| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | CLOS | | | NCC 2021-I (USD 355m) | Nassau Re | | USOA | Jul 21, 2021 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | HCZ | 92.900 | 7.50 | - | EEE- | - | - | - | 17.00% | - | Odbfbibi | 3gQ | - | - | 375 | 3kX+375 | - | - | | U | GCF | 78.000 | 4.20 | - | QQ- | - | - | - | 4.00% | - | Fzzvuldz | 3jM | - | - | 740 | 3yV+740 | - | - | | Y2 | EED | 94.670 | 2.00 | - | YY | - | - | - | 18.00% | - | Yowzs | - | - | - | - | 3.01% | 3.010% | 965.00000 | | K1 | MLY | 15.950 | 1.00 | - | HH | - | - | - | 59.00% | - | Bzumpmpa | 3vT | - | - | 195 | 3bU+195 | - | 244.00000 | | K1 | BYF | 522.906 | 4.30 | Mxx | RRR | - | - | - | 99.00% | - | Fqkkqwcf | 3mF | - | - | 125 | 3yS+125 | - | 486.00000 | | D | INL | 29.000 | 3.80 | - | K | - | - | - | 72.00% | - | Kzuetkbr | 3dF | - | - | 260 | 3iA+260 | - | 239.00000 | | Gwf B | HVX | 42.318 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained | | J2 | OEK | 93.281 | 3.80 | Vii | ZZZ | - | - | - | 17.00% | - | Qsnqx | - | - | - | - | 2.22% | 2.220% | 392.00000 | | Qhm W | RIH | 47.817 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments K1: First Pay: 2022-01-15; Redemption: 2023-08-26;
J2: First Pay: 2022-01-15; Redemption: 2023-08-26;
K1: First Pay: 2022-01-15; Redemption: 2023-08-26;
Y2: First Pay: 2022-01-15; Redemption: 2023-08-26;
D: First Pay: 2022-01-15; Redemption: 2023-08-26;
X: First Pay: 2022-01-15; Redemption: 2023-08-26;
U: First Pay: 2022-01-15; Redemption: 2023-08-26;
Qhm W: First Pay: 2022-01-15; Redemption: 2023-08-26;
Gwf B: First Pay: 2022-01-15; Redemption: 2023-08-26; Deal Comments Qzo Svjj Ctjuzas 2.00 Reinvestment Period (YRS) 6 Reinvestment Period End Date Feb 27, 1999 |
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