| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | BRLY No.2 (GBP 252m) | TwentyFour Asset Management LLP | | EMEA | Feb 17, 2022 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | KOC | 2.571 | 7.50 | Kgg2 | SSS- | - | 2.90% | - | Hczjheix | ZMSJO | 200t | 200 | 210 | ZWXKA+180 | - | 46.66100 | | W | CVV | 1.000 | 2.80 | Oe2 | JJ | - | - | - | Svwlfdqc | QJWLF | - | - | - | WDZXL+300 | - | Retained | | P | HLP | 103.799 | 3.70 | Zaa | XXX | - | 24.30% | - | Xmolkswe | QBPDS | Tpk up Zbi 90fg | 92 | 92 | XPQNO+92 | - | 156.00000 | | M | AFA | 8.810 | 5.40 | Zg3 | H | - | 8.00% | - | Ollspjvl | CKXSQ | Vxrv 100c | 170-175 | 170 | PDOHA+170 | - | 395.00000 | | T | YAB | 9.000 | - | Ynn2 | D- | - | - | - | Fmmcmbsd | YSDPR | - | - | - | VFNSS+450 | - | Retained | | O | YSX | 45.638 | 3.70 | Br2 | MM | - | 5.60% | - | Fkkxdpjt | TFBLW | Rxn 100o | 140-145 | 140 | EUHCR+140 | - | 755.00000 |
Tranche Comments P: First Pay: 2022-03-28; Redemption: 2026-02-27; Registration: Aoe G Pwjk;
O: First Pay: 2022-03-28; Redemption: 2026-02-27; Registration: Yoc G Xgvl;
M: First Pay: 2022-03-28; Redemption: 2026-02-27; Registration: Wjc I Ofrm;
S: First Pay: 2022-03-28; Redemption: 2026-02-27; Registration: Zrg N Wgwu;
W: First Pay: 2022-03-28; Redemption: 2026-02-27; Registration: Qtq J Azmt;
T: First Pay: 2022-03-28; Redemption: 2026-02-27; Registration: Lrx E Vqcu; Risk Retention NF - Neei HN/NK - Nee Use of Proceeds Afefoxf Twofwoxbf Xiofwofo WA Seasoning (Months) 19.16 |
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