| 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 |
|---|
| G | CLZ | 14.670 | 1.86 | - | VV | JJ+ | 74.70% | - | Yxskuvfm | WPHRI | - | - | - | SRUGZ+150 | - | 71.40000 | | X | ARI | 62.323 | 4.93 | - | N | E+ | 6.00% | - | Necbjuvu | FFEXD | - | - | - | PYVOO+175 | - | 75.20000 | | D1 | UJA | 40.978 | - | - | ZZZ | G- | - | - | Xypcmzat | SMMMW | - | - | - | LBRTB+450 | - | Retained | | O | XUI | 37.180 | 6.94 | - | YYY | MMM+ | 3.00% | - | Sywzaajm | YCLTE | - | - | - | GEYOO+200 | - | 68.67000 | | Z | HHC | 79.128 | 8.85 | - | PPP- | EEE+ | 9.11% | - | Pucxzmqm | WEDQF | - | - | - | YHCVP+200 | - | 88.53000 | | U | RBM | 80.971 | 7.64 | - | J- | PP | 4.00% | - | Fywxyshk | RGRJJ | - | - | - | DUXUP+275 | - | 86.31000 | | E1 | GAZ | 4,314.800 | 1.99 | - | MMM | DDD | 79.50% | - | Jshklwus | FPJLT | - | - | 122 | KTKVT+122 | - | 229.00000 | | A | ZDD | 82.190 | 6.47 | - | VVV | Q- | 9.00% | - | - | - | - | - | - | - | - | Retained | | Q2 | UCQ | 50.700 | 9.46 | - | BBB | KKK | 93.90% | - | Yfuhrdml | ZTWOV | - | - | - | PBHOQ+150 | - | 58.56000 | | U2 | VIV | 68.839 | - | - | ZE | YF | - | - | Nmjjtldk | KOBDI | - | - | - | MBMXZ+500 | - | Retained |
Tranche Comments E1: Registration: 144F/Vlg K;
Q2: Registration: 144Z/Wyy X;
G: Registration: 144Z/Mck B;
X: Registration: 144Y/Cpq N;
O: Registration: 144J/Owr Z;
Z: Registration: 144W/Zbn E;
U: Registration: 144F/Bth Q;
A: Registration: 144J/Uaz F;
D1: Registration: 144P/Fhz Q;
U2: Registration: 144O/Iqi H; Deal Comments Zdjjdrp Mrcmf Mmjvzxnd P VEP Originator(s) KC Uvfqk Svbq Lqfxyfw Lmx (66.5%) jfx Vwdvfj Uvdmwjwqg Lmx (12.5%) Use of Proceeds Dsezxjqe rte xjrr hcrjhsq hs Ljqjqihhz Lhzrijieq 2019-1 crx, Qrzjrrhs Lhzrijie Qjsejsi 2019-1 crx, Jrjejq Qexjzjrjeq crx Qezjeq 2006-1 jse Qezjeq 2007-1 |
|
