| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | CLOS | | | AQUE 5-2020(R) (EUR 409m) | HPS Investment Partners | | EMEA | Sep 22, 2021 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-1 | MCM | 91.000 | 6.60 | - | CC | UU | 83.20% | - | Ushvfdey | 3kXo | - | - | 170 | 3dQw+170 | - | 994.00000 | | E-2 | GYN | 23.000 | 4.20 | - | HH | EE | 31.60% | - | Zanyp | YJA | - | - | - | 1.95% | 1.950% | 699.00000 | | X-1 | WFU | 20.300 | - | - | UH | WP | - | - | - | - | - | - | - | - | - | Retained | | W | MEV | 68.000 | 2.60 | - | TT- | MM- | 4.20% | - | Hfvrmmsu | 3sQu | - | - | 605 | 3xAg+591 | - | 34.00000 | | C | TPB | 30.000 | 8.50 | - | PPP- | SSS- | 26.80% | - | Wshlvtvv | 3aOh | - | - | 300 | 3cBf+300 | - | 697.00000 | | N-2 | XUL | 69.600 | - | - | XX | LB | - | - | - | - | - | - | - | - | - | Retained | | L-3 | SMJ | 9.300 | - | - | SK | NF | - | - | - | - | - | - | - | - | - | Retained | | A | VPW | 533.000 | 8.60 | - | QQQ | SSS | 38.00% | - | Chebfrce | 3kYt | - | - | 103 | 3mNa+103 | - | 831.00000 | | D | EST | 82.000 | 8.50 | - | H | O | 74.10% | - | Kfdoexqw | 3wLd | - | - | 200 | 3wEw+200 | - | 753.00000 | | I | KDG | 73.000 | 93.00 | - | T- | H- | 5.48% | - | Olyvplll | 3wZl | - | - | 890 | 3tLx+845 | - | 24.00000 |
Tranche Comments A: First Pay: 2022-01-20; Redemption: 2023-04-20;
B-1: First Pay: 2022-01-20; Redemption: 2023-04-20;
E-2: First Pay: 2022-01-20; Redemption: 2023-04-20;
D: First Pay: 2022-01-20; Redemption: 2023-04-20;
C: First Pay: 2022-01-20; Redemption: 2023-04-20;
W: First Pay: 2022-01-20; Redemption: 2023-04-20;
I: First Pay: 2022-01-20; Redemption: 2023-04-20;
X-1: First Pay: 2022-01-20; Redemption: 2023-04-20;
N-2: First Pay: 2022-01-20; Redemption: 2023-04-20;
L-3: First Pay: 2022-01-20; Redemption: 2023-04-20; Deal Comments Rovoy. Fks Huyy Soovknb 2.00 Risk Retention GU - Bmhi UW - Sg Reinvestment Period (YRS) 7 Reinvestment Period End Date Nov 19, 2022 |
|
