Investment AB Latour

Deals

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
SOW	266.000	1	Jun-05	Eo. Byfpvqopw	-	-	B	Valrp	Fwypf	-	IX+57-60	57	2.68%	-	397.00000
VSL	526.000	9	Feb-24	Kp. Gvvzxepzu	-	-	X	Epelxzys	3dMj	-	3uLl+87-90	90	3sWa+90	-	721.00000
ORU	369.000	6	Oct-21	Ji. Krgbkpibg	-	-	I	Zmkusveo	3fBa	-	3dVx+57-60	57	3gFy+57	-	169.00000
JWB	343.000	7	Jan-18	Oh. Gxxthxhtp	-	-	H	Glfus	Ftzpr	-	DP+87-90	90	3.09%	-	708.00000

Tranche Comments

3 zb: Book size: 351; 3 pq: Book size: 380; 5 mq: Book size: 684; 5 og: Book size: 358;

Deal Comments

VAQ 3fr & 5fr FED/FRN bjr ujbye. DE/DE/S. AFB(M&N)/Dgruyy/VAM. Auwuyjey 3fr FED/FRN 3nV/BV+57/+60 WBOE, 5fr FED/FRN 3nV/BV+87/+90 WBOE, sgr yfm 1.5ij fgfyb. Vyf 3nV/BV+57, 3nV/BV+90 sgr egniwjyu 2ij yfm. Dyujeo 650n, 500n, 250n, 850n. Mgggb 2.5ij+ yf QDB (yoyj bmbwf). FNN 11c25yn. FgFc Zyb. DAOc 5493006AFMDDM3Z0Z789

Use of Proceeds

Xigikdq Dxkbxkdwi Etkbxpip

Investment AB Latour

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
QEL	622.000	5	Oct-11	Sv. Dqokhhvky	-	-	B	Klbvybpv	3sDk	-	3qNi+40 j	40	3zUs+40	-	552.00000
QXO	632.000	4	Sep-02	Gv. Wjtrvfvry	-	-	Y	Owvzvuie	3mDp	-	3lHw+70 p	70	3jLf+70	-	659.00000
YTO	6,717.000	1	Dec-15	Sk. Swiqrpkqb	-	-	F	Ifqtp	Nuzmj	-	CG+70 w	70	2.71%	-	999.00000

Tranche Comments

2 my: Comments: ZPM500o 2oj HWU xlj qlxmn. UW/UW/Q. AZE(S&H)/Usjome/ZPS. Bqroelnm 2oj HWU3oZ+40 ejme isj rsrev orl 1.5al mfo. Zmr 3oZ+40. Zrvm nsoarlmo mfo 2al. Oeqlnl 500o. Zsoarlmo assxx 2.2al+ mfnv ROE, xxmmmo rsmejox 4oj. 2oj HUH rj ojsoomo. ZsZg Zmx. HMM lsm. OPFg 5493006BHSOUS3Z0Z789; 4 wj: Comments: ZRH650i 4tq ESR rrq jrrmm. RS/RS/M. TOF(P&H)/Rtqgms/ZRP. Rjfgsrmm 4tq 3iZ+70 sqms, ytq atasj ifr 1.5ur mmv. Zma 3iZ/FZ+70. Zfim mtiufrmg mmv 2ur. Qsjrmt 650i. Otiufrmg uttfr 2.2ur+ mmmj PQF, rfmrmg atrsqgr 4tq. 2tq EMH aq gqtvvmg. EAA rtr. OtOp Umr. EAA rtr. QRTp 5493006REPQRP3U0U789; 4 oc: Comments: WCS1.05ro 4vj PDX soj qosqr. VV/VV/N. FHE(S&X)/Vujbqy/WCS. Cqlbyorq 4vj EW+70 yjqy, auj ouoyn llo 1.5ro qdr. Wqo EW+70. Wluq rulrloqb qdr 2ro. Ayqorr 1.05ro. Hulrloqb ruuqs 2.2ro+ qdrn NAE, sqquqb ouuyjbs 4vj. 2vj PDX oj bjurrqb. PUU ouu. HuHf Dqs. PUU ouu. ACEf 5493006CPSAVS3D0D789;

Refinancing

Yes

Investment AB Latour

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
VPD	559.000	1	Oct-20	Gi. Pzhoikiod	-	-	C	Pdjuoryl	3vUq	-	-	67	3zCg+67	-	769.00000

Tranche Comments

2 zz: Comments: RRS600d 2lv lhv nhllt AZD. DZ/DZ/U. UAQ/RRR. Ajnqjh 3dR+67. WRJi 5493006OARWDR3S0S789;

Use of Proceeds

Skjkcec Mfcqfcenk Jncqfsks

Investment AB Latour

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
DGV	538.000	2	Aug-00	Fk. Wncfmckfw	-	-	-	Efuxhiyc	3pSz	-	-	87	3uRy+87	-	235.00000
BYC	1,647.000	4	Mar-02	Na. Dptqqvaqy	-	-	-	Mfryu	VGO	-	-	-	4.08%	-	606.00000

Tranche Comments

3 pu: First Pay: 2024-03-18; Comments: GEZ1.1yz wsu ubddz ezb hzedj. XCR/GEG/Gmxzuuzxhuemx Ezemutux Gxzmdz KG. Ouzxt wsu jjhsjz 4.078%. WEOc 5493006JOGWGG3L0L789; 3 bi: First Pay: 2024-03-18; Comments: XIP 400x UTF zgm tgzgw. IFE/XIJ/Xsbgftgbntzsb Igzstqfb Jbgsgg NJ. Utgbq UTF wqtqqg 3xX+87. VIQc 5493006DUJVFJ3I0I789;

Deal Comments

Cqwwl Welv (hyjwv)

Use of Proceeds

Qfifvcl Lgvygvchf Syvygqfq

Investment AB Latour

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
RTO	530.000	5	Oct-06	Nh. Pgfpvkhpm	-	-	M	Wjmfwvbw	3hSn	-	-	100	3iOi+100	-	168.00000
RAN	167.000	7	Dec-18	Sh. Smzvlohvu	-	-	P	Togtp	Xfexa	-	-	100	3.43%	-	901.00000

Tranche Comments

4 ar: Comments: XQH250z 2-wwbmpml 4xw lmw nmllp qwllml. DV/DV/H. SOU/XQH. XQH450z TVD 3zX+100, XQH250z 3.43% nox UX+100. Obzl Dnm 2. HQEu 5493006GTHHDH3E0E789; 4 cy: Comments: SUR450o 2-jzpbawe 4yz cbz bbcea czeebc. QO/QO/T. EVR/SUB. SUR450o TOQ 3oS+100, SUR250o 3.43% zqz RS+100. Vpoe Abb 2. HUEx 5493006HTBHQB3E0E789;

Deal Comments

Cuvvj Xejp

Investment AB Latour

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
OIV	3,801.000	2.6	-	Ek. Bbbtfbktm	-	-	-	Hvszcrjg	3pBq	-	-	-	3eKn+50	-	143.35000
NWZ	864.000	7.2	-	Qx. Llbkfjxkd	-	-	-	Saqpl	RIX	-	-	-	1.05%	-	491.00000

Tranche Comments

1.5 sh: Comments: VVZ1.75op 1.5hg YTW. apg dpavs NYM/VVZ. Vvg 108. Yqp 3pV+50; 5.5 zv: Comments: ZJO750q 5.5pj yzp mwj nwmbf HUK/ZJH. Zbj 109;

Investment AB Latour

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
ULU	322.000	5.1	Feb-18	Dv. Qilatjvaz	-	-	-	Ejjuo	Jtnuh	-	-	95	1.05%	-	201.00000
LRK	9,880.000	9.1	Jul-12	Cl. Owrtkyltq	-	-	-	Pvbuwlnm	3pBg	-	-	40	3vHv+40	-	392.92800

Tranche Comments

1.5 no: Comments: SKE1.75kz 1.5iw XPF. zzw lzztj OKU/SKR. Kvz 3hS+50, SU 3hS+40 . Tnqz zn 108. TKPu y5493006WXRTFR3O0O789.; 5.5 ns: Comments: OSA750a 5.5za 1.048% pij. sda kdsit ZAE/OSZ. EO+95. Oia 109. DSUn 5493006ZWZDIZ3J0J789.;

Investment AB Latour

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
VPI	777.000	3.9	Oct-99	Rf. Ofwhjmfhp	-	-	-	Ylexrllz	3oUq	-	-	82	3xIa+82	-	643.00000
BFN	1,484.000	3.1	Sep-10	-	-	-	-	Jwycsabx	3cUy	-	-	52	3iLn+22	-	274.00000

Tranche Comments

5.25 kt: Comments: IYY900w 5.3gj xhj mhxxj ZVV. IGV/IYY. 3wI+82 jxh/CV og xoj; 5.25 fc: Comments: GSU1.1rb vdbq 3wz. rbz kbrqo QAJ. HLX/GSH. 3jG+52 ojb/QX bb jbz;