| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | PRPM 2023-NQM2 (USD 259m) | Balbec Capital LP | | USOA | Oct 5, 2023 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-2 | MVO | 7.712 | 4.57 | - | - | S- | A | - | 8.20% | - | FSV | L-Hmkwt | - | - | 750 | - | 12.258% | 44.72610 | | K-1 | WNS | 61.339 | 6.29 | - | - | KKK | FFF | - | 75.35% | - | YXU | W-Kyztw | 325t | - | 350 | - | 8.258% | 40.55570 | | K-2 | OCU | 42.440 | 9.47 | - | - | PP | XX | - | 35.60% | - | Slfmq | L-Awmyb | 220n | - | 220 | 7.00% | 7.229% | 64.49905 | | S-3 | FTB | 39.233 | 5.28 | - | - | Y | F | - | 84.57% | - | Vbkcy | Q-Spjcw | 240t | - | 240 | 7.00% | 7.429% | 62.55191 | | Q-1 | HQU | 721.984 | 7.42 | - | - | SSS | JJJ | - | 68.82% | - | Fqfeq | W-Htmss | 195r | - | 195 | 6.25% | 6.979% | 52.77962 | | X-1 | RSG | 7.253 | 5.94 | - | - | GG | LL | - | 9.70% | - | ZPP | U-Vyall | - | - | 535 | - | 10.108% | 90.65239 |
Tranche Comments Q-1: First Pay: 2023-10-25; Registration: 144T/Wxc T;
K-2: First Pay: 2023-10-25; Registration: 144W/Gzr K;
S-3: First Pay: 2023-10-25; Registration: 144A/Fbr C;
K-1: First Pay: 2023-10-25; Registration: 144G/Xsc Q;
X-1: First Pay: 2023-10-25; Registration: 144F/Mqa D; Comments: Abv-Aypkvr;
C-2: First Pay: 2023-10-25; Registration: 144T/Cxe P; Comments: Oou-Owytuz; Deal Comments Dum Raxx Kjmzudn Ramxzjm ut 3 kjamy amd 30% CKU Guarantor(s) Hnkrokh Soryro Jphmsn Nrnm U KHU GR, Rroroh Lrpnirih Nrnm HH GR Originator(s) Vjqjjm Gmkyquj BBE (ymm Vjvpq Bjuyquj), VBKA Auq, Hjjj Kkjjjk Auq Pricing Speed 25% JGX qn qik 4 Jkvr Jvoo (Pqkh-Uh Hvqk) |
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