FINSIGHT

Newhaven CLO DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X	EUR	3.000	-	Aaa	AAA	-	-	-	Floating	3mEu	-	30	3mEu+30	-	100.00000
A	EUR	217.000	-	Aaa	AAA	-	38.00%	-	Floating	3mEu	-	82	3mEu+82	-	100.00000
B	EUR	29.050	-	Aa2	AA	-	29.70%	-	Floating	3mEu	-	170	3mEu+170	-	100.00000
C	EUR	21.700	-	A2	A	-	23.50%	-	Floating	3mEu	-	250	3mEu+250	-	100.00000
D	EUR	26.250	-	Baa3	BBB-	-	16.00%	-	Floating	3mEu	-	370	3mEu+370	-	100.00000
E	EUR	21.000	-	Ba3	BB-	-	10.00%	-	Floating	3mEu	-	710	3mEu+645	-	96.00000
F	EUR	9.625	-	B3	B-	-	7.25%	-	Floating	3mEu	-	970	3mEu+849	-	92.95000
S1 Sub	EUR	12.000	-	-	-	-	-	-	-	-	-	-	-	-	Retained
S2 Sub	EUR	38.000	-	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

X: First Pay: 2021-05-15; Redemption: 2022-08-15; Registration: 144A/Reg S; A: First Pay: 2021-05-15; Redemption: 2022-08-15; Registration: 144A/Reg S; B: First Pay: 2021-05-15; Redemption: 2022-08-15; Registration: 144A/Reg S; C: First Pay: 2021-05-15; Redemption: 2022-08-15; Registration: 144A/Reg S; D: First Pay: 2021-05-15; Redemption: 2022-08-15; Registration: 144A/Reg S; E: First Pay: 2021-05-15; Redemption: 2022-08-15; Registration: 144A/Reg S; F: First Pay: 2021-05-15; Redemption: 2022-08-15; Registration: 144A/Reg S; S1 Sub: First Pay: 2021-05-15; Redemption: 2022-08-15; Registration: 144A/Reg S; S2 Sub: First Pay: 2021-05-15; Redemption: 2022-08-15; Registration: 144A/Reg S;

Deal Comments

Reset. Non Call Period: 1.00

Risk Retention

Horizontal retention, Manager/Originator structure

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 15, 2025

Reset

Yes

WAL Test Period (YRS)

8.5