| 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 |
|---|
| E-1 | NQU | 893.950 | 9.30 | - | - | UUU | DDD | - | 49.10% | - | Elkks | S-Scsaa | 135-140 | - | 145 | 6.33% | 6.182% | 97.52355 | | L-2 | LVW | 17.211 | 6.60 | - | - | KK | WW (L) | - | 59.88% | - | Gjkun | J-Dgnoa | 165-170 | - | 175 | 6.63% | 6.482% | 35.76447 | | Y-1 | MFJ | 80.522 | 3.30 | - | - | KC | HH (T) | - | 5.00% | - | XIR | N-Bxsmj | 350q | - | 390 | - | 8.320% | 44.78808 | | C-3 | OLN | 77.506 | 7.30 | - | - | R | R (P) | - | 73.78% | - | Wbbpv | D-Qgqfw | 175-180 | - | 185 | 6.73% | 6.582% | 64.87006 | | I-1 | XWF | 22.779 | 3.20 | - | - | GGG | PPP (F) | - | 69.76% | - | Euroi | Q-Oxdgz | 215-220 | - | 220 | 6.66% | 6.620% | 74.22291 |
Tranche Comments E-1: First Pay: 2024-08-26; Registration: 144T/Udm P;
L-2: First Pay: 2024-08-26; Registration: 144I/Vyk X;
C-3: First Pay: 2024-08-26; Registration: 144T/Pvc E;
I-1: First Pay: 2024-08-26; Registration: 144Z/Mev Q;
Y-1: First Pay: 2024-08-26; Registration: 144I/Nig J; Guarantor(s) Xmzoqxo Jqojsq Nxoavk Ibma X KXX QJ Originator(s) Nrhhvjqw Gqivu Jvz, EWLQW Jvz (lji GqivPerhir Lqreaiah) Pricing Speed 25% HSV qv 4 bvak bqvi-wi oaqv |
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