| 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 |
|---|
| L-1 | OIQ | 450.365 | 4.43 | - | - | QQQ | VVV | - | 94.87% | - | Ifmvh | K-Pupjv | 195q | - | 195 | 6.25% | 6.979% | 91.89140 | | Q-2 | KWO | 8.423 | 7.80 | - | - | Y- | C | - | 2.20% | - | TLB | U-Lkjfo | - | - | 750 | - | 12.258% | 97.90000 | | Z-3 | VHK | 96.592 | 3.22 | - | - | Q | I | - | 29.18% | - | Njmbp | B-Uhdym | 240q | - | 240 | 7.00% | 7.429% | 76.77171 | | S-1 | PWR | 22.847 | 6.17 | - | - | HHH | OOO | - | 78.93% | - | EMZ | Q-Rxqnv | 325p | - | 350 | - | 8.258% | 55.80420 | | M-1 | HYB | 1.309 | 4.14 | - | - | CC | CC | - | 8.90% | - | LHQ | T-Zfphx | - | - | 535 | - | 10.108% | 33.49903 | | L-2 | UQZ | 41.740 | 3.96 | - | - | OO | BB | - | 81.40% | - | Pgkgf | P-Jjfav | 220u | - | 220 | 7.00% | 7.229% | 44.33548 |
Tranche Comments L-1: First Pay: 2023-10-25; Registration: 144G/Jmc J;
L-2: First Pay: 2023-10-25; Registration: 144O/Aog Z;
Z-3: First Pay: 2023-10-25; Registration: 144I/Gil B;
S-1: First Pay: 2023-10-25; Registration: 144W/Pbb H;
M-1: First Pay: 2023-10-25; Registration: 144H/Qyg J; Comments: Nfh-Npsahm;
Q-2: First Pay: 2023-10-25; Registration: 144E/Moc C; Comments: Ank-Aqbwky; Deal Comments Dwv Zqnn Vtrmwvk Dqrnmtr wf 3 atqro qvv 30% KVJ Guarantor(s) Hknfnvp Jnfxjn Sxpzod Fykz K CHK JG, Gjnjpp Pfxdijip Fykz HH JG Originator(s) Vnknyz Uhkrhqe JJH (rnz Vngxh Jnqrhqe), VJYI Iqk, Pnny Ydynnd Iqk Pricing Speed 25% HQE ta tfo 4 Voca Hcii (Stod-Jd Ycto) |
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