| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | GCAT 2022-INV2 (USD 853m) | Angelo Gordon | | USOA | Apr 14, 2022 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-19 | VIV | 20.984 | 5.22 | Jt1 | - | - | - | WWW | 8.70% | - | Phayr | - | - | - | <4-12> rv XYQW 3.5 Yjy | 3.50% | 5.141% | 49.58912 | | J-5 | VWV | 785.190 | 8.31 | Xbb | - | - | - | VVV | 60.00% | - | Djgwy | - | - | - | <2-29> pq XJXY 3.0 Jrr | 3.00% | 4.916% | 83.99025 | | J-7 | KUW | 106.347 | 9.39 | Kdd | - | - | - | RRR | 28.00% | - | Pvbho | - | - | - | <2-10> sc ZWQM 3.5 Wrf | 3.50% | 4.566% | 65.85645 | | Y-24 | ANM | 483.591 | 7.30 | Xww | - | - | - | JJJ | 75.00% | - | Mzbte | - | - | - | <2-28> ab LV 3.0 Tea | 3.00% | 3.469% | 96.65152 | | X-13 | FZN | 95.709 | 52.18 | Mdd | - | - | - | TTT | 28.00% | - | Gfmgx | F-Uaszt | - | - | 200 | 3.00% | 4.796% | 86.81520 |
Tranche Comments J-5: Registration: 144G/Apw N;
J-7: Registration: 144A/Yxp B;
Y-24: Registration: 144O/Tvd X;
X-13: Registration: 144Q/Rtp C;
Q-19: Registration: 144O/Nlw G; |
|
