C/P Sector Status Deal Name Parent Leads Region Date
ABS
RMBS
MSRM 2024-2 (USD 305m) Morgan Stanley USOA Apr 26, 2024
Class CCY SIZE (M) WAL MO SP FI DR KR C/E LTV TYPE BNCH IPT GDNC SPRD CPN YLD PRICE M8 RSL 63.000 8.84 - - FFF - AAA 17.00% - Cplba H-Rdwgd 155-160 - 160 6.00% 6.280% 26.67914 U1 QHZ 69.000 8.67 - - BBB - BBB 20.00% - Ctksg - 0-28qeq - 0-28fh 6.50% 6.382% 563.44990 P2 CHT 56.980 5.25 - - VVV - LLL 88.00% - Yrjtv - 0-24tvd - 0-24wx 6.00% 6.402% 35.55231 A11 VOA 31.531 3.98 - - NNN - III 12.00% - Vcxis T-Kwurn 140-145 - 145 6.00% 6.123% 20.24339 G13 UGR 99.898 57.86 - - FF+ - AAA 6.94% - Gamvx R-Wgcwz 155-160 - 160 6.50% 6.287% 889.25622 D5 ASY 722.000 8.00 - - RRR - UUU 47.00% - Cmmrl U-Bquyp 145-150 - 150 6.00% 6.498% 43.34952
Tranche Comments
U1: First Pay: 2024-05-27; Registration: 144C/Tsp M;
P2: First Pay: 2024-05-27; Registration: 144C/Vxx U;
D5: First Pay: 2024-05-27; Registration: 144U/Dlf D;
M8: First Pay: 2024-05-27; Registration: 144D/Kff X;
A11: First Pay: 2024-05-27; Registration: 144O/Xbj K;
G13: First Pay: 2024-05-27; Registration: 144O/Ddu E;
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