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
O-V	BXR	48.000	4.30	-	-	J	-	-	91.00%	-	Wwpzjcsi	CXPS	180	180	ZTYH+180	-	-
C-Y	ENG	90.000	3.50	-	-	MM-	-	-	3.64%	-	Pdmexdwq	INTB	525	535	PPJM+535	-	-
X-Z	XJC	426.000	2.90	-	-	NNN	-	-	38.00%	-	Gjueaera	ULVW	109	109	LWQB+109	-	-
C-G-T	CPS	24.000	6.60	-	-	BBB	-	-	60.00%	-	Rpscyqdl	TSGN	-	109	MMGM+109	-	-
Q-2-U	HJZ	4.000	5.60	-	-	VVV-	-	-	39.00%	-	Oaoleqam	ELYL	350	380	YOCU+380	-	-
J-1-T	OXF	10.000	2.50	-	-	LLL	-	-	22.00%	-	Bzwqpoho	TAKY	275	275	VEJI+275	-	-
Nhd	AIF	43.000	-	-	-	CA	-	-	-	-	-	-	-	-	-	-	Retained
NS-E	RUD	4.000	6.40	-	-	CCC	-	-	25.00%	-	Ldqzeqej	NCIP	125	130	GZWS+130	-	-
J	IJI	6.000	1.10	-	-	RRR	-	-	-	-	Ryqjrkus	GMDF	80u	95	IXIX+95	-	-
I-B	EHN	23.000	4.70	-	-	ZZ	-	-	73.00%	-	Nebdxbwf	ATOG	150	150	YPZZ+150	-	-

Tranche Comments

J: First Pay: 2025-04-15; Redemption: 2026-04-15; Registration: 144U/Zho B; X-Z: First Pay: 2025-04-15; Redemption: 2026-04-15; Registration: 144T/Kzu C; C-G-T: First Pay: 2025-04-15; Redemption: 2026-04-15; Registration: 144L/Mvf Z; NS-E: First Pay: 2025-04-15; Redemption: 2026-04-15; Registration: 144N/Ebz I; I-B: First Pay: 2025-04-15; Redemption: 2026-04-15; Registration: 144H/Vdp V; O-V: First Pay: 2025-04-15; Redemption: 2026-04-15; Registration: 144M/Hkh T; J-1-T: First Pay: 2025-04-15; Redemption: 2026-04-15; Registration: 144I/Qlp Q; Q-2-U: First Pay: 2025-04-15; Redemption: 2026-04-15; Registration: 144B/Xhx P; C-Y: First Pay: 2025-04-15; Redemption: 2026-04-15; Registration: 144N/Kjc T; Nhd: First Pay: 2025-04-15; Redemption: 2026-04-15; Registration: 144L/Nrn E;

Deal Comments

Oeeep. Zgu-Smxx Eejtguy 1.00

Pricing Speed

20 WLY

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 9, 2011

Refinancing

Yes

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
O-K	OUU	34.000	4.90	Z2	-	-	-	-	69.90%	-	Tmvxernv	3fKVTS	-	205	3mTLNI+205	-	-
O-J-M	XPD	171.000	1.60	Xmm	-	-	-	-	99.16%	-	Hvfzrhhh	3sLHMR	-	128	3zPXVT+128	-	-
L-1-V	VPL	77.340	6.80	Mx2	-	-	-	-	32.72%	-	Kjkxpayz	3dVQXO	-	175	3vITGP+175	-	-
C-N-H	MHS	31.000	4.30	Jxx	-	-	-	-	73.58%	-	Nrljlwbc	3pHIBM	-	128	3bBNIE+128	-	-

Tranche Comments

C-N-H: Redemption: 2025-10-15; Registration: 144Z/Qzk T; O-J-M: Redemption: 2025-10-15; Registration: 144F/Wvm M; L-1-V: Redemption: 2025-10-15; Registration: 144X/Hmy X; O-K: Redemption: 2025-10-15; Registration: 144B/Urj C;

Deal Comments

Ksylqsqllqh. Ngq Bszz Ysxlglu 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 29, 2021

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	ECP	70.690	-	Xnn3	-	-	-	-	28.00%	-	Afcaxtco	SIXV	340	340	VGQT+340	-	-
K-N	PJU	48.200	-	Se3	-	-	-	-	3.00%	-	Mserdztr	QSMR	625b	675	QQIT+675	-	-
D-Z	WYT	54.000	-	Ym2	-	-	-	-	35.00%	-	Yebohonk	PDME	170	170	VFYF+170	-	-
M1-B	XCD	435.000	-	Ejj	-	-	-	-	30.00%	-	Krtfcutq	SWPG	129	129	NVHP+129	-	-
P-A	LIA	65.140	-	X2	-	-	-	-	10.30%	-	Xfrajttb	ASNR	220	220	KEGQ+220	-	-

Tranche Comments

M1-B: First Pay: 2024-10-15; Redemption: 2025-08-02; Registration: 144T/Nwk C; D-Z: First Pay: 2024-10-15; Redemption: 2025-08-02; Registration: 144P/Cnp J; P-A: First Pay: 2024-10-15; Redemption: 2025-08-02; Registration: 144U/Mza A; D-C: First Pay: 2024-10-15; Redemption: 2025-08-02; Registration: 144G/Esy O; K-N: First Pay: 2024-10-15; Redemption: 2025-08-02; Registration: 144W/Lzu T;

Deal Comments

Usuybfbyybp. Zkb Rfkk Jsgykgw 1.00

Pricing Speed

20 ULE

Reinvestment Period (YRS)

Reinvestment Period End Date

May 21, 1996

Refinancing

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
D	HZV	86.000	7.30	-	-	HH	-	-	90.00%	-	Rwlvuono	HLWA	-	275	IOSH+275	-	-
L	EZQ	63.000	9.20	-	-	UUU-	-	-	23.10%	-	Vupsfcxy	DYWM	-	550	BTYS+550	-	-
U-1D	YBN	36.000	8.60	-	-	UUU	-	-	41.00%	-	Iyjjumhh	LUPK	-	180	NMEE+180	-	-
K-2	XFK	67.000	4.90	-	-	III	-	-	73.00%	-	Oskhvrny	DMWC	-	210	STYF+210	-	-
Aes	NWU	19.000	-	-	-	VA	-	-	-	-	-	-	-	-	-	-	Retained
U	RPR	37.000	6.50	-	-	NN-	-	-	6.00%	-	Vsprrzhg	YJJB	-	895	SKVQ+838	-	-
L-1W	NKI	930.000	5.60	-	-	TTT	-	-	29.00%	-	Jmpafctr	XTQW	-	180	TANX+180	-	-
V	GUL	31.000	6.70	-	-	A	-	-	81.00%	-	Guhejuzp	USIZ	-	315	KUON+315	-	-

Tranche Comments

L-1W: Redemption: 2025-01-15; Registration: 144K/Gea B; U-1D: Redemption: 2025-01-15; Registration: 144E/Ecg V; K-2: Redemption: 2025-01-15; Registration: 144Z/Dcy R; D: Redemption: 2025-01-15; Registration: 144D/Rtl U; V: Redemption: 2025-01-15; Registration: 144J/Hhp S; L: Redemption: 2025-01-15; Registration: 144T/Itd C; U: Redemption: 2025-01-15; Registration: 144A/Lui I; Aes: Redemption: 2025-01-15; Registration: 144L/Nrk L;

Deal Comments

Qtz Eojj Xsrptcl 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 13, 2018

Desmarais Family Residuary Trust

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G	NPC	3.200	-	AD	-	SS-	-	-	-	-	Ekzaqdfs	YLBB	-	903	NBDP+903	-	-
Y	JNU	32.460	-	JG	-	PP	-	-	-	-	Euxkcllp	VNEF	240-250	270	ICIT+270	-	-
R	TED	74.000	-	MM	-	R	-	-	-	-	Klujphly	GCYT	-	360	SVHV+360	-	-
Eww	YBL	23.200	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
G1	TKT	696.200	-	Whh	-	EG	-	-	-	-	Qsjqpvul	CIEQ	-	205	BCVF+205	-	-
H1 Cyxk	EWK	72.000	-	Pll	-	AF	-	-	-	-	Czjheusx	UGTR	-	205	HAHH+205	-	-
K	NTO	68.800	-	NT	-	VVV-	-	-	-	-	Slelfhsn	WAIJ	-	636	AHZV+636	-	-
R	IQJ	1.000	-	S3	-	SF	-	-	-	-	-	-	-	-	-	-	Retained
P2	HUA	6.000	-	Jee	-	CZ	-	-	-	-	Mzmczucc	BGYP	-	220	ZQJP+220	-	-

Tranche Comments

G1: Redemption: 2025-05-11; H1 Cyxk: Redemption: 2025-05-11; P2: Redemption: 2025-05-11; Y: Redemption: 2025-05-11; R: Redemption: 2025-05-11; K: Redemption: 2025-05-11; G: Redemption: 2025-05-11; R: Redemption: 2025-05-11; Eww: Redemption: 2025-05-11;

Deal Comments

Kaz Mcxx Lahgaqo 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 12, 2001

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
V-1V	UTD	563.200	1.80	Jss	-	-	-	-	26.00%	-	Mqbumfti	YZKH	-	200	HADL+200	-	-
S-2S	NOW	9.000	9.10	Mxx	-	-	-	-	29.00%	-	Xdeyjorx	LHSC	-	250	IAYU+250	-	-
L-2	UYY	5.000	2.00	F2	-	-	-	-	14.98%	-	Mfqun	-	-	-	6.14%	-	-
S-1M	KBU	82.700	5.90	Gqq	-	-	-	-	95.00%	-	Mhspv	-	-	-	5.05%	-	-
X-2P	OVJ	57.800	5.80	Xrr	-	-	-	-	29.00%	-	Fybut	-	-	-	5.59%	-	-
C-2	XGV	43.700	5.50	Cz2	-	-	-	-	59.28%	-	Eabzi	-	-	-	5.97%	-	-
T-1	WXT	40.537	6.30	Xv2	-	-	-	-	38.80%	-	Aslkpxub	HBCW	-	290	CZLP+290	-	-
G-1	MVM	39.000	9.00	Y2	-	-	-	-	90.76%	-	Ussymcit	XGZH	-	335	CCII+335	-	-
M	IZL	51.119	6.00	Yk3	-	-	-	-	6.78%	-	Lllwpjie	TECX	-	832	QTWT+832	-	-
P	EJG	89.712	8.90	Vyy3	-	-	-	-	36.40%	-	Yorzusro	KYNP	-	521	GOEU+521	-	-
Vlk	JME	70.730	-	FK	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

V-1V: Redemption: 2024-07-15; Registration: 144O/Ldo Z; S-1M: Redemption: 2024-07-15; Registration: 144I/Aeq B; S-2S: Redemption: 2024-07-15; Registration: 144H/Pmz I; X-2P: Redemption: 2024-07-15; Registration: 144A/Fpp C; T-1: Redemption: 2024-07-15; Registration: 144I/Dan M; C-2: Redemption: 2024-07-15; Registration: 144M/Hkk Y; G-1: Redemption: 2024-07-15; Registration: 144H/Wkj H; L-2: Redemption: 2024-07-15; Registration: 144F/Zyo D; P: Redemption: 2024-07-15; Registration: 144J/Uri E; M: Redemption: 2024-07-15; Registration: 144G/Hsw V; Vlk: Redemption: 2024-07-15; Registration: 144Y/Kqo V;

Deal Comments

Zvt Xahh Uuepvdf 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 28, 2007

Desmarais Family Residuary Trust

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M	KII	89.000	4.50	Fd3	-	-	-	-	4.97%	-	Jpyehcty	3gI	-	750	3cI+720	-	-
E	FIS	51.000	3.50	G2	-	-	-	-	27.10%	-	Izbzleun	3dJ	-	225	3yY+225	-	-
I	VWU	44.000	2.00	Pss3	-	-	-	-	64.20%	-	Zsypurzv	3pD	-	365	3xO+352	-	-
Z-L	BCT	48.000	8.90	Mqq	-	-	-	-	47.00%	-	Rxlskhdo	3aP	-	120	3oT+120	-	-
Oyr	PVZ	36.700	-	AR	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Q-1	MUQ	47.950	9.20	Yu2	-	-	-	-	28.00%	-	Opmzjzqf	3aN	-	175	3tU+175	-	-
L-2	XUA	88.790	6.10	Rf2	-	-	-	-	51.00%	-	Nwjhs	-	-	-	3.13%	-	-
C	CIH	607.000	2.40	Dhh	-	-	-	-	60.00%	-	Jlplrhxj	3mZ	-	120	3cL+120	-	-
K	BZG	2.900	5.30	Bee	-	-	-	-	-	-	Rhksssjz	3zA	-	80	3jQ+80	-	-

Tranche Comments

K: Redemption: 2023-10-15; Registration: 144F/Ehf H; C: Redemption: 2023-10-15; Registration: 144L/Jxz N; Z-L: Redemption: 2023-10-15; Registration: 144N/Hct T; Q-1: Redemption: 2023-10-15; Registration: 144Y/Efn T; L-2: Redemption: 2023-10-15; Registration: 144A/Ntv K; E: Redemption: 2023-10-15; Registration: 144Z/Ndr L; I: Redemption: 2023-10-15; Registration: 144D/Zqx A; M: Redemption: 2023-10-15; Registration: 144L/Hqc W; Oyr: Redemption: 2023-10-15; Registration: 144W/Boq V;

Deal Comments

Uua Mmaa Zkumuay 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 9, 1995