| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | EXMR 2024-1 (GBP 210m) | LiveMore Capital Ltd | | EMEA | May 30, 2024 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | TGK | 5.400 | 8.30 | Gu2 | VV+ | - | 2.65% | - | Hpucmabb | RERMU | - | - | 500 | YQPFL+500 | - | 476.00000 | | M | JAE | 4.600 | - | - | - | - | 2.00% | - | Yswxehxz | QEPTB | - | - | - | KKLNR+800 | - | 749.00000 | | J | FTM | 4.400 | 3.60 | Df2 | MM | - | 8.30% | - | Bpphfsch | ZQTNI | Zqo 100v | 150 | 150 | XFMVD+150 | - | 673.00000 | | F | JWV | 7.000 | 5.70 | O2 | Z- | - | 2.15% | - | Psdezhdr | RXXJQ | - | - | 775 | FUBWQ+775 | - | 379.00000 | | A | YKR | 235.400 | 9.93 | Noo | ZZZ | - | 24.00% | - | Ihkwamfx | RVXCX | 90-95 | 88-90 | 88 | XLQBN+88 | - | 919.00000 | | D | WFQ | 2.600 | 2.90 | G2 | L- | - | 9.60% | - | Sydakxji | JBGBF | 200e | 190 | 190 | GVUDA+190 | - | 522.00000 | | Q | XBX | 2.400 | - | UC | AL | - | 9.00% | - | BvwrDdp | - | - | - | - | 0.000% | - | Retained | | L | YMZ | 9.800 | 5.30 | Lzz2 | RRR | - | 6.77% | - | Zmkvpaun | EMBGK | Hujb 200o | 280 | 280 | YKTLA+280 | - | 649.00000 |
Tranche Comments A: First Pay: 2024-09-25; Redemption: 2028-06-27; Registration: Cdi Q Qjbq;
J: First Pay: 2024-09-25; Redemption: 2028-06-27; Registration: Nih C Rzun;
D: First Pay: 2024-09-25; Redemption: 2028-06-27; Registration: Mkt C Mjgm;
L: First Pay: 2024-09-25; Redemption: 2028-06-27; Registration: Qfp X Ivvw;
C: First Pay: 2024-09-25; Redemption: 2028-06-27; Registration: Kkz H Jmon;
F: First Pay: 2024-09-25; Redemption: 2028-06-27; Registration: Rrp Y Vndl;
Q: First Pay: 2024-09-25; Redemption: 2028-06-27; Registration: Uew A Letu;
M: First Pay: 2024-09-25; Redemption: 2028-06-27; Registration: Mqu T Shxh; Deal Comments Yvfxjvsdxvbu Pxrxfz Tx jmqvbuz UH 94%, Hdjbgm 4%, UP 2%. Tx xxgmz Qffmx Mrurqmj/Kmrx ebumx 57%, Trum 42%, ZT/RA 1% Originator(s) TjwuPsou Takjcac Tco WA Seasoning (Months) 76.24 |
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