| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date | |
|---|
ABS | RMBS | | | JUPM No.1(R) (GBP 1,519m) | Citigroup Inc | | EMEA | Jan 12, 2024 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | XXZ | 6,623.832 | 6.44 | - | JJJ | KKK | 68.21% | - | Gqheaplf | YZJRR | - | - | 100 | GEDFL+100 | - | 226.00000 | | G | SAZ | 40.459 | 2.19 | - | KKK | UUU | 6.20% | - | Vbfurlky | GOSZJ | - | - | - | GWJUR+300 | - | 46.33900 | | F | DAM | 54.691 | 5.47 | - | NF | PZ | 3.00% | - | SkayMmz | - | - | - | - | 0% | - | 455.11000 | | N | XYS | 17.246 | - | - | DW | MMM | - | - | Hervuuvo | PKWHT | - | - | 475 | MLQCW+475 | - | 830.00000 | | JN | IHN | 562.000 | 7.99 | - | JJJ | LLL | 82.72% | - | Wbzfoyhb | VENDG | - | - | - | DTDES+100 | - | Retained | | I | MXH | 93.912 | 8.23 | - | CC- | H+ | 6.70% | - | Fsfdekoh | SZJHN | - | - | - | QFDIM+400 | - | 48.19570 | | B | FIM | 610.835 | 3.95 | - | CC | UU | 25.80% | - | Svvwqkwh | XFXQM | - | - | 170 | ZWSMO+170 | - | 738.00000 | | Y | GGX | 27.558 | 7.30 | - | M | X- | 6.76% | - | Lszbmqbx | EOXQQ | - | - | 225 | BETCC+225 | - | 677.00000 | | W | SWT | 51.796 | 9.78 | - | III | R- | 9.50% | - | Fvhajaot | WGWSS | - | - | - | LXHCN+500 | - | 99.70710 |
Tranche Comments JN: First Pay: 2024-04-22; Redemption: 2027-04-20; Registration: 144Y/Ynk I;
I: First Pay: 2024-04-22; Redemption: 2027-04-20; Registration: 144E/Ykn D; Comments: How-Huikwt;
B: First Pay: 2024-04-22; Redemption: 2027-04-20; Registration: 144E/Jqd Q; Comments: Iti-Izkuim;
Y: First Pay: 2024-04-22; Redemption: 2027-04-20; Registration: 144Z/Abs H; Comments: Tgw-Tmyhwa;
G: First Pay: 2024-04-22; Redemption: 2027-04-20; Registration: 144J/Vcd P; Comments: Cir-Cvknra;
I: First Pay: 2024-04-22; Redemption: 2027-04-20; Registration: 144O/Fxg I; Comments: Rft-Rlqwte;
W: First Pay: 2024-04-22; Redemption: 2027-04-20; Registration: 144U/Xdd G; Comments: Wfm-Wrggmj;
F: First Pay: 2024-04-22; Redemption: 2027-04-20; Registration: 144C/Huh I; Comments: Izv-Iwppvb;
N: First Pay: 2024-04-22; Redemption: 2027-04-20; Registration: 144Z/Khy E; Comments: Zne-Zxjqex; Deal Comments Jzxqnhnhqnf ax Houqlzf Jaflfhfz Ta.1 ZOX ufqhzg qn 2021 Risk Retention BF/FV - Vwev FV - Vwe Use of Proceeds Amvv kv ysvl ys vzvwumsv yuv usvv sdymsp ss Eydmyvw Kswyisiv Js.1 RVQ Cut-Off Balance ($mm) 7681.939929 |
|
|
