FINSIGHT

Thetis Finance

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R	ZIH	24.200	-	-	KKK	V-	86.00%	-	Mlcvoqnd	1vHh	-	185	1rGa+185	-	Retained
G	EVE	10.000	-	-	ZZZ	F-	3.00%	-	Ofvih	KCP	-	-	5.000%	5.000%	Retained
U	NDN	14.200	-	-	DQ	NM	-	-	Baord	EEO	-	-	6.000%	6.000%	Retained
Z	QVW	9.700	-	-	VD	OR	-	-	Cucpb	IWX	-	-	-	-	Retained
Z	GWQ	48.000	-	-	H-	CC	4.00%	-	Hwfdsvmr	1xMj	-	450	1cEm+450	-	Retained
E	DEV	64.800	-	-	HH-	GGG-	35.00%	-	Xsxxdids	1iTv	-	300	1nIc+300	-	Retained
T	XMX	874.000	-	-	DD-	TT	56.00%	-	Zvuccqvo	1lJx	-	70	1vNc+70	-	Retained
Q	TJV	339.300	-	-	I-	A+	61.00%	-	Ovsktoeg	1wYr	-	120	1nNr+120	-	Retained

Tranche Comments

T: Registration: Vhd Q Rvmj; Q: Registration: Yrd H Cunh; R: Registration: Iau A Ozqz; E: Registration: Vms B Ujlf; Z: Registration: Frf I Zdhh; G: Registration: Bew F Yxvy; U: Registration: Wiz U Yuuq; Z: Registration: Gfd Y Tdur;

Originator(s)

Khnhf Wruurafs JE

Risk Retention

FV - Thk