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Market Data
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Market Overview
RMBS
Credit Risk Transfer
Parent Companies
Essent Group Ltd
Radnor Re Ltd
2022-1
Radnor Re Ltd (RMIR) 2022-1
C/P
Sector
Status
Deal Name
Parent
Leads
Region
Date
ABS
RMBS
PRCD
RMIR 2022-1 (USD 238m)
Essent Group Ltd
JPM
,
BAM
,
NOM
USOA
Sep 15, 2022
Class
CCY
SIZE (M)
WAL
MO
SP
FI
DR
KR
C/E
LTV
TYPE
BNCH
IPT
GDNC
SPRD
CPN
YLD
PRICE
B2
CVR
25.540
1.85
TM
-
-
YY (Y)
-
4.20%
-
Zqdszudz
WLGR
-
-
850
NPOP+850
-
560.00000
Z1F
OIL
61.337
8.30
Fb2
-
-
AAA (D)
-
4.20%
-
Vrmssyqo
ISOE
-
-
375
KAMU+375
-
818.00000
G1X
TAZ
46.344
6.29
W1
-
-
EE (H)
-
4.81%
-
Zmsdtqmm
DWXZ
-
-
675
IWQV+675
-
845.00000
Y1
VFZ
76.564
5.55
LH
-
-
J (M)
-
4.44%
-
Gwdsubin
COSO
-
-
1050
GQMA+1050
-
995.00000
Tranche Comments
Z1F: First Pay: 2022-10-25; Registration: 144H/Jyq U; G1X: First Pay: 2022-10-25; Registration: 144N/Ptc A; B2: First Pay: 2022-10-25; Registration: 144X/Ovo J; Y1: First Pay: 2022-10-25; Registration: 144D/Rtf J;
Deal Comments
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WA Rem. Amrt Term (Months)
337
WA Term to Maturity (Months)
157
Commentary
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