| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
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|---|
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 |
|---|
| Q | NJV | 418.968 | 1.60 | Iii | SSS | - | 25.80% | - | Djxjedqz | UYNFJ | Fjr lj Zgk 90td | 92 | 92 | GHCRJ+92 | - | 864.00000 | | Y | EYU | 6.000 | - | Sss2 | M- | - | - | - | Ndzfdwlw | KBRCN | - | - | - | VEGMA+450 | - | Retained | | Y | MHY | 96.140 | 7.20 | Vc2 | PP | - | 2.40% | - | Gcmseyhb | EDJED | Bci 100s | 140-145 | 140 | FKYRY+140 | - | 797.00000 | | W | SWL | 3.385 | 3.50 | Hqq2 | BBB- | - | 8.30% | - | Mfqfhkir | SVJNR | 200v | 200 | 210 | UETFU+180 | - | 54.10800 | | E | CIL | 9.500 | 2.30 | Oz3 | S | - | 5.00% | - | Elpopoom | ELEFY | Jpae 100x | 170-175 | 170 | KCEMC+170 | - | 765.00000 | | D | OEU | 3.000 | 7.30 | Df2 | OO | - | - | - | Nldvwyql | FDPSI | - | - | - | DOQQQ+300 | - | Retained |
Tranche Comments Q: First Pay: 2022-03-28; Redemption: 2026-02-27; Registration: Ewb M Gmar;
Y: First Pay: 2022-03-28; Redemption: 2026-02-27; Registration: Zux Q Yjli;
E: First Pay: 2022-03-28; Redemption: 2026-02-27; Registration: Emo Z Jfnt;
W: First Pay: 2022-03-28; Redemption: 2026-02-27; Registration: Dew L Rxlw;
D: First Pay: 2022-03-28; Redemption: 2026-02-27; Registration: Pwf Q Haqg;
Y: First Pay: 2022-03-28; Redemption: 2026-02-27; Registration: Vua T Jpsq; Risk Retention RV - Qqad NR/RK - Qqa Use of Proceeds Zynyaih Qbaobaidy Boaobaya WA Seasoning (Months) 84.45 |
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