| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | STRT 2024-2 (GBP 310m) | 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 |
|---|
| A | SXE | 7.803 | 6.98 | - | QQ | III- | 3.52% | - | Hydpoauy | TTRUY | - | 435-445 | 445 | TVDCE+375 | - | 66.36300 | | Z | DFO | 7.189 | 1.10 | - | O | KK+ | 3.11% | - | Zeujswxu | WGTIV | - | 580-590 | 590 | FYURT+500 | - | 64.29520 | | K | XWB | 24.862 | - | - | PQ | PW | - | - | - | - | - | - | - | - | - | Retained | | S | OZY | 32.918 | 5.67 | - | T | C+ | 28.11% | - | Aypdxkvu | XBKYY | 200p | 215-225 | 215 | XCCJQ+150 | - | 37.91700 | | S | IQP | 59.770 | 2.35 | - | OO | OO+ | 89.45% | - | Pfkjkjpm | YLTSH | Egj 100p | 165-175 | 165 | YZRGC+135 | - | 37.51140 | | V | EHV | 94.986 | 4.38 | - | SSS | OOO+ | 7.94% | - | Bmketuyz | UTPMV | 300u | 320-325 | 320 | KHEDO+200 | - | 32.61300 | | Q | CTY | 524.980 | 7.51 | - | VVV | YYY | 12.94% | - | Vzlslunf | CJDCR | 110-115 | 110k | 110 | PEKLL+90 | - | 15.80610 |
Tranche Comments Q: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144P/Vqf Y;
S: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144J/Qzd U;
S: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144V/Bcd A;
V: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144U/Kco P;
A: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144M/Vea V;
Z: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144O/Beb Z;
K: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144P/Xiy N; Risk Retention TA/AO - Zxwn AF - Zxw |
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