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
I	SHH	567.000	4.30	-	HHH	TTT	59.00%	-	Cojrhppo	3mUp	-	-	120	3dCs+120	-	613.00000
F	HFC	90.000	9.80	-	Z	O	19.00%	-	Hvpkqfpr	3bTc	235-245	-	265	3vOd+265	-	584.00000
B	COQ	70.000	8.60	-	RR	ZZ	44.90%	-	Iqvyvvpr	3vDu	200-210	-	210	3nHn+210	-	549.00000
G	CFW	6.000	6.70	-	BBB	DDD	-	-	Qfobvaqt	3aPu	65-75	-	75	3xZa+75	-	544.00000
P	KII	99.000	5.10	-	TTT-	VVV-	88.00%	-	Jwlqzvnu	3pDa	330-340	-	350	3gPf+350	-	459.00000
Zpzgkc	PNN	65.500	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
O	VLQ	56.000	7.00	-	L-	X-	4.84%	-	Lyshshoa	3zYk	Wyf ny Fgg 900w	-	900	3aPb+797	-	69.00000
F	JXD	55.000	1.70	-	FF-	KK-	1.70%	-	Ymylrdlr	3pBn	Pzb ez Ceq 600f	-	615	3rJc+610	-	17.17000

Tranche Comments

G: First Pay: 2025-04-15; Redemption: 2025-12-13; Registration: 144K/Nxq G; I: First Pay: 2025-04-15; Redemption: 2025-12-13; Registration: 144M/Jho A; B: First Pay: 2025-04-15; Redemption: 2025-12-13; Registration: 144G/Fwg T; F: First Pay: 2025-04-15; Redemption: 2025-12-13; Registration: 144L/Nos W; P: First Pay: 2025-04-15; Redemption: 2025-12-13; Registration: 144G/Dbf Q; F: First Pay: 2025-04-15; Redemption: 2025-12-13; Registration: 144F/Xch O; O: First Pay: 2025-04-15; Redemption: 2025-12-13; Registration: 144Z/Vzs H; Zpzgkc: First Pay: 2025-04-15; Redemption: 2025-12-13; Registration: 144D/Kda I;

Deal Comments

Tfk Ljuu Fxbbfyv 1.00

Risk Retention

XY/YU/YK - Yeqskexzst

Pricing Speed

20 FOR

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 10, 2017

WAL Test Period (YRS)

6.8