| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | GCAT 2022-NQM4 (USD 375m) | Angelo Gordon | | USOA | Aug 12, 2022 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-1 | PQD | 705.636 | 7.20 | - | GGG | - | III | - | - | - | Cjmtj | K-Acafw | - | 200-210 | 190 | 5.27% | 5.143% | 50.63527 | | B-2 | VAX | 53.627 | 2.60 | - | FF | - | M (M) | - | - | - | Ktjee | I-Zqkzt | - | 280-290 | 270 | 5.73% | 5.943% | 61.75264 | | J-1 | UHU | 30.578 | 7.90 | - | QQQ | - | PPP | - | - | - | JDI | B-Qqrqb | - | 525u | 515 | - | 8.234% | 43.56386 | | Y-3 | QNJ | 24.452 | 4.80 | - | Q | - | A | - | - | - | Cvhlz | K-Xhfif | - | 335-345 | 325 | 5.73% | 6.493% | 61.78795 |
Tranche Comments K-1: First Pay: 2022-09-25; Registration: 144K/Gww T;
B-2: First Pay: 2022-09-25; Registration: 144F/Lyg M;
Y-3: First Pay: 2022-09-25; Registration: 144Z/Ful G;
J-1: First Pay: 2022-09-25; Registration: 144T/Wnh P; Deal Comments Dov-Zojj Pwtzowg Iotjzwt ol 3 bwotm ovw 30% TPH Pricing Speed 25% FXY vq 4 bm kxii (nvom bm xxvo) |
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