| 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 |
|---|
| X-1 | AVA | 157.197 | 3.50 | - | - | YYY | - | EEE | 94.20% | - | Bguce | W-Rljux | 135-140 | 135e | 130 | 5.72% | 5.582% | 15.84059 | | U-3 | PKK | 14.850 | 6.90 | - | - | V- | - | C+ | 52.80% | - | Znseb | T-Knuct | 175-185 | 175f | 175 | 6.17% | 6.032% | 24.96777 | | E-2 | KRS | 41.513 | 2.20 | - | - | JT | - | WWW- | 6.73% | - | Qkgae | F-Ltagl | 300-325 | 290-295 | 280 | 7.10% | 7.067% | 60.57817 | | Z-1 | HIC | 8.120 | 9.70 | - | - | WG | - | DD- | 3.95% | - | Pzcfa | W-Rjjqm | - | 425 | 425 | 7.70% | 8.517% | 62.66424 | | U-2 | KAP | 1.564 | 2.10 | - | - | LF | - | N- | 3.65% | - | Mgmww | G-Asshi | - | 500 | 500 | 7.70% | 9.267% | 75.64950 | | H-2 | NRK | 68.260 | 6.40 | - | - | UU- | - | VV+ | 82.76% | - | Xgupx | Q-Nlfso | 160-165 | 165 | 165 | 6.07% | 5.932% | 33.37913 | | O-1 | EMW | 48.405 | 5.80 | - | - | KKK- | - | LLL+ | 3.90% | - | Hawfl | Q-Aylcb | 230-240 | 220-225 | 220 | 6.51% | 6.467% | 76.54602 |
Tranche Comments X-1: First Pay: 2024-12-25; Registration: 144J/Lxa Z;
H-2: First Pay: 2024-12-25; Registration: 144B/Utp C;
U-3: First Pay: 2024-12-25; Registration: 144D/Rod J;
O-1: First Pay: 2024-12-25; Registration: 144F/Jwt L;
E-2: First Pay: 2024-12-25; Registration: 144U/Xjj B;
Z-1: First Pay: 2024-12-25; Registration: 144G/Zmy B;
U-2: First Pay: 2024-12-25; Registration: 144L/Bua N; Risk Retention XH - Vrrp IX/XI - Vrr Pricing Speed 25% GKF nt nun 4 Dnhn Ghqq |
|
