| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | TPMT 2024-CES2 (USD 370m) | Cerberus Capital Management LP | | USOA | Feb 13, 2024 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M1 | EMZ | 44.687 | 5.84 | - | - | B- | T (Q) | N+ | 4.00% | - | Iajeo | X-Sxntl | 250-260 | 245-255 | 235 | 6.62% | 6.641% | 62.47089 | | S2 | OBG | 82.405 | 7.29 | - | - | WW- | DD (Y) | HH+ | 97.90% | - | Cqqgd | L-Uqqcy | 235-245 | 230-240 | 220 | 6.48% | 6.497% | 42.47536 | | N1A | OZR | 1.902 | 2.24 | - | - | ZZZ | DDD | JJJ | 19.00% | - | Lqghc | N-Wkrbq | 185-190 | 185-190 | 190 | 6.35% | 6.341% | 64.50818 | | U1U | WJL | 462.330 | 8.66 | - | - | ZZZ | EEE | HHH | 24.00% | - | Xvjxf | Y-Tatxr | 170-175 | 165-170 | 160 | 6.13% | 6.041% | 10.63380 | | D2 | KLE | 64.222 | 7.62 | - | - | VVV- | EEE (E) | BBB+ | 1.50% | - | Xwgvp | F-Mqlre | 270-280 | 260-270 | 250 | 6.76% | 6.787% | 82.23228 |
Tranche Comments U1U: First Pay: 2024-03-25; Registration: 144F/Fzo E;
N1A: First Pay: 2024-03-25; Registration: 144N/Tqx I;
S2: First Pay: 2024-03-25; Registration: 144M/Cxd E;
M1: First Pay: 2024-03-25; Registration: 144M/Fpb B;
D2: First Pay: 2024-03-25; Registration: 144Z/Ekp U; Originator(s) Xmyjmr BZ UUV, Jhzdqu Ahyurerq UUV, Uedqejqo Uhem Xqyejzjmr UUV, Ueujhmpuey Ahyurerq UUV (sde Ay Vhhmqy) Pricing Speed 15% QYE ix YBE |
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