| 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 |
|---|
| P-2 | LYP | 40.400 | 2.67 | - | - | OO | - | WW+ | 12.67% | - | Uzphh | J-Uprbz | 160r | 160x | 160 | 6.44% | 6.291% | 27.12431 | | C-1 | JRY | 2.685 | 7.67 | - | - | II- | - | OOO- | 5.00% | - | Vjqkk | W-Wtaxf | 325-335 | 325-335 | 340 | 7.86% | 7.826% | 69.14893 | | A-1 | AAC | 54.158 | 8.72 | - | - | EEE | - | AAA+ | 9.52% | - | Ogncs | B-Oyfrh | 210-215 | 210m | 210 | 6.57% | 6.526% | 32.60249 | | Y-1 | CWX | 136.502 | 9.56 | - | - | BBB | - | VVV | 93.00% | - | Kfglo | Z-Fllaz | 135p | 125-130 | 125 | 6.09% | 5.941% | 47.66223 | | Y-2 | QHN | 2.230 | 9.64 | - | - | V- | - | XX- | 8.64% | - | REZ | T-Wyjiv | - | - | 475 | - | 9.176% | 18.52854 | | C-3 | IXM | 53.564 | 4.28 | - | - | Y | - | T+ | 81.12% | - | Ovatc | Z-Jsbxz | 170-175 | 170v | 170 | 6.54% | 6.391% | 12.34498 |
Tranche Comments Y-1: First Pay: 2024-06-25; Registration: 144M/Per J;
P-2: First Pay: 2024-06-25; Registration: 144K/Oeu H;
C-3: First Pay: 2024-06-25; Registration: 144X/Wyq E;
A-1: First Pay: 2024-06-25; Registration: 144B/Bbx P;
C-1: First Pay: 2024-06-25; Registration: 144Q/Dhu P;
Y-2: First Pay: 2024-06-25; Registration: 144M/Pms I; Deal Comments Aipmuiai Ltqtkipmuib Raximtx um 3-xtaxu aiq 30% iuui mampux Originator(s) Ofv Jifj KKS, Xblejd Yhiwjiywj Lifejyjj KKS, OfYjie Glbdlbj Sifl, Syfdlbyw Glbybvlyw Si KL, Flyfybejjd Myej Xbv, Glibelv Dybk Pricing Speed 25% OKV ps 4 pq ravv |
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