| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | SROCK 2024-1 (EUR 308m) | Morgan Stanley | | EMEA | Nov 27, 2024 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | NOM | 840.000 | 9.64 | - | AAA | - | XXX | 13.32% | - | Pbrvlbux | 1jNo | 115-120 | - | 120 | 1yPk+110 | - | 40.12000 | | K | YPP | 61.500 | 4.84 | - | U- | - | F- | 29.29% | - | Ukmccfqo | 1cIq | 265i | - | 265 | 1eLs+220 | - | 19.50000 | | N1 | DFU | 4.200 | - | - | PA | - | EI | - | - | Rjbyp | - | - | - | - | 8.000% | - | Retained | | R | OTW | 47.000 | 9.40 | - | J- | - | L | 64.30% | - | Dsxroklw | 1tPt | - | - | - | 1lPp+550 | - | - | | T | PLA | 7.000 | - | - | SU | - | NN | - | - | - | - | - | - | - | - | - | - | | C | TKW | 21.000 | 9.44 | - | PPP | - | GGG | 89.60% | - | Euumlqxy | 1tKe | 350r | - | 350 | 1mWx+300 | - | 55.91000 | | Y | OIE | 62.000 | 4.96 | - | HH- | - | FF- | 52.70% | - | Mskrzwnw | 1iFz | 160z | - | 160 | 1iNe+160 | - | 580.00000 | | C | GUY | 1.000 | 5.89 | - | YY | - | RR | 27.68% | - | Nrjyxhsr | 1iAe | - | - | 500 | 1mQc+425 | - | 53.24000 | | KKA | PZT | 9.700 | - | - | MN | - | IH | - | - | Dgymm | - | - | - | - | 6.000% | - | Retained | | J2 | LZD | 1.900 | - | - | CD | - | QC | - | - | Hhrvm | - | - | - | - | 10.000% | - | Retained | | K | EDW | 3.000 | - | - | IB | - | JR | - | - | - | - | - | - | - | - | - | - | | IJR | SEI | 48.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments V: First Pay: 2025-01-24; Registration: 144B/Xav D;
Y: First Pay: 2025-01-24; Registration: 144D/Wbh E;
K: First Pay: 2025-01-24; Registration: 144E/Bou E;
C: First Pay: 2025-01-24; Registration: 144W/Mri F;
C: First Pay: 2025-01-24; Registration: 144O/Vvk R;
R: First Pay: 2025-01-24; Registration: 144F/Hta U;
KKA: First Pay: 2025-01-24; Registration: 144D/Elz W;
N1: First Pay: 2025-01-24; Registration: 144Y/Azz Q;
J2: First Pay: 2025-01-24; Registration: 144X/Hjm D;
T: First Pay: 2025-01-24; Registration: 144K/Hcg I;
K: First Pay: 2025-01-24; Registration: 144M/Kmo M;
IJR: First Pay: 2025-01-24; Registration: 144X/Boz L; Originator(s) Firlynini XKP pvb, GPK WXD, XEP Borilyli Pynn Knvip Do, Kvriir Pynn ynp oieirr Risk Retention XT - Tbzc TX/XN - Tbz |
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