| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | MSRM 2024-NQM5 (USD 291m) | Morgan Stanley | | USOA | Dec 13, 2024 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-2 | OCP | 90.513 | 4.17 | - | - | OO- | - | SS | 12.31% | - | Bwlue | G-Nntbx | 155-160 | 155-160 | 155 | 5.90% | 5.779% | 77.36320 | | Z-3 | CNV | 95.186 | 6.66 | - | - | Z- | - | Q | 3.80% | - | Jjygl | A-Dxtdm | 175h | 170u | 165 | 6.00% | 5.879% | 64.88808 | | B-1-Y | UML | 1.707 | 5.10 | - | - | LB | - | SSS- | 9.00% | - | Lbhgr | D-Alsjp | 300r | 290-300 | 290 | 7.16% | 7.128% | 19.64755 | | I-1-I | YWQ | 2.800 | 9.40 | - | - | ZM | - | HH | 6.82% | - | Eapeq | L-Cqqqk | 450d | 425-435 | 400 | 7.40% | 8.228% | 29.27097 | | V-1 | XQA | 414.570 | 7.30 | - | - | QQQ | - | EEE | 27.60% | - | Vfbpt | N-Fxdbx | 130-135 | 130-135 | 130 | 5.65% | 5.529% | 86.81846 | | U-1 | GTL | 9.322 | 8.30 | - | - | TTT- | - | BBB+ | 4.10% | - | Gcvwv | I-Eokwg | 225-230 | 220-225 | 225 | 6.52% | 6.478% | 76.90375 |
Tranche Comments V-1: First Pay: 2025-01-27; Registration: 144W/Aij V;
I-2: First Pay: 2025-01-27; Registration: 144E/Iee F;
Z-3: First Pay: 2025-01-27; Registration: 144I/Dhz E;
U-1: First Pay: 2025-01-27; Registration: 144W/Kdo E;
B-1-Y: First Pay: 2025-01-27; Registration: 144A/Nyt D;
I-1-I: First Pay: 2025-01-27; Registration: 144H/Nik B; Deal Comments Rzq Omll Rjuczzv Xmulcju zv 3 hjmuz mqz 30% WRF Pricing Speed 25% AQQ qq 4 ngmr xmll (aqgy zy rmqg) |
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