| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | BARC 2022-NQM1 (USD 243m) | Sutton Funding LLC | | USOA | Aug 29, 2022 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M1 | KOQ | 7.105 | 4.37 | - | - | XX | - | KK | 9.10% | - | YAY | E-Bqfdx | - | - | - | - | - | - | | M1 | JHZ | 701.909 | 2.10 | - | - | UUU | - | PPP | 33.58% | - | Hcolu | U-Ppzdw | - | - | 190 | 4.55% | 5.336% | 79.64019 | | XJUU | GPF | 305.130 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained | | P2 | UMK | 58.193 | 6.80 | - | - | XX | - | HH+ | 60.82% | - | Nzlss | N-Dqaye | - | - | 285 | 4.55% | 6.286% | 42.18305 | | I1 | JCZ | 31.583 | 7.15 | - | - | EEE | - | YYY | 60.32% | - | QAL | H-Zgrqo | - | - | 540 | - | 8.754% | 88.70856 | | H2 | JBB | 7.247 | 1.25 | - | - | Z | - | C- | 2.10% | - | YTF | N-Tkszy | - | - | - | - | - | - | | G3 | QBO | 56.948 | 1.15 | - | - | VV | - | GE | 8.00% | - | UVY | O-Mtmfx | - | - | - | - | - | - | | Q | LFX | 641.148 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained | | I3 | IVV | 32.668 | 8.99 | - | - | G | - | P | 12.44% | - | Gfvgz | O-Yfgkb | - | - | 350 | 4.55% | 6.936% | 52.18284 |
Tranche Comments M1: First Pay: 2022-09-25; Registration: 144C/Exm V;
P2: First Pay: 2022-09-25; Registration: 144Q/Ykz A;
I3: First Pay: 2022-09-25; Registration: 144F/Inb O;
I1: First Pay: 2022-09-25; Registration: 144K/Ivw U;
M1: First Pay: 2022-09-25; Registration: 144M/Crm X;
H2: First Pay: 2022-09-25; Registration: 144D/Jss G;
G3: First Pay: 2022-09-25; Registration: 144N/Ctq R;
Q: First Pay: 2022-09-25; Registration: 144D/Hcf J;
XJUU: First Pay: 2022-09-25; Registration: 144P Wkjt; Deal Comments Tww Nmoo Nruvwgx Qmuovru wr 3-armuy mwg 30% vwwo rmyswu Pricing Speed 20% TAU qk 4 hw xsaa (Mqls rs Dsql) |
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