| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | PATH 2023-1 (USD 321m) | Pagaya Technologies Ltd | | USOA | Sep 27, 2023 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | TYG | 33.272 | 3.40 | TL | - | - | KK | - | 27.10% | - | Ftahb | I-Lauci | 575-600 | - | 950 | 3.60% | 14.198% | 13.26240 | | F | KSA | 23.286 | 1.50 | P3 | - | - | U (R) | - | 57.57% | - | Lkrxf | D-Gwqot | 275-300 | - | 315 | 3.60% | 7.848% | 58.80436 | | F-1 | JIH | 77.291 | 5.90 | EN | - | - | LLL (L) | - | 23.71% | - | Djgse | P-Iqlsi | 425-450 | - | 470 | 3.60% | 9.398% | 34.24160 | | S-2 | CQI | 53.630 | 9.90 | UF | - | - | QQQ (S) | - | 67.40% | - | Icktk | V-Osdcw | 475-500 | - | 550 | 3.60% | 10.198% | 41.45846 | | N | TPZ | 44.690 | 4.80 | Gf3 | - | - | MM (D) | - | 60.36% | - | Opskz | T-Lpahi | 225-250 | - | 260 | 3.60% | 7.298% | 70.18410 | | I | CFF | 39.270 | 8.90 | Rll3 | - | - | E (Z) | - | 62.51% | - | Qhyco | L-Kdjqw | 325-350 | - | 370 | 3.60% | 8.398% | 81.22933 | | D | OGQ | 499.233 | 1.70 | Bmm | - | - | QQQ | - | 16.41% | - | Qnmhx | Q-Tsjxv | 175-185 | - | 185 | 3.60% | 6.548% | 24.90363 |
Tranche Comments D: First Pay: 2023-11-28; Registration: 144J/Wfs V;
N: First Pay: 2023-11-28; Registration: 144X/Qrd O;
F: First Pay: 2023-11-28; Registration: 144U/Yal X;
I: First Pay: 2023-11-28; Registration: 144Q/Zri V;
F-1: First Pay: 2023-11-28; Registration: 144M/Pca N;
S-2: First Pay: 2023-11-28; Registration: 144M/Jwn S;
S: First Pay: 2023-11-28; Registration: 144K/Iai G; |
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