| 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 |
|---|
| U-1 | ZEZ | 897.949 | 7.60 | - | - | AAA | - | GGG | 75.50% | - | Giagi | V-Zlaqh | 135-140 | 135v | 130 | 5.72% | 5.582% | 12.62385 | | Z-1 | FQV | 3.698 | 3.40 | - | - | UX | - | II- | 4.65% | - | Woxpv | K-Vtsaf | - | 425 | 425 | 7.70% | 8.517% | 74.57359 | | C-2 | GPT | 3.616 | 9.50 | - | - | DB | - | V- | 9.62% | - | Hukjv | R-Binal | - | 500 | 500 | 7.70% | 9.267% | 73.86620 | | C-3 | GPB | 12.747 | 9.20 | - | - | I- | - | W+ | 93.60% | - | Rcbsw | G-Ppsye | 175-185 | 175e | 175 | 6.17% | 6.032% | 25.20964 | | J-2 | HNR | 83.474 | 4.90 | - | - | HC | - | WWW- | 9.90% | - | Eaanh | G-Mkroe | 300-325 | 290-295 | 280 | 7.10% | 7.067% | 82.91222 | | L-1 | PXE | 22.363 | 3.40 | - | - | HHH- | - | MMM+ | 7.60% | - | Vpunl | G-Thfcf | 230-240 | 220-225 | 220 | 6.51% | 6.467% | 90.72241 | | W-2 | XQF | 10.520 | 9.50 | - | - | SS- | - | HH+ | 84.21% | - | Lvlgr | F-Xqchn | 160-165 | 165 | 165 | 6.07% | 5.932% | 34.25261 |
Tranche Comments U-1: First Pay: 2024-12-25; Registration: 144Q/Num T;
W-2: First Pay: 2024-12-25; Registration: 144U/Gpc V;
C-3: First Pay: 2024-12-25; Registration: 144L/Fef W;
L-1: First Pay: 2024-12-25; Registration: 144Y/Izt K;
J-2: First Pay: 2024-12-25; Registration: 144I/Ylx W;
Z-1: First Pay: 2024-12-25; Registration: 144P/Qzt P;
C-2: First Pay: 2024-12-25; Registration: 144I/Nic Q; Risk Retention JF - Qaqw BJ/JX - Qaq Pricing Speed 25% OBZ sc seo 4 Boeb Oejj |
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