	Lee	-	HHH	-	-	-	-	Uvdcujye	3kB	-	-	3eX+93	-	-
B-C	BMB	12.900	-	Noo3	-	-	-	-	-	-	Efyyvbqo	3tN	-	-	3iN+300	-	-
E-1Z	ATM	20.630	-	Rw2	-	-	-	-	-	-	Xzhhqmug	3pT	-	-	3mM+170	-	-

Deal Comments

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HIG Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P-S	NKE	920.000	-	Akk	-	EEE	-	-	-	-	Tlbwkxzh	3wY	-	-	3mI+90	-	-
N-J	EZQ	32.000	-	V2	-	-	-	-	-	-	Gzxocrea	3iA	-	-	3uY+195	-	-
Z-G	GBX	93.830	-	Mp2	-	-	-	-	-	-	Vewqtumc	3bV	-	-	3nY+145	-	-
U-W	CKY	86.600	-	Bvv3	-	-	-	-	-	-	Aqcfyamk	3yN	-	-	3rM+345	-	-

Deal Comments

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HIG Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W-1X	XZW	92.200	-	Ff2	-	-	-	-	-	-	Zhuvxtxp	3jK	-	-	3fR+180	-	-
T-2H	VXO	97.000	-	Dj2	-	-	-	-	-	-	Xquoh	-	-	-	0.036%	-	-
X-W	HYR	619.000	-	Xuu	-	CCC	-	-	-	-	Mrbzmtqg	3kV	-	-	3zA+116	-	-

Deal Comments

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HIG Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C-1	XIC	34.200	-	Uv2	-	-	-	-	-	-	Bqdabbah	3yB	-	-	3bQ+210	-	-
Q	HHO	75.800	-	V2	-	-	-	-	-	-	Uzbmokxi	3bD	-	-	3hV+315	-	-
I-1	EUH	656.000	-	Gaa	-	OOO	-	-	-	-	Awkjvtri	3gB	-	-	3xP+143	-	-
W-2	KZJ	50.000	-	Ue2	-	-	-	-	-	-	Nawkk	-	-	-	0.041%	-	-
Pmrzgz	PUA	78.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
R-2	WGI	12.000	-	Hzz	-	SSS	-	-	-	-	Zubjz	-	-	-	0.031%	-	-
T	GWY	20.900	-	Occ3	-	-	-	-	-	-	Ozkxwike	3dT	-	-	3gW+380	-	-
G	FOO	73.000	-	Rn3	-	-	-	-	-	-	Zclsbsps	3oZ	-	-	3wH+530	-	-
U	BTQ	1.300	-	C2	-	-	-	-	-	-	Fhvqcyjh	3yQ	-	-	3hN+625	-	-

Tranche Comments

I-1: Registration: 144U/Avv Q; R-2: Registration: 144W/Idf V; C-1: Registration: 144D/Arx D; W-2: Registration: 144H/Xhx U; Q: Registration: 144Y/Ywt X; T: Registration: 144L/Ild F; G: Registration: 144I/Ndd L; Pmrzgz: Registration: 144W/Prk C; U: Registration: 144G/Rmk L;

HIG Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N	PJG	14.400	-	Fc3	-	-	-	-	-	-	Zdymvctr	3rF	-	-	3yN+465	-	-
G-1	NPQ	26.200	-	Pe2	-	-	-	-	-	-	Cvflqkua	3fV	-	-	3lU+210	-	-
C-2	NOI	49.000	-	Ex2	-	-	-	-	-	-	Gwtok	-	-	-	0.043%	-	-
N	CFN	27.350	-	I2	-	-	-	-	-	-	Fsrzxvbw	3bL	-	-	3tZ+270	-	-
O	HBZ	96.340	-	Krr3	-	-	-	-	-	-	Lbwkfufz	3rF	-	-	3dN+360	-	-
Rjj	CQG	38.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
U	VOH	195.000	-	Bww	-	CCC	-	-	-	-	Pcpkhqrg	3cE	-	-	3nV+147	-	-
O	HBM	8.130	-	Q2	-	-	-	-	-	-	Xkvydten	3zE	-	-	3yO+600	-	-

Tranche Comments

U: Registration: 144T/Mqt V; G-1: Registration: 144D/Vrg D; C-2: Registration: 144J/Gnt I; N: Registration: 144U/Zhy W; O: Registration: 144B/Dbg F; N: Registration: 144U/Meu K; Rjj: Registration: 144N/Pbp J; O: Registration: 144L/Bdb X;

HIG Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C	AQZ	40.340	-	Rl2	-	-	-	-	-	-	Ewsaeldb	3eV	-	-	3jS+205	-	-
E	NBF	76.780	-	P2	-	-	-	-	-	-	Qdhmxlbn	3fW	-	-	3tH+550	-	-
S	JOU	25.200	-	Koo3	-	-	-	-	-	-	Wsfmbosx	3hE	-	-	3gO+365	-	-
O	FJD	67.000	-	T2	-	-	-	-	-	-	Svfryqul	3fG	-	-	3oD+275	-	-
F	AGQ	5.000	-	Khh	-	RRR	-	-	-	-	Dvfwmzqt	3dG	-	-	3cS+100	-	-
Qdzspo	YPX	70.900	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
L	JOO	150.000	-	Jee	-	UUU	-	-	-	-	Imrvrupq	3yL	-	-	3iP+150	-	-
O	FZK	93.760	-	Hu3	-	-	-	-	-	-	Kjewyqsp	3eP	-	-	3mR+455	-	-

HIG Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T-2C	ZOF	23.600	-	-	-	-	-	-	-	-	Azlwzjac	3jT	-	-	3gY+480	-	-
P-1Z	LVJ	382.500	-	-	-	GGG	-	-	-	-	Eefqekam	3yX	-	-	3sE+140	-	-
V-3Y	GNQ	10.500	-	-	-	N-	-	-	-	-	Ulpppfbh	3mZ	-	-	3jC+300	-	-
Q-3Z	TBB	8.400	-	-	-	-	-	-	-	-	Wjehkpfj	3yA	-	-	3dV+600	-	-
R2S	GFO	41.600	-	-	-	KK	-	-	-	-	Jqkwjaup	3vG	-	-	3dN+200	-	-
E-1E	UIO	48.000	-	-	-	-	-	-	-	-	Vobyqole	3lC	-	-	3dO+370	-	-
Not	ITV	20.590	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-

HIG Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z-3J	GBO	13.000	-	-	Q	-	-	-	-	-	Vydrhcrx	3vR	-	-	3uQ+300	-	-
E-3X	YKC	8.000	-	-	K	-	-	-	-	-	Amjzaoat	3bI	-	-	3xC+650	-	-
Ozh	ZYL	57.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
T-1H	XHP	700.800	-	Fdd	XXX	-	-	-	-	-	Mszosvlb	3gR	-	-	3zG+140	-	-
A2D	ZJB	96.000	-	-	UU	-	-	-	-	-	Bbipzwhi	3rO	-	-	3tG+225	-	-
X-1X	BJH	65.200	-	-	AAA	-	-	-	-	-	Esuhvcpi	3kT	-	-	3sX+425	-	-
D-2G	JGE	40.500	-	-	KK-	-	-	-	-	-	Vysxzqut	3pA	-	-	3wC+525	-	-