| 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 |
|---|
| I | SXQ | 173.000 | - | Nff | - | LLL | 58.00% | - | Yzkqkfxe | 3rAj | - | - | 105 | 3oLh+105 | - | - | | O | QKQ | 66.500 | - | Dz3 | - | LL- | 90.00% | - | Bmeertss | 3pCl | - | - | 667 | 3cVi+667 | - | - | | D1 | SKZ | 64.000 | - | In2 | - | JJ | - | - | Tboyzkws | 3bEz | - | - | 189 | 3hOk+189 | - | - | | K | KLH | 91.400 | - | Dee3 | - | DDD- | 27.00% | - | Ssmojoaz | 3qXb | - | - | 380 | 3nPj+380 | - | - | | Ife | EHA | 44.300 | - | CF | - | LB | - | - | - | - | - | - | - | - | - | Retained | | C | FHR | 28.800 | - | A2 | - | L | 34.30% | - | Esrybcrh | 3jAo | - | - | 270 | 3vFj+270 | - | - | | P2 | FXD | 24.000 | - | Yt2 | - | MM | 32.00% | - | Bgyvh | - | - | - | - | 2.200% | - | - | | V | HWT | 83.600 | - | I3 | - | H- | 5.00% | - | Jzvsfzja | 3zVc | - | - | 939 | 3lSq+939 | - | - |
Tranche Comments I: First Pay: 2022-06-15; Redemption: 2023-12-15; Registration: 144P/Vsv M;
D1: First Pay: 2022-06-15; Redemption: 2023-12-15; Registration: 144T/Iut Q;
P2: First Pay: 2022-06-15; Redemption: 2023-12-15; Registration: 144W/Pam P;
C: First Pay: 2022-06-15; Redemption: 2023-12-15; Registration: 144Z/Boq I;
K: First Pay: 2022-06-15; Redemption: 2023-12-15; Registration: 144B/Wjv D;
O: First Pay: 2022-06-15; Redemption: 2023-12-15; Registration: 144G/Gml H;
V: First Pay: 2022-06-15; Redemption: 2023-12-15; Registration: 144J/Pwt V;
Ife: First Pay: 2022-06-15; Redemption: 2023-12-15; Registration: 144L/Akm Y; Deal Comments Usx Zhcc Ugvxstl 2.00 Risk Retention DH - Xqvkbjat/Hvbibdakhv Reinvestment Period (YRS) 4 Reinvestment Period End Date Dec 24, 2015 |
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