FINSIGHT

PRPM Trust

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-1	USD	149.017	1.84	-	AAA	-	AAA	-	44.40%	-	Fixed	I-Curve	160a	155	6.23%	6.064%	99.99998
A-2	USD	25.462	1.84	-	AA	-	AA	-	34.90%	-	Fixed	I-Curve	225-230	215	6.35%	6.664%	99.20053
A-3	USD	32.832	1.84	-	A	-	A	-	22.65%	-	Fixed	I-Curve	270-275	260	6.35%	7.114%	98.47076
M-1	USD	19.030	3.95	-	BBB	-	BBB	-	15.55%	-	WAC	I-Curve	525a	500	-	8.969%	91.67132
B-1	USD	14.875	3.95	-	BB	-	NR	-	10.00%	-	WAC	I-Curve	675a	650	-	10.469%	87.21696
B-2	USD	11.792	3.95	-	B	-	NR	-	5.60%	-	WAC	I-Curve	900-925	915	-	13.119%	79.97927

More Details

Filings

ABS-15G

Tranche Comments

A-1: First Pay: 2023-02-27; Registration: 144A/Reg S; A-2: First Pay: 2023-02-27; Registration: 144A/Reg S; A-3: First Pay: 2023-02-27; Registration: 144A/Reg S; M-1: First Pay: 2023-02-27; Registration: 144A/Reg S; B-1: First Pay: 2023-02-27; Registration: 144A/Reg S; B-2: First Pay: 2023-02-27; Registration: 144A/Reg S;

Deal Comments

Non Call Period: Earlier of 3 years and 30% UPB

Pricing Speed

25% CPR to the 4 Year Call (Step-Up Date)

Balbec Capital LP