| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | RATE 2024-J4 (USD 349m) | Guaranteed Rate | | USOA | Nov 14, 2024 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T1 | OLF | 778.270 | 9.82 | Ozz | - | - | HHH | - | 32.00% | - | Rhzsw | - | 1-00qn dc 1-08qn | 0-30mc sz 1-00mc | 0-30bd | 6.00% | 6.054% | 93.64550 | | H2 | PCM | 5.000 | 2.26 | Dpp | - | - | WWW | - | 35.00% | - | Eanrz | - | 0-28cn ez 1-04cn | 0-26jw al 0-28jw | 0-26lt | 5.50% | 5.942% | 52.38057 | | A4 | MWK | 19.000 | 3.74 | Mhh | - | - | LLL | - | 88.00% | - | Kuqze | V-Whxsn | 165-175 | 165-175 | 165 | 6.00% | 5.967% | 99.52584 | | C7 | GAP | 13.000 | 9.44 | Haa | - | - | TTT | - | 86.00% | - | Mkxgz | E-Sqqvl | 155-165 | 155-165 | 155 | 6.00% | 5.894% | 34.94179 | | D19 | CGK | 76.260 | 9.34 | Va1 | - | - | LLL | - | 6.60% | - | Wesfe | - | 1-16xu ey 1-20xu | 1-14eb ai 1-16eb | 1-14wr | 6.00% | 6.182% | 51.44887 | | R13 | PMW | 57.000 | 5.60 | Jbb | - | - | PPP | - | 40.00% | - | Smzcb | R-Wqmhy | 170-180 | 160-170 | 160 | 6.00% | 6.035% | 53.87320 | | P16 | KEG | 33.000 | 66.42 | Baa | - | - | YYY | - | 56.00% | - | Bcznb | R-Hnrtv | 170-180 | 160-170 | 160 | 6.00% | 6.091% | 99.43051 | | U5 | GGV | 49.000 | 1.79 | Hpp | - | - | EEE | - | 37.00% | - | Inrop | G-Slzzm | 155-165 | 155-165 | 155 | 5.50% | 5.867% | 22.52900 |
Tranche Comments T1: First Pay: 2024-12-25; Registration: 144W/Wuq G;
H2: First Pay: 2024-12-25; Registration: 144W/Hzg D;
A4: First Pay: 2024-12-25; Registration: 144H/Rfq X;
U5: First Pay: 2024-12-25; Registration: 144U/Tzr G;
C7: First Pay: 2024-12-25; Registration: 144U/Heq J;
R13: First Pay: 2024-12-25; Registration: 144J/Cam D;
P16: First Pay: 2024-12-25; Registration: 144J/Ynr K;
D19: First Pay: 2024-12-25; Registration: 144L/Zhf T; |
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