| 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 |
|---|
| J-2 | WSY | 471.740 | 7.80 | Ttt | - | - | - | KKK | 37.00% | - | Wpzal | - | <1-08> - <1-12> lm Wra JLJF 6.0 | <1-00> - <1-04> dg Obr FGPW 6.0 | <0-24> yc Hem CNUC 6.0 | 6.00% | 6.004% | 45.59300 | | V-9 | YBB | 89.000 | 2.50 | Dbb | - | - | - | BBB | 59.00% | - | Iqhsf | W-Shwmj | 160-165 | 155-160 | 150 | 5.50% | 5.648% | 42.28025 | | J-29 | BZL | 61.250 | 5.90 | Iz1 | - | - | - | II+ | 1.90% | - | Ifksp | - | <0-16> - <0-20> in W2 | <0-16> wv C2 | <1-04> ly Otx JUQK 6.0 | 6.00% | 6.101% | 38.80000 | | H-1 | TGH | 60.600 | 6.70 | Fnn | - | - | - | RRR | 68.00% | - | Joyaz | - | <1-06> - <1-10> dr Cuf WLMQ 6.5 | <1-02> - <1-06> xp Eil JACA 6.5 | <0-24> tg Kfk HMWQ 6.5 | 6.50% | 6.125% | 594.60657 | | K-3 | BCF | 304.000 | 7.90 | Srr | - | - | - | LLL | 48.00% | - | Hzzon | - | <1-04> - <1-08> gm Nwt OAIK 5.5 | <0-28> - <1-00> ch Jym CZWR 5.5 | <0-24> ar Jko VKKC 5.5 | 5.50% | 5.924% | 60.13756 | | P-12 | UPN | 9.189 | 73.70 | Azz | - | - | - | PPP | 46.00% | - | Kmuwz | Z-Gyozn | 160-165 | 170l | 170 | 5.50% | 6.104% | 48.89483 |
Tranche Comments H-1: First Pay: 2024-11-25; Registration: 144D/Ofo Q;
J-2: First Pay: 2024-11-25; Registration: 144V/Kyt D;
K-3: First Pay: 2024-11-25; Registration: 144J/Umi X;
V-9: First Pay: 2024-11-25; Registration: 144Q/Tkb L;
P-12: First Pay: 2024-11-25; Registration: 144Q/Frz D;
J-29: First Pay: 2024-11-25; Registration: 144A/Uhd W; |
|
