| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | PRPM 2024-NQM2 (USD 247m) | Balbec Capital LP | | USOA | Jun 26, 2024 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-3 | PCK | 33.549 | 8.80 | - | - | O | J (N) | - | 84.95% | - | Eufra | Q-Hwlnv | 175-180 | - | 185 | 6.73% | 6.582% | 27.64232 | | Z-1 | JHC | 77.341 | 7.30 | - | - | PN | CC (P) | - | 6.00% | - | BII | J-Skxbl | 350p | - | 390 | - | 8.320% | 94.38024 | | V-2 | CYY | 72.442 | 2.70 | - | - | KK | GG (S) | - | 50.16% | - | Slkcy | O-Yibhf | 165-170 | - | 175 | 6.63% | 6.482% | 61.42926 | | J-1 | HYF | 406.510 | 9.10 | - | - | WWW | FFF | - | 64.60% | - | Ljgiz | N-Luonc | 135-140 | - | 145 | 6.33% | 6.182% | 72.61873 | | K-1 | CEV | 88.748 | 8.10 | - | - | ZZZ | PPP (B) | - | 43.70% | - | Phxzv | S-Appms | 215-220 | - | 220 | 6.66% | 6.620% | 40.60012 |
Tranche Comments J-1: First Pay: 2024-08-26; Registration: 144Q/Tdo S;
V-2: First Pay: 2024-08-26; Registration: 144Q/Ten U;
I-3: First Pay: 2024-08-26; Registration: 144N/Kbk R;
K-1: First Pay: 2024-08-26; Registration: 144D/Nly D;
Z-1: First Pay: 2024-08-26; Registration: 144T/Oac S; Guarantor(s) Nqpeopl Toeeho Ejlglz Unqg V YNV MS Originator(s) Oqiikynz Unrkf Zka, VZNOZ Zka (jyr UnrkXcqirj Nnqctrti) Pricing Speed 25% YVB xl 4 kciv kxcp-pp nixc |
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