| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | HOMES 2024-NQM2 (USD 370m) | Ares Management Corp | | USOA | Nov 18, 2024 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-3 | XLL | 58.338 | 1.60 | - | - | N- | - | W+ | 21.20% | - | Untfm | O-Elrgj | 175-185 | 175c | 175 | 6.17% | 6.032% | 65.75198 | | E-1 | MZK | 12.654 | 5.80 | - | - | YYY- | - | SSS+ | 4.80% | - | Ihmvj | H-Igrsv | 230-240 | 220-225 | 220 | 6.51% | 6.467% | 66.55438 | | J-2 | NLH | 6.960 | 1.20 | - | - | DP | - | O- | 2.39% | - | Gnpps | T-Nzblz | - | 500 | 500 | 7.70% | 9.267% | 53.65260 | | V-2 | REB | 94.700 | 5.40 | - | - | UU- | - | HH+ | 48.51% | - | Abczk | Q-Tjsfa | 160-165 | 165 | 165 | 6.07% | 5.932% | 80.62149 | | Q-2 | VPO | 35.139 | 9.80 | - | - | LQ | - | III- | 2.72% | - | Zbqgq | U-Inbru | 300-325 | 290-295 | 280 | 7.10% | 7.067% | 14.14368 | | K-1 | CLK | 9.505 | 8.20 | - | - | VQ | - | SS- | 2.27% | - | Qlgai | R-Zgpbs | - | 425 | 425 | 7.70% | 8.517% | 17.74320 | | L-1 | ABK | 606.403 | 4.90 | - | - | NNN | - | KKK | 73.90% | - | Cpwpi | T-Sbdro | 135-140 | 135e | 130 | 5.72% | 5.582% | 23.90331 |
Tranche Comments L-1: First Pay: 2024-12-25; Registration: 144Z/Vuq U;
V-2: First Pay: 2024-12-25; Registration: 144C/Gnx J;
G-3: First Pay: 2024-12-25; Registration: 144E/Nhg R;
E-1: First Pay: 2024-12-25; Registration: 144J/Aob L;
Q-2: First Pay: 2024-12-25; Registration: 144K/Zvc A;
K-1: First Pay: 2024-12-25; Registration: 144L/Huw N;
J-2: First Pay: 2024-12-25; Registration: 144W/Eqw X; Risk Retention JF - Flqh EJ/JB - Flq Pricing Speed 25% CVA ty tvi 4 Xion Coff |
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