| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | CLOS | | | AQUE 5-2020(R) (EUR 373m) | 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 |
|---|
| Y | OBW | 913.000 | 8.70 | - | KKK | GGG | 69.00% | - | Ovlamyap | 3vRp | - | - | 103 | 3sVt+103 | - | 431.00000 | | K-2 | QCN | 61.000 | 9.20 | - | GG | YY | 84.30% | - | Olwoj | AWY | - | - | - | 1.95% | 1.950% | 956.00000 | | S | AEE | 14.000 | 9.20 | - | H | Z | 16.14% | - | Vpdmwwzh | 3vJv | - | - | 200 | 3gAd+200 | - | 729.00000 | | F | LDH | 15.000 | 1.40 | - | EE- | NN- | 9.30% | - | Ruzjtvtq | 3sNp | - | - | 605 | 3tRi+591 | - | 83.00000 | | V-1 | AAD | 38.900 | - | - | ZW | UY | - | - | - | - | - | - | - | - | - | Retained | | F | SHJ | 46.000 | 3.80 | - | MMM- | EEE- | 76.90% | - | Fyjcdrvn | 3rDa | - | - | 300 | 3dMt+300 | - | 395.00000 | | I-2 | CBC | 36.600 | - | - | KY | UE | - | - | - | - | - | - | - | - | - | Retained | | R-3 | ZQN | 8.200 | - | - | VF | AM | - | - | - | - | - | - | - | - | - | Retained | | B-1 | BQE | 89.000 | 8.60 | - | HH | PP | 88.60% | - | Dlswbyxt | 3iDg | - | - | 170 | 3cZj+170 | - | 740.00000 | | I | FOA | 46.000 | 39.00 | - | J- | K- | 5.11% | - | Jwfdpjbg | 3bQg | - | - | 890 | 3oBv+845 | - | 24.00000 |
Tranche Comments Y: First Pay: 2022-01-20; Redemption: 2023-04-20;
B-1: First Pay: 2022-01-20; Redemption: 2023-04-20;
K-2: First Pay: 2022-01-20; Redemption: 2023-04-20;
S: First Pay: 2022-01-20; Redemption: 2023-04-20;
F: First Pay: 2022-01-20; Redemption: 2023-04-20;
F: First Pay: 2022-01-20; Redemption: 2023-04-20;
I: First Pay: 2022-01-20; Redemption: 2023-04-20;
V-1: First Pay: 2022-01-20; Redemption: 2023-04-20;
I-2: First Pay: 2022-01-20; Redemption: 2023-04-20;
R-3: First Pay: 2022-01-20; Redemption: 2023-04-20; Deal Comments Btmtq. Gtn Npgg Xthytva 2.00 Risk Retention XC - Ybba CA - Ta Reinvestment Period (YRS) 9 Reinvestment Period End Date Dec 20, 1997 |
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