| 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 |
|---|
| X1 | IAU | 32.000 | 9.00 | Rrr2 | - | - | - | - | PgrhLig | - | - | - | - | 0.00% | - | - | | J2 | MER | 586.200 | 5.00 | Dhh3 | - | - | - | - | LykuDii | - | - | - | - | 0.00% | - | - | | J3 | WLW | 17.000 | - | IB | - | - | - | - | NkltBhi | - | - | - | - | 0.000% | - | Retained | | Z | NLK | 76.000 | - | QQ | - | - | - | - | TdkqKac | - | - | - | - | 0.000% | - | Retained | | I2 | MDO | 14.310 | 74.60 | Df3 | - | - | - | - | Aijoi | - | - | - | - | 5.75% | - | - | | N1 | WQO | 263.670 | 63.20 | Eu2 | - | - | - | - | Entkn | - | - | - | - | 4.75% | - | - | | Y3 | OFT | 500.440 | 95.30 | A3 | - | - | - | - | Xtgwu | - | - | - | - | 5.75% | - | - | | A0 | ALG | 173.600 | 6.70 | Lii1 | - | - | - | - | VlvlHag | - | - | - | - | 0.00% | - | - |
Tranche Comments N1: First Pay: 2025-03-31; Registration: 144K/Kbj C; Comments: Djt-Dbfrtl. NFSv NN+;
I2: First Pay: 2025-03-31; Registration: 144V/Mfn J; Comments: Mmv-Mxzhvb. USOr UU;
Y3: First Pay: 2025-03-31; Registration: 144W/Chu Y; Comments: Tei-Tjexid. GDHu G+;
A0: First Pay: 2025-03-31; Registration: 144K/Bjh K; Comments: Ukn-Uyqjng. SVQm S+;
X1: First Pay: 2025-03-31; Registration: 144L/Lar Y; Comments: Ozn-Ousunp. YEHy Y+;
J2: First Pay: 2025-03-31; Registration: 144X/Tth C; Comments: Kbm-Kplemg. WRHf XXX+;
J3: First Pay: 2025-03-31; Registration: 144J/Uld J; Comments: SAFu MA;
Z: First Pay: 2025-03-31; Registration: 144O/Tuc H; Comments: VZYq LZ; Originator(s) Vkvkn Hpfvbj Wivinpi WE Xbt Risk Retention RC/CL - Kxf WA Seasoning (Months) 11.10 tl |
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