| 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 |
|---|
| B | RZL | 25.000 | 6.90 | - | GG- | - | - | - | 8.00% | - | Mbffuzrs | 3pG | - | - | 740 | 3hK+740 | - | - | | Fij C | YYT | 31.252 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained | | F1 | IOE | 871.291 | 2.50 | Cjj | UUU | - | - | - | 41.00% | - | Vdabwane | 3vE | - | - | 125 | 3tM+125 | - | 457.00000 | | D2 | BRT | 75.138 | 3.10 | Qyy | BBB | - | - | - | 37.00% | - | Ioqky | - | - | - | - | 2.22% | 2.220% | 365.00000 | | M | NYL | 33.000 | 5.20 | - | P | - | - | - | 83.00% | - | Kdsrkmpq | 3rQ | - | - | 260 | 3vW+260 | - | 324.00000 | | O1 | KLM | 57.180 | 8.00 | - | LL | - | - | - | 68.00% | - | Mmjkfjnp | 3qU | - | - | 195 | 3pF+195 | - | 559.00000 | | Dtz W | IEJ | 94.165 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained | | V2 | LKD | 38.680 | 9.00 | - | SS | - | - | - | 64.00% | - | Wagww | - | - | - | - | 3.01% | 3.010% | 349.00000 | | O | LSG | 57.700 | 3.70 | - | XXX- | - | - | - | 49.00% | - | Cvhqqbif | 3eP | - | - | 375 | 3qN+375 | - | - |
Tranche Comments F1: First Pay: 2022-01-15; Redemption: 2023-08-26;
D2: First Pay: 2022-01-15; Redemption: 2023-08-26;
O1: First Pay: 2022-01-15; Redemption: 2023-08-26;
V2: First Pay: 2022-01-15; Redemption: 2023-08-26;
M: First Pay: 2022-01-15; Redemption: 2023-08-26;
O: First Pay: 2022-01-15; Redemption: 2023-08-26;
B: First Pay: 2022-01-15; Redemption: 2023-08-26;
Dtz W: First Pay: 2022-01-15; Redemption: 2023-08-26;
Fij C: First Pay: 2022-01-15; Redemption: 2023-08-26; Deal Comments Lgm Usqq Tbyhgdt 2.00 Reinvestment Period (YRS) 5 Reinvestment Period End Date Aug 20, 2015 |
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