C/P Sector Status Deal Name Parent Leads Region Date
ABS
RMBS
STRT 2024-2 (GBP 287m) Davidson Kempner Capital Management LP EMEA Mar 15, 2024
Class CCY SIZE (M) WAL MO SP FI C/E LTV TYPE BNCH IPT GDNC SPRD CPN YLD PRICE Z UIX 68.218 4.21 - OOO GGG+ 6.72% - Auhduddo MFYZI 300r 320-325 320 PVEHQ+200 - 89.39700 E GCE 9.160 9.71 - XX GGG- 1.61% - Yvodzyot KRUJG - 435-445 445 BYEFC+375 - 91.36300 F GQA 9.209 6.74 - T KK+ 5.22% - Swehxtpk HUNZV - 580-590 590 DFLCK+500 - 56.30280 P MYB 81.550 8.89 - TT VV+ 54.27% - Hxzyarvc KRTQE Ywa 100f 165-175 165 XWETO+135 - 85.48400 Z OKO 859.880 8.71 - UUU EEE 54.92% - Ovyxyjfq EMKNB 110-115 110l 110 MEGPP+90 - 31.97170 L CZS 33.403 - - VV XI - - - - - - - - - Retained T ZGU 49.133 1.98 - G Z+ 40.36% - Nlwjqfyk LLDLN 200t 215-225 215 KXZVV+150 - 99.23800
Tranche Comments
Z: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144J/Mhi I;
P: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144L/Jba W;
T: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144D/Iyi F;
Z: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144Z/Wkn U;
E: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144N/Itd L;
F: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144C/Xzz S;
L: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144N/Jlv T;
Risk Retention
MN/NL - Vzfq NK - Vzf
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