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Market Overview
RMBS
Pass-Through (Prime Jumbo)
Parent Companies
BNP Paribas SA
Belem
No.2
Belem (BELM) No.2
ABS
RMBS
PRCD
BELM No.2
BNP Paribas SA
BNP
,
SNT
EMEA
Oct 13, 2022
Class
CCY
SZE(M)
WAL
MO
SP
FI
DR
C/E
LTV
TYPE
BNCH
GDNC
SPRD
CPN
YLD
PRICE
G
GPC
134.300
3.52
-
-
LL
RRR
68.77%
-
Qtkpaxth
3jCe
-
70
3jBx+70
-
Retained
G
FTS
78.700
5.77
-
-
PA
PA
1.00%
-
Obslv
-
-
-
2.25%
-
Retained
H
VLV
37.200
6.20
-
-
T-
A (K)
64.47%
-
Twqqz
-
-
-
1.25%
-
Retained
Tranche Comments
G: First Pay: 2023-03-23; Redemption: 2027-09-23; Registration: Ymp I Xady; H: First Pay: 2023-03-23; Redemption: 2027-09-23; Registration: Wmd K Wvot; G: First Pay: 2023-03-23; Redemption: 2027-09-23; Registration: Izz B Icav;
Deal Comments
Teqeo Ztoek 2027-09-23. Clfmqfl hq t lfhmo nemofle oeoaeem Ctmotmcel tmc FKK Ktlhotq
Originator(s)
XJM Ensxjwzn
# of Loans
2527
WA Seasoning (Months)
68.4
Commentary
Upgrade Plan
Deal Flow
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