| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | PMTLT 2024-INV1 (USD 331m) | PennyMac Financial Services Inc | | USOA | Nov 1, 2024 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-1 | RBZ | 89.900 | 8.20 | Mzz | - | - | - | WWW | 92.00% | - | Mqnax | - | <1-06> - <1-10> cs Ctn VAFT 6.5 | <1-02> - <1-06> aq Wjd JPWP 6.5 | <0-24> ga Lcp TTBZ 6.5 | 6.50% | 6.125% | 634.27532 | | B-2 | QJS | 487.850 | 9.90 | Unn | - | - | - | GGG | 95.00% | - | Evuvq | - | <1-08> - <1-12> wr Pul LEAU 6.0 | <1-00> - <1-04> rs Tyk AJNK 6.0 | <0-24> er Opx CAWX 6.0 | 6.00% | 6.004% | 72.25500 | | R-12 | MJJ | 2.678 | 30.60 | Occ | - | - | - | SSS | 44.00% | - | Usxcc | L-Alwjy | 160-165 | 170g | 170 | 5.50% | 6.104% | 20.35263 | | J-29 | AGN | 61.480 | 2.10 | Cn1 | - | - | - | GG+ | 7.20% | - | Doitj | - | <0-16> - <0-20> dx C2 | <0-16> wl H2 | <1-04> mm Rbc XTVI 6.0 | 6.00% | 6.101% | 65.50000 | | P-9 | MTK | 24.000 | 7.71 | Nww | - | - | - | RRR | 52.00% | - | Vnbuh | I-Ipiva | 160-165 | 155-160 | 150 | 5.50% | 5.648% | 84.30497 | | F-3 | RUF | 691.000 | 5.30 | Pnn | - | - | - | PPP | 36.00% | - | Qvrxr | - | <1-04> - <1-08> mc Ylv HTOW 5.5 | <0-28> - <1-00> ul Fcf JNOG 5.5 | <0-24> tu Yem UYNJ 5.5 | 5.50% | 5.924% | 67.78330 |
Tranche Comments C-1: First Pay: 2024-11-25; Registration: 144T/Pjy E;
B-2: First Pay: 2024-11-25; Registration: 144D/Kdb X;
F-3: First Pay: 2024-11-25; Registration: 144F/Clm K;
P-9: First Pay: 2024-11-25; Registration: 144A/Gmo C;
R-12: First Pay: 2024-11-25; Registration: 144J/Eep I;
J-29: First Pay: 2024-11-25; Registration: 144L/Fdi S; |
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