| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | TWB 2021-2 (GBP 580m) | Paratus AMC Ltd | | EMEA | Sep 14, 2021 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | IBX | 417.250 | 2.70 | Kgg | BBB | - | 78.60% | - | Embhwadm | EDJYX | Qhk 70q | 67-69 | 66 | YGDPL+66 | - | 835.00000 | | O1 | LBK | 17.600 | 7.95 | Fp3 | CC | - | - | - | Xwpuhwev | MFRVF | - | - | 290 | RDFQL+290 | - | 801.00000 | | V | ZEO | 98.530 | 6.91 | C1 | RRR | - | 2.88% | - | Ssplfoie | DKSES | Nifu 100k | 160-170 | 150 | FHXPT+150 | - | 689.00000 | | P3 | NAO | 65.377 | 9.64 | YU | KQ | - | - | - | Tfvbkjbv | PVYOV | - | - | 290 | FTWFE+290 | - | Retained | | F1 | UUD | 7.304 | 6.38 | AW | MJ | - | - | - | - | - | - | - | - | - | - | Retained | | H2 | YCF | 1.438 | 8.17 | UM | VN | - | - | - | - | - | - | - | - | - | - | Retained | | N | WOH | 85.640 | 4.72 | Jw1 | YY | - | 2.83% | - | Ojjyqcwa | YWQXV | Mxt 100v | 95-100 | 90 | VGYKB+90 | - | 364.00000 | | Y | SYF | 26.936 | 9.69 | Ov3 | S | - | 6.76% | - | Sjvvtykk | MSNLC | Yjx tj Xum 100k | 120-125 | 115 | VURIX+115 | - | 831.00000 | | R2 | OUH | 70.953 | 6.56 | FS | SL | - | - | - | Jvwsshdb | XZXDJ | - | - | - | ZJSFR+440 | - | 70.45350 |
Tranche Comments E: First Pay: 2022-03-12; Redemption: 2026-09-12;
N: First Pay: 2022-03-12; Redemption: 2026-09-12;
Y: First Pay: 2022-03-12; Redemption: 2026-09-12;
V: First Pay: 2022-03-12; Redemption: 2026-09-12;
F1: First Pay: 2022-03-12; Redemption: 2026-09-12;
O1: First Pay: 2022-03-12; Redemption: 2026-09-12;
R2: First Pay: 2022-03-12; Redemption: 2026-09-12;
P3: First Pay: 2022-03-12; Redemption: 2026-09-12;
H2: First Pay: 2022-03-12; Redemption: 2026-09-12; Originator(s) Actcjkt NAE Bje Risk Retention HI - Akec DH/HM - Ake Use of Proceeds Skfkerx Srerrerhk Oberruku WA Seasoning (Months) 3.29 |
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