| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | CLOS | | | NCC 2020-I(R) (USD 273m) | Nassau Re | | USOA | Dec 9, 2021 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-2-D | JJQ | 96.000 | - | Dbb | - | - | - | - | 21.00% | - | Hccjs | - | - | - | - | 2.730% | - | - | | J-Y | OBL | 82.800 | - | Jq3 | - | - | - | - | 4.00% | - | Leuwsrsz | 3lK | - | - | 900 | 3xW+821 | - | - | | Z-M | VVY | 82.100 | - | I2 | - | - | - | - | 22.00% | - | Nerobaol | 3kM | - | - | 260 | 3lT+260 | - | - | | K-J | RMN | 84.000 | - | Jpp3 | - | - | - | - | 87.70% | - | Mzkwahmb | 3mU | - | - | 495 | 3iN+481 | - | - | | W-E | KYH | 26.000 | - | Www | - | - | - | - | 95.00% | - | Flzazhwu | 3gJ | - | - | 129 | 3lX+129 | - | - | | D-2-K | TQP | 43.346 | - | Sg2 | - | - | - | - | 84.00% | - | Itklb | - | - | - | - | 3.319% | - | - | | B-1-H | VZL | 58.850 | - | Km2 | - | - | - | - | 46.00% | - | Icvsyiba | 3jY | - | - | 205 | 3iK+205 | - | - | | Zxf | NZN | 68.190 | - | QU | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained | | O-1-I | PLI | 968.700 | - | Bdd | - | - | - | - | 93.00% | - | Nlycbkiy | 3zG | - | - | 129 | 3uT+129 | - | - |
Tranche Comments O-1-I: First Pay: 2022-04-15; Redemption: 2024-01-15;
W-E: First Pay: 2022-04-15; Redemption: 2024-01-15;
X-2-D: First Pay: 2022-04-15; Redemption: 2024-01-15;
B-1-H: First Pay: 2022-04-15; Redemption: 2024-01-15;
D-2-K: First Pay: 2022-04-15; Redemption: 2024-01-15;
Z-M: First Pay: 2022-04-15; Redemption: 2024-01-15;
K-J: First Pay: 2022-04-15; Redemption: 2024-01-15;
J-Y: First Pay: 2022-04-15; Redemption: 2024-01-15;
Zxf: First Pay: 2022-04-15; Redemption: 2024-01-15; Deal Comments Imfmt. Gzh Rzuu Emvrzuc 2.00 Reinvestment Period (YRS) 6 Reinvestment Period End Date Jun 10, 2017 |
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