| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
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|---|
ABS | RMBS | | | GCAT 2023-NQM4 (USD 269m) | Angelo Gordon | | USOA | Dec 15, 2023 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-2 | MBA | 96.193 | 5.36 | - | - | BB | - | SS+ | 79.60% | - | Rpcrs | F-Ebyub | - | 245-250 | 245 | 4.25% | 6.391% | 49.63477 | | W-3 | BAA | 23.961 | 7.29 | - | - | T | - | N+ | 6.11% | - | Nifuu | S-Smcly | - | 295y | 295 | 4.25% | 6.891% | 59.98576 | | T-1 | JMH | 246.702 | 5.57 | - | - | BBB | - | PPP | 76.00% | - | Iisbd | K-Ayrks | - | 215c | 215 | 4.25% | 6.091% | 67.28290 |
Tranche Comments T-1: First Pay: 2024-01-25; Registration: 144Z/Xim H;
U-2: First Pay: 2024-01-25; Registration: 144P/Wak U;
W-3: First Pay: 2024-01-25; Registration: 144P/Uqw P; Originator(s) Tvzmosi Dsmw, Nli Azxj UUD, Fslto Fvslsmom Kzlosssj Dzlk smt AzxjQkljtt Kzlosssj Dzlk Pricing Speed 10% EDO nn Itnpnhng |
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