| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | PRPM 2024-NQM4 (USD 355m) | Balbec Capital LP | | 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 |
|---|
| T-1 | YXF | 604.372 | 9.30 | - | - | UUU | HHH | - | 84.19% | - | Nwlew | K-Lyimn | 135q | 130-135 | 130 | 5.67% | 5.533% | 95.88710 | | E-1 | HRL | 6.100 | 2.10 | - | - | OA | VV (B) | - | 1.00% | - | XDQ | I-Foxsf | - | - | 380 | - | 8.030% | 30.73008 | | U-2 | ABA | 9.869 | 2.80 | - | - | OO | YY (J) | - | 29.30% | - | Kgaeb | P-Mhrvo | 160-165 | 160-165 | 160 | 5.98% | 5.833% | 58.18593 | | T-1L | RXE | 41.779 | 8.60 | - | - | HHH | III (E) | - | 24.50% | - | Csfkr | R-Xpdoi | 230c | 230p | 225 | 6.52% | 6.480% | 64.86181 | | M-1U | KWL | 53.895 | 7.50 | - | - | SE | TTT (M) | - | 2.70% | - | Apgus | T-Lfdzl | 285t | 285m | 270 | 6.97% | 6.930% | 97.86320 | | G-3 | IUO | 85.940 | 5.20 | - | - | S | G (N) | - | 78.24% | - | Cyoje | Q-Pghjs | 175-180 | 175-180 | 175 | 6.13% | 5.983% | 91.26714 |
Tranche Comments T-1: First Pay: 2025-01-25; Registration: 144B/Uwg N;
U-2: First Pay: 2025-01-25; Registration: 144J/Zhz U;
G-3: First Pay: 2025-01-25; Registration: 144Y/Tqe H;
T-1L: First Pay: 2025-01-25; Registration: 144F/Ddu E;
M-1U: First Pay: 2025-01-25; Registration: 144W/Wcf A;
E-1: First Pay: 2025-01-25; Registration: 144X/Eoo C; Pricing Speed 25% YXV cf 4 gwzw tcwc-gc bzcw |
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