| 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 | LGI | 56.150 | - | - | TU | UD | - | - | - | - | - | - | - | - | - | Retained | | B | NEM | 533.250 | 3.55 | - | BBB | UUU | 39.88% | - | Tfxkemrq | ECMCF | 110-115 | 110h | 110 | QCMHF+90 | - | 93.59710 | | P | ZUS | 76.906 | 8.79 | - | E | M+ | 41.80% | - | Rmjucryp | YFJQK | 200l | 215-225 | 215 | JOHIW+150 | - | 13.19400 | | R | MZB | 7.959 | 5.36 | - | V | CC+ | 6.59% | - | Qcbzwetd | HQCCX | - | 580-590 | 590 | JCFXY+500 | - | 37.17240 | | N | THG | 14.300 | 5.47 | - | XX | JJ+ | 77.34% | - | Kehaepol | HEHIM | Tjh 100s | 165-175 | 165 | PURMI+135 | - | 85.61680 | | A | WKB | 20.549 | 2.66 | - | RRR | OOO+ | 1.84% | - | Akjfszav | HGUFI | 300k | 320-325 | 320 | BDRVY+200 | - | 92.15000 | | J | DSE | 1.795 | 2.78 | - | TT | OOO- | 6.69% | - | Ezwpdsnc | YJMWY | - | 435-445 | 445 | GZGHL+375 | - | 51.21700 |
Tranche Comments B: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144C/Fif Z;
N: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144Y/Fqo X;
P: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144H/Qzq C;
A: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144J/Bjl F;
J: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144X/Vvu I;
R: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144N/Kbb N;
Z: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144H/Ikx A; Risk Retention HE/EM - Ludx EI - Lud |
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