| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | LMF 1 (GBP 969m) | Waterfall Asset Management LLC | | EMEA | Dec 17, 2024 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V2 | MJY | 383.800 | 5.00 | Ett3 | - | - | - | - | YqsmGxc | - | - | - | - | 0.00% | - | - | | P | HIU | 44.000 | - | JD | - | - | - | - | DklzYvx | - | - | - | - | 0.000% | - | Retained | | Z2 | VLE | 86.430 | 45.20 | Cb3 | - | - | - | - | Tligs | - | - | - | - | 5.75% | - | - | | C3 | EQG | 845.520 | 38.20 | B3 | - | - | - | - | Eyfwm | - | - | - | - | 5.75% | - | - | | U0 | MFZ | 400.400 | 7.90 | Uxx1 | - | - | - | - | XkakZfk | - | - | - | - | 0.00% | - | - | | B1 | HGK | 92.000 | 4.00 | Dii2 | - | - | - | - | XxttGkw | - | - | - | - | 0.00% | - | - | | M1 | QXS | 498.170 | 88.60 | Fl2 | - | - | - | - | Uwcco | - | - | - | - | 4.75% | - | - | | W3 | SCL | 74.000 | - | FT | - | - | - | - | NyjzEyg | - | - | - | - | 0.000% | - | Retained |
Tranche Comments M1: First Pay: 2025-03-31; Registration: 144A/Ung Z; Comments: Pgx-Pkznxk. LYRu LL+;
Z2: First Pay: 2025-03-31; Registration: 144G/Zjw N; Comments: Kgw-Kitfwf. NGDm NN;
C3: First Pay: 2025-03-31; Registration: 144P/Mak O; Comments: Ubv-Uhujvq. LDTc L+;
U0: First Pay: 2025-03-31; Registration: 144Z/Ejl J; Comments: Nqy-Nrepya. QDXd Q+;
B1: First Pay: 2025-03-31; Registration: 144K/Kcb C; Comments: Lkp-Lxphpt. UYDg U+;
V2: First Pay: 2025-03-31; Registration: 144F/Qzs F; Comments: Szy-Swqmye. IAOl JJJ+;
W3: First Pay: 2025-03-31; Registration: 144J/Jar E; Comments: KSOh BS;
P: First Pay: 2025-03-31; Registration: 144P/Yap E; Comments: VXIb WX; Originator(s) Xvvvx Snvvwk Agvgxyg CI Pwp Risk Retention JO/OK - Jmw WA Seasoning (Months) 11.10 it |
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