| 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 |
|---|
| A0 | UXH | 464.100 | 5.30 | Ijj1 | - | - | - | - | HqziTpt | - | - | - | - | 0.00% | - | - | | U1 | LZY | 594.320 | 87.10 | Id2 | - | - | - | - | Abjrn | - | - | - | - | 4.75% | - | - | | G2 | EIW | 57.640 | 72.20 | Yy3 | - | - | - | - | Zjpog | - | - | - | - | 5.75% | - | - | | Z | QNV | 24.000 | - | OA | - | - | - | - | YjfmKev | - | - | - | - | 0.000% | - | Retained | | I3 | AZN | 878.690 | 19.50 | K3 | - | - | - | - | Sfahj | - | - | - | - | 5.75% | - | - | | T1 | ILU | 76.000 | 3.00 | Rjj2 | - | - | - | - | QkesKin | - | - | - | - | 0.00% | - | - | | L2 | NJF | 567.700 | 4.00 | Iqq3 | - | - | - | - | AxbiDar | - | - | - | - | 0.00% | - | - | | W3 | RYB | 71.000 | - | BH | - | - | - | - | OzutStf | - | - | - | - | 0.000% | - | Retained |
Tranche Comments U1: First Pay: 2025-03-31; Registration: 144G/Qxi T; Comments: Grx-Gnrsxo. ZGMj ZZ+;
G2: First Pay: 2025-03-31; Registration: 144E/Fku V; Comments: Bch-Bjznhc. KVFg KK;
I3: First Pay: 2025-03-31; Registration: 144X/Lcz N; Comments: Jqy-Jqafyw. EJYo E+;
A0: First Pay: 2025-03-31; Registration: 144O/Fvh Y; Comments: Ebg-Ewnago. XMFh X+;
T1: First Pay: 2025-03-31; Registration: 144A/Xxq N; Comments: Ksb-Ksovbj. DTNu D+;
L2: First Pay: 2025-03-31; Registration: 144X/Ntg K; Comments: Htg-Hqjtgp. IVAy CCC+;
W3: First Pay: 2025-03-31; Registration: 144W/Kyo L; Comments: DAWh UA;
Z: First Pay: 2025-03-31; Registration: 144B/Blt I; Comments: VJJh WJ; Originator(s) Tjnjb Opwniq Qmgmbvm ZE Mil Risk Retention MS/SB - Ryp WA Seasoning (Months) 11.10 ab |
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