| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | CLOS | | | HARVT XXVIII (EUR 451m) | Investcorp Holdings BSC (fka Investcorp Bank BSC) | | EMEA | Mar 17, 2022 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | VUR | 61.300 | - | Tcc3 | - | CCC | - | - | Kzzseabh | 3kQr | - | - | 470 | 3hZw+470 | - | 622.00000 | | V | KWF | 74.100 | - | Xb3 | - | HH- | - | - | Fkshtsmc | 3rUa | - | - | 795 | 3sZa+733 | - | 30.00000 | | H | WUY | 38.300 | - | M2 | - | K | - | - | Grkxdzzj | 3aUo | - | - | 340 | 3yEc+340 | - | 468.00000 | | A | CAZ | 8.326 | - | BQ | - | VI | - | - | - | - | - | - | - | - | - | Retained | | L-1 | FXN | 592.100 | - | Ihh | - | JJJ | - | - | Txojaqko | 3aXw | - | - | 110 | 3dMy+110 | - | 958.00000 | | M-2 | CWA | 28.000 | - | Wmm | - | VVV | - | - | Ghwed | 3mLz | - | - | 154 | 3qPn+154 | - | 639.00000 | | Y | IYR | 4.200 | - | Sjj | - | PPP | - | - | Ybyktcsj | 3bTq | - | - | 50 | 3bBd+50 | - | 396.00000 | | Q | CPR | 44.400 | - | Hy2 | - | UU | - | - | Fxuvxmsc | 3nJg | - | - | 240 | 3oKt+240 | - | 449.00000 | | Sud | AAO | 61.600 | - | DI | - | TR | - | - | - | - | - | - | - | - | - | - | | Q | HOF | 72.400 | - | U3 | - | X- | - | - | Omyyoznq | 3mEb | - | - | 1050 | 3oFm+960 | - | 10.80000 |
Tranche Comments Y: First Pay: 2022-10-25; Redemption: 2023-10-12;
L-1: First Pay: 2022-10-25; Redemption: 2023-10-12;
M-2: First Pay: 2022-10-25; Redemption: 2023-10-12;
Q: First Pay: 2022-10-25; Redemption: 2023-10-12;
H: First Pay: 2022-10-25; Redemption: 2023-10-12;
V: First Pay: 2022-10-25; Redemption: 2023-10-12;
V: First Pay: 2022-10-25; Redemption: 2023-10-12;
Q: First Pay: 2022-10-25; Redemption: 2023-10-12;
A: First Pay: 2022-10-25; Redemption: 2023-10-12; Deal Comments Ktq Yfjj Qvrttfs 1.00 Risk Retention PN - Edyh NU - Edy Reinvestment Period (YRS) 5 Reinvestment Period End Date Nov 3, 2003 WAL Test Period End Date Aug 15, 1999 |
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