| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | CLOS | | | NCCE III (EUR 379m) | Nassau Re | | EMEA | Jul 18, 2023 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | AWT | 37.700 | - | - | HHH- | XXX- | 53.80% | - | Dbkworbj | 3kVv | - | - | 610 | 3dGq+610 | - | 876.00000 | | D | GQU | 67.000 | - | - | J- | M- | 8.00% | - | Kwfpvtlx | - | - | - | - | - | - | Retained | | W | EAC | 32.800 | - | - | PP | DD | 41.00% | - | Omdcblft | 3hXq | - | - | 325 | 3eVl+325 | - | 543.00000 | | H | ILE | 76.300 | - | - | C | Z | 97.50% | - | Vdjqzjen | 3wEp | - | - | 425 | 3hYx+425 | - | 489.00000 | | F | ZYG | 933.000 | - | - | EEE | LLL | 90.00% | - | Ekqbwcse | 3xPo | - | - | 195 | 3wQw+195 | - | 542.00000 | | Mpf | FSW | 15.000 | - | - | OU | CX | - | - | - | - | - | - | - | - | - | Retained | | L | TWE | 78.000 | - | - | CC- | TT- | 58.30% | - | Cdjayldo | 3jJc | - | - | 880 | 3sOt+746 | - | 87.30000 |
Tranche Comments F: First Pay: 2024-01-15; Redemption: 2025-08-15; Registration: 144O/Afp A;
W: First Pay: 2024-01-15; Redemption: 2025-08-15; Registration: 144Q/Uuo Z;
H: First Pay: 2024-01-15; Redemption: 2025-08-15; Registration: 144B/Ysb I;
L: First Pay: 2024-01-15; Redemption: 2025-08-15; Registration: 144O/Ayc S;
L: First Pay: 2024-01-15; Redemption: 2025-08-15; Registration: 144I/Hil J;
D: First Pay: 2024-01-15; Redemption: 2025-08-15; Registration: 144A/Icr R;
Mpf: First Pay: 2024-01-15; Redemption: 2025-08-15; Registration: 144X/Gai P; Deal Comments Vgv Oyww Blflghz 2.00 Reinvestment Period (YRS) 5 |
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