| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | CLOS | | | NGC 2024-1 (USD 408m) | 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 |
|---|
| AZM | XOQ | 2.000 | 6.20 | - | NNN | - | - | - | 25.00% | - | Ipktd | - | - | - | 180 | 5.86% | - | - | | W1 | BVG | 37.000 | 81.00 | - | KKK | - | - | - | 19.20% | - | Tyhdjcfm | GUII | - | - | 420 | DSAJ+420 | - | - | | WM | PJE | 1.000 | 98.50 | - | MMM- | - | - | - | 22.00% | - | Mjwpe | - | - | - | 500 | 9.03% | - | - | | D | LNH | 58.000 | 7.30 | - | AA | - | - | - | 66.00% | - | Qkfdkkhs | SCVT | - | - | 210 | SPNG+210 | - | - | | J | EAX | 55.000 | 78.60 | - | CC- | - | - | - | 5.90% | - | Bsckumjn | TTJM | - | - | 873 | JPCI+873 | - | - | | RIR | NJW | 31.000 | 4.50 | - | SSS | - | - | - | 46.00% | - | Yplcjfre | VGXL | - | - | 180 | PKQV+180 | - | - | | N | LKQ | 37.000 | 2.80 | - | R | - | - | - | 22.00% | - | Ywhzvujj | PMHP | - | - | 265 | QIOY+265 | - | - | | F | FMW | 8.000 | 8.10 | - | III | - | - | - | - | - | Lucjtway | JBNB | - | - | 115 | BBWT+115 | - | - | | F1 | EVI | 172.000 | 6.70 | - | RRR | - | - | - | 57.00% | - | Jjeqveeh | DMSW | - | - | 160 | PEHN+160 | - | - | | HV | EKU | 40.000 | 69.00 | - | FFF | - | - | - | 54.40% | - | Wqltm | - | - | - | 420 | 8.24% | - | - | | Qgw | BMT | 14.600 | - | - | OO | - | - | - | - | - | - | - | - | - | - | - | - | Retained | | Z | KYF | 7.000 | 27.90 | - | I- | - | - | - | 8.40% | - | - | - | - | - | - | - | - | Retained |
Tranche Comments F: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144U/Gkq K;
F1: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144W/Osb E;
RIR: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144H/Jiu Y;
AZM: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144B/Mps T;
D: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144C/Aks D;
N: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144B/Kbf F;
W1: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144D/Ent Q;
HV: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144K/Bkq E;
WM: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144N/Csm T;
J: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144T/Tsq B;
Z: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144Q/Mrr G;
Qgw: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144F/Qiq P; Deal Comments Kwx-Swyy Rxlowwi 2.00 Reinvestment Period (YRS) 2 Reinvestment Period End Date May 5, 2025 WAL Test Period End Date Oct 20, 2008 |
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