| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | DILSK No.5 (EUR 343m) | Dilosk DAC | | EMEA | Oct 14, 2021 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | AFM | 73.104 | 2.26 | - | II | - | AA (P) | 1.10% | - | Vpvhayqp | 3rYc | - | 92 | 92 | 3iEx+92 | - | 573.00000 | | K | LYS | 4.360 | 9.72 | - | LLL+ | - | TTT | 3.42% | - | Zhlhbfyq | 3aNo | - | 160-165 | 160 | 3hKq+160 | - | 297.00000 | | P | BEC | 1.290 | 7.96 | - | PP+ | - | AA (C) | 6.72% | - | Gbbkvfnu | 3bXs | - | - | 335 | 3gBx+265 | - | 52.98300 | | U2 | MZH | 6.996 | 9.33 | - | TC | - | SV | - | - | - | - | - | - | - | - | - | Retained | | S1 | NNR | 5.379 | - | - | XN | - | WM | - | - | Vzpfg | - | - | - | - | - | - | Retained | | R2 | NQJ | 7.546 | - | - | FL | - | CU | - | - | Esfhk | - | - | - | - | - | - | Retained | | R | BKN | 45.782 | 8.42 | - | B+ | - | Y (J) | 2.25% | - | Tfpljpts | 3pYa | - | 115-120 | 115 | 3jHs+115 | - | 885.00000 | | B | PYM | 2.345 | 7.54 | - | F- | - | BW | 5.74% | - | Kvsxvown | 3xBe | - | - | 383 | 3zOy+375 | - | 18.70400 | | W1 | OXN | 6.543 | 8.37 | - | GD | - | LN | - | - | Gbuvbffp | 3sLe | - | - | 325 | 3oYu+325 | - | 981.00000 | | E | QYO | 933.988 | 5.47 | - | UUU | - | WWW | 36.34% | - | Ptfpdqtc | 3tNq | - | 52 | 52 | 3lOb+70 | - | 145.29100 |
Tranche Comments E: Registration: Dqf E Rkze;
L: Registration: Wqj G Orvi;
R: Registration: Pur E Qnni;
K: Registration: Lkd C Yqgz;
P: Registration: Ldq Q Ggki;
B: Registration: Dfk D Ixlx;
W1: Registration: Aps G Hnip;
U2: Registration: Wih E Edpq;
S1: Registration: Wzj A Puky;
R2: Registration: Dgz B Rjge; |
|
