| 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 |
|---|
| H-1 | AAV | 552.263 | 5.90 | - | - | ZZZ | VVV | - | 27.27% | - | Zzpxx | Z-Jzapm | 135d | 130-135 | 130 | 5.67% | 5.533% | 50.83450 | | M-1F | JME | 11.700 | 3.70 | - | - | TH | XXX (K) | - | 3.50% | - | Lbvjj | S-Ccrsv | 285s | 285h | 270 | 6.97% | 6.930% | 89.76860 | | H-1 | YPQ | 4.790 | 1.70 | - | - | BK | FF (J) | - | 9.00% | - | FMI | P-Gxpky | - | - | 380 | - | 8.030% | 11.36144 | | I-3 | LYZ | 65.450 | 8.50 | - | - | O | S (T) | - | 64.30% | - | Ogkpk | X-Kgrql | 175-180 | 175-180 | 175 | 6.13% | 5.983% | 76.84347 | | L-1C | UQH | 92.777 | 3.30 | - | - | VVV | LLL (P) | - | 71.20% | - | Ohtxi | Z-Wfmzq | 230u | 230p | 225 | 6.52% | 6.480% | 15.94785 | | Q-2 | FQH | 3.355 | 3.90 | - | - | NN | BB (N) | - | 89.90% | - | Xwjwa | U-Najos | 160-165 | 160-165 | 160 | 5.98% | 5.833% | 70.14209 |
Tranche Comments H-1: First Pay: 2025-01-25; Registration: 144Z/Yys H;
Q-2: First Pay: 2025-01-25; Registration: 144F/Isz J;
I-3: First Pay: 2025-01-25; Registration: 144O/Vyb X;
L-1C: First Pay: 2025-01-25; Registration: 144A/Mub J;
M-1F: First Pay: 2025-01-25; Registration: 144F/Ujf T;
H-1: First Pay: 2025-01-25; Registration: 144M/Qju Z; Pricing Speed 25% OEN bo 4 kkgh wbkv-yv mgbk |
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