| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | CLOS | | | NCC 2021-I (USD 319m) | 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 |
|---|
| L2 | GLE | 86.950 | 4.00 | - | OO | - | - | - | 81.00% | - | Dpntm | - | - | - | - | 3.01% | 3.010% | 196.00000 | | N2 | EWS | 79.911 | 8.50 | Shh | GGG | - | - | - | 23.00% | - | Wcyka | - | - | - | - | 2.22% | 2.220% | 991.00000 | | Y1 | JJQ | 94.380 | 6.00 | - | DD | - | - | - | 13.00% | - | Ijcubzmy | 3gI | - | - | 195 | 3bK+195 | - | 188.00000 | | Frs V | JIO | 74.655 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained | | W1 | RUM | 656.719 | 3.10 | Mcc | III | - | - | - | 93.00% | - | Zcrcccwn | 3uG | - | - | 125 | 3xQ+125 | - | 981.00000 | | S | JKT | 67.000 | 1.40 | - | L | - | - | - | 85.00% | - | Esqwmzkk | 3jQ | - | - | 260 | 3kA+260 | - | 380.00000 | | D | RYX | 94.600 | 9.40 | - | NNN- | - | - | - | 22.00% | - | Kueewwmp | 3lU | - | - | 375 | 3rZ+375 | - | - | | L | JCQ | 22.000 | 4.60 | - | KK- | - | - | - | 3.00% | - | Oljqpqrn | 3wU | - | - | 740 | 3mJ+740 | - | - | | Atp L | RLD | 41.341 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments W1: First Pay: 2022-01-15; Redemption: 2023-08-26;
N2: First Pay: 2022-01-15; Redemption: 2023-08-26;
Y1: First Pay: 2022-01-15; Redemption: 2023-08-26;
L2: First Pay: 2022-01-15; Redemption: 2023-08-26;
S: First Pay: 2022-01-15; Redemption: 2023-08-26;
D: First Pay: 2022-01-15; Redemption: 2023-08-26;
L: First Pay: 2022-01-15; Redemption: 2023-08-26;
Frs V: First Pay: 2022-01-15; Redemption: 2023-08-26;
Atp L: First Pay: 2022-01-15; Redemption: 2023-08-26; Deal Comments Fzm Hmqq Mcyezdn 2.00 Reinvestment Period (YRS) 6 Reinvestment Period End Date Mar 10, 2014 |
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