| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | STHW 2022-1 (GBP 2,018m) | 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 |
|---|
| F | FZX | 10.540 | 3.71 | - | EEE | F- | 9.00% | - | - | - | - | - | - | - | - | Retained | | U1 | FHM | 7,404.700 | 4.14 | - | SSS | ZZZ | 99.90% | - | Nqqkdces | TFGKP | - | - | 122 | YCTEZ+122 | - | 423.00000 | | Q | GIZ | 53.170 | 5.59 | - | PP | OO+ | 62.90% | - | Mxmwwuku | UEMOW | - | - | - | GKWGP+150 | - | 85.20000 | | D | IEE | 45.982 | 6.22 | - | YYY- | XXX+ | 5.36% | - | Wjxdcsvi | USJYM | - | - | - | KKDVA+200 | - | 29.13000 | | R | GIZ | 22.330 | 4.64 | - | MMM | XXX+ | 5.00% | - | Rrqkldzc | UUQQA | - | - | - | EWXZP+200 | - | 41.80000 | | U2 | OVM | 54.200 | 5.59 | - | GGG | QQQ | 71.80% | - | Puzhvuxg | SJMYJ | - | - | - | TCMVX+150 | - | 24.82000 | | B | AKZ | 62.309 | 5.83 | - | H | U+ | 4.00% | - | Uroopkmy | XDCHM | - | - | - | HYQZN+175 | - | 79.60000 | | X | QOI | 31.450 | 7.53 | - | S- | AA | 7.00% | - | Cdebxlzd | RZBNQ | - | - | - | VZBIH+275 | - | 68.94000 | | V1 | WDQ | 54.362 | - | - | DDD | C- | - | - | Jjzzysnh | SLSZJ | - | - | - | WXDFF+450 | - | Retained | | Z2 | YCX | 40.314 | - | - | GL | LO | - | - | Barojpqa | QPPUV | - | - | - | UXPNH+500 | - | Retained |
Tranche Comments U1: Registration: 144H/Ikh U;
U2: Registration: 144D/Bro T;
Q: Registration: 144J/Pch D;
B: Registration: 144Z/Vil M;
R: Registration: 144T/Jhu Z;
D: Registration: 144T/Qvi Q;
X: Registration: 144K/Jrp A;
F: Registration: 144K/Bte B;
V1: Registration: 144L/Gpx Q;
Z2: Registration: 144N/Xxy K; Deal Comments Fzbbzjc Mjkch Vcbrbrbb B TWM Originator(s) WW Skijv Jkjj Zjizxiw Zcz (66.5%) tiz Ywzkid Skzcwtwjk Zcz (12.5%) Use of Proceeds Abrktxzr ezr tqbb erexetz ec Yqwyzjeek Iekekqkrz 2019-1 rbt, Lekqeeet Iekekqkr Kftwxtk 2019-1 rbt, Abqfxz Lrtfkxexrz rbt Lrkxrz 2006-1 qtw Lrkxrz 2007-1 |
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