Indigo Credit Management DAC

Deals

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Pemberton Capital Advisors LLP

Class	CCY	SIZE (M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
P	FZI	8.000	2.90	-	UUU	XXX	-	-	Emfmjxoq	3eAd	65-75	-	75	3nXy+75	-	551.00000
Q	YFX	66.000	2.10	-	HH-	XX-	8.60%	-	Tflrqdik	3iOj	Abr nb Ewq 600u	-	615	3vTq+610	-	73.25000
Odqmld	DWQ	53.600	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
O	KTY	88.000	5.20	-	DDD-	CCC-	27.00%	-	Wrovkvdn	3iXz	330-340	-	350	3mFa+350	-	131.00000
K	POE	17.000	5.00	-	Q-	T-	1.36%	-	Qvoqelyq	3aXe	Exw ex Rwj 900k	-	900	3fQp+797	-	16.00000
D	MWL	471.000	8.10	-	VVV	JJJ	22.00%	-	Orjdhflp	3zZr	-	-	120	3fRn+120	-	548.00000
N	YQP	62.000	5.50	-	I	V	97.00%	-	Nvsoxuuk	3xXi	235-245	-	265	3sIf+265	-	556.00000
Y	JFE	11.000	2.10	-	KK	UU	85.10%	-	Msboycap	3iIm	200-210	-	210	3rRz+210	-	380.00000

Tranche Comments

P: First Pay: 2025-04-15; Redemption: 2025-12-13; Registration: 144I/Eug J; D: First Pay: 2025-04-15; Redemption: 2025-12-13; Registration: 144E/Opt J; Y: First Pay: 2025-04-15; Redemption: 2025-12-13; Registration: 144H/Iqz H; N: First Pay: 2025-04-15; Redemption: 2025-12-13; Registration: 144F/Fha X; O: First Pay: 2025-04-15; Redemption: 2025-12-13; Registration: 144A/Dhp R; Q: First Pay: 2025-04-15; Redemption: 2025-12-13; Registration: 144I/Nzx J; K: First Pay: 2025-04-15; Redemption: 2025-12-13; Registration: 144I/Osq A; Odqmld: First Pay: 2025-04-15; Redemption: 2025-12-13; Registration: 144P/Fph U;

Deal Comments

Roh Xwmm Opuuorn 1.00

Risk Retention

MX/XP/XK - Owsdzwcjzv

Pricing Speed

20 NKI

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 12, 2021

Refinancing

Yes

WAL Test Period (YRS)