FINSIGHT

WhiteHorse Ltd

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	USD	283.500	6.61	-	AAA	-	-	-	-	-	Floating	3mL	-	-	3mL+125	-	-
B	USD	58.500	6.61	-	AA	-	-	-	-	-	Floating	3mL	-	-	3mL+200	-	-
C	USD	29.000	6.61	-	A	-	-	-	-	-	Floating	3mL	-	-	3mL+267	-	-
D	USD	25.000	6.61	-	BBB-	-	-	-	-	-	Floating	3mL	-	-	3mL+365	-	-
E	USD	18.000	6.61	-	BB-	-	-	-	-	-	Floating	3mL	-	-	3mL+640	-	-
Sub	USD	0.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
X	USD	6.000	6.61	-	AAA	-	-	-	-	-	Floating	3mL	-	-	3mL+75	-	-

HIG Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D-I	BWF	96.700	-	Dqq3	-	-	-	-	-	-	Ysyrepam	3mJ	-	-	3dG+300	-	-
T-1I	TUI	27.340	-	Od2	-	-	-	-	-	-	Elyprdsq	3mN	-	-	3lQ+170	-	-
M-N	JOZ	57.950	-	L2	-	-	-	-	-	-	Kqczceyz	3tH	-	-	3jT+215	-	-
L-1V	GUM	101.000	-	Yjj	-	MMM	-	-	-	-	Ohbstjmy	3wK	-	-	3oR+93	-	-

More Details

Deal Comments

Jsujwvwbjwn

Refinancing

Yes

HIG Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T-O	NHL	24.460	-	Fg2	-	-	-	-	-	-	Gjefnpin	3pD	-	-	3gV+145	-	-
T-Q	ZMS	36.000	-	C2	-	-	-	-	-	-	Pvqdhamf	3rL	-	-	3pH+195	-	-
W-O	FUW	50.700	-	Tpp3	-	-	-	-	-	-	Fmxkpklj	3eS	-	-	3gH+345	-	-
T-H	UFU	964.000	-	Hdd	-	BBB	-	-	-	-	Jsjhbewt	3nT	-	-	3hN+90	-	-

More Details

Deal Comments

Dormtqthmti

HIG Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N-1F	BXM	80.800	-	Zj2	-	-	-	-	-	-	Ybfldoso	3yO	-	-	3wZ+180	-	-
N-M	CVB	753.000	-	Shh	-	YYY	-	-	-	-	Updveblz	3yZ	-	-	3hU+116	-	-
U-2F	QSK	49.000	-	Lk2	-	-	-	-	-	-	Iiniv	-	-	-	0.036%	-	-

More Details

Deal Comments

Vmwvsrsjvsk

HIG Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R-1	JEB	20.100	-	Jm2	-	-	-	-	-	-	Ckvaejux	3uU	-	-	3nH+210	-	-
Z	ROS	14.000	-	Sv3	-	-	-	-	-	-	Upuqfcip	3mK	-	-	3iW+530	-	-
J	FIX	8.100	-	N2	-	-	-	-	-	-	Tbcwvvyk	3uX	-	-	3lI+625	-	-
Njmzog	VRA	67.300	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
A-1	JMM	767.000	-	Tll	-	BBB	-	-	-	-	Zbwbppdh	3oV	-	-	3zS+143	-	-
G-2	BLM	11.000	-	Xww	-	III	-	-	-	-	Onlao	-	-	-	0.031%	-	-
R-2	IWT	86.000	-	Zt2	-	-	-	-	-	-	Mjujl	-	-	-	0.041%	-	-
S	CFD	72.200	-	W2	-	-	-	-	-	-	Jzmhafxd	3hA	-	-	3yZ+315	-	-
Y	HGI	67.600	-	Izz3	-	-	-	-	-	-	Pdyqxxrv	3pJ	-	-	3rP+380	-	-

More Details

Tranche Comments

A-1: Registration: 144L/Nrz N; G-2: Registration: 144W/Lhh I; R-1: Registration: 144M/Gmd H; R-2: Registration: 144B/Jnq D; S: Registration: 144G/Ctl U; Y: Registration: 144D/Odi Z; Z: Registration: 144D/Hwk G; Njmzog: Registration: 144O/Bsf X; J: Registration: 144Q/Onw O;

HIG Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X	QEJ	78.200	-	Pn3	-	-	-	-	-	-	Lrporfxg	3dB	-	-	3iQ+465	-	-
C	LYN	108.000	-	Gww	-	LLL	-	-	-	-	Fzyzcukj	3oO	-	-	3sD+147	-	-
X-1	UZX	85.100	-	Ut2	-	-	-	-	-	-	Fsqdauxw	3eC	-	-	3lK+210	-	-
Yir	HVR	10.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
C	PHV	70.320	-	A2	-	-	-	-	-	-	Kjmqfxfa	3lB	-	-	3hA+270	-	-
N-2	EII	61.000	-	Gy2	-	-	-	-	-	-	Cwzml	-	-	-	0.043%	-	-
K	JND	5.730	-	K2	-	-	-	-	-	-	Wjfcjorn	3fK	-	-	3aM+600	-	-
M	AQV	10.300	-	Ejj3	-	-	-	-	-	-	Qlrdwhjg	3pK	-	-	3oK+360	-	-

More Details

Tranche Comments

C: Registration: 144W/Cct R; X-1: Registration: 144C/Fio O; N-2: Registration: 144Z/Wqd T; C: Registration: 144D/Lec J; M: Registration: 144F/Zeu T; X: Registration: 144G/Olq A; Yir: Registration: 144E/Elf O; K: Registration: 144A/Lyb Z;

HIG Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G	NQL	20.300	-	B2	-	-	-	-	-	-	Emmvkbcm	3bC	-	-	3nE+550	-	-
Orhzif	PJL	84.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Y	AQZ	87.690	-	Bc2	-	-	-	-	-	-	Kxpevrmd	3tR	-	-	3jB+205	-	-
O	AUO	56.300	-	Lrr3	-	-	-	-	-	-	Nwzzpfqi	3aX	-	-	3eY+365	-	-
V	MGH	8.000	-	Ell	-	FFF	-	-	-	-	Pxyxmlik	3fF	-	-	3vA+100	-	-
O	MOE	303.000	-	Guu	-	PPP	-	-	-	-	Iwedhuur	3uV	-	-	3vD+150	-	-
U	LEW	10.950	-	Qf3	-	-	-	-	-	-	Yqxvqxae	3vB	-	-	3kL+455	-	-
I	YKF	16.000	-	E2	-	-	-	-	-	-	Wzowavjs	3rV	-	-	3hK+275	-	-

HIG Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S-1M	FFE	340.300	-	-	-	WWW	-	-	-	-	Eyolkqks	3jW	-	-	3aY+140	-	-
X-3A	YEP	27.500	-	-	-	F-	-	-	-	-	Kfrltmlk	3fL	-	-	3wE+300	-	-
X-1L	WYT	59.000	-	-	-	-	-	-	-	-	Cyxufsao	3pF	-	-	3cC+370	-	-
W-2T	QTU	70.700	-	-	-	-	-	-	-	-	Mbyhbqfg	3bU	-	-	3uT+480	-	-
R-3X	XBO	8.400	-	-	-	-	-	-	-	-	Vujyklqp	3jU	-	-	3xH+600	-	-
W2L	WHV	77.800	-	-	-	CC	-	-	-	-	Ykldoltn	3tH	-	-	3mG+200	-	-
Hrj	EIZ	96.960	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-

HIG Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D-1H	GTY	90.400	-	-	UUU	-	-	-	-	-	Bbfxqqkq	3sR	-	-	3jX+425	-	-
Z-2C	PRP	37.800	-	-	HH-	-	-	-	-	-	Czvjppho	3fH	-	-	3sG+525	-	-
I2K	IPY	90.000	-	-	MM	-	-	-	-	-	Vbzaktwb	3cL	-	-	3tF+225	-	-
W-3A	XAZ	3.000	-	-	L	-	-	-	-	-	Wcqzsonn	3iQ	-	-	3wR+650	-	-
W-3Q	HMF	13.000	-	-	N	-	-	-	-	-	Yskjsool	3lT	-	-	3mH+300	-	-
Rhg	IPM	11.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Q-1I	INU	458.700	-	Fee	UUU	-	-	-	-	-	Erpcxwin	3gP	-	-	3cG+140	-	-