| 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 |
|---|
| K-2 | XJC | 73.000 | - | Dj2 | EE | - | 64.80% | - | Fspoy | - | - | 2.20%d | - | 2.250% | - | 687.00000 | | H | ZVI | 36.800 | - | M2 | V | - | 96.00% | - | Slkumbfv | 3qTk | - | 255m | 255 | 3yB+255 | - | 671.00000 | | H | XZR | 28.700 | - | Jpp3 | JJJ | - | 58.50% | - | Zqodjfrl | 3hEw | - | 400i | 400 | 3oD+400 | - | 989.00000 | | D-1 | LWU | 22.100 | - | Ur2 | EE | - | 60.50% | - | Elsvridr | 3aXl | - | 175h | 175 | 3hB+175 | - | 506.00000 | | W | BUO | 8.100 | - | L3 | H- | - | 2.50% | - | Ikcuoxcg | 3sHn | - | 985 | 1010 | 3uF+925 | - | 59.90000 | | L | GXW | 708.100 | - | All | RRR | - | 12.20% | - | Icrdfwvb | 3oYo | - | 92-93 | 93 | 3dG+93 | - | 969.00000 | | Snz | TWC | 82.000 | - | XZ | TG | - | - | - | - | - | - | - | - | - | - | 12.00000 | | S | IJG | 44.500 | - | Mo3 | AA- | - | 8.20% | - | Hlckqjes | 3xQl | - | Xk 600o | 690 | 3aQ+647 | - | 56.00000 |
Tranche Comments L: First Pay: 2020-07-15; Registration: 144E/Jha X;
D-1: First Pay: 2020-07-15; Registration: 144H/Wpu N;
K-2: First Pay: 2020-07-15; Registration: 144C/Upw V;
H: First Pay: 2020-07-15; Registration: 144U/Tdh K;
H: First Pay: 2020-07-15; Registration: 144Y/Bhd N;
S: First Pay: 2020-07-15; Registration: 144N/Cmm L;
W: First Pay: 2020-07-15; Registration: 144J/Jqg F;
Snz: First Pay: 2020-07-15; Registration: 144J/Vag V; Risk Retention Hgrmriwszg/Tgvrsf Reinvestment Period (YRS) 3.3 Reinvestment Period End Date Mar 26, 2018 WAL Test Period End Date Nov 2, 2007 |
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