XXXII

Regatta Funding Ltd (REGT) XXXII

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Napier Park Global Capital

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
H-2	TXC	5.000	32.51	VR	-	KKK-	-	-	12.00%	-	Xmsqyabx	3pMDEE	430-440	-	430	3iHLXF+430	-	958.00000
Y-1	CFY	50.300	2.52	KR	-	UUU-	-	-	45.00%	-	Jqldwqdk	3gKTEA	280-290	-	285	3lHSDV+285	-	467.00000
H	GMF	67.000	3.89	YP	-	YY	-	-	62.00%	-	Cqbalecc	3pAWFX	170-175	-	170	3iDSST+170	-	624.00000
Zat	YJM	50.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
A-1	MXF	499.000	8.25	Idd	-	QT	-	-	69.00%	-	Vfkdrbid	3jNXYX	130-132	-	134	3rCTFK+134	-	406.00000
C	BNY	28.000	2.31	LM	-	M	-	-	47.00%	-	Ozypyquw	3jVTMA	185-190	-	190	3dQKDZ+190	-	349.00000
L	FLA	45.600	81.85	CS	-	JJ-	-	-	9.00%	-	Tvxmzxuv	3kYQFC	525-540	-	575	3dPXIL+575	-	512.00000
K-2	KJO	9.000	7.93	AG	-	UUU	-	-	22.00%	-	Ajhombuf	3tHYVK	155-160	-	160	3pSODH+160	-	787.00000

Tranche Comments

A-1: First Pay: 2026-01-25; Redemption: 2027-06-25; Registration: 144J/Tzl J; K-2: First Pay: 2026-01-25; Redemption: 2027-06-25; Registration: 144C/Ycv S; H: First Pay: 2026-01-25; Redemption: 2027-06-25; Registration: 144X/Nut B; C: First Pay: 2026-01-25; Redemption: 2027-06-25; Registration: 144H/Hfg L; Y-1: First Pay: 2026-01-25; Redemption: 2027-06-25; Registration: 144I/Rbk C; H-2: First Pay: 2026-01-25; Redemption: 2027-06-25; Registration: 144X/Eis X; L: First Pay: 2026-01-25; Redemption: 2027-06-25; Registration: 144Y/Xdf R; Zat: First Pay: 2026-01-25; Redemption: 2027-06-25; Registration: 144X/Gyz S;

Deal Comments

Lq-Zxxuq wj Lqbjppj XZQ Mvcbvcb. Rwc-Mjhh Pqyvwbo 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 9, 2009

Refinancing

Yes