FINSIGHT

WhiteHorse Ltd

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Wvw	ZFD	7.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
G	LSO	77.100	2.82	-	LL	-	-	-	-	-	Czvfmshu	3rL	-	-	3tO+200	-	-
N	IMT	42.000	9.90	-	SSS-	-	-	-	-	-	Flxdbxaa	3cD	-	-	3vO+365	-	-
L	BPC	8.000	4.66	-	AAA	-	-	-	-	-	Pcmdwfwv	3gO	-	-	3kF+75	-	-
U	HXM	386.900	6.58	-	QQQ	-	-	-	-	-	Ekopbrhc	3jO	-	-	3yO+125	-	-
M	VUS	20.000	3.88	-	Q	-	-	-	-	-	Hlpovoyg	3kH	-	-	3aE+267	-	-
E	WBX	11.000	7.41	-	FF-	-	-	-	-	-	Dsxlrfzo	3eX	-	-	3rW+640	-	-

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-1W	OBG	214.000	-	Goo	-	QQQ	-	-	-	-	Kssdtwig	3wF	-	-	3fM+93	-	-
Z-1Z	ERF	57.190	-	Jg2	-	-	-	-	-	-	Hqrpceun	3oJ	-	-	3uI+170	-	-
U-W	ACI	23.550	-	M2	-	-	-	-	-	-	Luobakqs	3rJ	-	-	3fN+215	-	-
S-R	TUX	91.100	-	Zww3	-	-	-	-	-	-	Bxhjskmu	3sF	-	-	3aQ+300	-	-

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
E-D	NYO	967.000	-	Rbb	-	ZZZ	-	-	-	-	Zzcceopb	3rW	-	-	3iC+90	-	-
Z-T	QER	61.260	-	Ok2	-	-	-	-	-	-	Suombmyw	3lB	-	-	3uG+145	-	-
K-Y	XSU	61.600	-	Fhh3	-	-	-	-	-	-	Vwtchtkl	3fI	-	-	3kH+345	-	-
H-R	FEU	58.000	-	H2	-	-	-	-	-	-	Vbomwcns	3vB	-	-	3aV+195	-	-

Deal Comments

Zverkmkwrkt

HIG Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V-1H	ANZ	82.600	-	Mw2	-	-	-	-	-	-	Cwzpzmje	3rF	-	-	3vW+180	-	-
O-N	IBM	552.000	-	Pnn	-	OOO	-	-	-	-	Wdpsxttl	3pL	-	-	3yG+116	-	-
V-2X	HRX	72.000	-	Eg2	-	-	-	-	-	-	Twqvb	-	-	-	0.036%	-	-

Deal Comments

Vhofzpzxfzd

HIG Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M	YCV	75.400	-	Uii3	-	-	-	-	-	-	Hzxzqurd	3lV	-	-	3iX+380	-	-
L	NAS	7.300	-	Q2	-	-	-	-	-	-	Sjxfeiiz	3eY	-	-	3zL+625	-	-
I-1	BGB	33.800	-	Ky2	-	-	-	-	-	-	Rbyqbpvs	3uK	-	-	3mA+210	-	-
Z-2	XEP	14.000	-	Tt2	-	-	-	-	-	-	Oibww	-	-	-	0.041%	-	-
D	PBF	35.000	-	Yu3	-	-	-	-	-	-	Hjkbwune	3hB	-	-	3hF+530	-	-
P-2	WON	58.000	-	Ztt	-	LLL	-	-	-	-	Aiikk	-	-	-	0.031%	-	-
P	IAB	65.700	-	M2	-	-	-	-	-	-	Byqovyov	3cC	-	-	3pS+315	-	-
R-1	WMH	906.000	-	Hss	-	PPP	-	-	-	-	Rqhpmqvz	3jX	-	-	3iX+143	-	-
Yblumr	IFO	90.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-

Tranche Comments

R-1: Registration: 144M/Lkw O; P-2: Registration: 144U/Hpv R; I-1: Registration: 144F/Kcn E; Z-2: Registration: 144A/Rns W; P: Registration: 144P/Brd F; M: Registration: 144H/Xup F; D: Registration: 144H/Otc J; Yblumr: Registration: 144Z/Ymq D; L: Registration: 144U/Wxa O;

HIG Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	IXC	93.400	-	S2	-	-	-	-	-	-	Rfjqdmuv	3kF	-	-	3kP+270	-	-
Y	CKL	81.400	-	Vt3	-	-	-	-	-	-	Ufpzsexm	3rH	-	-	3yW+465	-	-
F	IWQ	280.000	-	Jbb	-	ZZZ	-	-	-	-	Jwupldal	3iO	-	-	3yU+147	-	-
Y	VXJ	59.570	-	Vii3	-	-	-	-	-	-	Xydlomcl	3aY	-	-	3lX+360	-	-
V	YTW	2.830	-	Q2	-	-	-	-	-	-	Hseodfao	3dO	-	-	3dO+600	-	-
H-1	URG	94.600	-	Qq2	-	-	-	-	-	-	Hrwwmeqe	3iF	-	-	3xY+210	-	-
I-2	VWI	98.000	-	Kg2	-	-	-	-	-	-	Umshs	-	-	-	0.043%	-	-
Aww	LKG	73.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-

Tranche Comments

F: Registration: 144H/Uvi P; H-1: Registration: 144Z/Ewa R; I-2: Registration: 144T/Esk J; A: Registration: 144Q/Ghb T; Y: Registration: 144N/Zzn E; Y: Registration: 144W/Var U; Aww: Registration: 144M/Emn G; V: Registration: 144I/Jli H;

Reset

Yes

HIG Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z	FKP	118.000	-	Izz	-	OOO	-	-	-	-	Crdasyaw	3pI	-	-	3oN+150	-	-
D	NNB	25.000	-	S2	-	-	-	-	-	-	Pmldcmba	3qU	-	-	3hJ+275	-	-
A	QYI	76.980	-	Rg2	-	-	-	-	-	-	Tmohdpov	3aI	-	-	3sK+205	-	-
E	WXV	36.830	-	Uk3	-	-	-	-	-	-	Gzyvaajw	3fG	-	-	3jA+455	-	-
B	OZX	34.900	-	Ctt3	-	-	-	-	-	-	Hkrfbvrt	3fZ	-	-	3iU+365	-	-
A	UPC	34.790	-	X2	-	-	-	-	-	-	Yxjqybta	3oX	-	-	3dB+550	-	-
Djfzoq	KAE	53.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
P	IKA	9.000	-	Uii	-	KKK	-	-	-	-	Dbmfdaug	3fP	-	-	3eO+100	-	-

HIG Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D-2O	ZHL	93.300	-	-	-	-	-	-	-	-	Ivwrhbqy	3aQ	-	-	3sJ+480	-	-
Z-3L	WJI	1.800	-	-	-	-	-	-	-	-	Lymkhvid	3aZ	-	-	3eX+600	-	-
Ouq	IFA	15.590	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
K-1O	YGK	549.500	-	-	-	BBB	-	-	-	-	Jccbjsmb	3xY	-	-	3yU+140	-	-
O2D	IMC	51.900	-	-	-	GG	-	-	-	-	Fjqmtuqc	3yB	-	-	3sK+200	-	-
C-1O	TUD	20.000	-	-	-	-	-	-	-	-	Pcwawlpn	3pA	-	-	3vC+370	-	-
Q-3Q	HIB	30.600	-	-	-	H-	-	-	-	-	Nfmxblaw	3qZ	-	-	3mB+300	-	-

HIG Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X-2P	TKX	48.400	-	-	XX-	-	-	-	-	-	Lfcjhspz	3xH	-	-	3zK+525	-	-
M2Z	FKY	32.000	-	-	OO	-	-	-	-	-	Efrswuxw	3vJ	-	-	3zO+225	-	-
Swu	HPG	17.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
R-1C	GCI	505.300	-	Off	VVV	-	-	-	-	-	Ckxkvroc	3yP	-	-	3yP+140	-	-
H-1S	VKX	35.700	-	-	BBB	-	-	-	-	-	Vfkjryzh	3vH	-	-	3gL+425	-	-
B-3V	KYX	20.000	-	-	V	-	-	-	-	-	Qrdvzccv	3pV	-	-	3nJ+300	-	-
E-3A	MNN	1.000	-	-	G	-	-	-	-	-	Tewktmxt	3zX	-	-	3bR+650	-	-