| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
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|---|
ABS | RMBS | | | GCAT 2022-NQM5 (USD 421m) | Angelo Gordon | | USOA | Oct 14, 2022 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-1 | VSB | 287.173 | 6.79 | - | SSS | - | LLL | - | 68.30% | - | Wriik | V-Pmyqd | - | 275 | 275 | 5.71% | 7.258% | 17.58057 | | N-2 | ACD | 17.362 | 7.76 | - | SS | - | V (Y) | - | 29.20% | - | Pgjnk | F-Porqp | - | 325-335 | 335 | 5.71% | 7.858% | 51.91512 | | Q-3 | ECQ | 94.726 | 2.90 | - | J | - | I | - | 74.20% | - | Dnygv | B-Vmgap | - | 405-415 | 415 | 5.71% | 8.658% | 94.20797 | | K-1 | OZT | 41.861 | 4.40 | - | LLL | - | EEE | - | 5.40% | - | Bgkwi | N-Rhblo | - | 575b | - | - | - | - |
Tranche Comments L-1: First Pay: 2022-11-25; Registration: 144F/Opb R;
N-2: First Pay: 2022-11-25; Registration: 144X/Uwr N;
Q-3: First Pay: 2022-11-25; Registration: 144Q/Twq H;
K-1: First Pay: 2022-11-25; Registration: 144F/Rpq F; Deal Comments Kbv-Twcc Hxthbkm Mwtchxt bx 3 nxwtk wvk 30% WHV Pricing Speed 25% GEK vq 4 bbwo xwii (avba ya jwvb) |
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