| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | RATE 2024-J3 (USD 357m) | Guaranteed Rate | | USOA | Sep 27, 2024 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-3 | MQY | 97.400 | 9.12 | Ehh | - | - | NNN | - | 83.00% | - | Tcnng | - | <0-26> di <0-30> dg XHHK 5.0 ZHF | <0-26> jxdj dm UMAC 5.0 QAA | <0-26> xh PPMA 5.0 DMW | 5.00% | - | 16.96389 | | K-2 | JAC | 158.764 | 9.62 | Rpp | - | - | CCC | - | 41.00% | - | Zitmq | - | <1-06> ch <1-10> iv GFRL 5.5 URR | <1-06> twut lx ZWKU 5.5 IKG | <1-02> gw YKNY 5.5 GNX | 5.50% | - | 105.65210 | | D-14 | NIP | 77.000 | 3.65 | Nyy | - | - | BBB | - | 63.00% | - | Gqsjt | G-Nlufq | 170g | 165-170 | 165 | 5.50% | 5.392% | 789.31006 | | V-8 | CFW | 43.000 | 5.66 | Pee | - | - | TTT | - | 32.00% | - | Rsscu | Q-Bhjzp | 180l | 180-185 | 185 | 5.50% | 5.408% | 85.29787 | | E-20 | YSF | 97.129 | 2.12 | Lx1 | - | - | ZZZ | - | 3.80% | - | Nrlom | - | <0-20> xn ic L2 | <0-16> - <0-20> bd ll C2 | <1-18> yq JYAU 5.5 JAH | 5.50% | - | 94.51060 |
Tranche Comments K-2: First Pay: 2024-10-25; Registration: 144E/Xmb R;
Z-3: First Pay: 2024-10-25; Registration: 144W/Jmw D;
V-8: First Pay: 2024-10-25; Registration: 144G/Vjx K;
D-14: First Pay: 2024-10-25; Registration: 144J/Hzj A;
E-20: First Pay: 2024-10-25; Registration: 144I/Krw Z; |
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