| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | LMF 1 (GBP 969m) | Waterfall Asset Management LLC | | EMEA | Dec 17, 2024 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F1 | KJR | 289.480 | 85.70 | Oy2 | - | - | - | - | Xmcyp | - | - | - | - | 4.75% | - | - | | G3 | OHS | 223.280 | 41.50 | Q3 | - | - | - | - | Nlqeg | - | - | - | - | 5.75% | - | - | | U1 | ZGF | 98.000 | 3.00 | Sxx2 | - | - | - | - | LzuxGlb | - | - | - | - | 0.00% | - | - | | B0 | JZW | 728.900 | 7.60 | Bdd1 | - | - | - | - | FmsaNyy | - | - | - | - | 0.00% | - | - | | N | DCJ | 25.000 | - | MW | - | - | - | - | OvuzLes | - | - | - | - | 0.000% | - | Retained | | S2 | QOO | 28.990 | 32.80 | Aw3 | - | - | - | - | Ybluj | - | - | - | - | 5.75% | - | - | | B2 | FTG | 457.900 | 4.00 | Jyy3 | - | - | - | - | DeuhIcl | - | - | - | - | 0.00% | - | - | | F3 | LZP | 98.000 | - | BC | - | - | - | - | UuyxKkq | - | - | - | - | 0.000% | - | Retained |
Tranche Comments F1: First Pay: 2025-03-31; Registration: 144H/Kba R; Comments: Zet-Zoretn. AXIb AA+;
S2: First Pay: 2025-03-31; Registration: 144M/Kya B; Comments: Yvh-Yzamhg. HKPc HH;
G3: First Pay: 2025-03-31; Registration: 144O/Mwh L; Comments: Pmu-Pytzul. WGLx W+;
B0: First Pay: 2025-03-31; Registration: 144H/Vod C; Comments: Zzk-Zozjkz. OIVx O+;
U1: First Pay: 2025-03-31; Registration: 144G/Jlx N; Comments: Ozi-Oymeii. KNAf K+;
B2: First Pay: 2025-03-31; Registration: 144P/Cth B; Comments: Axy-Asiiyx. LAXw SSS+;
F3: First Pay: 2025-03-31; Registration: 144T/Mek I; Comments: YIRu YI;
N: First Pay: 2025-03-31; Registration: 144A/Ezb W; Comments: FKEg FK; Originator(s) Vnxnb Tcuxtt Xvbvbvv DS Ktq Risk Retention MM/ME - Lwn WA Seasoning (Months) 11.10 no |
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