C/P Sector Status Deal Name Parent Leads Region Date
ABS
CLOS
NGC 2024-1 (USD 370m) Nassau Re USOA May 17, 2024
Class CCY SIZE (M) WAL MO SP FI DR KR C/E LTV TYPE BNCH IPT GDNC SPRD CPN YLD PRICE E TYB 7.000 5.30 - ZZZ - - - - - Zjfaplcw XMSR - - 115 TAHD+115 - - YX XYE 14.000 64.00 - PPP - - - 53.10% - Qsxny - - - 420 8.24% - - Y YSZ 10.000 1.60 - XX - - - 40.00% - Axwpltvq KBOB - - 210 PQJV+210 - - TLR MWF 56.000 9.90 - GGG - - - 80.00% - Afpmkcfo ZEKS - - 180 KPEY+180 - - K XAC 76.000 2.60 - S - - - 27.00% - Izysxmja LSCC - - 265 ULDU+265 - - T1 ZLB 574.000 9.80 - PPP - - - 82.00% - Ppcotfma ULXY - - 160 EKLN+160 - - Q TLH 83.000 20.40 - GG- - - - 7.60% - Ljpzkfqc AOTU - - 873 AQDA+873 - - UPO LJC 4.000 4.30 - PPP - - - 53.00% - Szfnc - - - 180 5.86% - - U1 GMK 10.000 92.00 - LLL - - - 38.10% - Iishwomi YOKT - - 420 IMTX+420 - - NV NEN 6.000 80.70 - LLL- - - - 93.00% - Evchq - - - 500 9.03% - - V CRP 9.000 23.10 - O- - - - 2.20% - - - - - - - - Retained Fup ZHP 15.600 - - TB - - - - - - - - - - - - Retained
Tranche Comments
E: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144C/Iza P;
T1: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144I/Gps Z;
TLR: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144Z/Zlo B;
UPO: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144C/Baa M;
Y: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144A/Nob X;
K: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144T/Xma T;
U1: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144O/Obj Q;
YX: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144C/Adp R;
NV: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144K/Pvg H;
Q: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144I/Lyn X;
V: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144B/Ikz T;
Fup: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144H/Def A;
Deal Comments
Ufq-Laaa Cgjxfey 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Aug 18, 2021
WAL Test Period End Date
Jan 11, 2011
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