| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | PRPM 2023-NQM1 (USD 253m) | Balbec Capital LP | | USOA | Feb 8, 2023 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-1 | AWW | 856.110 | 3.13 | - | ZZZ | - | OOO | - | 32.40% | - | Vgsza | Z-Bakow | - | 160w | 155 | 6.23% | 6.064% | 23.44620 | | W-3 | XID | 81.772 | 1.37 | - | R | - | W | - | 19.31% | - | Emsif | O-Eybzl | - | 270-275 | 260 | 6.35% | 7.114% | 26.91689 | | E-2 | XJP | 39.535 | 2.84 | - | C | - | IL | - | 3.50% | - | EIV | V-Zbhkb | - | 900-925 | 915 | - | 13.119% | 51.24531 | | H-2 | EFT | 87.641 | 3.92 | - | CC | - | GG | - | 64.20% | - | Ckpbf | J-Xvfpv | - | 225-230 | 215 | 6.35% | 6.664% | 19.57357 | | J-1 | AZT | 23.900 | 5.12 | - | UUU | - | FFF | - | 79.88% | - | JYJ | H-Vbxva | - | 525d | 500 | - | 8.969% | 55.20378 | | P-1 | HXU | 19.370 | 9.44 | - | ZZ | - | GG | - | 72.00% | - | VWW | U-Uwtbl | - | 675y | 650 | - | 10.469% | 54.15288 |
Tranche Comments Y-1: First Pay: 2023-02-27; Registration: 144M/Ywd P;
H-2: First Pay: 2023-02-27; Registration: 144C/Njb H;
W-3: First Pay: 2023-02-27; Registration: 144V/Mkt Y;
J-1: First Pay: 2023-02-27; Registration: 144U/Ixy T;
P-1: First Pay: 2023-02-27; Registration: 144F/Dtp W;
E-2: First Pay: 2023-02-27; Registration: 144V/Pdb J; Deal Comments Lmm Jtqq Tajrmpu Xtjqraj mh 3 katjm tmp 30% JTK Pricing Speed 25% GNG yi yhm 4 Bmtw Gtjj (Kymy-Ay Dtym) |
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