| 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 |
|---|
| X1 | SXN | 476.240 | 15.20 | Pz2 | - | - | - | - | Jmrpc | - | - | - | - | 4.75% | - | - | | P2 | MFF | 13.440 | 53.90 | Xa3 | - | - | - | - | Tyted | - | - | - | - | 5.75% | - | - | | T3 | ZSM | 10.000 | - | XT | - | - | - | - | NfevLcb | - | - | - | - | 0.000% | - | Retained | | T3 | DFK | 441.390 | 72.10 | G3 | - | - | - | - | Erozp | - | - | - | - | 5.75% | - | - | | T1 | XBB | 31.000 | 8.00 | Jrr2 | - | - | - | - | NyrsJrb | - | - | - | - | 0.00% | - | - | | K0 | QIG | 944.500 | 2.90 | Rtt1 | - | - | - | - | VmelDhq | - | - | - | - | 0.00% | - | - | | A2 | IQI | 887.200 | 2.00 | Abb3 | - | - | - | - | OhkfAfs | - | - | - | - | 0.00% | - | - | | M | ODI | 49.000 | - | JC | - | - | - | - | RbevPmy | - | - | - | - | 0.000% | - | Retained |
Tranche Comments X1: First Pay: 2025-03-31; Registration: 144J/Ehu S; Comments: Jvw-Jnjawh. DPHq DD+;
P2: First Pay: 2025-03-31; Registration: 144C/Mis Z; Comments: Bvv-Bfphvk. BYDj BB;
T3: First Pay: 2025-03-31; Registration: 144Z/Cuu H; Comments: Tzw-Ttgnwb. JPMy J+;
K0: First Pay: 2025-03-31; Registration: 144C/Imp G; Comments: Wxg-Wpxlgx. DSPn D+;
T1: First Pay: 2025-03-31; Registration: 144T/Dsl X; Comments: Vgq-Vqpfqh. ZAEz Z+;
A2: First Pay: 2025-03-31; Registration: 144F/Phy O; Comments: Mjw-Mbftwb. XHIn WWW+;
T3: First Pay: 2025-03-31; Registration: 144Z/Wkh H; Comments: MJTq SJ;
M: First Pay: 2025-03-31; Registration: 144E/Myn X; Comments: WHHt QH; Originator(s) Izizg Yjaijn Bxyxggx HC Cja Risk Retention LT/TW - Iut WA Seasoning (Months) 11.10 yo |
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