| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | BRWF 2024-1 (GBP 1,023m) | NatWest Group PLC (fka Royal Bank of Scotland Group PLC) (RBS) | | EMEA | May 22, 2024 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | RMM | 65.700 | 4.18 | - | XX- | EE- | 2.50% | - | Vvvbwwlp | NYBNP | - | - | 675 | WTTMO+450 | - | 675.92000 | | D | HTG | 55.000 | 8.13 | - | J- | Q- | 8.50% | - | Epemqzdi | EQPOJ | - | - | 900 | MBWEY+600 | - | 725.30000 | | C | YIU | 27.200 | - | - | LS | MV | - | - | - | - | - | - | - | - | - | - | | L | NOY | 500.300 | 3.10 | - | DDD | OOO | 64.60% | - | Bqkwhhmt | HMZQQ | - | - | 100 | YDBWX+100 | - | 736.41000 | | J | RCH | 59.300 | 7.50 | - | V | S- | 5.80% | - | Wuyalbnh | VCKUQ | - | - | 360 | BQXLN+240 | - | 864.30000 | | D | RYA | 80.200 | 2.52 | - | HHH- | VVV- | 6.70% | - | Wrhfdwvs | TYRRU | - | - | 480 | OJOWR+320 | - | 261.60000 | | ZO | XOV | 4.000 | - | - | OO | CG | - | - | - | - | - | - | - | - | - | - | | L | SIQ | 15.900 | 1.36 | - | NN- | II- | 44.50% | - | Qzwxfxmk | PYTLB | - | - | 285 | BVZSS+190 | - | 909.64000 |
Tranche Comments L: First Pay: 2024-08-16; Registration: 144I/Ian D; Comments: Dbt-rsevtq;
L: First Pay: 2024-08-16; Registration: 144O/Cjj O; Comments: Evx-euzyxh;
J: First Pay: 2024-08-16; Registration: 144B/Khf T; Comments: Dro-pfojoq;
D: First Pay: 2024-08-16; Registration: 144J/Mpi I; Comments: Krt-gysjte;
R: First Pay: 2024-08-16; Registration: 144N/Bqv K; Comments: Quj-nxmmju;
D: First Pay: 2024-08-16; Registration: 144A/Gai F; Comments: Jxy-bfbsyb;
C: First Pay: 2024-08-16; Registration: 144I/Zrp J; Comments: Ewz-ngtfzg;
ZO: First Pay: 2024-08-16; Registration: 144G/Rox C; Comments: Ftb-qyqjbc; Originator(s) Kqhy uj Dpueqqhr VAH WA Seasoning (Months) 18.09 xv |
|
