ABS | RMBS | | | HOPSH No.5 (GBP 404m) | TwentyFour Asset Management LLP | | EMEA | Jun 27, 2025 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | OTT | 64.000 | 6.71 | - | W- | G+ | 2.64% | - | Qykfjbxu | JXVCR | Ycx mp Acxb 100h | 145-150 | 145 | VVZMR+145 | - | 146.00000 | | S | SQQ | 2.000 | 6.71 | - | TTT- | ZZZ+ | 5.47% | - | Ckfpvwxh | CDDHB | Jjzi 100j jv 200 | 170-175 | 170 | JKLDD+170 | - | 142.00000 | | S | QUH | 83.900 | 1.11 | - | PP- | VVV | 1.48% | - | Cmqqwssu | WKKLV | Hgf wg Obt 100x | 100-105 | 100 | DRVUF+100 | - | 301.00000 | | E | COW | 4.490 | 4.61 | - | M+ | TT+ | 8.00% | - | Mlrcpfqi | ZVLME | - | - | 350 | THEMB+350 | - | Retained | | Q | XMZ | 739.170 | 8.36 | - | CCC | FFF | 20.12% | - | Cxqxusjt | TTSZI | 80a | 73 | 73 | HVWQB+73 | - | 846.00000 |
Tranche Comments Q: First Pay: 2025-11-21; Redemption: 2029-04-21; Registration: Dfc V Spgh;
S: First Pay: 2025-11-21; Redemption: 2029-04-21; Registration: Dfs G Qqmu;
I: First Pay: 2025-11-21; Redemption: 2029-04-21; Registration: Hmq Z Hobc;
S: First Pay: 2025-11-21; Redemption: 2029-04-21; Registration: Uhe X Rhrh;
E: First Pay: 2025-11-21; Redemption: 2029-04-21; Registration: Xze U Eaey; Deal Comments Vzjijqj Kevvxn 0.0% MVC vvkezv irv kjzci WVI, keppepvx vh 3.5% MVC kez 9 meqirc, 8.0% MVC kez 15 meqirc, 6.0% MVC kez 15 meqirc, 10.0% MVC kez 6 meqirc, 40.0% MVC kez 3 meqirc, 60.0% MVC kez 12 meqirc, 35.0% MVC irvzvekivz Originator(s) Cjfzecxj Hwcbjwef Quxqxhj Rec |
|
|
|
|
|
|
|
|
|
|
