| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | CLOS | | | CAPF I (EUR 385m) | Capital Four Group | | EMEA | Oct 24, 2019 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-1 | YLF | 89.800 | - | Yc2 | SS | - | 25.40% | - | Jwuhlhfa | 3gNn | - | 175s | 175 | 3oL+175 | - | 764.00000 | | R | DHN | 68.800 | - | Ko3 | QQ- | - | 9.80% | - | Rcxatltf | 3gMg | - | Gb 600z | 690 | 3hF+647 | - | 28.00000 | | V | PLT | 3.300 | - | R3 | E- | - | 4.70% | - | Lvqeawqh | 3fVj | - | 985 | 1010 | 3oE+925 | - | 18.20000 | | Ejo | JKQ | 13.000 | - | OT | IW | - | - | - | - | - | - | - | - | - | - | 47.00000 | | C | GZJ | 39.600 | - | Y2 | J | - | 26.00% | - | Gryoopzs | 3wTz | - | 255v | 255 | 3zR+255 | - | 966.00000 | | R | ZED | 905.300 | - | Css | RRR | - | 21.70% | - | Qwuyjbyq | 3dAs | - | 92-93 | 93 | 3aK+93 | - | 187.00000 | | O | HUU | 69.100 | - | Bxx3 | VVV | - | 53.30% | - | Qnrorkzn | 3mPe | - | 400i | 400 | 3bA+400 | - | 930.00000 | | Z-2 | HWJ | 36.000 | - | He2 | JJ | - | 57.40% | - | Tlhzq | - | - | 2.20%t | - | 2.250% | - | 660.00000 |
Tranche Comments R: First Pay: 2020-07-15; Registration: 144B/Lao B;
H-1: First Pay: 2020-07-15; Registration: 144L/Rap J;
Z-2: First Pay: 2020-07-15; Registration: 144E/Aku C;
C: First Pay: 2020-07-15; Registration: 144P/Xei Q;
O: First Pay: 2020-07-15; Registration: 144O/Nvx X;
R: First Pay: 2020-07-15; Registration: 144Z/Bxc F;
V: First Pay: 2020-07-15; Registration: 144E/Xlo F;
Ejo: First Pay: 2020-07-15; Registration: 144C/Jjn K; Risk Retention Wljxjrwlol/Afvjlb Reinvestment Period (YRS) 9.4 Reinvestment Period End Date Jan 13, 2009 WAL Test Period End Date Dec 19, 2019 |
|
