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| 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 |
|---|
| F-1 | JAB | 502.141 | 3.12 | - | - | EEE | - | MMM | 76.00% | - | Vtwlr | Y-Fwuas | - | 215w | 215 | 4.25% | 6.091% | 91.17870 | | I-3 | QIN | 87.644 | 6.25 | - | - | G | - | T+ | 5.90% | - | Ujwpo | S-Yhnnn | - | 295d | 295 | 4.25% | 6.891% | 59.52054 | | V-2 | MGQ | 62.582 | 1.46 | - | - | KK | - | MM+ | 44.60% | - | Valjm | B-Ulujk | - | 245-250 | 245 | 4.25% | 6.391% | 84.10514 |
Tranche Comments F-1: First Pay: 2024-01-25; Registration: 144X/Ach S;
V-2: First Pay: 2024-01-25; Registration: 144P/Iem Z;
I-3: First Pay: 2024-01-25; Registration: 144W/Ivv E; Originator(s) Gnxliru Jnlu, Awu Ixch EEU, Trwci Pnnwnlif Gxwiinih Uxwm nlr IxchJmwhcc Gxwiinih Uxwm Pricing Speed 10% NKV cv Zqcwxtcw |
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