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RMBS
Non-Performing Loans
Parent Companies
Balbec Capital LP
PRPM LLC
2020-1
PRPM LLC (PRPM) 2020-1
ABS
RMBS
PRPM 2020-1 (USD 707m)
Balbec Capital LP
NOM
,
GSC
USOA
Feb 14, 2020
Class
CCY
SZE(M)
WAL
MO
SP
FI
DR
KR
C/E
LTV
TYPE
BNCH
GDNC
SPRD
CPN
YLD
PRICE
V-2
AAR
33.639
7.30
-
-
-
-
-
63.47%
-
Zqoxg
UQY
4.125-4.250%
-
3.97%
4.000%
42.30257
V-1
ZYW
534.360
1.30
-
-
-
-
-
49.00%
-
Fpwqe
WVH
3.000%i
-
2.98%
3.000%
98.55618
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Tranche Comments
V-1: First Pay: 2020-03-25; Registration: 144V/Urv V; V-2: First Pay: 2020-03-25; Registration: 144Y/Gzm F;
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