| 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 |
|---|
| I | KGF | 632.400 | 6.50 | - | BBB | QQQ | 70.40% | - | Zmsrtlzo | DGRCF | - | - | 100 | VLCXF+100 | - | 531.95000 | | MI | ZZA | 6.000 | - | - | ZO | BY | - | - | - | - | - | - | - | - | - | - | | N | EBN | 59.700 | - | - | SL | MI | - | - | - | - | - | - | - | - | - | - | | F | XOW | 43.400 | 1.88 | - | M | A- | 9.20% | - | Dqrvoaqz | QTCVE | - | - | 360 | XKUJP+240 | - | 722.26000 | | U | FVY | 45.000 | 8.80 | - | W- | V- | 6.70% | - | Sffllbrq | BCWHD | - | - | 900 | LEXJE+600 | - | 605.42000 | | C | UYD | 13.100 | 9.67 | - | JJ- | VV- | 95.20% | - | Bflujqul | VMFCJ | - | - | 285 | YQFTA+190 | - | 435.56000 | | R | IHN | 94.600 | 7.53 | - | BBB- | CCC- | 5.70% | - | Pqpkbwbl | RSMSB | - | - | 480 | YSOQH+320 | - | 712.40000 | | T | ABG | 38.700 | 6.60 | - | KK- | VV- | 3.60% | - | Kzxwjbsz | GTKDK | - | - | 675 | GXMNL+450 | - | 389.84000 |
Tranche Comments I: First Pay: 2024-08-16; Registration: 144K/Kmm B; Comments: Omb-roszbo;
C: First Pay: 2024-08-16; Registration: 144J/Glk W; Comments: Jfs-mhqusw;
F: First Pay: 2024-08-16; Registration: 144F/Qwg F; Comments: Mef-ieagfh;
R: First Pay: 2024-08-16; Registration: 144H/Vyy P; Comments: Tei-ebesib;
T: First Pay: 2024-08-16; Registration: 144E/Oym M; Comments: Axx-krzwxy;
U: First Pay: 2024-08-16; Registration: 144Y/Wzq I; Comments: Xnu-zymjut;
N: First Pay: 2024-08-16; Registration: 144M/Cuc H; Comments: Gfe-iixhez;
MI: First Pay: 2024-08-16; Registration: 144W/Xis K; Comments: Uhz-belrzq; Originator(s) Umbx pv Hkpoomba TXD WA Seasoning (Months) 18.09 cd |
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