| 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 |
|---|
| E-1 | HWV | 616.000 | 7.90 | Irr | - | JJJ | - | - | 96.00% | - | Opjjflrq | NPSB | - | - | 213 | 3dCYYH+213 | - | - | | V | AEJ | 14.800 | 4.70 | - | - | UU | - | - | 55.00% | - | Dybpcwkz | HDGS | - | - | 362 | 3kXKBL+362 | - | - | | B-2 | PGG | 23.200 | 9.70 | - | - | JJJ | - | - | 16.00% | - | Qcuuxpsb | JAZB | - | - | 324 | 3vTJVS+324 | - | - | | A | IPB | 60.000 | 4.60 | - | - | Q | - | - | 11.50% | - | Yuzkoter | AGPC | - | - | 450 | 3oVDOI+450 | - | - | | C | XHV | 70.000 | 6.10 | - | - | LLL- | - | - | 98.40% | - | Mybwi | - | - | - | - | 10.25% | - | - | | Xsj | HRY | 82.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained | | W | RXY | 67.000 | 5.60 | - | - | VV- | - | - | 3.00% | - | Odzabteb | LQAJ | - | - | 870 | 3iYPES+870 | - | - |
Tranche Comments E-1: First Pay: 2023-07-15; Redemption: 2024-01-15;
B-2: First Pay: 2023-07-15; Redemption: 2024-01-15;
V: First Pay: 2023-07-15; Redemption: 2024-01-15;
A: First Pay: 2023-07-15; Redemption: 2024-01-15;
C: First Pay: 2023-07-15; Redemption: 2024-01-15;
W: First Pay: 2023-07-15; Redemption: 2024-01-15;
Xsj: First Pay: 2023-07-15; Redemption: 2024-01-15; Deal Comments Eok Ywff Lavnolb 1.00 Risk Retention BQ - Zq, RB/BO - Zq |
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