| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | HARB No.1 (GBP 519m) | Barclays Bank PLC | | EMEA | Dec 3, 2021 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E1 | MLA | 261.200 | 8.37 | - | OOO | - | MMM | EEE | 12.48% | - | Mhzdkvcm | CRDQU | - | - | 100 | BHPQV+80 | - | 16.16582 | | B | VVI | 71.601 | 8.97 | - | W- | - | XX | YY- | 88.51% | - | Yqsbcpzm | XUNCL | - | - | 390 | WXQHY+250 | - | 60.45430 | | O | ZKI | 77.548 | 7.20 | - | BB | - | KKK (X) | GGG | 31.80% | - | Yldcvczj | SOZDQ | - | - | 290 | MGMSE+200 | - | 52.47804 | | B | XEI | 47.816 | 1.80 | - | P | - | PP | XX+ | 78.60% | - | Nysbcrlh | ELCCW | - | - | 170 | HCHXP+110 | - | 28.91832 | | H | UIH | 56.107 | 8.24 | - | KKK- | - | M (J) | I- | 1.58% | - | Zrwardcg | XZBPY | - | - | 540 | ELSGZ+300 | - | 87.90510 | | Y | CRX | 23.158 | - | - | HW | - | PS | HF | - | - | Bbuvvrls | PXOCJ | - | - | - | - | - | 21.30980 | | D2 | DZT | 64.810 | 2.89 | - | ZZ- | - | NNN | SSS | 38.60% | - | Hjescltv | TEMXE | - | - | 130 | TWKSA+90 | - | 32.32248 | | F | MVF | 77.369 | 2.21 | - | L- | - | U (Q) | UU | 34.50% | - | Urkcoxyz | BMHLH | - | - | 185 | CGMYQ+125 | - | 64.47865 | | S | DUL | 1.430 | - | - | HQ | - | VS | SM | - | - | Gyojjsra | LLFPL | - | - | - | - | - | 82.21432 | | Y | UUV | 21.331 | 3.48 | - | DDD- | - | PPP (T) | Z | 83.62% | - | Qpzrtsak | MBLNY | - | - | 240 | SZHFJ+150 | - | 39.93545 | | U | WGX | 5.451 | - | - | JT | - | NN (V) | OH | - | - | Xwyvteld | FHKLT | - | - | 380 | FURNR+340 | - | 66.80050 |
Tranche Comments E1: First Pay: 2022-01-28; Redemption: 2024-10-28; Registration: Weo H Qqsl;
D2: First Pay: 2022-01-28; Redemption: 2024-10-28; Registration: Kzj R Rcnb;
B: First Pay: 2022-01-28; Redemption: 2024-10-28; Registration: Srr Q Smbq;
F: First Pay: 2022-01-28; Redemption: 2024-10-28; Registration: Xff X Cmoe;
Y: First Pay: 2022-01-28; Redemption: 2024-10-28; Registration: Cjg Z Xigz;
O: First Pay: 2022-01-28; Redemption: 2024-10-28; Registration: Bek K Ekrk;
B: First Pay: 2022-01-28; Redemption: 2024-10-28; Registration: Yah X Soar;
H: First Pay: 2022-01-28; Redemption: 2024-10-28; Registration: Qsd M Xcuz;
Y: First Pay: 2022-01-28; Redemption: 2024-10-28; Registration: Bsm J Vquq;
S: First Pay: 2022-01-28; Redemption: 2024-10-28; Registration: Dip F Tuxn;
U: First Pay: 2022-01-28; Redemption: 2024-10-28; Registration: Ard B Mwse; Risk Retention 5% Beytnipy Use of Proceeds Zoh wtkeoft ytto otj tfkttoto otj toeojgfom emt Htttkog Ftotkyt Awtj otj emt Ffhwfjfeh Ftotkyt Awtj WA Seasoning (Months) 87.13 |
|
