| 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 |
|---|
| N-Q | QMS | 73.000 | - | Zff3 | - | - | - | - | 56.60% | - | Cjlrzzao | 3rU | - | - | 495 | 3qB+481 | - | - | | Ecw | XQT | 60.200 | - | QE | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained | | W-2-I | JZE | 93.000 | - | Dkk | - | - | - | - | 91.00% | - | Oagvb | - | - | - | - | 2.730% | - | - | | F-2-L | CTY | 83.632 | - | Qq2 | - | - | - | - | 21.00% | - | Bfalc | - | - | - | - | 3.319% | - | - | | X-Z | EPD | 58.400 | - | Y2 | - | - | - | - | 25.00% | - | Peocchhu | 3fW | - | - | 260 | 3zN+260 | - | - | | A-J | KES | 34.300 | - | Ie3 | - | - | - | - | 6.00% | - | Detjdztp | 3wJ | - | - | 900 | 3uY+821 | - | - | | A-1-R | JSF | 296.100 | - | Czz | - | - | - | - | 84.00% | - | Irrjaeui | 3pM | - | - | 129 | 3rB+129 | - | - | | N-Y | BND | 29.000 | - | Bss | - | - | - | - | 62.00% | - | Owxbycus | 3zL | - | - | 129 | 3hL+129 | - | - | | I-1-D | FUA | 82.540 | - | Dn2 | - | - | - | - | 14.00% | - | Xqkscimr | 3dZ | - | - | 205 | 3oK+205 | - | - |
Tranche Comments A-1-R: First Pay: 2022-04-15; Redemption: 2024-01-15;
N-Y: First Pay: 2022-04-15; Redemption: 2024-01-15;
W-2-I: First Pay: 2022-04-15; Redemption: 2024-01-15;
I-1-D: First Pay: 2022-04-15; Redemption: 2024-01-15;
F-2-L: First Pay: 2022-04-15; Redemption: 2024-01-15;
X-Z: First Pay: 2022-04-15; Redemption: 2024-01-15;
N-Q: First Pay: 2022-04-15; Redemption: 2024-01-15;
A-J: First Pay: 2022-04-15; Redemption: 2024-01-15;
Ecw: First Pay: 2022-04-15; Redemption: 2024-01-15; Deal Comments Opgpy. Zms Vwnn Iptzmrc 2.00 Reinvestment Period (YRS) 4 Reinvestment Period End Date Dec 6, 2001 |
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