FINSIGHT

IMT Trust

Class	CCY	SZE(M)	WAL	WALX	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-FL	USD	117.540	1.91	-	-	AAA	-	-	AAA	56.10%	29.3%	Floating	1mL	-	70	2.26%	-	-
A-FX	USD	117.540	6.91	-	-	AAA	-	-	AAA	56.10%	29.3%	Fixed	Swaps	-	93	3.48%	-	-
B-FL	USD	41.730	1.91	-	-	AA-	-	-	NR	40.60%	39.8%	Floating	1mL	-	95	2.51%	-	-
B-FX	USD	41.730	6.91	-	-	AA-	-	-	NR	40.60%	39.8%	Fixed	Swaps	-	130	3.50%	-	-
C-FL	USD	22.750	1.91	-	-	A-	-	-	NR	32.10%	45.4%	Floating	1mL	-	110	2.66%	-	-
C-FX	USD	22.750	6.91	-	-	A-	-	-	NR	32.10%	45.4%	Fixed	Swaps	-	150	3.50%	-	-
D-FL	USD	23.290	1.91	-	-	BBB-	-	-	NR	23.40%	51.2%	Floating	1mL	-	155	3.11%	-	-
D-FX	USD	23.290	6.91	-	-	BBB-	-	-	NR	23.40%	51.2%	Fixed	Swaps	-	190	3.50%	-	-
E-FL	USD	27.090	1.91	-	-	BB-	-	-	NR	13.30%	58.0%	Floating	1mL	-	215	3.71%	-	-
E-FX	USD	27.090	6.91	-	-	BB-	-	-	NR	13.30%	58.0%	Fixed	Swaps	-	235	3.50%	-	-
F-FL	USD	19.250	1.91	-	-	B-	-	-	NR	6.10%	62.8%	Floating	1mL	-	285	4.41%	-	-
F-FX	USD	19.250	6.91	-	-	B-	-	-	NR	6.10%	62.8%	-	-	-	-	3.50%	-	-
HRR	USD	16.350	6.91	-	-	NR	-	-	NR	-	66.9%	-	-	-	-	5.39%	-	-
HRR	USD	16.350	1.91	-	-	NR	-	-	NR	-	66.9%	-	-	-	-	5.39%	-	-
X-FLCP	USD	205.320	-	-	-	BBB-	-	-	NR	-	-	-	-	-	-	0.085%	-	Int. Only
X-FLNCP	USD	205.320	-	-	-	BBB-	-	-	NR	-	-	-	-	-	-	0.085%	-	Int. Only
X-FXA	USD	117.540	-	-	-	AAA	-	-	AAA	-	-	-	-	-	-	0.019%	-	Int. Only
X-FXB	USD	64.480	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Int. Only