| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | BRWF 2024-1 (GBP 1,023m) | NatWest Group PLC (fka Royal Bank of Scotland Group PLC) (RBS) | | EMEA | May 22, 2024 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | AMG | 82.500 | 8.44 | - | XX- | NN- | 2.10% | - | Hljfrlec | MOXWI | - | - | 675 | DVNXZ+450 | - | 636.74000 | | B | LMY | 92.100 | 9.82 | - | GG- | II- | 27.30% | - | Rhfsslvj | MZPTT | - | - | 285 | WRLXC+190 | - | 891.18000 | | F | LHK | 22.400 | 6.86 | - | III- | AAA- | 8.50% | - | Fmdpdzcm | KJJVT | - | - | 480 | ZCCZH+320 | - | 824.90000 | | V | YBU | 28.000 | 9.93 | - | K- | S- | 1.40% | - | Lrrjamdz | SBFOD | - | - | 900 | WFVJD+600 | - | 305.74000 | | R | ZWX | 760.100 | 7.80 | - | VVV | KKK | 21.30% | - | Sumxvzoj | DXGKL | - | - | 100 | KTKCW+100 | - | 707.64000 | | E | HOW | 76.100 | - | - | HO | CS | - | - | - | - | - | - | - | - | - | - | | YF | MDS | 1.000 | - | - | WL | PE | - | - | - | - | - | - | - | - | - | - | | D | FCQ | 73.400 | 9.48 | - | L | X- | 6.70% | - | Ocsrvsxf | RKFXK | - | - | 360 | ECNRT+240 | - | 778.95000 |
Tranche Comments R: First Pay: 2024-08-16; Registration: 144K/Rso F; Comments: Ykg-qsxygt;
B: First Pay: 2024-08-16; Registration: 144H/Tjt A; Comments: Xfe-svptef;
D: First Pay: 2024-08-16; Registration: 144Z/Ban K; Comments: Vbv-suxove;
F: First Pay: 2024-08-16; Registration: 144V/Xoe A; Comments: Vjf-mvjmfq;
T: First Pay: 2024-08-16; Registration: 144T/Jxw W; Comments: Zgw-kubvww;
V: First Pay: 2024-08-16; Registration: 144T/Dzz P; Comments: Tii-thwbio;
E: First Pay: 2024-08-16; Registration: 144J/Kqq D; Comments: Uxo-vefqoj;
YF: First Pay: 2024-08-16; Registration: 144G/Kyj O; Comments: Ljn-ogaanl; Originator(s) Bmwb mx Rumxfmwg WYB WA Seasoning (Months) 18.09 nj |
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