| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | MSQ 2024-1 (EUR 615m) | Morgan Stanley | | EMEA | Jul 3, 2024 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| PRV | VSJ | 7.520 | - | - | UQ | - | QD | - | - | Exkajtdb | 1qNj | - | - | - | 1bKp+650 | - | - | | R2 | GMD | 56.820 | - | - | MI | - | LU | - | - | Gemxcizq | 1eCe | - | - | - | 1wNs+850 | - | - | | O | WVI | 504.800 | 9.15 | - | SSS | - | ZZZ | 18.00% | - | Wzsavwsm | 1ePp | - | - | 135 | 1zJr+110 | - | 58.40000 | | Y | EHW | 92.800 | 2.00 | - | SS | - | UU | 5.70% | - | OLS | 1pJq | - | - | 550 | 1sNq+425 | - | 61.76000 | | O | QVN | 66.700 | 4.00 | - | VV- | - | FF | 22.93% | - | Qyvwprxt | 1lEu | - | - | 200 | 1rGm+175 | - | 13.50000 | | K | FFH | 12.890 | 4.00 | - | D- | - | U | 5.30% | - | TND | 1aHg | - | - | - | 1vSe+525 | - | - | | R | HFR | 5.000 | - | - | AK | - | JY | - | - | - | - | - | - | - | - | - | Retained | | K | MBY | 52.920 | 9.00 | - | M- | - | G | 26.00% | - | Izbrujpb | 1yEx | - | - | 300 | 1dEm+235 | - | 91.60000 | | V | HEH | 21.810 | 3.00 | - | FFF | - | SSS | 80.00% | - | VOK | 1zDl | - | - | 400 | 1nTx+325 | - | 33.00000 | | N1 | TUJ | 80.430 | - | - | DV | - | PY | - | - | Vkuwqlpu | 1yRe | - | - | - | 1lGp+750 | - | - | | A | JLS | 7.000 | - | - | CW | - | FY | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments O: First Pay: 2024-07-24; Registration: 144M/Vhq D;
O: First Pay: 2024-07-24; Registration: 144M/Izo Q;
K: First Pay: 2024-07-24; Registration: 144D/Mcu C;
V: First Pay: 2024-07-24; Registration: 144O/Wdl Y;
Y: First Pay: 2024-07-24; Registration: 144D/Kcr V;
K: First Pay: 2024-07-24; Registration: 144N/Qtj T;
PRV: First Pay: 2024-07-24; Registration: 144J/Inc M;
N1: First Pay: 2024-07-24; Registration: 144Z/Wkh C;
R2: First Pay: 2024-07-24; Registration: 144X/Ycz U;
R: First Pay: 2024-07-24; Registration: 144C/Vcu O;
A: First Pay: 2024-07-24; Registration: 144Z/Aob Q; Originator(s) Kzxqumzmz WDR KPR, Axdkj Guzdumqdsz Riddsdmv Duudzzd, Dnxdmvxuuxs Nuxzvuvzk Pzs Risk Retention ZH/HB - Bnyu HO - Bny WA Seasoning (Months) 16.9 qo |
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