| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | CLOS | | | NCC 2022-I (USD 343m) | 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 |
|---|
| Q | AKU | 68.000 | 5.50 | - | - | A | - | - | 81.90% | - | Lxwywpjh | SPSB | - | - | 450 | 3hBUWG+450 | - | - | | J | VZP | 29.000 | 3.20 | - | - | WWW- | - | - | 66.40% | - | Qjqmz | - | - | - | - | 10.25% | - | - | | F-1 | RKD | 241.000 | 6.30 | Dzz | - | RRR | - | - | 59.00% | - | Wdplpxkl | HLBX | - | - | 213 | 3kJBFV+213 | - | - | | E | JCQ | 44.400 | 8.60 | - | - | RR | - | - | 50.00% | - | Arvkscvi | YOHU | - | - | 362 | 3uUMCR+362 | - | - | | Ttw | ZHL | 94.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained | | Q | UAX | 13.000 | 4.40 | - | - | TT- | - | - | 3.00% | - | Zpsuplkk | ZKWC | - | - | 870 | 3pKZJO+870 | - | - | | Y-2 | QJQ | 69.800 | 8.80 | - | - | NNN | - | - | 21.00% | - | Oqjahxzm | AEEJ | - | - | 324 | 3qGACH+324 | - | - |
Tranche Comments F-1: First Pay: 2023-07-15; Redemption: 2024-01-15;
Y-2: First Pay: 2023-07-15; Redemption: 2024-01-15;
E: First Pay: 2023-07-15; Redemption: 2024-01-15;
Q: First Pay: 2023-07-15; Redemption: 2024-01-15;
J: First Pay: 2023-07-15; Redemption: 2024-01-15;
Q: First Pay: 2023-07-15; Redemption: 2024-01-15;
Ttw: First Pay: 2023-07-15; Redemption: 2024-01-15; Deal Comments Gwr Vqcc Vlkgwrt 1.00 Risk Retention FA - Lc, OF/FE - Lc |
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