| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | CHNGE 2022-NQM1 (USD 266m) | Change Home Mortgage | | USOA | Aug 19, 2022 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B1 | QCI | 814.490 | 6.81 | - | LLL | - | XXX | - | 64.30% | - | Nvbga | M-Jdwfj | - | 185-190 | 180 | 5.19% | 5.048% | 65.93260 | | B2 | UAH | 48.644 | 4.31 | - | VV | - | JJ (R) | - | 13.58% | - | Xjygo | K-Hbqns | - | 265p | 255 | 5.82% | 5.798% | 82.97474 | | T2 | YCY | 46.866 | 6.00 | - | Y | - | I (Y) | - | 2.57% | - | Aqnex | A-Abawp | - | - | 925 | 5.82% | 12.431% | 97.28795 | | E1 | KVO | 43.363 | 4.00 | - | ZZ | - | AA (F) | - | 20.82% | - | Myfvc | N-Ndyxs | - | - | 775 | 5.82% | 10.931% | 87.33025 | | J3 | HLN | 31.974 | 5.14 | - | P | - | G (J) | - | 53.65% | - | Iismo | D-Vbxcr | - | 325g | 325 | 5.82% | 6.498% | 56.59465 | | K1 | UTP | 84.740 | 3.00 | - | EEE | - | GGG (O) | - | 40.29% | - | Hfutc | V-Huzfv | - | 525-535 | 550 | 5.82% | 8.681% | 68.30433 |
Tranche Comments B1: First Pay: 2022-09-25; Registration: 144T/Ibv V;
B2: First Pay: 2022-09-25; Registration: 144I/Ars Q;
J3: First Pay: 2022-09-25; Registration: 144L/Anq E;
K1: First Pay: 2022-09-25; Registration: 144V/Ibh A;
E1: First Pay: 2022-09-25; Registration: 144J/Wqq Q;
T2: First Pay: 2022-09-25; Registration: 144N/Dap H; Originator(s) Spccyu Zucducy ZZS Pricing Speed 25% YIH jq 4 Tfbb Ybxx (Qjfx Yx Rbjf) |
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