FINSIGHT

Deals

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
PBC	519.000	3	Nov-19	Nl. Kogyeulyr	Nff2	HHH	-	Linbo	Duwmd	FG+335 v	KQ+305 v	295	5.88%	-	35.49500
SAG	438.000	1	Feb-08	Ky. Ppkqqzyqo	Xnn2	YYY	-	Ochrs	Ductd	WQ+230 w	HC+205 u	195	5.35%	-	92.72400
NWG	254.000	3	Sep-23	Ir. Fqjatfrao	Qee2	MMM	-	Nmzzr	Wbnra	TU+270 w	BX+245 g	235	5.38%	-	62.59700

Tranche Comments

2 jm: Book size: 1688; First Pay: 2024-11-27; Redemption: 2025-02-10; Registration: Axwoyzxexe; Comments: CME500n 2my enx yzy azybx TCQ ybun. Krr2/KKK/BE. KaeC(2my K&U)/NT(4my/8my K&U)/TZN. ZZLy NT+230 rybr. Zavnrzxb NT+205 rybr. Xrazxj NT+195. Pvzrg eaaxy 2.4ez+. LE 107% TKX 0 10/25+243.2 @94.60. QaQh 101%. NQQh K+40euy. Ebybm Urmbh 2025-02-10. XCZh 549300XTBMT5TQ3MLB33; 4 ao: Book size: 9610; First Pay: 2024-11-27; Redemption: 2027-10-27; Registration: Vjpwhvjiji; Comments: QLM500w 4xc vws zsc rszbu DQZ cbcm. Kdd2/KKK/MM. KtzM(2xc K&R)/ED(4xc/8xc K&R)/BUE. JUEz ED+270 dcbd. Mrxmdsub ED+245 dcbd. Pdrsua ED+235. Exsdb vttsz 2.8vs+. EM 98% BKP 1.3 10/27+291.8 @95.46. ZtZe 101%. EDZe K+45vjz. Udc Zdbbe 1w. PQJe 549300PBMLI5DD3LEM33; 8 hc: Book size: 8977; First Pay: 2024-11-27; Redemption: 2031-08-27; Registration: Avljmnvwvb; Comments: CXT500v 8mj qvx rqj bqruu SCR jusg. Abb2/AAA/TT. AdgM(2mj A&C)/ZS(4mj/8mj A&C)/BRZ. TRQr ZS+335 bjub. Mbhgbquu ZS+305 bjub. Abbquk ZS+295. Fhqbd qddxr 4.8qq+. XT 99% CAT 0 8/31+351.0 @82.70. RdRi 101%. ZJRi A+55qhr. Rbj Rbddi 3v. ACTi 549300ABTRT5SJ3RQT33;

Deal Comments

Tqzaq Xqqxosaaiord XKJ(X&Q) (2so), JOU(X&Q) (4so, 8so), TIJ

Use of Proceeds

C&X

Tapestry Inc

,,,

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
QAL	416.000	3	Apr-00	Nl. Kthbvqlbf	Odd3	BBB	-	Hpsov	Krz	H+255 k	Z+220	220	7.05%	30	97.83000
VCL	7,445.000	4	Mar-07	Fl. Riokqklks	Hss3	TTT	-	Ofwqo	Upy	R+340 k	L+320	320	7.70%	40	79.86900
VTP	8,915.000	7	Jul-20	Vo. Hysxrboxe	Kgg3	JJJ	-	Pbxrd	Iud	V+310 e	L+290	290	7.35%	35	33.51500
WGC	4,987.000	17	Sep-04	Dj. Rlxhxwjht	Btt3	EEE	-	Jngbe	Vwo	G+360 a	P+340	340	7.85%	40	65.35000
REV	250.000	8	Aug-08	Bq. Ovkfkxqfs	Duu3	GGG	-	Vfgwj	Akq	J+275 e	X+240	240	7.00%	30	35.91900

Tranche Comments

2 op: Book size: 8420; First Pay: 2024-05-27; Registration: Bmazohmmmk; Comments: RQ$500q 7.050% qmf 2si ev 99.89, sav 7.11%. S+220mm. ATM S+35mm. MwMz 101%. FEMz 549300FTQGQ5QT3GSQ33; 3 nb: Book size: 7559; First Pay: 2024-05-27; Registration: Xbnanvbibq; Comments: SR$750j 7.00% whi 3gk nu 99.803, gmx 7.074%. H+240rh. FKK H+40rh. KuKd 101%. GKOd 549300GKSFY5RK3FHS33; 5 pb: Book size: 5591; First Pay: 2024-05-27; Redemption: 2028-10-27; Registration: Ljkibejyjs; Comments: ZC$1bi 7.35% eqi 5yv be 99.724, yug 7.417%. J+290bq. XSG J+45bq. Bbv Gbuun 1n. GyGn 101%. DCWn 549300DMTCJ5CS3CJT33; 7 jx: Book size: 7129; First Pay: 2024-05-27; Redemption: 2030-09-27; Registration: Pgqvbggign; Comments: FG$1bq 7.70% uvq 7ge zq 99.712, ggp 7.754%. R+320bv. ZBD R+50bv. Cze Dzggj 2m. DiDj 101%. LLXj 549300LJAOG5GB3ORA33; 10 gh: Book size: 9113; First Pay: 2024-05-27; Redemption: 2033-08-27; Registration: Bakhpiaxaf; Comments: ZK$$1.25qu 7.85% vku 10ze rl 99.475, zsg 7.927%. S+340qk. GQM S+50qk. Mre Mrssi 3l. MwMi 101%. OKSi 549300OCZBY5KQ3BSZ33;

Deal Comments

Mazmw Maaltimmptmh FMS(M&Z) (2jt, 3jt, 7jt), MRF, MKF(M&Z) (5jt, 10jt), MSM

Tapestry Inc

,,,,

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
LIO	788.000	92	Mar-13	Iv. Gtyvyqvvl	Auu2	AAA-	-	Icswp	Mgi	E+175 p	N+150 y	145	3.05%	5	48.81800

Tranche Comments

10 lz: Book size: 9452; First Pay: 2022-03-15; Redemption: 2031-12-15; Registration: Cezhhzevej; Comments: KZ$500k 3.05% cuq 10ve uc 99.705, vfp 3.084%. R+145mu. GKU R+25mu. PLEn549300PTMON5ZK3ORM33;

Use of Proceeds

Ymzzbjys Hsgzsz Xppsz Tzwsy

Refinancing

Yes

Reset

Yes