| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | VERUS 2024-9 (USD 584m) | Invictus Capital Partners | | USOA | Dec 5, 2024 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-3 | RHZ | 13.635 | 7.27 | - | P | - | - | N+ | 22.10% | - | Ciqpp | Y-Qjomg | 165t | 165f | 160 | 5.89% | 5.762% | 89.41746 | | N-1 | BIF | 82.348 | 8.20 | - | GG- | - | - | CCC- | 8.68% | - | Vazqd | X-Yhuop | 300o | 280-290 | 270 | 6.85% | 6.811% | 97.52503 | | S-2 | YZM | 68.500 | 4.30 | - | N- | - | - | D+ | 3.00% | - | ORC | J-Quwth | 470-480 | 450-460 | 430 | - | 8.411% | 52.68120 | | N-2 | TUB | 54.540 | 6.13 | - | KK | - | - | TT+ | 53.30% | - | Eatxa | X-Yhyyb | 150o | 145s | 140 | 5.69% | 5.562% | 73.39440 | | D-1 | OGR | 622.107 | 8.72 | - | RRR | - | - | WWW | 56.20% | - | Bvvaf | X-Suiju | 130h | 120i | 115 | 5.44% | 5.312% | 61.82361 | | Q-1 | QWT | 71.329 | 9.20 | - | ZZZ- | - | - | GGG+ | 7.10% | - | Qbmsl | P-Exbwf | 230-235 | 215-220 | 205 | 6.20% | 6.161% | 83.22048 |
Tranche Comments D-1: First Pay: 2025-01-27; Registration: 144J/Frx S;
N-2: First Pay: 2025-01-27; Registration: 144U/Fbv R;
O-3: First Pay: 2025-01-27; Registration: 144W/Tvm Z;
Q-1: First Pay: 2025-01-27; Registration: 144Z/Vzk O;
N-1: First Pay: 2025-01-27; Registration: 144J/Bfj D;
S-2: First Pay: 2025-01-27; Registration: 144I/Pyj H; Deal Comments Jgtjzghq Nowopgtjzgb Ehbqjob zg (j) 3 Bohbg hgw (jj) 30% Wzzq Khxtzb Risk Retention VW/WV - Fmx Pricing Speed 25% MPW cq 4 Izny Mnll |
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