| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | GCAT 2022-NQM2 (USD 354m) | Angelo Gordon | | USOA | Apr 28, 2022 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-1 | XTE | 105.511 | 6.30 | - | FFF | - | - | JJJ | 73.45% | - | Zolat | W-Htfui | - | 175-180 | 170 | 4.21% | 4.344% | 54.39840 | | H-3 | HRJ | 28.253 | 9.90 | - | M | - | - | F | 97.20% | - | Fnjpd | P-Muxoq | - | 260-265 | 285 | 4.21% | 5.494% | 52.34646 | | O-2 | QHA | 67.969 | 3.50 | - | VV | - | - | W+ | 30.80% | - | Jvxui | L-Bbcik | - | 250 | 250 | 4.21% | 5.144% | 44.21190 | | I-1 | HGU | 65.342 | 2.82 | - | WWW | - | - | BBB- | 6.90% | - | UZM | A-Amaxu | - | 305-315 | 315 | 4.27% | 5.981% | 46.90306 | | G-1 | KZQ | 44.362 | 3.93 | - | SS | - | - | A+ | 2.30% | - | ZAW | L-Durcb | - | 470p | - | - | - | - |
Tranche Comments C-1: Registration: 144F/Zqt M;
O-2: Registration: 144E/Kmr B;
H-3: Registration: 144G/Huu W;
I-1: Registration: 144A/Tvf I;
G-1 : Registration: 144C/Zsi H; Pricing Speed 25% YOY mx 4 qnzi nzii (amnj tj bzmn) |
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