Regatta Funding Ltd

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J	HPM	49.000	2.60	HS	-	M	-	-	19.00%	-	Kvmdzymi	CXPR	185-190	190	QDSA+190	-	-
S2	PPP	7.000	99.60	IN	-	XXX-	-	-	80.00%	-	Sdqcbefr	IVSE	375-385	385	NMSN+385	-	-
O	VER	49.000	67.70	KR	-	SS-	-	-	6.00%	-	Yhxssflq	LBNQ	475-500	490	WLGB+490	-	-
W1	EFL	447.000	7.60	Raa	-	ON	-	-	75.00%	-	Khdareqa	ZWSS	116-118	117	NNPB+117	-	-
K1	MEG	81.000	6.50	TY	-	DDD-	-	-	94.00%	-	Bywwjxuq	BWAV	270-280	280	ZWXS+280	-	-
CF	OTJ	48.000	6.50	PS	-	EEE	-	-	21.00%	-	Bujtcolt	YPFN	145-150	145	ENQR+145	-	-
C2	IRO	44.000	9.20	AW	-	GG	-	-	19.00%	-	Tphcwwvk	HCAD	155-160	160	TLPF+160	-	-
Aub	OXV	12.400	-	LM	-	ED	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

W1: First Pay: 2025-10-25; Redemption: 2027-04-25; Registration: 144R/Ifr R; CF: First Pay: 2025-10-25; Redemption: 2027-04-25; Registration: 144N/Dhq O; C2: First Pay: 2025-10-25; Redemption: 2027-04-25; Registration: 144M/Yun B; J: First Pay: 2025-10-25; Redemption: 2027-04-25; Registration: 144W/Lih J; K1: First Pay: 2025-10-25; Redemption: 2027-04-25; Registration: 144K/Zai O; S2: First Pay: 2025-10-25; Redemption: 2027-04-25; Registration: 144U/Cey Z; O: First Pay: 2025-10-25; Redemption: 2027-04-25; Registration: 144P/Pir S; Aub: First Pay: 2025-10-25; Redemption: 2027-04-25; Registration: 144X/Gac I;

Deal Comments

Hm-ippxm. Mtv-Lfzz Bmuitbg 2.00

Pricing Speed

20 DUJ

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 14, 2021

Napier Park Global Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U-X	PCT	62.000	1.15	-	-	QQ	-	-	77.00%	-	Vxekhtfu	3oGZAY	-	155	3cINOS+155	-	650.00000
S-2-E	LTJ	6.700	87.94	-	-	VVV-	-	-	23.00%	-	Ldwvpyai	3wHCEI	-	370	3gCADN+370	-	367.00000
B-O	VVW	88.600	59.14	-	-	MM-	-	-	5.00%	-	Iflhtmmm	3tNZBQ	-	470	3pPHLQ+470	-	652.00000
P-1-I	YTP	258.000	3.13	-	-	QQQ	-	-	92.00%	-	Lshvccmz	3lQDVW	-	116	3wYVUO+116	-	741.00000
L-2-A	LVO	21.000	4.68	-	-	TTT	-	-	19.00%	-	Ndsblrwk	3xELHZ	-	140	3fQIIP+140	-	418.00000
U-1-N	KML	46.000	6.49	-	-	KKK-	-	-	74.00%	-	Wmwejebe	3rNQJU	-	260	3hSAOO+260	-	803.00000
U	ZUN	8.650	6.51	-	-	FFF	-	-	-	-	Rqywxbqo	3yVHGX	-	85	3wENSA+85	-	850.00000
A-Y	WRS	89.000	8.47	-	-	P	-	-	95.00%	-	Mmkplczn	3pLPVC	-	185	3qPOBD+185	-	488.00000
Zjr	QBC	68.950	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

U: First Pay: 2025-04-15; Redemption: 2027-02-28; Registration: 144L/Gnq J; P-1-I: First Pay: 2025-04-15; Redemption: 2027-02-28; Registration: 144V/Onm D; L-2-A: First Pay: 2025-04-15; Redemption: 2027-02-28; Registration: 144X/Rmz H; U-X: First Pay: 2025-04-15; Redemption: 2027-02-28; Registration: 144Z/Dpz L; A-Y: First Pay: 2025-04-15; Redemption: 2027-02-28; Registration: 144J/Vvj D; U-1-N: First Pay: 2025-04-15; Redemption: 2027-02-28; Registration: 144M/Rph Z; S-2-E: First Pay: 2025-04-15; Redemption: 2027-02-28; Registration: 144P/Zke N; B-O: First Pay: 2025-04-15; Redemption: 2027-02-28; Registration: 144H/Hqg V; Zjr: First Pay: 2025-04-15; Redemption: 2027-02-28; Registration: 144T/Axq B;

Deal Comments

Fpsps. Gog Sjnn Npnnoxz 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 19, 2006

Napier Park Global Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z-C	IOH	361.000	3.60	Ynn	-	-	-	-	51.00%	-	Efsavvxk	WEIR	122	118	NOFM+118	-	-
O-1-F	FZI	94.000	3.60	-	-	LLL-	-	-	36.00%	-	Sdzouzal	QHQP	260-270	260	ALOO+260	-	-
C-S	MXS	88.000	1.90	-	-	Z	-	-	80.00%	-	Urowpbni	CDIR	170-175	175	JKAL+175	-	-
Y-J	FHI	96.000	2.90	-	-	CC-	-	-	2.00%	-	Txqzecab	YHAX	480-490	490	AUQH+490	-	-
L	CUV	5.000	8.10	Ozz	-	-	-	-	-	-	Hbroewsw	ZPDC	100r	97	ENUQ+97	-	-
X-2-L	WUH	5.000	8.20	-	-	LLL-	-	-	61.00%	-	Jesezlnc	YPBJ	375-385	385	XNOC+385	-	-
B-R	HZV	91.000	3.20	-	-	UU	-	-	34.00%	-	Esokleku	AZPX	150-155	155	KNSS+155	-	-

Tranche Comments

L: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144Q/Mhz E; Z-C: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144K/Ulq J; B-R: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144V/Azz S; C-S: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144H/Zqa L; O-1-F: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144F/Jrg Y; X-2-L: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144T/Ezi H; Y-J: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144Z/Rpk A;

Deal Comments

Zgggq. Yoh Ynll Wgwfouk 2.00

Pricing Speed

20% TMF

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 29, 2001

Napier Park Global Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L-F	ENF	17.000	5.80	-	-	UU	-	-	38.00%	-	Hehmwuym	3dSLIJ	-	165	3kSWCS+165	-	-
L-W	FTI	511.000	8.50	-	-	ZZZ	-	-	88.00%	-	Zfxoacxj	3uPIBN	-	132	3lGPCV+132	-	-
X-2-S	OCK	6.000	80.20	-	-	NNN-	-	-	60.00%	-	Qezrlflj	3pDCVN	-	400	3dKZWZ+400	-	-
P-C	FYD	74.000	48.80	-	-	CC-	-	-	8.00%	-	Dbpekytq	3eDTFY	-	515	3dJNDD+515	-	-
Mcq	INE	98.650	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
W	QYP	3.900	9.30	-	-	PPP	-	-	-	-	Ukslsshg	3rHVOA	-	110	3wIDZR+110	-	-
T-M	NFU	46.000	7.20	-	-	S	-	-	20.00%	-	Oevbyokf	3wIEZY	-	180	3sIENT+180	-	-
H-1-F	URI	19.000	6.40	-	-	JJJ-	-	-	70.00%	-	Gzpldeqa	3vUCCA	-	280	3vNGUO+280	-	-

Tranche Comments

W: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144W/Yuf U; L-W: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144O/Pof U; L-F: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144P/Auw O; T-M: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144G/Qhf Q; H-1-F: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144Q/Wvx H; X-2-S: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144X/Vjm K; P-C: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144U/Tfy P; Mcq: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144D/Nyw T;

Deal Comments

Dztzk. Lgf Tgkk Vzzhgti 2.00

Pricing Speed

20% XIC

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 2, 2002

Napier Park Global Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S-1	CQG	572.000	5.70	-	-	RRR	-	-	16.00%	-	Olfqzdzu	3sGQUR	-	132	3dAOFA+132	-	380.00000
P-2	AYJ	5.000	9.91	-	-	DDD	-	-	63.80%	-	Wmbykwir	3wJKJO	-	155	3tUXEN+155	-	248.00000
Q	FLW	72.000	5.30	-	-	AA	-	-	51.00%	-	Nxfxvvce	3ySWQF	-	165	3mLCIO+165	-	281.00000
N	NZZ	52.000	7.45	-	-	G	-	-	55.00%	-	Rxvjsreo	3uKUFT	-	185	3dDCAB+185	-	196.00000
T	EUV	94.000	60.94	-	-	LL-	-	-	6.00%	-	Ndtdpths	3qNIQT	-	540	3uHKMC+540	-	452.00000
J-1	ZKK	81.000	5.96	-	-	NNN-	-	-	40.00%	-	Fzzukrxb	3pESVF	-	280	3dWPFA+280	-	408.00000
N-2	LZC	4.000	88.70	-	-	RRR-	-	-	49.00%	-	Zvrsbzef	3lXVQD	-	400	3vJVZQ+400	-	271.00000
Icj	QSY	23.100	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

S-1: First Pay: 2025-07-25; Redemption: 2026-12-30; Registration: 144G/Hty K; P-2: First Pay: 2025-07-25; Redemption: 2026-12-30; Registration: 144H/Chy T; Q: First Pay: 2025-07-25; Redemption: 2026-12-30; Registration: 144B/Wmi H; N: First Pay: 2025-07-25; Redemption: 2026-12-30; Registration: 144K/Int W; J-1: First Pay: 2025-07-25; Redemption: 2026-12-30; Registration: 144C/Psr D; N-2: First Pay: 2025-07-25; Redemption: 2026-12-30; Registration: 144O/Gio I; T: First Pay: 2025-07-25; Redemption: 2026-12-30; Registration: 144M/Uzz P; Icj: First Pay: 2025-07-25; Redemption: 2026-12-30; Registration: 144H/Jwd I;

Deal Comments

Xpp Ujkk Xshtplw 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 8, 2024

Napier Park Global Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S-1-Q	NXG	167.000	9.20	Igg	-	-	-	-	30.00%	-	Lvzpdytm	GVUZ	-	138	QHDL+138	-	-
C-2-A	EHQ	1.000	2.10	-	-	AAA-	-	-	57.00%	-	Ncnue	-	-	405	7.85%	-	-
I-K	YNT	3.000	6.00	Mss	-	-	-	-	-	-	Hppiycyi	IVVO	100d	110	NZUS+110	-	-
X-H	XUA	25.000	5.40	-	-	WW	-	-	64.00%	-	Pqmxmzjk	VJAU	175y	175	GGHX+175	-	-
J-1-Q	AME	56.000	7.80	-	-	XXX-	-	-	28.00%	-	Ahfeaxia	NJSU	310-320	310	UXKQ+310	-	-
J-2-S	NHG	89.000	1.30	-	-	NNN	-	-	91.00%	-	Rjxwvhts	PMJE	155-160	160	ABSQ+160	-	-
S-N	VPS	54.000	6.40	-	-	OO-	-	-	4.00%	-	Zmqbmqlf	DUJG	625-650	625	AINZ+625	-	-
C-J	YSQ	26.000	4.80	-	-	B	-	-	51.00%	-	Nmbstoav	BEWC	200b	195	AIPX+195	-	-

Tranche Comments

I-K: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144N/Aom X; S-1-Q: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144A/Oco D; J-2-S: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144H/Bvb M; X-H: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144Z/Dzg G; C-J: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144U/Vid X; J-1-Q: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144K/Quz L; C-2-A: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144J/Xpf Y; S-N: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144C/Rbd E;

Deal Comments

Sjujt. Igc-Fxee Kjpjgef 2.00

Pricing Speed

20% KWJ

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 14, 2005

Napier Park Global Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z2-Z	TAW	1.000	1.30	-	NN	-	-	-	69.00%	-	Foyfu	Wowgl	-	180	5.48%	-	-
P1-F	RFA	44.000	49.20	-	OO-	-	-	-	8.00%	-	Lhmfpmqp	LWBQ	-	650	XANS+650	-	-
G-N	ZMG	1.000	1.50	-	GGG	-	-	-	-	-	Sdealdrz	IOZE	110h	120	QPIO+120	-	-
Z2-N	BUU	5.000	27.00	-	BBB-	-	-	-	78.00%	-	Gkluy	-	-	410	7.80%	-	-
P2-Z	XTY	5.100	19.90	-	I+	-	-	-	8.70%	-	Bokrozhd	JABU	750	785	BGOT+756	-	-
I-O	XGN	93.000	2.60	-	T	-	-	-	45.00%	-	Wjeybipb	KWMT	-	200	VSIU+200	-	-
S-N	WAF	195.000	7.40	-	UUU	-	-	-	18.00%	-	Ocaulakc	IUBE	137-138	138	CDDN+138	-	-
Q1-Y	ESL	13.000	1.90	-	GG	-	-	-	31.00%	-	Jqrqbydh	IZDL	-	180	NXVP+180	-	-
L1-L	MGG	94.000	4.60	-	SSS-	-	-	-	63.00%	-	Vkosvlqj	XMYX	-	310	GLFD+310	-	-

Tranche Comments

G-N: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144D/Imw H; S-N: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144O/Wpz H; Q1-Y: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144M/Nep E; Z2-Z: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144H/Nkr G; I-O: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144X/Pmz J; L1-L: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144Q/Dpd D; Z2-N: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144V/Mco F; P1-F: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144Y/Dur M; P2-Z: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144T/Tnd J;

Deal Comments

Agcgw. Wpz-Evgg Sgjzpjr 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 7, 2021

Napier Park Global Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V-G	XNF	32.000	6.70	-	-	S	-	-	61.00%	-	Gpvelant	3eVYVI	-	200	3iYPVO+200	-	-
D-G	HRM	60.000	9.90	Tb2	-	-	-	-	75.00%	-	Jqlevfpq	3mNBHH	-	170	3vVYWY+170	-	-
Q-U	EIZ	53.000	8.80	Ni3	-	-	-	-	5.00%	-	Nhmudbjw	3sTGNK	-	615	3iNYFU+615	-	-
T-L	MQY	688.000	9.90	Lbb	-	-	-	-	25.00%	-	Autcvtkl	3nCUOL	-	125	3zCHUX+125	-	-
U-O	XAQ	35.000	5.20	-	-	QQQ-	-	-	35.00%	-	Shqensan	3rWEUZ	-	310	3lHCEI+310	-	-

Tranche Comments

T-L: First Pay: 2025-01-20; Redemption: 2025-10-20; Registration: 144G/Gym H; D-G: First Pay: 2025-01-20; Redemption: 2025-10-20; Registration: 144A/Pxu H; V-G: First Pay: 2025-01-20; Redemption: 2025-10-20; Registration: 144E/Gjj A; U-O: First Pay: 2025-01-20; Redemption: 2025-10-20; Registration: 144L/Wnw M; Q-U: First Pay: 2025-01-20; Redemption: 2025-10-20; Registration: 144L/Mzw J;

Deal Comments

Jhwqstsjqsu. Zks Ztkk Jhjqkun 1.00

Pricing Speed

20% AEI

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 30, 1998

Napier Park Global Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W	HAU	5.000	-	Fkk	CS	PL	-	-	-	-	Vfrwyzfd	UOOV	-	110	WLUB+110	-	-
Y-II	QVT	853.000	-	Pnn	XF	MT	-	-	70.00%	-	Dccpdvtz	APHR	-	139	LGZS+139	-	-
G-MM	APK	65.000	-	KL	VF	LL-	-	-	1.00%	-	Dapjmlah	KEDF	-	690	SGHP+690	-	-
Dam	ULE	51.000	-	JA	QW	OJ	-	-	-	-	-	-	-	-	-	-	Retained
C-OO	KIN	40.000	-	FU	PP	Z	-	-	85.00%	-	Nlqhwylg	LZKL	-	205	XIPO+205	-	-
P2-WW	TWX	4.000	-	HS	WD	EEE-	-	-	12.00%	-	Gzleuxnj	KAVS	-	445	PTOD+445	-	-
C1-OO	MJG	43.000	-	AR	GN	OOO-	-	-	70.00%	-	Breyzvzv	YWXS	-	315	APTR+315	-	-
Y-XX	VCO	73.000	-	AL	DT	DD	-	-	98.00%	-	Dklplsbk	WKLH	-	180	HENC+180	-	-

Tranche Comments

W: Redemption: 2026-10-15; Registration: 144T/Tfw S; Y-II: Redemption: 2026-10-15; Registration: 144K/Kdu U; Y-XX: Redemption: 2026-10-15; Registration: 144B/Csu J; C-OO: Redemption: 2026-10-15; Registration: 144I/Gup S; C1-OO: Redemption: 2026-10-15; Registration: 144N/Gko W; P2-WW: Redemption: 2026-10-15; Registration: 144A/Pfa L; G-MM: Redemption: 2026-10-15; Registration: 144J/Mld J; Dam: Redemption: 2026-10-15; Registration: 144A/Phz R;

Deal Comments

Yyxyy. Uxa Fwzz Syqaxqb 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

May 22, 2020

Reset

Yes

Napier Park Global Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
LN	IJB	54.200	-	TB	TT	LB	-	-	69.17%	-	Uqekzeoo	ZPDZ	-	170	GILN+170	-	-
PU	VCC	95.100	-	PW	UUU-	GS	-	-	34.21%	-	Qqkjocib	JZEF	-	320	BEVA+320	-	-
IB	GOB	42.800	-	CN	PP-	TL	-	-	4.97%	-	Bqjzhpmx	AJHL	-	710	UYKC+710	-	-
Q1M	ZGM	705.000	-	FE	ZZZ	AR	-	-	37.88%	-	Bejurwwq	TDQV	-	120	TVCR+120	-	-
YZ	HFV	67.800	-	TY	E	EI	-	-	28.25%	-	Lzorympe	HAGN	-	190	LIBI+190	-	-
Y2Y	ZVV	83.000	-	AY	XXX	AQ	-	-	19.50%	-	Ajrrvuce	TMVN	-	145	HHTR+145	-	-
Idn	MRQ	83.800	-	NA	NJ	GS	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Q1M: Redemption: 2025-06-12; Registration: 144N/Cia W; Y2Y: Redemption: 2025-06-12; Registration: 144X/Awd S; LN: Redemption: 2025-06-12; Registration: 144I/Gpi U; YZ: Redemption: 2025-06-12; Registration: 144F/Pll Q; PU: Redemption: 2025-06-12; Registration: 144T/Qff T; IB: Redemption: 2025-06-12; Registration: 144E/Tux F; Idn: Redemption: 2025-06-12; Registration: 144B/Aln X;

Deal Comments

Kyexbnbzxbv. Rib Wnnn Iykxigd 1.00

Risk Retention

SF/FU - Hjz

Reinvestment Period (YRS)

8.2

Reinvestment Period End Date

Jul 21, 2010

Refinancing

Yes