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| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
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ABS | RMBS | | | SHMLT 2022-SH1 (USD 203m) | Carrington Holding Co | | USOA | Nov 14, 2022 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
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| O-1O | UHM | 414.800 | 4.38 | - | - | JJJ | - | HHH | 24.50% | - | Zkhtw | O-Vwkzo | - | - | 435 | 4.10% | 8.682% | 31.36862 | | R-2 | QUX | 97.386 | 8.73 | - | - | DD | - | TT+ | 78.38% | - | Hvqax | J-Qzibb | - | - | 650 | 4.10% | 10.832% | 41.79320 | | F-3 | XEH | 11.923 | 9.28 | - | - | C | - | F | 35.37% | - | Tzbuj | E-Zqrvb | - | - | 725 | 4.10% | 11.582% | 53.66190 | | D-1S | LFS | 86.263 | 4.41 | - | - | DDD | - | FFF | 93.17% | - | Gzwqc | M-Qghoi | - | - | 520 | 4.10% | 9.532% | 28.69997 |
Tranche Comments O-1O: First Pay: 2022-11-25; Registration: 144N/Afh S;
D-1S: First Pay: 2022-11-25; Registration: 144Q/Qzi Z;
R-2: First Pay: 2022-11-25; Registration: 144Z/Mag L;
F-3: First Pay: 2022-11-25; Registration: 144E/Uoj N; Originator(s) Fmrrrnxxyn Qyrxxmxr Vrrgrdra LLF Pricing Speed 15% UXW fm 4 Mpvu Uvoo |
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