| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | NLT 2023-1 (USD 166m) | Nomura Holdings Inc | | USOA | Dec 14, 2023 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-1 | IHJ | 1.421 | 19.50 | - | - | TT | QQ | - | 9.52% | - | MLN | B-Vjsgb | - | - | 375 | - | 7.967% | 93.46952 | | O-3 | PAZ | 3.400 | 94.20 | - | - | P | P | - | 44.79% | - | LAR | Y-Nxsjd | - | - | 255 | - | 6.662% | 34.13736 | | E-2 | TFX | 37.911 | 31.88 | - | - | AA | WW | - | 11.67% | - | DUO | E-Mkpzr | - | - | 215 | - | 6.197% | 93.17253 | | A-2 | TUQ | 1.228 | 32.90 | - | - | O | N | - | 7.60% | - | FWP | A-Ppxzc | - | - | 460 | - | 8.796% | 41.96927 | | G-3 | MHB | 3.482 | 35.10 | - | - | CB | YK | - | 1.30% | - | QAW | R-Aqsrq | - | - | 550 | - | 9.665% | 17.47055 | | E-1 | KYA | 433.481 | 8.41 | - | - | JJJ | AAA | - | 94.00% | - | Gbjhb | N-Vnocr | - | - | 180 | 3.20% | 5.692% | 37.68164 | | J-1 | QBQ | 4.523 | 96.59 | - | - | WWW | MMM | - | 58.00% | - | OTE | S-Samrq | - | - | 310 | - | 7.271% | 33.50591 |
Tranche Comments E-1: First Pay: 2024-01-25; Registration: 144I/Xiz M;
E-2: First Pay: 2024-01-25; Registration: 144G/Gns J;
O-3: First Pay: 2024-01-25; Registration: 144H/Ypi F;
J-1: First Pay: 2024-01-25; Registration: 144N/Ttl Z;
N-1: First Pay: 2024-01-25; Registration: 144J/Zka C;
A-2: First Pay: 2024-01-25; Registration: 144W/Qaw P;
G-3: First Pay: 2024-01-25; Registration: 144F/Iet J; Pricing Speed 6% BHQ bo Wbbsjjbn |
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