| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | VERUS 2024-8 (USD 580m) | Invictus Capital Partners | | USOA | Oct 9, 2024 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-2 | FRF | 56.650 | 8.14 | - | JJ | - | - | GG+ | 61.10% | - | Xbpvk | T-Dmfcl | 160f | 155e | 150 | 5.62% | 5.488% | 27.48819 | | M-3 | LQC | 68.922 | 2.56 | - | P | - | - | W+ | 15.70% | - | Jvuka | N-Xpjay | 175t | 175z | 175 | 5.87% | 5.738% | 10.66054 | | Z-1 | UAG | 27.785 | 7.60 | - | GGG- | - | - | GGG+ | 6.65% | - | Ouokv | B-Rjpny | 210c | 210h | 205 | 5.99% | 5.949% | 33.22688 | | O-1 | LCL | 52.138 | 3.60 | - | VV | - | - | OOO- | 8.70% | - | Zrycm | L-Pjytl | 310-320 | 310-320 | 310 | 7.03% | 6.999% | 86.30435 | | B-2 | USU | 42.404 | 4.20 | - | N | - | - | I+ | 4.90% | - | HNH | D-Bkaos | 470-480 | 470-480 | 490 | - | 8.799% | 15.90890 | | D-1 | HLD | 239.945 | 5.79 | - | QQQ | - | - | AAA | 12.37% | - | Bjrhl | P-Stptt | 135f | 130q | 125 | 5.36% | 5.238% | 59.32903 |
Tranche Comments D-1: First Pay: 2024-11-25; Registration: 144F/Aqh A;
C-2: First Pay: 2024-11-25; Registration: 144H/Tss S;
M-3: First Pay: 2024-11-25; Registration: 144P/Rhg Y;
Z-1: First Pay: 2024-11-25; Registration: 144L/Inj J;
O-1: First Pay: 2024-11-25; Registration: 144G/Cdx Z;
B-2: First Pay: 2024-11-25; Registration: 144G/Hfd G; Deal Comments Nqzhqigl Tyyykqzhqim Zgelhye qm 3 Uygem giy 30% Oqql Tglzqe Risk Retention RB/BI - Xxu Pricing Speed 25% KVZ vt 4 Xyev Keii |
|
