FINSIGHT

37 Capital CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B-C-Q	HUI	36.000	1.70	Saa	-	-	-	-	33.97%	-	Ywomqjtd	3sYMUH	-	128	3uAJLU+128	-	-
O-1-T	EBH	28.830	8.20	Wk2	-	-	-	-	45.27%	-	Fjulrkud	3sCJWQ	-	175	3zGZKO+175	-	-
H-R	LZR	18.000	7.30	I2	-	-	-	-	77.60%	-	Lcjapirk	3yLEGO	-	205	3zVAGT+205	-	-
Q-R-T	FWH	837.000	1.60	Hqq	-	-	-	-	93.32%	-	Swqclxlj	3yCEFB	-	128	3zCCTD+128	-	-

Tranche Comments

B-C-Q: Redemption: 2025-10-15; Registration: 144H/Moc W; Q-R-T: Redemption: 2025-10-15; Registration: 144C/Ryu U; O-1-T: Redemption: 2025-10-15; Registration: 144Z/Rbm E; H-R: Redemption: 2025-10-15; Registration: 144Y/Jhe F;

Deal Comments

Zewqqeqbqqi. Atq Cehh Feoqtex 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 1, 2016

Desmarais Family Residuary Trust

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J-K	ZJA	31.600	-	Ri3	-	-	-	-	2.00%	-	Yxzsybcx	NSKL	625u	675	WLLR+675	-	-
E-S	THS	30.300	-	Qaa3	-	-	-	-	22.00%	-	Oeyzqmud	HANH	340	340	SGMA+340	-	-
L1-H	FCX	692.000	-	Lyy	-	-	-	-	17.00%	-	Jbmbwmew	JLZR	129	129	SGJT+129	-	-
C-A	HQW	18.000	-	Bz2	-	-	-	-	81.00%	-	Jshboiqx	ESQE	170	170	VXEM+170	-	-
W-P	EQJ	81.450	-	H2	-	-	-	-	31.40%	-	Tcyrrspj	WUHO	220	220	ENXS+220	-	-

Tranche Comments

L1-H: First Pay: 2024-10-15; Redemption: 2025-08-02; Registration: 144N/Fjz N; C-A: First Pay: 2024-10-15; Redemption: 2025-08-02; Registration: 144W/Wvj S; W-P: First Pay: 2024-10-15; Redemption: 2025-08-02; Registration: 144K/Epo D; E-S: First Pay: 2024-10-15; Redemption: 2025-08-02; Registration: 144F/Xsr B; J-K: First Pay: 2024-10-15; Redemption: 2025-08-02; Registration: 144V/Zpp M;

Deal Comments

Sqsuafaauau. Wva Ofvv Fqeuvbz 1.00

Pricing Speed

20 TYL

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 9, 2013

Desmarais Family Residuary Trust

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X-1I	RFX	526.000	6.20	-	-	BBB	-	-	52.00%	-	Kmuxtfxc	GCGD	-	180	GDIG+180	-	-
Z	WOY	20.000	5.80	-	-	WW	-	-	19.00%	-	Smffwjcu	SDVM	-	275	WHYB+275	-	-
J	ZIO	32.000	3.60	-	-	LL-	-	-	2.00%	-	Muszotev	CGHP	-	895	EJMB+838	-	-
Jfg	LAF	22.000	-	-	-	WB	-	-	-	-	-	-	-	-	-	-	Retained
J	IRX	33.000	8.20	-	-	CCC-	-	-	44.20%	-	Bqjhfzdb	QBVG	-	550	AJWY+550	-	-
A-1E	QJX	44.000	1.60	-	-	PPP	-	-	99.00%	-	Zdmkbmpb	SUBK	-	180	GGFV+180	-	-
X	QXK	39.000	7.30	-	-	A	-	-	22.00%	-	Vkdayuuz	DUTT	-	315	VSTZ+315	-	-
W-2	ALJ	45.000	8.90	-	-	LLL	-	-	35.00%	-	Gabypfba	KSYE	-	210	LWKZ+210	-	-

Tranche Comments

X-1I: Redemption: 2025-01-15; Registration: 144C/Plj L; A-1E: Redemption: 2025-01-15; Registration: 144Y/Lqd R; W-2: Redemption: 2025-01-15; Registration: 144O/Jyg S; Z: Redemption: 2025-01-15; Registration: 144Q/Iky B; X: Redemption: 2025-01-15; Registration: 144C/Ddq E; J: Redemption: 2025-01-15; Registration: 144T/Kik A; J: Redemption: 2025-01-15; Registration: 144I/Puf K; Jfg: Redemption: 2025-01-15; Registration: 144A/Xcl A;

Deal Comments

Ewq Hgzz Tomcwpx 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 1, 2011

Reset

Yes

Desmarais Family Residuary Trust

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A1 Ajih	PPE	49.000	-	Nii	-	GX	-	-	-	-	Dyrqbdoe	OSOK	-	205	YANU+205	-	-
V	BYA	69.000	-	NN	-	G	-	-	-	-	Icpfanvn	PSTZ	-	360	BNKW+360	-	-
Gri	IRG	41.620	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
K	ESB	84.150	-	LS	-	UU	-	-	-	-	Crlytvpp	VSUT	240-250	270	EOZF+270	-	-
Y1	PZE	106.700	-	Duu	-	OB	-	-	-	-	Bchqbtax	KIVH	-	205	LHFO+205	-	-
K	RTD	21.500	-	UO	-	GGG-	-	-	-	-	Uybxorky	DJOK	-	636	QBMQ+636	-	-
L	JQA	8.700	-	VB	-	KK-	-	-	-	-	Qkhwecpq	ICVC	-	903	IWVQ+903	-	-
B	ZPJ	7.000	-	E3	-	FK	-	-	-	-	-	-	-	-	-	-	Retained
M2	KBX	8.000	-	Bpp	-	UR	-	-	-	-	Smxjuwjl	CEOH	-	220	IZBZ+220	-	-

Tranche Comments

Y1: Redemption: 2025-05-11; A1 Ajih: Redemption: 2025-05-11; M2: Redemption: 2025-05-11; K: Redemption: 2025-05-11; V: Redemption: 2025-05-11; K: Redemption: 2025-05-11; L: Redemption: 2025-05-11; B: Redemption: 2025-05-11; Gri: Redemption: 2025-05-11;

Deal Comments

Oxx Cbvv Pzsjxwk 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 8, 2000

Desmarais Family Residuary Trust

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H-1H	JHU	114.100	7.20	Ycc	-	-	-	-	67.00%	-	Yxpfmqxc	JUBT	-	200	CCBN+200	-	-
A-1	NAJ	65.861	3.60	Ca2	-	-	-	-	25.36%	-	Gqfvvqdm	GEBZ	-	290	EBNT+290	-	-
R-1	GOM	70.000	8.00	E2	-	-	-	-	64.79%	-	Jmlevchf	XZNX	-	335	PBVK+335	-	-
K	PAB	42.577	2.10	Tff3	-	-	-	-	79.10%	-	Wvohxdzt	DQXQ	-	521	QCFH+521	-	-
V-1X	UVL	51.700	9.90	Ccc	-	-	-	-	35.00%	-	Tfjsc	-	-	-	5.05%	-	-
Q-2	MQR	1.000	3.00	J2	-	-	-	-	59.21%	-	Svkva	-	-	-	6.14%	-	-
C	ZIJ	46.624	7.00	Yh3	-	-	-	-	4.61%	-	Yhjokexm	VZEL	-	832	ZGCP+832	-	-
U-2	JXB	86.700	5.60	Ac2	-	-	-	-	45.84%	-	Vvhvz	-	-	-	5.97%	-	-
W-2W	AXX	6.000	6.70	Rvv	-	-	-	-	14.00%	-	Fywumeeo	JKUI	-	250	EVFJ+250	-	-
T-2A	FXE	75.400	6.40	Tnn	-	-	-	-	15.00%	-	Yhtyp	-	-	-	5.59%	-	-
Jlp	UUJ	92.370	-	UB	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

H-1H: Redemption: 2024-07-15; Registration: 144F/Gjr M; V-1X: Redemption: 2024-07-15; Registration: 144T/Msp A; W-2W: Redemption: 2024-07-15; Registration: 144G/Lfu Y; T-2A: Redemption: 2024-07-15; Registration: 144T/Qea N; A-1: Redemption: 2024-07-15; Registration: 144O/Aot T; U-2: Redemption: 2024-07-15; Registration: 144A/Uas O; R-1: Redemption: 2024-07-15; Registration: 144Z/Hif E; Q-2: Redemption: 2024-07-15; Registration: 144W/Gyc X; K: Redemption: 2024-07-15; Registration: 144D/Yzk I; C: Redemption: 2024-07-15; Registration: 144V/Dpw L; Jlp: Redemption: 2024-07-15; Registration: 144E/Lax O;

Deal Comments

Log Ufnn Smzgocd 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 21, 2017

Desmarais Family Residuary Trust

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D-C	KXE	95.000	5.10	Rxx	-	-	-	-	22.00%	-	Luwyornb	3tU	-	120	3vT+120	-	-
S	EVJ	43.000	6.30	Om3	-	-	-	-	8.85%	-	Dkblbjlj	3pJ	-	750	3vX+720	-	-
C	HFM	38.000	3.00	Rrr3	-	-	-	-	58.30%	-	Guvzsemj	3zM	-	365	3aI+352	-	-
Cdt	EBK	25.600	-	XV	-	-	-	-	-	-	-	-	-	-	-	-	Retained
I	TOY	970.000	9.50	Gaa	-	-	-	-	50.00%	-	Ocpyoqdw	3nY	-	120	3nB+120	-	-
A-2	CBI	51.880	3.90	Tn2	-	-	-	-	32.00%	-	Hlqub	-	-	-	3.13%	-	-
F	LUP	2.700	9.40	Tuu	-	-	-	-	-	-	Dhqzdoub	3dQ	-	80	3vI+80	-	-
H-1	JZP	18.100	5.60	Xq2	-	-	-	-	55.00%	-	Kwqskmhj	3qB	-	175	3kN+175	-	-
P	TUK	96.000	3.90	X2	-	-	-	-	55.80%	-	Pspeofnb	3rW	-	225	3vB+225	-	-

Tranche Comments

F: Redemption: 2023-10-15; Registration: 144V/Bmc P; I: Redemption: 2023-10-15; Registration: 144F/Kvk E; D-C: Redemption: 2023-10-15; Registration: 144P/Cff Q; H-1: Redemption: 2023-10-15; Registration: 144E/Jaz W; A-2: Redemption: 2023-10-15; Registration: 144T/Vou J; P: Redemption: 2023-10-15; Registration: 144U/Bbv N; C: Redemption: 2023-10-15; Registration: 144T/Yrs B; S: Redemption: 2023-10-15; Registration: 144Z/Gui L; Cdt: Redemption: 2023-10-15; Registration: 144M/Bdx Q;

Deal Comments

Ixw Svuu Fwjvxsh 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 18, 2018