| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date | |
|---|
ABS | RMBS | | | PRPM 2023-NQM3 (USD 221m) | Balbec Capital LP | | USOA | Dec 19, 2023 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-1 | CCK | 7.650 | 6.60 | - | - | BB | EE (Q) | - | 76.50% | - | ASA | E-Qzjno | Zqg 500o | 510 | 510 | - | 9.119% | 42.81730 | | P-2 | VVD | 9.597 | 5.30 | - | - | J- | F (K) | - | 3.70% | - | HUU | F-Dfubj | Rdv 700a | 700 | 700 | - | 11.019% | 34.12067 | | X-1 | OFH | 75.447 | 9.50 | - | - | GGG | LLL (U) | - | 38.86% | - | Cpgnb | A-Fhowf | 340-350 | 330-340 | 320 | 7.25% | 7.219% | 46.48462 | | L-1 | VEM | 549.940 | 8.50 | - | - | MMM | WWW | - | 11.00% | - | Iuusz | O-Nsbdf | 175x | 170h | 165 | 6.22% | 6.071% | 19.11325 | | O-2 | NBK | 55.340 | 9.70 | - | - | EE | BB (A) | - | 33.37% | - | Ikipx | D-Ttosr | 215-220 | 215a | 210 | 6.68% | 6.521% | 78.23933 | | W-3 | FIX | 20.375 | 8.30 | - | - | J | O (R) | - | 69.40% | - | Styzp | K-Spiqk | 245-250 | 245-250 | 240 | 6.98% | 6.821% | 86.24620 |
Tranche Comments L-1: First Pay: 2024-02-26; Registration: 144B/Iiz N;
O-2: First Pay: 2024-02-26; Registration: 144P/Qug K;
W-3: First Pay: 2024-02-26; Registration: 144B/Tqh T;
X-1: First Pay: 2024-02-26; Registration: 144P/Qnz L;
N-1: First Pay: 2024-02-26; Registration: 144U/Hnd V;
P-2: First Pay: 2024-02-26; Registration: 144F/Zuy Y; Guarantor(s) Djsytvk Ktyzkt Sekloq Zwjl F ODF RQ, Qktktk Ayeqtktk Zwjl DD RQ Originator(s) Tsqsyh Uvjoqjp DDX (Tsgzq Dsjoqjp) Pricing Speed 25% OTG wj wtt 4 Ltvq Ovyy |
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