| 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 |
|---|
| M2 | THU | 92.543 | 1.30 | - | - | - | DD (S) | - | 36.60% | - | Gpuaj | X-Bcdkd | 240-250 | 230-240 | 230 | 6.57% | 6.597% | 70.49964 | | G1 | PHR | 765.280 | 5.70 | - | - | - | BBB | - | 67.70% | - | Ltunn | J-Ybrux | 180-185 | 180-185 | 180 | 6.31% | 6.239% | 87.48952 | | L3 | INE | 87.750 | 60.90 | - | - | - | T (X) | - | 81.60% | - | Twvij | P-Juofm | 260-270 | 260-270 | 260 | 6.87% | 6.903% | 63.74899 | | Q1 | PSH | 84.891 | 67.63 | - | - | - | NNN (B) | - | 6.93% | - | Samll | D-Mzjcz | 280-290 | 280-290 | 290 | 7.20% | 7.251% | 48.49570 | | Y1 | CAM | 42.219 | 36.75 | - | - | - | ZZ (U) | - | 8.23% | - | Ewolw | N-Kwtfm | 350j | - | - | - | - | - |
Tranche Comments G1: First Pay: 2024-04-25; Registration: 144Z/Tkf M;
M2: First Pay: 2024-04-25; Registration: 144T/Qqd A;
L3: First Pay: 2024-04-25; Registration: 144L/Wpf R;
Q1: First Pay: 2024-04-25; Registration: 144B/Aka Y;
Y1: First Pay: 2024-04-25; Registration: 144J/Tsl N; Risk Retention HN - Gbrc WH - Gbr Pricing Speed 15 LXL ls Ovlpwiln |
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