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
S-R	JID	5.800	7.90	-	HHH	-	-	-	-	-	Berlhklq	PIJZ	100l	100	HODG+100	-	-
Q-2-O	JRL	74.000	5.30	-	XXX	-	-	-	48.00%	-	Udlllqhd	BOBM	-	185	UOLF+185	-	-
L-2-G	OPB	8.000	5.30	-	I	-	-	-	37.00%	-	Wkimt	-	-	-	6.25%	-	-
V-P	MQI	76.810	93.30	-	BB-	-	-	-	1.10%	-	Nmvcshnt	GCNZ	775l	785	VGCX+785	-	-
U-1-D	IZH	524.000	8.70	-	CCC	-	-	-	74.00%	-	Efrphktj	TJJW	-	150	JOKG+150	-	-
J-N	AWX	33.000	2.90	-	OO	-	-	-	68.00%	-	Wmdmkvjl	JNIG	200	200	JDFA+200	-	-
Z-C-Y	VXK	60.000	3.50	-	NNN	-	-	-	83.00%	-	Sxcaaszz	YHHQ	-	150	HTYJ+150	-	-
V-1-F	YTZ	86.000	6.80	-	K	-	-	-	65.00%	-	Hmuduyro	ELGR	-	250	TEPP+250	-	-
E-1-Z	ZBR	72.290	9.60	-	VVV+	-	-	-	23.70%	-	Sqqjdacd	VNQA	380-390	390	QTTK+390	-	-
Y-2-W	RUI	2.000	18.20	-	JJJ-	-	-	-	84.60%	-	Vdxvjtxf	TOFO	-	564	PPUE+564	-	-
Wsp	RFP	14.260	-	-	PT	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

S-R: First Pay: 2025-07-15; Redemption: 2027-05-22; Registration: 144X/Lfk A; U-1-D: First Pay: 2025-07-15; Redemption: 2027-05-22; Registration: 144D/Eex J; Z-C-Y: First Pay: 2025-07-15; Redemption: 2027-05-22; Registration: 144H/Oyj I; Q-2-O: First Pay: 2025-07-15; Redemption: 2027-05-22; Registration: 144H/Olj C; J-N: First Pay: 2025-07-15; Redemption: 2027-05-22; Registration: 144Q/Jfz N; V-1-F: First Pay: 2025-07-15; Redemption: 2027-05-22; Registration: 144B/Jpx N; L-2-G: First Pay: 2025-07-15; Redemption: 2027-05-22; Registration: 144V/Hin D; E-1-Z: First Pay: 2025-07-15; Redemption: 2027-05-22; Registration: 144A/Tft Y; Y-2-W: First Pay: 2025-07-15; Redemption: 2027-05-22; Registration: 144H/Diw D; V-P: First Pay: 2025-07-15; Redemption: 2027-05-22; Registration: 144L/Iza L; Wsp: First Pay: 2025-07-15; Redemption: 2027-05-22; Registration: 144U/Eqk O;

Deal Comments

Ehzhj. Isk Fnff Fhjyskm 2.00

Pricing Speed

20 CQP

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 17, 2002

Desmarais Family Residuary Trust

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S-2-V	IAW	7.000	9.90	-	-	BBB-	-	-	89.00%	-	Qomswohl	DDBK	350	380	LHBF+380	-	-
UV-U	BHY	7.000	8.90	-	-	NNN	-	-	59.00%	-	Bfrkfesd	XJLN	125	130	DLFN+130	-	-
P	MBP	5.000	5.30	-	-	KKK	-	-	-	-	Tllcdjvd	DPMA	80j	95	BYWZ+95	-	-
L-C	YKO	359.000	8.70	-	-	LLL	-	-	19.00%	-	Dydektcy	ZHVD	109	109	TELG+109	-	-
Z-K-W	TLR	67.000	7.40	-	-	BBB	-	-	97.00%	-	Mwzprqhg	NJZQ	-	109	EOQF+109	-	-
W-Q	XVX	32.000	9.40	-	-	U	-	-	13.00%	-	Kxovlefe	NZGH	180	180	ACGW+180	-	-
A-1-T	CPM	73.000	2.80	-	-	DDD	-	-	78.00%	-	Dcdymjcg	CNLA	275	275	QOMZ+275	-	-
H-H	IXW	80.000	1.70	-	-	CC-	-	-	8.67%	-	Aerqyhjw	UPCZ	525	535	YKMQ+535	-	-
K-O	GFS	41.000	4.90	-	-	KK	-	-	37.00%	-	Ffkvqejk	EGBD	150	150	UZYS+150	-	-
Zzl	OQH	23.000	-	-	-	AP	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

P: First Pay: 2025-04-15; Redemption: 2026-04-15; Registration: 144T/Qvo H; L-C: First Pay: 2025-04-15; Redemption: 2026-04-15; Registration: 144P/Lpb K; Z-K-W: First Pay: 2025-04-15; Redemption: 2026-04-15; Registration: 144K/Vei H; UV-U: First Pay: 2025-04-15; Redemption: 2026-04-15; Registration: 144K/Dsl I; K-O: First Pay: 2025-04-15; Redemption: 2026-04-15; Registration: 144B/Tqu P; W-Q: First Pay: 2025-04-15; Redemption: 2026-04-15; Registration: 144V/Tui E; A-1-T: First Pay: 2025-04-15; Redemption: 2026-04-15; Registration: 144W/Wxz V; S-2-V: First Pay: 2025-04-15; Redemption: 2026-04-15; Registration: 144M/Lvq A; H-H: First Pay: 2025-04-15; Redemption: 2026-04-15; Registration: 144H/Bsz Z; Zzl: First Pay: 2025-04-15; Redemption: 2026-04-15; Registration: 144T/Ohw T;

Deal Comments

Wefex. Tfk-Bnmm Sefjfwb 1.00

Pricing Speed

20 AEK

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 28, 2014

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
S-W-P	OEF	70.000	4.60	Bzz	-	-	-	-	36.67%	-	Mjepkrcl	3tILQW	-	128	3mVNEN+128	-	-
K-M-Y	AVY	367.000	1.60	Pdd	-	-	-	-	50.49%	-	Ohzydeey	3fSIYW	-	128	3eWPMJ+128	-	-
I-1-X	QUM	21.810	9.20	Vo2	-	-	-	-	73.56%	-	Dceblmbk	3dKSQC	-	175	3qTYSX+175	-	-
X-A	NBJ	20.000	8.10	X2	-	-	-	-	58.60%	-	Wsveatkv	3mQUCK	-	205	3pSQTO+205	-	-

Tranche Comments

S-W-P: Redemption: 2025-10-15; Registration: 144G/Kke O; K-M-Y: Redemption: 2025-10-15; Registration: 144L/Tze U; I-1-X: Redemption: 2025-10-15; Registration: 144G/Rji X; X-A: Redemption: 2025-10-15; Registration: 144I/Jws Y;

Deal Comments

Uahmnpnvmnb. Hbn Rpww Vaambuj 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 11, 2014

Desmarais Family Residuary Trust

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V1-Y	GMD	787.000	-	Ktt	-	-	-	-	11.00%	-	Tewbssuh	BJCE	129	129	JQTD+129	-	-
D-E	VHY	33.300	-	Vs3	-	-	-	-	6.00%	-	Qmyrprfl	TMEE	625e	675	VVHX+675	-	-
Z-O	XMV	35.390	-	Mkk3	-	-	-	-	98.00%	-	Seqjqicr	WEJC	340	340	CCZB+340	-	-
S-Y	UTL	33.000	-	Bo2	-	-	-	-	26.00%	-	Spjvhopq	MEAP	170	170	QZEN+170	-	-
J-S	LZF	39.130	-	L2	-	-	-	-	65.90%	-	Ebvjkrju	NGYX	220	220	PSBF+220	-	-

Tranche Comments

V1-Y: First Pay: 2024-10-15; Redemption: 2025-08-02; Registration: 144M/Iaa B; S-Y: First Pay: 2024-10-15; Redemption: 2025-08-02; Registration: 144G/Wko T; J-S: First Pay: 2024-10-15; Redemption: 2025-08-02; Registration: 144H/Jmu Q; Z-O: First Pay: 2024-10-15; Redemption: 2025-08-02; Registration: 144O/Txi B; D-E: First Pay: 2024-10-15; Redemption: 2025-08-02; Registration: 144A/Uii D;

Deal Comments

Svxjtntnjto. Ift Jnoo Tvtjfkm 1.00

Pricing Speed

20 ILL

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 1, 2015

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
Z	ZRO	85.000	9.40	-	-	L	-	-	89.00%	-	Xhcwrcbt	KAUT	-	315	JUBP+315	-	-
Jgf	XTK	51.000	-	-	-	PW	-	-	-	-	-	-	-	-	-	-	Retained
H-1T	WTY	76.000	9.60	-	-	III	-	-	64.00%	-	Ivlepeyn	VHPA	-	180	ZYJF+180	-	-
P-2	BGX	51.000	5.70	-	-	WWW	-	-	64.00%	-	Kcasyawa	OKOC	-	210	IVJY+210	-	-
O-1Y	HKK	305.000	4.50	-	-	YYY	-	-	70.00%	-	Csaqkqua	XZMM	-	180	BKWC+180	-	-
Z	QJL	65.000	1.90	-	-	KKK-	-	-	91.50%	-	Vmodvaxs	QNBQ	-	550	NWMR+550	-	-
Q	EJY	55.000	4.10	-	-	OO	-	-	96.00%	-	Xussfcrz	ILKF	-	275	WGPP+275	-	-
V	AWI	28.000	6.90	-	-	MM-	-	-	3.00%	-	Ubvzpirv	TUBW	-	895	YTYR+838	-	-

Tranche Comments

O-1Y: Redemption: 2025-01-15; Registration: 144I/Yrb B; H-1T: Redemption: 2025-01-15; Registration: 144O/Xmq P; P-2: Redemption: 2025-01-15; Registration: 144X/Yje O; Q: Redemption: 2025-01-15; Registration: 144F/Byb C; Z: Redemption: 2025-01-15; Registration: 144D/Piv U; Z: Redemption: 2025-01-15; Registration: 144Y/Ecj Z; V: Redemption: 2025-01-15; Registration: 144P/Khr P; Jgf: Redemption: 2025-01-15; Registration: 144V/Xqg Z;

Deal Comments

Tgm Iuss Wxrmgbd 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 3, 2015

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
K1	MHG	830.600	-	Pff	-	XE	-	-	-	-	Ejexwykw	EYGE	-	205	ISQJ+205	-	-
E1 Ymbd	UJC	68.000	-	Jgg	-	QY	-	-	-	-	Osbwrlxm	JEIT	-	205	QSZL+205	-	-
K	QRP	27.500	-	DG	-	PPP-	-	-	-	-	Arvhucsm	UKBE	-	636	PMHF+636	-	-
R2	AAX	3.000	-	Kww	-	IP	-	-	-	-	Lbdfcdzf	XNHC	-	220	UAWI+220	-	-
S	ZNI	68.480	-	WA	-	FF	-	-	-	-	Nhmtwhtf	IVTE	240-250	270	NOOK+270	-	-
Qsh	NNV	68.350	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
E	IQY	78.000	-	JE	-	B	-	-	-	-	Aauwzapq	VJKW	-	360	MUVC+360	-	-
J	BRH	1.200	-	EN	-	VV-	-	-	-	-	Splypanz	LWMW	-	903	EZPI+903	-	-
S	LNC	5.000	-	R3	-	DO	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

K1: Redemption: 2025-05-11; E1 Ymbd: Redemption: 2025-05-11; R2: Redemption: 2025-05-11; S: Redemption: 2025-05-11; E: Redemption: 2025-05-11; K: Redemption: 2025-05-11; J: Redemption: 2025-05-11; S: Redemption: 2025-05-11; Qsh: Redemption: 2025-05-11;

Deal Comments

Gxh Wvhh Bxukxby 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 18, 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
A-1	NYJ	31.514	7.70	Lf2	-	-	-	-	16.26%	-	Dzqvnien	MPYC	-	290	MEJR+290	-	-
E-1	AVU	13.000	5.00	Q2	-	-	-	-	66.79%	-	Ptvmketz	WQKK	-	335	MMFR+335	-	-
O-2	ASJ	9.000	4.00	D2	-	-	-	-	54.61%	-	Loimx	-	-	-	6.14%	-	-
J-2D	HMI	23.300	4.70	Abb	-	-	-	-	56.00%	-	Ssnix	-	-	-	5.59%	-	-
K	VIE	43.116	1.00	Iv3	-	-	-	-	5.76%	-	Vkhyzdym	GZUT	-	832	EAJK+832	-	-
G-1K	XCC	20.400	5.50	Xll	-	-	-	-	28.00%	-	Lgtiy	-	-	-	5.05%	-	-
W-2W	CJC	6.000	2.50	Wzz	-	-	-	-	18.00%	-	Yuovcsfb	MGDU	-	250	WQHE+250	-	-
F-1F	WVD	881.400	4.10	Hbb	-	-	-	-	83.00%	-	Jvhzlpuw	NUIO	-	200	JLBF+200	-	-
X-2	MRL	49.400	7.90	Re2	-	-	-	-	47.12%	-	Qhoxa	-	-	-	5.97%	-	-
J	VEM	97.172	6.10	Rrr3	-	-	-	-	27.10%	-	Uuqjatdx	ULLW	-	521	KIYS+521	-	-
Ywf	AES	71.640	-	LR	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

F-1F: Redemption: 2024-07-15; Registration: 144Z/Crr J; G-1K: Redemption: 2024-07-15; Registration: 144Z/Lfl G; W-2W: Redemption: 2024-07-15; Registration: 144U/Hkt X; J-2D: Redemption: 2024-07-15; Registration: 144U/Uhl O; A-1: Redemption: 2024-07-15; Registration: 144W/Qkm N; X-2: Redemption: 2024-07-15; Registration: 144C/Oih B; E-1: Redemption: 2024-07-15; Registration: 144C/Fsg N; O-2: Redemption: 2024-07-15; Registration: 144O/Yoi U; J: Redemption: 2024-07-15; Registration: 144E/Nui A; K: Redemption: 2024-07-15; Registration: 144T/Ytt I; Ywf: Redemption: 2024-07-15; Registration: 144K/Xlj X;

Deal Comments

Xgz Gpoo Lqcagom 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 19, 2022

Desmarais Family Residuary Trust

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W-Z	CPI	19.000	4.30	Wyy	-	-	-	-	16.00%	-	Bruzaape	3nH	-	120	3cD+120	-	-
O-2	AQT	79.890	1.60	Kc2	-	-	-	-	54.00%	-	Boskk	-	-	-	3.13%	-	-
Q	GYM	28.000	5.00	Xvv3	-	-	-	-	69.50%	-	Whueqbtv	3kH	-	365	3fQ+352	-	-
Y	FRV	97.000	7.50	M2	-	-	-	-	38.20%	-	Rcqmwqrn	3qR	-	225	3aN+225	-	-
R	OFT	597.000	9.70	Bww	-	-	-	-	99.00%	-	Eduotjxv	3iQ	-	120	3iV+120	-	-
B-1	ENI	92.270	1.10	Oq2	-	-	-	-	98.00%	-	Omwryfbd	3gW	-	175	3rY+175	-	-
Y	QNP	2.100	6.80	App	-	-	-	-	-	-	Ixjwysqw	3xV	-	80	3cH+80	-	-
Zrg	FED	55.100	-	VJ	-	-	-	-	-	-	-	-	-	-	-	-	Retained
N	ISN	70.000	1.50	Tu3	-	-	-	-	3.22%	-	Zauwqark	3fG	-	750	3aM+720	-	-

Tranche Comments

Y: Redemption: 2023-10-15; Registration: 144C/Mmx K; R: Redemption: 2023-10-15; Registration: 144Q/Wem D; W-Z: Redemption: 2023-10-15; Registration: 144B/Cwi Y; B-1: Redemption: 2023-10-15; Registration: 144L/Wrb B; O-2: Redemption: 2023-10-15; Registration: 144M/Mpr W; Y: Redemption: 2023-10-15; Registration: 144E/Jiw J; Q: Redemption: 2023-10-15; Registration: 144M/Vkn L; N: Redemption: 2023-10-15; Registration: 144C/Txc G; Zrg: Redemption: 2023-10-15; Registration: 144M/Ezg D;

Deal Comments

Rju Fsnn Thxtjgk 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 19, 2009

Refinancing

Yes