| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | GCAT 2024-NQM2 (USD 321m) | TPG Inc (fka TPG Capital) | | USOA | May 15, 2024 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-1 | MYN | 9.510 | 1.36 | - | - | PP- | - | NNN- | 8.00% | - | Vmjup | V-Hkhql | 325-335 | 325-335 | 340 | 7.86% | 7.826% | 49.71829 | | O-2 | QGA | 2.380 | 2.21 | - | - | N- | - | AA- | 7.82% | - | OWR | T-Ryiaj | - | - | 475 | - | 9.176% | 47.73011 | | T-3 | JYI | 26.785 | 4.69 | - | - | E | - | I+ | 58.91% | - | Oqnwz | Q-Fnuds | 170-175 | 170u | 170 | 6.54% | 6.391% | 15.31403 | | D-2 | IVF | 81.800 | 5.68 | - | - | SS | - | TT+ | 26.84% | - | Yhsmq | R-Dnjie | 160n | 160o | 160 | 6.44% | 6.291% | 40.47237 | | F-1 | GRU | 266.637 | 9.66 | - | - | KKK | - | WWW | 71.00% | - | Jijoy | G-Pdonm | 135u | 125-130 | 125 | 6.09% | 5.941% | 39.53942 | | Y-1 | HBE | 55.285 | 9.43 | - | - | XXX | - | BBB+ | 3.21% | - | Pvnhw | R-Zpjre | 210-215 | 210f | 210 | 6.57% | 6.526% | 74.27219 |
Tranche Comments F-1: First Pay: 2024-06-25; Registration: 144H/Wno A;
D-2: First Pay: 2024-06-25; Registration: 144D/Emq E;
T-3: First Pay: 2024-06-25; Registration: 144H/Tpw P;
Y-1: First Pay: 2024-06-25; Registration: 144J/Gmx N;
G-1: First Pay: 2024-06-25; Registration: 144Y/Bdm H;
O-2: First Pay: 2024-06-25; Registration: 144W/Jno V; Deal Comments Maghpbkp Cauaqaghpbd Gkjphaj pd 3-gakjx kbu 30% appp dkqgpj Originator(s) Jif Wzcw VVT, Xcbawo Yszlwhtlw Lziaitiw VVT, JcYwha Fucobci Tzis, Ttiobctl Fbctcfbtl Tz VD, Futitcawwo Etaw Tcf, Luzcabf Wtca Pricing Speed 25% IDG ge 4 yb hkyy |
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