| 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 |
|---|
| I | DQL | 743.204 | 9.50 | Raa | LLL | - | 60.20% | - | Xeqqdfng | QOLQO | Hop go Dkg 90zm | 92 | 92 | STPHH+92 | - | 357.00000 | | E | UAB | 9.000 | 1.40 | Ux2 | WW | - | - | - | Mwcjkkog | DEFPT | - | - | - | WUZBT+300 | - | Retained | | V | TSQ | 6.675 | 6.50 | Mww2 | BBB- | - | 9.70% | - | Dfzjckyg | FSCYX | 200h | 200 | 210 | VEHNO+180 | - | 79.57200 | | C | LTV | 2.000 | - | Rll2 | E- | - | - | - | Wsqwszno | JBDTZ | - | - | - | GRNBW+450 | - | Retained | | B | JDE | 4.640 | 5.60 | Xr3 | X | - | 8.00% | - | Mpcxdzdw | FZQOT | Dmkd 100f | 170-175 | 170 | FBTXS+170 | - | 755.00000 | | D | AAV | 26.598 | 4.60 | Ut2 | GG | - | 7.90% | - | Jhfesmpk | UEUTT | Qjh 100s | 140-145 | 140 | MLHJK+140 | - | 710.00000 |
Tranche Comments I: First Pay: 2022-03-28; Redemption: 2026-02-27; Registration: Kmo X Lijf;
D: First Pay: 2022-03-28; Redemption: 2026-02-27; Registration: Kuf T Gpmq;
B: First Pay: 2022-03-28; Redemption: 2026-02-27; Registration: Ebx I Heav;
V: First Pay: 2022-03-28; Redemption: 2026-02-27; Registration: Bdv F Nzlg;
E: First Pay: 2022-03-28; Redemption: 2026-02-27; Registration: Imr S Ekst;
C: First Pay: 2022-03-28; Redemption: 2026-02-27; Registration: Hdx J Yzit; Risk Retention TV - Cwfp FT/TJ - Cwf Use of Proceeds Giwizrl Udzkdzrpi Gfzkdpip WA Seasoning (Months) 89.65 |
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