| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | CLOS | | | CAPF II (EUR 324m) | Capital Four Group | | EMEA | Dec 11, 2020 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | SLZ | 54.700 | - | Xc3 | SS- | - | 70.00% | - | Xhphrjyf | 3nBb | - | - | 650 | 3nXw+591 | - | 70.00000 | | M1 | FQG | 56.400 | - | Yg2 | YY | - | - | - | Lmckqvoe | 3rNe | - | - | 170 | 3mGr+170 | - | 199.00000 | | Fgn | HDO | 57.900 | - | OW | MI | - | - | - | - | - | - | - | - | - | - | Retained | | X | IWE | 325.000 | - | Guu | AAA | - | 56.00% | - | Yvyacvpl | 3cYo | - | - | 105 | 3vRi+105 | - | 865.00000 | | G | PDA | 70.600 | - | B2 | R | - | 63.70% | - | Tzuspsza | 3hYu | - | - | 270 | 3hZh+270 | - | 722.00000 | | F | GUE | 77.800 | - | Ddd3 | UUU | - | 88.70% | - | Rzkkcdih | 3hIx | - | - | 380 | 3tNh+380 | - | 213.00000 | | V | JKK | 3.600 | - | E3 | U- | - | 6.10% | - | Qzlerlzt | 3vZo | - | - | 890 | 3pUq+780 | - | 99.00000 | | E2 | FZU | 4.800 | - | Fo2 | YY | - | 67.10% | - | Qlrzx | - | - | - | - | 2.000% | 2.000% | 829.00000 |
Tranche Comments X: First Pay: 2021-07-15; Redemption: 2022-07-15;
M1: First Pay: 2021-07-15; Redemption: 2022-07-15;
E2: First Pay: 2021-07-15; Redemption: 2022-07-15;
G: First Pay: 2021-07-15; Redemption: 2022-07-15;
F: First Pay: 2021-07-15; Redemption: 2022-07-15;
F: First Pay: 2021-07-15; Redemption: 2022-07-15;
V: First Pay: 2021-07-15; Redemption: 2022-07-15;
Fgn: First Pay: 2021-07-15; Redemption: 2022-07-15; Deal Comments Jhj Kuzz Tuakhsp 2.00 Risk Retention LAu Dvpfwveobe/Epfyfebovp Reinvestment Period (YRS) 6 Reinvestment Period End Date Jul 18, 2000 |
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