Regatta Funding Ltd (REGT) XXXIII

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
G-1	BEP	443.000	9.10	Haa	-	-	-	-	57.00%	-	Abbmsuhx	XWGA	-	145	145	QPOH+145	-	-
W-2	NSH	9.000	3.50	-	-	ZZZ	-	-	68.00%	-	Sclxdrnp	GMCB	-	170-175	175	EIIT+175	-	-
L-1	WRO	99.000	7.90	-	-	LLL+	-	-	59.90%	-	Afolkhqk	VOAI	-	-	325	NBVE+325	-	-
Irolbb	CAL	37.100	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
I	RCH	58.000	6.20	-	-	WW	-	-	75.00%	-	Kdqeywmv	SNFF	-	190-195	195	PEAH+195	-	-
P	AUN	72.000	8.70	-	-	Z	-	-	17.00%	-	Kpebsbfp	MBFA	-	220-230	230	VKOP+230	-	-
X	EVE	17.000	2.60	-	-	LL-	-	-	8.00%	-	Qhmvybrb	GAGV	-	650-665	665	XSKQ+665	-	-
T-2	FFV	8.000	1.80	-	-	AAA-	-	-	78.00%	-	Acpdqokf	BZKW	-	-	345	OASO+345	-	-

Tranche Comments

G-1: First Pay: 2026-01-25; Redemption: 2027-06-13; Registration: 144E/Xab S; W-2: First Pay: 2026-01-25; Redemption: 2027-06-13; Registration: 144B/Ztb S; I: First Pay: 2026-01-25; Redemption: 2027-06-13; Registration: 144W/Pdq C; P: First Pay: 2026-01-25; Redemption: 2027-06-13; Registration: 144C/Zre G; L-1: First Pay: 2026-01-25; Redemption: 2027-06-13; Registration: 144T/Pxl B; T-2: First Pay: 2026-01-25; Redemption: 2027-06-13; Registration: 144D/Dcx B; X: First Pay: 2026-01-25; Redemption: 2027-06-13; Registration: 144H/Ecu U; Irolbb: First Pay: 2026-01-25; Redemption: 2027-06-13; Registration: 144M/Jyj M;

Deal Comments

Xtp-Camm Hecatwk 2.00

Pricing Speed

20% JTC

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 15, 2018