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 P-3 VQK 576.000 8.90 Eaa - - - BBB 31.00% - Ovzgx - <1-04> - <1-08> fz Aid OHQW 5.5 <0-28> - <1-00> rp Lbj CKEU 5.5 <0-24> fs Pbk FTDJ 5.5 5.50% 5.924% 62.18276 I-12 NXM 6.873 17.50 Mss - - - VVV 10.00% - Ttbew V-Taqyn 160-165 170x 170 5.50% 6.104% 19.60113 P-29 VSR 33.660 6.50 Gj1 - - - LL+ 4.10% - Qczhu - <0-16> - <0-20> bj P2 <0-16> uw F2 <1-04> nc Gkp ACIB 6.0 6.00% 6.101% 19.90000 L-2 APB 271.750 6.40 Zjj - - - KKK 84.00% - Mogkx - <1-08> - <1-12> ha Cgj JPMO 6.0 <1-00> - <1-04> fb Fbq GLVZ 6.0 <0-24> ha Vbm UIVZ 6.0 6.00% 6.004% 63.12000 L-1 RTM 70.600 7.80 Luu - - - QQQ 87.00% - Czicm - <1-06> - <1-10> jk Hcg NRGD 6.5 <1-02> - <1-06> rb Exh QETZ 6.5 <0-24> uh Gmy QNMI 6.5 6.50% 6.125% 866.47773 U-9 GAX 71.000 6.27 Fnn - - - PPP 85.00% - Vjxbf I-Odqgz 160-165 155-160 150 5.50% 5.648% 24.42424
Tranche Comments
L-1: First Pay: 2024-11-25; Registration: 144H/Mnk Y;
L-2: First Pay: 2024-11-25; Registration: 144J/Vhq K;
P-3: First Pay: 2024-11-25; Registration: 144H/Yhd S;
U-9: First Pay: 2024-11-25; Registration: 144B/Fiw O;
I-12: First Pay: 2024-11-25; Registration: 144M/Xqv F;
P-29: First Pay: 2024-11-25; Registration: 144Z/Dsu L;
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