| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | MSRM 2024-NQM4 (USD 351m) | Morgan Stanley | | USOA | Nov 19, 2024 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M1 | MPK | 54.897 | 7.00 | - | IZ | - | - | OO | 2.20% | - | Nhjer | - | - | - | - | 7.52% | 7.547% | 745.24000 | | S1 | OTB | 295.988 | 1.42 | - | UUU | - | - | JJJ | 50.64% | - | Hlbuh | - | - | - | - | 5.69% | 5.583% | Retained | | B2 | EVC | 58.829 | 8.35 | - | NN- | - | - | RR+ | 59.12% | - | Sjzkh | - | - | - | - | 6.05% | 5.743% | 590.85800 | | P1 | XKH | 30.689 | 2.00 | - | OOO- | - | - | CCC | 4.44% | - | Tjhuh | - | - | - | - | 6.49% | 6.287% | 126.91500 | | K3 | ILG | 49.150 | 5.56 | - | W- | - | - | YY+ | 53.83% | - | Ezvsc | - | - | - | - | 6.15% | 5.910% | 657.93400 | | V2 | MBH | 1.452 | 8.00 | - | QY | - | - | B | 9.19% | - | Jkoud | - | - | - | - | 7.74% | - | - | | C1Q | UHB | 36.951 | 5.20 | - | KKK | - | - | HHH | 71.22% | - | Dnoes | - | - | - | - | 5.69% | 5.582% | 117.41100 | | Z1F | ESB | 1.967 | 6.00 | - | FF | - | - | AAA- | 3.30% | - | Wcihd | - | - | - | - | 7.08% | - | - | | R1R | ECE | 4.260 | 1.00 | - | JK | - | - | YY | 2.90% | - | Cwhqe | - | - | - | - | 7.74% | - | - | | T1T | TVR | 104.363 | 5.89 | - | MMM | - | - | III | 51.29% | - | Qbaqf | - | - | - | - | 5.69% | 5.452% | 663.62200 | | M3 | OWT | 3.868 | 5.00 | - | MK | - | - | ZV | 3.00% | - | Asgyt | - | - | - | - | 7.74% | - | - |
Tranche Comments T1T: First Pay: 2024-12-25; Redemption: 2027-11-25; Registration: 144X/Wtd H;
C1Q: First Pay: 2024-12-25; Redemption: 2027-11-25; Registration: 144H/Fws Y;
S1: First Pay: 2024-12-25; Redemption: 2027-11-25; Registration: 144E/Xhm F; Comments: Biocsodsbmu bvsoocu;
B2: First Pay: 2024-12-25; Redemption: 2027-11-25; Registration: 144L/Ghq A;
K3: First Pay: 2024-12-25; Redemption: 2027-11-25; Registration: 144J/Hup S;
P1: First Pay: 2024-12-25; Redemption: 2027-11-25; Registration: 144J/Zxg V;
Z1F: First Pay: 2024-12-25; Redemption: 2027-11-25; Registration: 144V/Woe J;
R1R: First Pay: 2024-12-25; Redemption: 2027-11-25; Registration: 144A/Emg Y;
M1: First Pay: 2024-12-25; Redemption: 2027-11-25; Registration: 144Z/Mwr M;
V2: First Pay: 2024-12-25; Redemption: 2027-11-25; Registration: 144A/Qkn U;
M3: First Pay: 2024-12-25; Redemption: 2027-11-25; Registration: 144Q/Icp M; |
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