| 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 |
|---|
| S-2 | CJN | 99.947 | 2.10 | - | - | LL | UU (K) | - | 28.63% | - | Sgvrt | S-Qaact | 215-220 | 215s | 210 | 6.68% | 6.521% | 96.56830 | | Z-2 | YCJ | 4.372 | 1.60 | - | - | U- | K (P) | - | 4.80% | - | FTK | A-Zscyc | Dig 700d | 700 | 700 | - | 11.019% | 41.13909 | | Y-1 | XCI | 538.380 | 6.40 | - | - | KKK | EEE | - | 44.00% | - | Byprv | W-Yjgif | 175c | 170w | 165 | 6.22% | 6.071% | 84.74871 | | I-3 | HPG | 79.759 | 7.30 | - | - | B | Q (N) | - | 91.50% | - | Bjthk | P-Cwili | 245-250 | 245-250 | 240 | 6.98% | 6.821% | 88.34894 | | G-1 | JMQ | 9.925 | 4.90 | - | - | VV | GG (A) | - | 37.60% | - | LXN | T-Vkyzx | Bqe 500w | 510 | 510 | - | 9.119% | 39.27235 | | X-1 | RHU | 55.588 | 9.80 | - | - | MMM | SSS (U) | - | 38.74% | - | Uyigg | K-Fambn | 340-350 | 330-340 | 320 | 7.25% | 7.219% | 48.40563 |
Tranche Comments Y-1: First Pay: 2024-02-26; Registration: 144O/Cjd J;
S-2: First Pay: 2024-02-26; Registration: 144Q/Bqy V;
I-3: First Pay: 2024-02-26; Registration: 144J/Toe N;
X-1: First Pay: 2024-02-26; Registration: 144Q/Uwu E;
G-1: First Pay: 2024-02-26; Registration: 144B/Krq P;
Z-2: First Pay: 2024-02-26; Registration: 144O/Vtn Z; Guarantor(s) Xhwnjly Wjnosj Obylsb Uvhl V OXV YQ, Qsjspy Vnbbusuy Uvhl XX YQ Originator(s) Ymtmkt Uvsxuhr VVR (Ymkzu Vmhxuhr) Pricing Speed 25% DNN xx xmx 4 Oxdt Ddmm |
|
