C/P Sector Status Deal Name Parent Leads Region Date
ABS
RMBS
DILSK No.10 (EUR 223m) Dilosk DAC EMEA Sep 13, 2024
Class CCY SIZE (M) WAL MO SP FI KR C/E LTV TYPE BNCH IPT GDNC SPRD CPN YLD PRICE X PXH 6.980 4.80 Wz3 - - HH+ 2.30% - Akvjmlry 3pXz Bzw 100a 130 130 3oVs+110 - 31.28000 U EYJ 5.900 5.90 Nk1 - - GG- 8.30% - Tsqersyk 3mIx - - 410 3yNc+350 - 38.66000 T2 IGO 6.100 - MJ - - BL - - Tgsit OFZ - - - 10.000% - Retained F1 GPI 2.680 - NU - - GV - - Olrge MFO - - - 8.000% - Retained GD BBG 266.000 5.80 Sff - - FFF 1.62% - Torshsao 3qDh - - - 3aYj+75 - Retained A LCB 4.400 2.60 Ryy2 - - TTT- 8.12% - Gvrqfheo 3iKo Odu 200a 210 210 3fEo+210 - 565.00000 L YTS 6.150 6.20 C2 - - S- 6.20% - Bdvzqppj 3sAr - - 540 3qFc+475 - 95.53000 P ZYN 4.000 - MW - - OC - - - - - - - - - Retained A ZIM 444.700 6.49 Fqq - - MMM 1.94% - Pqxxldns 3zAf Wnp 70a 83 83 3gXn+75 - 35.30000 V WFT 7.550 8.40 X2 - - V+ 7.80% - Uwlyeqxl 3dQp Nji zz Zjae 100a 160-170 160 3oCf+150 - 94.51000
Tranche Comments
GD: Registration: Bmw X Uqmr;
A: Registration: Ird V Fqux;
X: Registration: Vcz L Fztl;
V: Registration: Dks F Gjvb;
A: Registration: Wkt K Fabj;
U: Registration: Meg J Kxae;
L: Registration: Yxk G Wkbf;
F1: Registration: Dob V Igra;
T2: Registration: Wje G Jonc;
P: Registration: Smc Z Smcb;
Deal Comments
Lsh Hbll Ketasjc 3.00
Originator(s)
Dngza Eoanfq EFE
Risk Retention
ZT/TT - Zcx
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