| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
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ABS | RMBS | | | BMIR 2024-1 (USD 163m) | Arch Capital Group Ltd (fka United Guaranty Corp) | | USOA | Aug 8, 2024 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-1X | OST | 12.948 | 8.56 | - | - | - | TTT (T) | - | 5.88% | - | Vqzcpjpf | CIVA | 230-245 | 220-235 | 215 | QVBS+215 | - | 347.00000 | | P-1C | VLZ | 10.291 | 8.57 | - | - | - | GG (C) | - | 5.60% | - | Rxrehqxl | SKEY | 335-360 | 325-350 | 320 | BQGT+320 | - | 769.00000 | | D-1D | LGT | 59.217 | 9.70 | - | - | - | FF (B) | - | 8.20% | - | Yfhmmcio | EXNE | 410-435 | 400-425 | 395 | JUEE+395 | - | 629.00000 | | C-1 | BNV | 30.318 | 9.63 | - | - | - | W | - | 1.00% | - | Keudhzyd | AOWO | 580-610 | 565-580 | 555 | SWPD+555 | - | 334.00000 | | N-2 | KIU | 74.450 | 8.18 | - | - | - | B (W) | - | 2.24% | - | Xsfxyhnd | VIFB | 485-515 | 470-490 | 460 | AHPB+460 | - | 208.00000 |
Tranche Comments F-1X: First Pay: 2024-09-25; Registration: 144J/Upi X;
P-1C: First Pay: 2024-09-25; Registration: 144U/Yeb Z;
D-1D: First Pay: 2024-09-25; Registration: 144Y/Rao X;
N-2: First Pay: 2024-09-25; Registration: 144T/Ecy L;
C-1: First Pay: 2024-09-25; Registration: 144X/Lyg H; |
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