| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
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|---|
ABS | RMBS | | | STRT 2024-3 (GBP 343m) | 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 |
|---|
| V | TRJ | 537.543 | 8.93 | - | YYY | QQQ | EEE | 61.00% | - | Yxbywevc | UHZMT | - | - | 97.5 | QWUDO+97.5 | - | 688.00000 | | B | IYX | 9.198 | 5.86 | - | FU | PP- | PP+ | 6.10% | - | Memxoiss | YMSNQ | - | - | - | XYCEK+375 | - | 13.38500 | | K | JLT | 4.773 | 1.99 | - | III | HHH- | DDD | 1.00% | - | Vjmockkd | ZHQHM | - | - | - | MMFRB+200 | - | 27.53800 | | U2 | EZR | 9.000 | - | - | WV | OI | AV | - | - | Wbryfonl | ECXQD | - | - | - | XKYFW+500 | - | Retained | | O | KMF | 7.369 | 4.39 | - | JA | N | C+ | 3.90% | - | Dbppflns | VKNEW | - | - | - | DLWTC+475 | - | 49.10000 | | T1 | CWW | 6.000 | - | - | GM | DF | BO | - | - | Czyfdwdd | VLMQU | - | - | - | QOUHM+400 | - | Retained | | Y | NID | 48.221 | 5.69 | - | N- | D- | X+ | 68.90% | - | Afkezame | LVMEF | - | - | - | TKTGY+150 | - | 90.70900 | | U | LED | 32.802 | - | - | PJ | LB | IE | - | - | DeuqIet | - | - | - | - | 0.000% | - | Retained | | C | EWF | 59.786 | 9.85 | - | GG- | MM- | YY+ | 31.40% | - | Llumakep | KYTLO | - | - | - | LGMZV+135 | - | 41.78000 |
Tranche Comments V: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Afm V Aibp;
C: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Yst C Hkxx;
Y: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Xjj D Star;
K: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Eht C Hawf;
B: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Hba Q Zmnz;
O: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Rkg A Lmxz;
U: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Nww H Qmzy;
T1: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Acx R Gxpg;
U2: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Tve J Dfsi; Risk Retention AR/RF - Yxkz RA - Yxk |
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