| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | CLOS | | | HNLY III (EUR 320m) | Napier Park Global Capital | | EMEA | Oct 14, 2020 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | CVH | 12.000 | 8.10 | - | K | L | 95.73% | - | Tywvdqig | 3xMy | - | - | 290 | 3pAs+290 | - | 520.00000 | | Jot | KXG | 91.200 | - | - | HH | JP | - | - | - | - | - | - | - | - | - | Retained | | Q-2 | WUV | 25.000 | 1.60 | - | JJ | LL | 73.74% | - | Yslhp | - | - | - | 210 | 2.10% | - | 826.00000 | | Q | OOW | 82.000 | 4.10 | - | YYY- | ZZZ- | 78.81% | - | Crmaxuit | 3xMo | - | - | 425 | 3pXp+425 | - | 711.00000 | | I | NHL | 501.300 | 5.20 | - | III | YYY | 57.00% | - | Jpczabam | 3rGt | - | - | 110 | 3qBb+110 | - | 733.00000 | | Z | YBB | 28.000 | 3.30 | - | LL- | JJ- | 98.00% | - | Kmudoclv | 3gQe | - | - | 735 | 3bZc+659 | - | 890.00000 | | R-1 | AAE | 33.000 | 3.80 | - | HH | PP | 40.89% | - | Rfesvxxz | 3mSy | - | - | 190 | 3bNe+190 | - | 277.00000 | | S | DWN | 5.300 | 8.40 | - | B- | I- | 3.12% | - | Lhljoclx | 3jLi | - | - | 802 | 3lLw+802 | - | 77.70000 |
Tranche Comments I: First Pay: 2021-07-25; Redemption: 2021-11-25;
R-1: First Pay: 2021-07-25; Redemption: 2021-11-25;
Q-2: First Pay: 2021-07-25; Redemption: 2021-11-25;
Q: First Pay: 2021-07-25; Redemption: 2021-11-25;
Q: First Pay: 2021-07-25; Redemption: 2021-11-25;
Z: First Pay: 2021-07-25; Redemption: 2021-11-25;
S: First Pay: 2021-07-25; Redemption: 2021-11-25;
Jot: First Pay: 2021-07-25; Redemption: 2021-11-25; Deal Comments Lys Tbuu Zcyzygm 1.00 Risk Retention VG RRm Ohrdrngmzh/Wmjzhqrngmqq nzmqd. Rqmqnmrzn Zzmqqhm SZ Vmhzrq Nzgn Ggngdqxqnm V Tqdrdngmqq Bwmrxrmm Kzxrgnma GW RRm Uzhqrdn Wgbq Zghjzh Reinvestment Period (YRS) 9 Reinvestment Period End Date Dec 6, 2020 |
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