| 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 |
|---|
| D1 | YCW | 70.000 | 5.00 | Kee2 | - | - | - | - | DqlrXou | - | - | - | - | 0.00% | - | - | | O2 | VYW | 31.250 | 69.20 | Lp3 | - | - | - | - | Kyahi | - | - | - | - | 5.75% | - | - | | E3 | LMB | 67.000 | - | YG | - | - | - | - | VgdkQft | - | - | - | - | 0.000% | - | Retained | | N | SFP | 77.000 | - | BW | - | - | - | - | OdatGtj | - | - | - | - | 0.000% | - | Retained | | G1 | CBI | 526.390 | 18.50 | Jx2 | - | - | - | - | Jorml | - | - | - | - | 4.75% | - | - | | D0 | KIZ | 442.800 | 5.40 | Gbb1 | - | - | - | - | LzykZcd | - | - | - | - | 0.00% | - | - | | K2 | HOS | 472.400 | 9.00 | Hqq3 | - | - | - | - | ZxhuTvv | - | - | - | - | 0.00% | - | - | | O3 | TVL | 745.720 | 29.10 | E3 | - | - | - | - | Wjlpk | - | - | - | - | 5.75% | - | - |
Tranche Comments G1: First Pay: 2025-03-31; Registration: 144I/Enq C; Comments: Uxe-Uylzer. TMVp TT+;
O2: First Pay: 2025-03-31; Registration: 144L/Olu E; Comments: Vbe-Vhifed. NDWc NN;
O3: First Pay: 2025-03-31; Registration: 144Y/Vuc Q; Comments: Jtx-Jtabxz. EKYm E+;
D0: First Pay: 2025-03-31; Registration: 144W/Yve Y; Comments: Zfb-Zumsbl. XEKa X+;
D1: First Pay: 2025-03-31; Registration: 144L/Hul I; Comments: Kvp-Kopzpf. TQGx T+;
K2: First Pay: 2025-03-31; Registration: 144E/Zrl Z; Comments: Zfr-Zhhhrl. OFUn WWW+;
E3: First Pay: 2025-03-31; Registration: 144D/Idn X; Comments: FEYh RE;
N: First Pay: 2025-03-31; Registration: 144D/Net P; Comments: FLBl DL; Originator(s) Icgcj Ditgac Pgggjsg HT Nat Risk Retention QB/BE - App WA Seasoning (Months) 11.10 lj |
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