| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | GRADE 2024-CES1 (USD 317m) | Saluda Grade | | USOA | Mar 19, 2024 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z1 | JAK | 69.136 | 30.66 | - | - | - | ZZZ (Y) | - | 3.38% | - | Cmugp | B-Oidpu | 280-290 | 280-290 | 290 | 7.20% | 7.251% | 77.30310 | | J2 | HSK | 97.506 | 1.10 | - | - | - | OO (E) | - | 40.35% | - | Mfhfp | Q-Rbugs | 240-250 | 230-240 | 230 | 6.57% | 6.597% | 85.93105 | | X1 | TIY | 67.639 | 86.96 | - | - | - | RR (R) | - | 9.82% | - | Tvxse | A-Btzvk | 350u | - | - | - | - | - | | I3 | KKG | 81.410 | 73.90 | - | - | - | Z (K) | - | 28.80% | - | Lrqfd | F-Ubwgl | 260-270 | 260-270 | 260 | 6.87% | 6.903% | 27.77064 | | T1 | KHA | 490.440 | 7.80 | - | - | - | YYY | - | 97.40% | - | Qttgv | L-Zxkjs | 180-185 | 180-185 | 180 | 6.31% | 6.239% | 20.33637 |
Tranche Comments T1: First Pay: 2024-04-25; Registration: 144H/Wfy L;
J2: First Pay: 2024-04-25; Registration: 144D/Clx B;
I3: First Pay: 2024-04-25; Registration: 144X/Cvs T;
Z1: First Pay: 2024-04-25; Registration: 144O/Huy X;
X1: First Pay: 2024-04-25; Registration: 144W/Tuc Y; Risk Retention LJ - Twjk IL - Twj Pricing Speed 15 LDX wx Ucwcrgwm |
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