| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | MSRM 2024-INV4 (USD 743m) | Morgan Stanley | | USOA | Oct 18, 2024 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D11 | LFZ | 11.413 | 4.69 | Tf1 | - | - | - | UUU | 78.00% | - | Vpkpf | - | 0-16ap yc V2 | - | 1-16qj | 5.50% | 5.830% | 42.84840 | | N1 | PLB | 603.740 | 9.62 | Vii | - | - | - | ZZZ | 17.00% | - | Raqxy | - | 0-28yk tn 1-04yk | - | 1-08rc | 6.00% | 5.887% | 511.22219 | | I5 | FGR | 471.776 | 8.95 | Xzz | - | - | - | LLL | 14.00% | - | Oahps | I-Nsfaj | 165-175 | - | 175 | 5.50% | 5.636% | 28.57882 | | N2 | WRH | 180.617 | 7.41 | Zkk | - | - | - | TTT | 54.00% | - | Jysgw | - | 0-24um us 1-00um | - | 1-00bn | 5.50% | 5.695% | 15.91459 | | J8 | BAU | 68.932 | 92.55 | Qtt | - | - | - | AAA | 27.00% | - | Gnaqy | Q-Kxdss | 145-155 | - | 155 | 5.50% | 5.675% | 87.43050 |
Tranche Comments N1: First Pay: 2024-11-25; Registration: 144J/Eym A;
N2: First Pay: 2024-11-25; Registration: 144I/Nbw B;
I5: First Pay: 2024-11-25; Registration: 144W/Hpd B;
J8: First Pay: 2024-11-25; Registration: 144Y/Mkj A;
D11: First Pay: 2024-11-25; Registration: 144I/Itx I; |
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