| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS |
| | TWB 2022-2 (GBP 464m) | Paratus AMC Ltd | | EMEA | Jul 8, 2022 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | GMB | 9.117 | 1.52 | C1 | LLL | - | 6.90% | - | Emzwksme | KXLMW | - | - | 450 | KJXKQ+350 | - | 57.81400 | | J | QMH | 6.168 | 6.97 | F2 | II+ | - | 3.50% | - | Jsumlxjo | DEZLM | - | - | 674 | EGFHV+550 | - | 30.30000 | | L1 | HST | 55.491 | 2.14 | GH | GC | - | - | - | - | - | - | - | - | - | - | Retained | | C | AUR | 93.200 | 5.25 | Eh1 | HH- | - | 80.34% | - | Hynurcen | JWPVU | - | 270-275 | 270 | BVMRZ+200 | - | 83.57200 | | K | MWO | 55.157 | 4.95 | Ga3 | G- | - | 1.00% | - | Hvrbjttp | WQJTY | - | - | 350 | YBSUX+275 | - | 27.97500 | | O2 | NQQ | 4.570 | 6.18 | BD | VF | - | - | - | - | - | - | - | - | - | - | Retained | | Q | JZC | 709.631 | 6.50 | Tnn | MMM | - | 91.00% | - | Nbeemkbq | QSPXJ | - | 165 | 165 | WKNEP+95 | - | 45.77600 |
Tranche Comments Q: First Pay: 2022-12-12; Redemption: 2025-12-12; Registration: Gxz N Bmaq; Comments: Xkk-hpmyky;
C: First Pay: 2022-12-12; Redemption: 2025-12-12; Registration: Vwi P Ybmx; Comments: Krp-mzjwpp;
K: First Pay: 2022-12-12; Redemption: 2025-12-12; Registration: Eqt B Uuvo; Comments: Wrt-syxxtn;
P: First Pay: 2022-12-12; Redemption: 2025-12-12; Registration: Faq J Cxpc; Comments: Ytf-bfycfj;
J: First Pay: 2022-12-12; Redemption: 2025-12-12; Registration: Hst Z Wcno; Comments: Qkf-clqufc;
L1: First Pay: 2022-12-12; Redemption: 2025-12-12; Registration: Ddc K Kwtk;
O2: First Pay: 2022-12-12; Redemption: 2025-12-12; Registration: Rus I Utiv; Deal Comments Kbb Sgjj Wakwbqv 3.00. Ufa qagj igx wrxweaq wr pb cs480.65j. Laxap Pgpav 2025-12-12 Originator(s) Ugjghvb XEE Shh Risk Retention WC - Qapf QW/WX - Qap Use of Proceeds Wqyqyam Gqycqyafq Hzycqkqk Pricing Speed TPLu 5% ugd wgppmz 1-54, pmhp 20% pmhdhbuphd WA Seasoning (Months) 9.12 |
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