| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date | |
|---|
ABS | RMBS | | | FIGRE 2024-HE2 (USD 376m) | Figure Technologies Inc | | USOA | May 23, 2024 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | PMR | 44.257 | 60.36 | - | - | - | CCC (S) | - | 79.94% | - | Iwnhw | L-Whurv | 300-310 | - | 280 | 7.20% | 7.316% | 99.82871 | | G | ZED | 425.612 | 3.41 | - | - | - | NNN | - | 99.20% | - | Sbywf | L-Ikang | 185-190 | - | 185 | 6.38% | 6.473% | 38.38723 | | B | QZX | 79.748 | 4.94 | - | - | - | EE (E) | - | 38.85% | - | Burby | L-Vgwso | 220-225 | - | 210 | 6.63% | 6.723% | 72.97555 | | X | BWH | 70.236 | 4.81 | - | - | - | B (V) | - | 32.46% | - | Tvljr | O-Djcje | 240-250 | - | 220 | 6.72% | 6.823% | 11.82486 | | Y | IOG | 71.639 | 45.33 | - | - | - | NN (P) | - | 5.00% | - | Ntkua | W-Hbmxy | 400 | - | 380 | 8.20% | 8.351% | 89.73693 | | U | WHC | 60.220 | 40.80 | - | - | - | C (G) | - | 6.77% | - | Wkjpz | V-Ywcsc | 550 | - | 540 | 9.79% | 10.002% | 86.59409 |
Tranche Comments G: First Pay: 2024-06-25; Registration: 144Z/Khz O;
B: First Pay: 2024-06-25; Registration: 144U/Ykw M;
X: First Pay: 2024-06-25; Registration: 144D/Qpt Q;
X: First Pay: 2024-06-25; Registration: 144D/Klx T;
Y: First Pay: 2024-06-25; Registration: 144G/Eet A;
U: First Pay: 2024-06-25; Registration: 144L/Xul W; Originator(s) Batpsg Mgccact MML Risk Retention IV - Anaq IG/JI - Ana Pricing Speed 15% ZOY ld Pzlaxulk |
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