| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | STRT 2024-3 (GBP 361m) | Davidson Kempner Capital Management LP | | EMEA | May 30, 2024 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | SLN | 78.717 | 5.31 | - | OO- | QQ- | BB+ | 46.60% | - | Hfemeydj | YTKHH | - | - | - | QDLSG+135 | - | 73.45200 | | P | EYJ | 888.164 | 4.67 | - | SSS | III | PPP | 91.00% | - | Jmuvtqmt | WPXXQ | - | - | 97.5 | VCYPU+97.5 | - | 139.00000 | | L | WYV | 3.895 | 6.96 | - | WA | HH- | KK+ | 9.10% | - | Vedzudwj | ROBRH | - | - | - | XMBUL+375 | - | 35.73300 | | V | QTN | 7.697 | 6.53 | - | JW | B | M+ | 3.20% | - | Ovjedxwo | ZRQBG | - | - | - | VENIT+475 | - | 60.81500 | | P | QFU | 50.491 | - | - | SJ | XM | MA | - | - | ObmhOjm | - | - | - | - | 0.000% | - | Retained | | K | EIE | 39.256 | 3.12 | - | X- | W- | Z+ | 47.20% | - | Mpdplmqc | QDNBD | - | - | - | WMLJD+150 | - | 10.95900 | | G2 | IJO | 4.000 | - | - | XV | YA | AC | - | - | Tlmrqfic | ZHQFL | - | - | - | UMMLC+500 | - | Retained | | D | WFM | 1.870 | 7.82 | - | UUU | PPP- | NNN | 8.00% | - | Hjkpbchk | WFDDU | - | - | - | KVTUB+200 | - | 82.29100 | | Y1 | HAM | 5.000 | - | - | OB | KX | AQ | - | - | Vbzbdrqo | JZPYD | - | - | - | RQVIE+400 | - | Retained |
Tranche Comments P: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Cbe U Qhxl;
Y: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Iws Q Iena;
K: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Aaf U Ohow;
D: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Nbp D Jzog;
L: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Lkk I Jasm;
V: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Guj D Sugm;
P: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Izz B Sdzp;
Y1: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Hdg X Kwfg;
G2: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Bwq G Reiz; Risk Retention NU/UX - Rgxe UP - Rgx |
|
