| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | CLOS | | | NCC 2022-I (USD 322m) | Nassau Re | | USOA | Dec 21, 2022 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-1 | WMM | 671.000 | 3.20 | Bxx | - | OOO | - | - | 21.00% | - | Phxymuzd | MXTG | - | - | 213 | 3rZHBE+213 | - | - | | N | GGZ | 81.000 | 3.20 | - | - | MM- | - | - | 4.00% | - | Spuytskz | ZZXY | - | - | 870 | 3hINOU+870 | - | - | | D-2 | KYT | 39.300 | 8.70 | - | - | PPP | - | - | 31.00% | - | Bukevvfc | NGEU | - | - | 324 | 3nDCOL+324 | - | - | | O | KSU | 54.700 | 2.80 | - | - | JJ | - | - | 33.00% | - | Nsmyvopv | DZSS | - | - | 362 | 3qTTWI+362 | - | - | | C | FJU | 21.000 | 1.90 | - | - | SSS- | - | - | 54.20% | - | Xlksi | - | - | - | - | 10.25% | - | - | | U | JVF | 10.000 | 4.20 | - | - | L | - | - | 86.10% | - | Mzxkrpne | EEVZ | - | - | 450 | 3sPGVR+450 | - | - | | Nvk | UGP | 75.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments D-1: First Pay: 2023-07-15; Redemption: 2024-01-15;
D-2: First Pay: 2023-07-15; Redemption: 2024-01-15;
O: First Pay: 2023-07-15; Redemption: 2024-01-15;
U: First Pay: 2023-07-15; Redemption: 2024-01-15;
C: First Pay: 2023-07-15; Redemption: 2024-01-15;
N: First Pay: 2023-07-15; Redemption: 2024-01-15;
Nvk: First Pay: 2023-07-15; Redemption: 2024-01-15; Deal Comments Zhz Ipjj Vzclhbt 1.00 Risk Retention RY - Gx, PR/RM - Gx |
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