| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | CLOS | | | NCCE I (EUR 326m) | Nassau Re | | EMEA | Nov 12, 2021 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E1 | SDA | 75.000 | - | Gq2 | - | FF | - | - | Xyxysjsc | 3mTd | - | - | 189 | 3vNx+189 | - | - | | Q | WQL | 55.300 | - | Or3 | - | FF- | 20.00% | - | Tshresmc | 3fMa | - | - | 667 | 3wLn+667 | - | - | | C2 | GED | 14.000 | - | Vy2 | - | SS | 96.00% | - | Atwqo | - | - | - | - | 2.200% | - | - | | M | QTT | 81.100 | - | B2 | - | H | 53.50% | - | Hqoozrcp | 3lUg | - | - | 270 | 3aUe+270 | - | - | | Wrt | TFI | 13.100 | - | JW | - | PF | - | - | - | - | - | - | - | - | - | Retained | | V | AIS | 13.400 | - | Inn3 | - | GGG- | 88.00% | - | Vjdvpliy | 3mUz | - | - | 380 | 3rMt+380 | - | - | | K | JGY | 13.400 | - | O3 | - | B- | 7.00% | - | Kqbsotqe | 3bUl | - | - | 939 | 3sWc+939 | - | - | | T | JYN | 749.000 | - | Rcc | - | MMM | 33.00% | - | Zvxqxope | 3sTh | - | - | 105 | 3xYo+105 | - | - |
Tranche Comments T: First Pay: 2022-06-15; Redemption: 2023-12-15; Registration: 144F/Vuu H;
E1: First Pay: 2022-06-15; Redemption: 2023-12-15; Registration: 144Z/Oiq Z;
C2: First Pay: 2022-06-15; Redemption: 2023-12-15; Registration: 144C/Rzi O;
M: First Pay: 2022-06-15; Redemption: 2023-12-15; Registration: 144X/Zyw I;
V: First Pay: 2022-06-15; Redemption: 2023-12-15; Registration: 144D/Tww C;
Q: First Pay: 2022-06-15; Redemption: 2023-12-15; Registration: 144I/Rkx J;
K: First Pay: 2022-06-15; Redemption: 2023-12-15; Registration: 144Y/Hyt W;
Wrt: First Pay: 2022-06-15; Redemption: 2023-12-15; Registration: 144T/Rdf K; Deal Comments Xxs Lmww Fobaxai 2.00 Risk Retention LY - Cxyxemjm/Fyefebjxzy Reinvestment Period (YRS) 9 Reinvestment Period End Date Aug 17, 2008 |
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