| 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 |
|---|
| E-1 | OUX | 4.805 | 46.10 | - | - | QQ | II | - | 4.63% | - | SLL | K-Qoxys | - | - | 375 | - | 7.967% | 94.32549 | | Y-2 | IMK | 5.456 | 38.10 | - | - | W | N | - | 1.20% | - | KTV | I-Llaxi | - | - | 460 | - | 8.796% | 23.52861 | | H-3 | QZP | 8.200 | 22.90 | - | - | C | V | - | 41.86% | - | LZT | V-Whwja | - | - | 255 | - | 6.662% | 75.23133 | | V-2 | CMX | 44.865 | 59.12 | - | - | TT | BB | - | 31.42% | - | LHL | S-Bgxlq | - | - | 215 | - | 6.197% | 49.36433 | | O-1 | YUK | 3.408 | 24.78 | - | - | OOO | EEE | - | 35.00% | - | VPZ | R-Ubmft | - | - | 310 | - | 7.271% | 20.89030 | | C-3 | QEB | 2.754 | 62.10 | - | - | BX | BN | - | 4.50% | - | HZM | J-Pmtgq | - | - | 550 | - | 9.665% | 65.18141 | | V-1 | IKF | 303.927 | 5.75 | - | - | BBB | WWW | - | 94.00% | - | Yzwwv | U-Wgzdy | - | - | 180 | 3.20% | 5.692% | 46.40768 |
Tranche Comments V-1: First Pay: 2024-01-25; Registration: 144N/Pyj T;
V-2: First Pay: 2024-01-25; Registration: 144O/Xwn D;
H-3: First Pay: 2024-01-25; Registration: 144O/Nuk C;
O-1: First Pay: 2024-01-25; Registration: 144M/Djr K;
E-1: First Pay: 2024-01-25; Registration: 144B/Gjg Q;
Y-2: First Pay: 2024-01-25; Registration: 144J/Ckv I;
C-3: First Pay: 2024-01-25; Registration: 144Q/Ban P; Pricing Speed 6% CTN do Zndbmwdm |
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