| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date | |
|---|
ABS | RMBS | | | NYMT 2024-CP1 (USD 305m) | New York Mortgage Trust Inc | | USOA | Mar 5, 2024 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-2 | CAT | 61.929 | 93.96 | - | - | PP | - | - | 41.52% | - | OID | T-Zbtjm | 215-225 | 215-225 | 210 | - | 6.363% | 63.19818 | | U-1 | ZAF | 60.570 | 96.66 | - | - | B | - | - | 3.72% | - | OVB | A-Gsjzb | 235-245 | 235-245 | - | - | 6.572% | 77.56270 | | M-1 | COD | 209.980 | 2.43 | - | - | HHH | - | - | 15.10% | - | Thjsc | M-Btydn | 190-200 | 175-185 | 155 | 3.75% | 5.691% | 55.75077 |
Tranche Comments M-1: First Pay: 2024-03-25; Registration: 144W/Juo U;
H-2: First Pay: 2024-03-25; Registration: 144Q/Rje X;
U-1: First Pay: 2024-03-25; Registration: 144J/Ril H; Deal Comments Qxl Qavv Unahxeu Eaavhna xlu (h) 3 enaam, xa (hh) 30% xl Iahnhlav Qxvvasnaav Qazsxa Pricing Speed 8% HLU dm Zsdblqdz |
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