| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | PRPM 2022-NQM1 (USD 292m) | Balbec Capital LP | | USOA | Oct 5, 2022 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-1 | WFK | 658.220 | 6.56 | - | - | SSS | - | LLL | 27.18% | - | Fzrof | B-Xqpzm | - | - | 300 | 5.50% | 7.148% | 62.32660 | | E-2 | TQP | 80.644 | 2.14 | - | - | LL | - | GG+ | 93.00% | - | Uqlzi | U-Yxawm | - | - | 375 | 5.50% | 7.898% | 60.81645 | | Q-1 | FVC | 98.141 | 3.89 | - | - | DDD | - | EEE+ | 36.00% | - | Mluyu | A-Nhlgx | - | - | 600 | 5.51% | 10.064% | 88.39045 | | K-1 | UWA | 97.670 | 9.78 | - | - | PP | - | OO+ | 90.78% | - | Brbof | Z-Okxic | - | - | 800 | 5.51% | 12.064% | 60.54224 | | B-3 | GTC | 17.525 | 9.50 | - | - | Q | - | Z | 11.60% | - | Llxts | F-Rmtha | - | - | 450 | 5.50% | 8.648% | 69.32819 | | T-2 | HGH | 32.963 | 9.49 | - | - | R | - | L+ | 9.57% | - | Kfqag | W-Xlnsr | - | - | 950 | 5.51% | 13.564% | 90.92690 |
Tranche Comments W-1: First Pay: 2022-10-25; Registration: 144D/Bhx A;
E-2: First Pay: 2022-10-25; Registration: 144F/Dbq W;
B-3: First Pay: 2022-10-25; Registration: 144V/Kjm Z;
Q-1: First Pay: 2022-10-25; Registration: 144M/Zeb Z;
K-1: First Pay: 2022-10-25; Registration: 144O/Irl C;
T-2: First Pay: 2022-10-25; Registration: 144T/Xrk H; Pricing Speed 25% HWG ww wxu 4 quzk tzxx (Ewuq-Kq Rzwu) |
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