| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | GCAT 2022-HX1 (USD 279m) | Angelo Gordon | | USOA | Feb 9, 2022 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-2 | VUP | 64.958 | 1.40 | - | - | ZZ | - | SS+ | 62.50% | - | Uwyuy | Szbfl | - | 160 | 160 | 3.48% | 3.440% | 23.45813 | | M-1 | JMW | 817.281 | 8.32 | - | - | TTT | - | HHH | 83.75% | - | Djcqq | VURA | - | 130i | 135 | 2.89% | 2.781% | 44.81292 | | D-1 | OCW | 33.672 | 8.56 | - | - | AAA | - | RRR+ | 20.30% | - | XAM | Xmmdq | - | 250c | 270 | - | 4.540% | 57.96611 | | D-1 | IUL | 9.147 | 5.91 | - | - | RR | - | PP+ | 2.96% | - | YOI | Crjgk | - | 350f | 360 | - | 5.440% | 61.41000 | | E-2P | KTS | 33.724 | 3.57 | - | - | E- | - | V+ | 7.50% | - | Synps | Gncyo | - | 425d | - | - | - | - | | C-3 | UKF | 87.946 | 1.21 | - | - | X | - | R | 19.16% | - | Pyllv | Tdehp | - | 185 | 185 | 3.73% | 3.690% | 62.11616 |
Tranche Comments M-1: Registration: 144P/Tqc P;
G-2: Registration: 144V/Ikn K;
C-3: Registration: 144G/Ael U;
D-1: Registration: 144K/Oqf N;
D-1: Registration: 144U/Ric Y;
E-2P: Registration: 144E/Uer C; Pricing Speed 25 MIW pi 30% Mdpp |
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