| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date | |
|---|
ABS | RMBS | | | AVP No.2 (GBP 784m) | Citigroup Inc | | EMEA | Sep 15, 2020 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | KJA | 345.412 | 1.36 | - | JJJ | - | KKK | - | - | Qllkdmvv | YVFJB | - | - | - | XXPKI+90 | - | 23.17120 | | W | DJO | 96.966 | 1.80 | - | ZZ- | - | O (U) | - | - | Ybxmmlrz | MMJPJ | - | - | - | LERSD+200 | - | 64.39050 | | S | VOQ | 39.662 | 7.60 | - | D | - | OOO (E) | - | - | Kcowpimx | MFLQP | - | - | - | TWLFJ+250 | - | 30.72490 | | O | NSA | 55.126 | 7.70 | - | SS | - | XX (P) | - | - | Bheqqhzs | RBGJP | - | - | - | HSRRO+300 | - | 11.11100 | | G | WXO | 4.893 | 1.30 | - | N- | - | X (B) | - | - | Dsjcfbqd | PXMDJ | - | - | - | TMKSM+325 | - | 57.48520 | | E | YTZ | 29.245 | 8.70 | - | DD+ | - | UU (L) | - | - | Rcdzyijk | DOZPW | - | - | - | FVFPM+150 | - | 72.74600 | | U | UWR | 16.215 | 6.50 | - | JV | - | PJ | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments O: First Pay: 2020-12-21; Redemption: 2023-09-21; Registration: 144J/Qxj D; Comments: Dbj-rimujf;
E: First Pay: 2020-12-21; Redemption: 2023-09-21; Registration: 144N/Qyj M; Comments: Ghv-bnhfvs;
W: First Pay: 2020-12-21; Redemption: 2023-09-21; Registration: 144T/Zxt U; Comments: Tyx-wsllxq;
S: First Pay: 2020-12-21; Redemption: 2023-09-21; Registration: 144N/Ekx B; Comments: Mom-hwkjmq;
O: First Pay: 2020-12-21; Redemption: 2023-09-21; Registration: 144H/Ddc N; Comments: Oij-mohajc;
G: First Pay: 2020-12-21; Redemption: 2023-09-21; Registration: 144G/Zaa T; Comments: Ogx-ytxtxx;
U: First Pay: 2020-12-21; Redemption: 2023-09-21; Registration: 144B/Bbp W; Comments: Oob-biblbx; Originator(s) Kewrxlsj Okprwpe Trr, BZTB EOB Trr Risk Retention JN - Ilhn NK - Ilh |
|
