| 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 |
|---|
| X-1 | MLV | 700.000 | 3.60 | Oyy | - | TTT | - | - | 83.00% | - | Gsosmmck | MSER | - | - | 213 | 3uEYUC+213 | - | - | | M | WID | 46.000 | 3.30 | - | - | JJJ- | - | - | 58.50% | - | Nnmnz | - | - | - | - | 10.25% | - | - | | B | NLY | 45.000 | 9.60 | - | - | L | - | - | 41.60% | - | Pehamvxi | APPM | - | - | 450 | 3dTOMH+450 | - | - | | Bgv | RVS | 82.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained | | I | CEL | 12.000 | 9.10 | - | - | EE- | - | - | 4.00% | - | Xbowssmu | JQLQ | - | - | 870 | 3cWLJP+870 | - | - | | C | GGJ | 48.300 | 1.30 | - | - | LL | - | - | 45.00% | - | Zvkhpzff | GEOK | - | - | 362 | 3cLQUQ+362 | - | - | | W-2 | THG | 47.400 | 8.60 | - | - | AAA | - | - | 99.00% | - | Bujkrybf | KUVY | - | - | 324 | 3cGVIF+324 | - | - |
Tranche Comments X-1: First Pay: 2023-07-15; Redemption: 2024-01-15;
W-2: First Pay: 2023-07-15; Redemption: 2024-01-15;
C: First Pay: 2023-07-15; Redemption: 2024-01-15;
B: First Pay: 2023-07-15; Redemption: 2024-01-15;
M: First Pay: 2023-07-15; Redemption: 2024-01-15;
I: First Pay: 2023-07-15; Redemption: 2024-01-15;
Bgv: First Pay: 2023-07-15; Redemption: 2024-01-15; Deal Comments Oyw Ytww Mjyaybu 1.00 Risk Retention RY - Ay, VR/RJ - Ay |
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