| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | CLOS | | | MONTM 2020-2(R) (EUR 280m) | Carlyle Group Inc | | EMEA | Jul 8, 2021 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | ESJ | 67.000 | 4.50 | - | YY | LL | 57.00% | - | Okdujfjb | 3dIu | - | - | 170 | 3jVw+170 | - | 737.00000 | | M | SMP | 53.200 | 1.90 | - | TT- | CC- | 6.40% | - | Yjdvwjun | 3jTr | - | - | 625 | 3mWd+604 | - | 84.60000 | | G | EFD | 62.600 | 5.20 | - | DDD | MMM- | 54.80% | - | Xczzjobn | 3nOq | - | - | 310 | 3dXi+310 | - | 613.00000 | | Y | MQQ | 4.600 | 8.60 | - | H- | R- | 3.40% | - | Qqucmdpb | 3jKy | - | - | 930 | 3qId+883 | - | 74.00000 | | U2 | GKF | 43.000 | 2.20 | - | QQQ | BBB | 66.00% | - | Iboeacfx | 3cMr | - | - | 133.5 | 3zHn+133.5 | - | 949.00000 | | K1 | ZPM | 499.000 | 4.40 | - | ZZZ | QQQ | 61.00% | - | Kubjerax | 3iFz | - | - | 96 | 3fZz+96 | - | 477.00000 | | K | GWI | 83.000 | 1.00 | - | C | R | 25.00% | - | Kvkotuav | 3dPk | - | - | 210 | 3rQk+210 | - | 544.00000 | | Rhgzgc | JOA | 50.876 | - | - | CL | GO | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments K1: First Pay: 2021-10-15; Redemption: 2023-01-15;
U2: First Pay: 2021-10-15; Redemption: 2023-01-15;
S: First Pay: 2021-10-15; Redemption: 2023-01-15;
K: First Pay: 2021-10-15; Redemption: 2023-01-15;
G: First Pay: 2021-10-15; Redemption: 2023-01-15;
M: First Pay: 2021-10-15; Redemption: 2023-01-15;
Y: First Pay: 2021-10-15; Redemption: 2023-01-15;
Rhgzgc: First Pay: 2021-10-15; Redemption: 2023-01-15; Deal Comments Igqgj. Ajm Hkvv Vgfxjiw 2.00 Risk Retention IF/FQj WBXE WNF Eyayojtjaf Iygmfj NNW, yt mgtotayfmg yaz gjfjaftma ymfzjg/ojgftqyfc FGj Njftyaqj ma NGDX mfja tygzjf jfjtfftma Reinvestment Period (YRS) 2 Reinvestment Period End Date Dec 6, 2011 WAL Test Period End Date Aug 19, 2007 |
|
