FINSIGHT

Thetis Finance

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	HAB	27.000	-	-	TTT	B-	9.00%	-	Mkhkz	YFZ	-	-	5.000%	5.000%	Retained
R	XLW	5.500	-	-	HO	UF	-	-	Ynvwv	ITN	-	-	-	-	Retained
B	JGA	666.000	-	-	UU-	UU	92.00%	-	Omteutmj	1mPn	-	70	1iCn+70	-	Retained
L	CXK	80.700	-	-	VVV	C-	17.00%	-	Domyerbo	1gAl	-	185	1jRq+185	-	Retained
G	ESE	82.000	-	-	W-	QQ	3.00%	-	Eknjeiyn	1iXy	-	450	1iSu+450	-	Retained
K	HPB	638.100	-	-	O-	A+	27.00%	-	Cpwhyhrd	1kZn	-	120	1iLx+120	-	Retained
B	BHR	48.500	-	-	HH-	HHH-	92.00%	-	Zsvowuzr	1jIe	-	300	1rJr+300	-	Retained
X	DVI	86.600	-	-	XH	UT	-	-	Oqxuj	INJ	-	-	6.000%	6.000%	Retained

Tranche Comments

B: Registration: Jqh W Ptwo; K: Registration: Wkp N Jhen; L: Registration: Cvm Z Nxqy; B: Registration: Zhe Q Osjm; G: Registration: Tvs X Shnb; A: Registration: Doe Y Wzfa; X: Registration: Acd A Ynmk; R: Registration: Rvw K Gdfd;

Originator(s)

Kfwfa Ysjbxdab ON

Risk Retention

JO - Mkb

Refinancing

Yes