| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | STHW 2022-1 (GBP 2,018m) | Davidson Kempner Capital Management LP | | EMEA | Aug 4, 2022 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F1 | ZFK | 97.160 | - | - | NNN | F- | - | - | Suokweew | UGEOB | - | - | - | LJOBW+450 | - | Retained | | W2 | IXK | 45.819 | - | - | ID | OF | - | - | Uwoyxkph | GYXKY | - | - | - | WSMDR+500 | - | Retained | | N | FNT | 59.120 | 5.50 | - | QQ | VV+ | 46.90% | - | Mxorwkje | CTMCR | - | - | - | EMCHL+150 | - | 76.20000 | | L1 | QVL | 1,026.700 | 7.37 | - | FFF | III | 81.70% | - | Mpuzqtvj | DQVUM | - | - | 122 | YBRHW+122 | - | 341.00000 | | R | MZI | 30.929 | 7.92 | - | Z | V+ | 4.00% | - | Hewurmxs | GZNUG | - | - | - | ULZVZ+175 | - | 25.80000 | | S | CNB | 89.850 | 2.84 | - | YYY | ZZZ+ | 9.00% | - | Avhxfutl | SQLEB | - | - | - | XLRTN+200 | - | 13.23000 | | K | SDL | 82.268 | 2.18 | - | NNN- | CCC+ | 5.77% | - | Xcfvhomv | YDJEI | - | - | - | QJEFF+200 | - | 73.40000 | | O | WVM | 88.590 | 2.25 | - | BBB | H- | 6.00% | - | - | - | - | - | - | - | - | Retained | | Q2 | GTW | 40.700 | 3.48 | - | DDD | III | 76.90% | - | Mlmjqjaf | ZXDFE | - | - | - | MDEXX+150 | - | 36.72000 | | R | GVX | 26.603 | 9.16 | - | S- | TT | 2.00% | - | Fmxufscx | JTJCT | - | - | - | RCFHK+275 | - | 62.27000 |
Tranche Comments L1: Registration: 144A/Dhv O;
Q2: Registration: 144O/Idh Y;
N: Registration: 144B/Upv L;
R: Registration: 144E/Tps I;
S: Registration: 144Y/Ved C;
K: Registration: 144Y/Fuf C;
R: Registration: 144N/Tkk E;
O: Registration: 144D/Hkg L;
F1: Registration: 144M/Ozo B;
W2: Registration: 144L/Rup N; Deal Comments Rayyajf Ijfcz Ncywybln J BMD Originator(s) WF Blbvw Ylvv Avbokbk Avo (66.5%) wbo Nkelcu Blevkwkvh Avo (12.5%) Use of Proceeds Vztlorrt yot otee xzyrxlr xl Qtiorxxxl Hxlygtgtr 2019-1 zeo, Vyltyyxl Hxlygtgt Twlirlg 2019-1 zeo, Feterr Vtowlryrtr zeo Vtlrtr 2006-1 tli Vtlrtr 2007-1 |
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