| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | BRLY No.2 (GBP 252m) | TwentyFour Asset Management LLP | | EMEA | Feb 17, 2022 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | UOC | 4.870 | 7.40 | On3 | I | - | 7.00% | - | Qlwpflep | PRTSJ | Bjzh 100a | 170-175 | 170 | BBDGR+170 | - | 606.00000 | | S | UWW | 5.000 | 9.80 | Sv2 | WW | - | - | - | Mqfaewre | EKWEV | - | - | - | EBDNF+300 | - | Retained | | V | THQ | 241.327 | 1.40 | Xxx | QQQ | - | 56.30% | - | Yybybqcf | WCJGZ | Fxf yx Dve 90fi | 92 | 92 | CEFSD+92 | - | 199.00000 | | M | LKN | 7.000 | - | Sqq2 | S- | - | - | - | Uabolqta | KXGGN | - | - | - | TMVSA+450 | - | Retained | | G | LEK | 66.308 | 7.50 | Nu2 | AA | - | 4.20% | - | Yxkljabj | RSDHJ | Sgo 100t | 140-145 | 140 | YGTJC+140 | - | 698.00000 | | O | AFS | 5.347 | 1.60 | Prr2 | FFF- | - | 2.60% | - | Klxrxfbg | BHSSK | 200v | 200 | 210 | DOBTX+180 | - | 66.13700 |
Tranche Comments V: First Pay: 2022-03-28; Redemption: 2026-02-27; Registration: Nfh W Yfji;
G: First Pay: 2022-03-28; Redemption: 2026-02-27; Registration: Nug L Owkc;
M: First Pay: 2022-03-28; Redemption: 2026-02-27; Registration: Hvo J Fdwz;
O: First Pay: 2022-03-28; Redemption: 2026-02-27; Registration: Bhk F Itch;
S: First Pay: 2022-03-28; Redemption: 2026-02-27; Registration: Bam U Sfno;
M: First Pay: 2022-03-28; Redemption: 2026-02-27; Registration: Tme F Raos; Risk Retention OC - Vjdq PO/OC - Vjd Use of Proceeds Kyzyfgz Nbfgbfgfy Azfgbyyy WA Seasoning (Months) 68.79 |
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