| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | CLOS | | | MARG I (EUR 351m) | M&G PLC | | EMEA | May 17, 2023 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | NCI | 16.600 | 3.70 | - | M | V | 24.23% | - | Nmkasbdh | 3xPt | 420-430 | - | 420 | 3eGn+420 | - | 753.00000 | | S | XFN | 26.100 | 3.40 | - | BB- | NN- | 36.83% | - | Jpuldyor | 3hSz | 900-925 | - | 935 | 3nWs+835 | - | 65.70000 | | R | BIA | 80.000 | 3.80 | - | TTT | FFF- | 21.60% | - | Jsqqxuow | 3fRi | 640-650 | - | 640 | 3wXk+640 | - | 562.00000 | | Xdmvol | WBX | 84.700 | - | - | LT | ET | - | - | - | - | - | - | - | - | - | Retained | | R | GKP | 92.000 | 7.30 | - | EE | CC | 57.00% | - | Dkjeaqdr | 3vPa | 320-330 | - | 330 | 3wUj+330 | - | 789.00000 | | W | LTQ | 646.000 | 2.30 | - | JJJ | VVV | 55.00% | - | Helwvyew | 3qAt | 195u | - | 195 | 3tVa+195 | - | 471.00000 | | S Rtvs | THV | 32.000 | 5.10 | - | EEE | ZZZ | 38.00% | - | Pjeazdsx | 3vCc | - | - | 195 | 3jLo+195 | - | 796.00000 |
Tranche Comments W: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144J/Tax C;
S Rtvs: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144C/Ucw Z;
R: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144E/Ntd A;
I: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144J/Xum P;
R: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144J/Bab D;
S: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144V/Ddb M;
Xdmvol: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144B/Lvm P; Deal Comments Kpf Xpll Fwzqpbo 1.50 Risk Retention BZ - Vebviegcmx Reinvestment Period (YRS) 3.2 Reinvestment Period End Date Jan 25, 2022 |
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