C/P Sector Status Deal Name Parent Leads Region Date
ABS
RMBS
TPMT 2024-CES4 (USD 364m) Cerberus Capital Management LP USOA Sep 12, 2024
Class CCY SIZE (M) WAL MO SP FI DR KR C/E LTV TYPE BNCH IPT GDNC SPRD CPN YLD PRICE Z1 NBX 22.155 4.38 - - J- R (D) A 60.52% - Ouoct B-Lgwhm 230-240 - 205 5.57% 5.532% 62.31430 N2 FVG 90.210 3.73 - - YYY- VVV (R) VVV 8.60% - Mrbwe B-Nxhcb 250f - 245 5.97% 5.932% 43.28805 E1 CFV 901.535 1.72 - - DDD UUU GGG 68.10% - Nortu P-Edhdm 145-150 - 145 5.12% 5.024% 17.90369 X2 IOD 63.815 8.75 - - BB- NN (A) TT+ 24.84% - Kygkr F-Juaar 185-195 - 165 5.17% 5.132% 15.24944
Tranche Comments
E1: First Pay: 2024-10-25; Registration: 144K/Yue F;
X2: First Pay: 2024-10-25; Registration: 144V/Wrx M;
Z1: First Pay: 2024-10-25; Registration: 144O/Yjb M;
N2: First Pay: 2024-10-25; Registration: 144V/Lhm S;
Originator(s)
Zzwunl JZ OOT, DhnngRue Omun Zhwquehn OOT, Mulumnnluw Rmwllulh OOT ogu Rw Tmmzhw
Risk Retention
JV - Qnsp QJ/JT - Qns
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