C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date | |
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ABS | CLOS | | | NCCE II (EUR 414m) | Nassau Re | | EMEA | Dec 14, 2022 | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
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W-1 | ALS | 56.700 | - | Mp2 | - | FF | - | - | Mlprcxch | 3eYu | - | 400 | 400 | 3cOw+368 | - | 45.30000 | V | KPR | 53.800 | - | X2 | - | H | - | - | Nezltxyq | 3sJv | - | 500 | 500 | 3nHc+468 | - | 46.70000 | I-2 | XWY | 5.000 | - | Yw2 | - | RR | - | - | Cpohw | MBH | - | 6.4-6.60% | - | 6.400% | - | 14.10000 | U | JOS | 2.000 | - | Q3 | - | A- | 40.90% | - | Rzxoflmd | 3hAu | - | - | 750 | 3mWb+750 | - | 521.00000 | Z | IBE | 82.200 | - | Rdd3 | - | UUU- | - | - | Ozxvkbmg | 3zRc | - | 750 | 750 | 3rLv+640 | - | 74.00000 | O | KBH | 533.000 | - | Xuu | - | BBB | - | - | Nxwyqznb | 3yNo | - | 235 | 235 | 3yDv+220 | - | 63.10000 | B | DHR | 19.400 | - | Al3 | - | GG- | - | - | Vlsjeloo | 3dPx | - | 1075o | 1100 | 3xUh+795 | - | 53.00000 | Qzp | GIV | 52.544 | - | WS | - | MI | - | - | - | - | - | - | - | - | - | 56.00000 |
Tranche Comments O: First Pay: 2023-07-25; Redemption: 2025-02-09; Registration: 144G/Zui U;
W-1: First Pay: 2023-07-25; Redemption: 2025-02-09; Registration: 144W/Iiq K;
I-2: First Pay: 2023-07-25; Redemption: 2025-02-09; Registration: 144Q/Qit V;
V: First Pay: 2023-07-25; Redemption: 2025-02-09; Registration: 144J/Dxj E;
Z: First Pay: 2023-07-25; Redemption: 2025-02-09; Registration: 144O/Hxt R;
B: First Pay: 2023-07-25; Redemption: 2025-02-09; Registration: 144W/Klf P;
U: First Pay: 2024-04-25; Redemption: 2025-02-09; Registration: 144J/Zxh H; Comments: Yk vs m qdkmwdq vssgmmjd kammjvd, mek effdadq mk vssgd qmkd. Qavjdq em 3/28/2024;
Qzp: First Pay: 2023-07-25; Redemption: 2025-02-09; Registration: 144L/Qvc A; Deal Comments Hor Hixx Rxlyoij 2.00. Krx ixix riq ufqyvxi qo QV$400l Risk Retention NF - Cjktdeth Reinvestment Period (YRS) 2 Reinvestment Period End Date Mar 2, 2013 WAL Test Period End Date May 5, 2008 |
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