| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | CLOS | | | ROCKE 2021-2 (EUR 376m) | King Street | | EMEA | Nov 8, 2021 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | JQP | 49.100 | 8.50 | Xb2 | EE | - | 27.60% | - | Offfduci | 3tCs | - | - | 175 | 3wAd+175 | - | 733.00000 | | B | YJS | 72.000 | 9.00 | Vxx3 | DDD | - | 64.60% | - | Rukbexnn | 3hLl | - | - | 345 | 3pUb+345 | - | 353.00000 | | C | PAA | 10.000 | 8.50 | Uu3 | WW- | - | 5.20% | - | Ahxmkjpu | 3zKi | - | - | 650 | 3iIa+622 | - | 61.00000 | | K | HGY | 48.000 | 53.90 | A3 | L- | - | 1.90% | - | Pcdvwaid | 3yVe | - | - | 950 | 3sZa+890 | - | 96.00000 | | N | WWM | 92.500 | 7.60 | D2 | P | - | 98.50% | - | Zxszlwma | 3yRk | - | - | 250 | 3mVx+250 | - | 920.00000 | | Psi | IZS | 34.500 | - | BS | XO | - | - | - | - | - | - | - | - | - | - | Retained | | E | DTH | 5.000 | 4.70 | Hqq | ZZZ | - | - | - | Bzbehiuj | 3bSi | - | - | 50 | 3xPe+50 | - | 917.00000 | | H | DBY | 737.000 | 2.10 | Vhh | OOO | - | 30.00% | - | Qhbledso | 3yHd | - | - | 96 | 3tHz+96 | - | 409.00000 |
Tranche Comments E: First Pay: 2022-07-24; Redemption: 2023-06-20; Registration: 144Q/Lhy Z;
H: First Pay: 2022-07-24; Redemption: 2023-06-20; Registration: 144N/Rxm H;
Z: First Pay: 2022-07-24; Redemption: 2023-06-20; Registration: 144O/Hbf N;
N: First Pay: 2022-07-24; Redemption: 2023-06-20; Registration: 144D/Wiy J;
B: First Pay: 2022-07-24; Redemption: 2023-06-20; Registration: 144C/Kli O;
C: First Pay: 2022-07-24; Redemption: 2023-06-20; Registration: 144N/Vjw X;
K: First Pay: 2022-07-24; Redemption: 2023-06-20; Registration: 144U/Lec R;
Psi: First Pay: 2022-07-24; Redemption: 2023-06-20; Registration: 144X/Btj D; Deal Comments Dbk Nykk Kcmmbeu 2.00 Reinvestment Period (YRS) 4 Reinvestment Period End Date Sep 12, 2006 |
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