| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | STHW 2022-1 (GBP 2,144m) | Davidson Kempner Capital Management LP | | EMEA | Aug 4, 2022 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I1 | GQP | 3,979.300 | 7.23 | - | JJJ | LLL | 46.20% | - | Epsicrai | QBNZZ | - | - | 122 | LRTMM+122 | - | 844.00000 | | U | DVR | 64.800 | 7.48 | - | EEE | MMM+ | 8.00% | - | Alxpafib | ETBPS | - | - | - | BXLGS+200 | - | 51.97000 | | I | YME | 48.450 | 1.96 | - | TTT | Q- | 1.00% | - | - | - | - | - | - | - | - | Retained | | L | RIT | 63.960 | 8.38 | - | CC | QQ+ | 93.90% | - | Fuzjjonm | XZVZB | - | - | - | QRNPH+150 | - | 34.30000 | | U2 | IZK | 28.300 | 6.82 | - | BBB | SSS | 57.60% | - | Zqyrpkzc | FYYSU | - | - | - | QGOVX+150 | - | 45.37000 | | O | SVJ | 89.639 | 8.59 | - | EEE- | JJJ+ | 1.70% | - | Bywqykol | WFSKC | - | - | - | QPYQO+200 | - | 82.98000 | | O1 | OOP | 21.866 | - | - | XXX | J- | - | - | Memzhvpq | BLLLD | - | - | - | GOUCH+450 | - | Retained | | J | VLH | 84.923 | 3.75 | - | H- | II | 8.00% | - | Exbclyta | ZGDVL | - | - | - | WSJDK+275 | - | 10.54000 | | W2 | OOH | 80.642 | - | - | UR | II | - | - | Reyfujfh | FSSJV | - | - | - | CFDRN+500 | - | Retained | | C | QOD | 43.714 | 8.14 | - | M | S+ | 3.00% | - | Bckamkbm | WDEYM | - | - | - | KSPZM+175 | - | 43.30000 |
Tranche Comments I1: Registration: 144Z/Aso M;
U2: Registration: 144D/Kbv B;
L: Registration: 144X/Lnh Z;
C: Registration: 144Z/Rlg Q;
U: Registration: 144X/Jki N;
O: Registration: 144K/Vmq R;
J: Registration: 144M/Mug X;
I: Registration: 144L/Dfn Y;
O1: Registration: 144A/Hqb N;
W2: Registration: 144J/Vnk C; Deal Comments Pqkkqfh Kfxmw Mmkfvhty M HGL Originator(s) CX Kcfzy Kcoz Lzfhjfm Ljh (66.5%) xfh Amjcux Kcjjmxmzo Ljh (12.5%) Use of Proceeds Ocqjizwq xcq ixxx wsxzwrw wi Bxmzwpwwj Jwjxwxwqw 2019-1 sxi, Jxjxxxwr Jwjxwxwq Hzrwzrw 2019-1 sxi, Fxxmzw Jqizjzxzqw sxi Jqjzqw 2006-1 xrw Jqjzqw 2007-1 |
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