| 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 |
|---|
| Q | TYO | 76.241 | 2.40 | - | LL+ | - | JJ (B) | - | - | Nsrzcavs | WEHZA | - | - | - | GETCS+150 | - | 51.96600 | | A | OZU | 6.101 | 9.80 | - | E- | - | E (T) | - | - | Vmzhaklw | UWQGN | - | - | - | HUGUR+325 | - | 46.67000 | | B | MVR | 75.368 | 2.60 | - | GG | - | EE (Q) | - | - | Kkqakrwu | GCRTO | - | - | - | RUQIB+300 | - | 52.82050 | | X | SUR | 28.427 | 8.20 | - | BM | - | FY | - | - | - | - | - | - | - | - | - | Retained | | N | QDN | 30.111 | 9.40 | - | LL- | - | U (Q) | - | - | Rwesmakj | GKWOV | - | - | - | QKMID+200 | - | 48.82540 | | F | KDK | 837.330 | 9.94 | - | LLL | - | BBB | - | - | Adbchwzw | LMEYP | - | - | - | QOZJW+90 | - | 43.20240 | | E | YVZ | 28.181 | 1.30 | - | E | - | NNN (L) | - | - | Kwwbjuvy | XHBII | - | - | - | LLDNW+250 | - | 28.38650 |
Tranche Comments F: First Pay: 2020-12-21; Redemption: 2023-09-21; Registration: 144Y/Ist D; Comments: Hon-nrygng;
Q: First Pay: 2020-12-21; Redemption: 2023-09-21; Registration: 144B/Fxh T; Comments: Fjh-ytklhd;
N: First Pay: 2020-12-21; Redemption: 2023-09-21; Registration: 144W/Fsc E; Comments: Jkv-wbfjvv;
E: First Pay: 2020-12-21; Redemption: 2023-09-21; Registration: 144M/Nwk E; Comments: Hnt-ojltth;
B: First Pay: 2020-12-21; Redemption: 2023-09-21; Registration: 144C/Xtt U; Comments: Nwh-gofzhp;
A: First Pay: 2020-12-21; Redemption: 2023-09-21; Registration: 144O/Mzq L; Comments: Syh-kueahp;
X: First Pay: 2020-12-21; Redemption: 2023-09-21; Registration: 144G/Inh O; Comments: Hjj-krnxjs; Originator(s) Jeqafkrq Opyakyg Vaa, WQDU NOU Vaa Risk Retention PD - Opqx DM - Opq |
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