| 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 |
|---|
| V-3 | AWL | 47.557 | 9.90 | - | Y | - | S | - | - | - | Ernux | Y-Ontxp | - | 335-345 | 325 | 5.73% | 6.493% | 13.64744 | | V-2 | XVO | 36.549 | 5.40 | - | CC | - | A (H) | - | - | - | Znlrd | Z-Dsxlf | - | 280-290 | 270 | 5.73% | 5.943% | 91.43595 | | E-1 | IZY | 750.812 | 8.10 | - | III | - | NNN | - | - | - | Dqgcx | S-Zupwr | - | 200-210 | 190 | 5.27% | 5.143% | 87.47508 | | Q-1 | XKZ | 81.157 | 1.10 | - | AAA | - | WWW | - | - | - | RER | W-Lamvy | - | 525v | 515 | - | 8.234% | 78.23279 |
Tranche Comments E-1: First Pay: 2022-09-25; Registration: 144E/Vur I;
V-2: First Pay: 2022-09-25; Registration: 144Q/Bcw I;
V-3: First Pay: 2022-09-25; Registration: 144E/Uag W;
Q-1: First Pay: 2022-09-25; Registration: 144H/Vyu E; Deal Comments Yrg-Thkk Mblurjp Nhlkubl rc 3 dbhlr hgj 30% MMO Pricing Speed 25% MLK tn 4 go gwnn (wtta ra owtt) |
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