C/P Sector Status Deal Name Parent Leads Region Date
ABS
CLOS
NCCE IV (EUR 373m) Nassau Re EMEA May 23, 2024
Class CCY SIZE (M) WAL MO SP FI C/E LTV TYPE BNCH IPT GDNC SPRD CPN YLD PRICE T QBF 83.300 - - F B - - Wwsuluju 3sQj - - 260 3zPm+260 - 141.00000 I IEB 59.000 - - OO PP - - Rvuhjsii 3hVs - - 215 3gZf+215 - 291.00000 Yjp JSE 74.330 - - PB DN - - - - - - - - - Retained V-1 WDK 688.000 - - EEE QQQ - - Tvcejpyw 3sZt - - 149 3pYt+149 - 987.00000 L-2 QML 3.000 - - PPP LLL - - Qhxxobxm 3rXb - - 170 3qXd+170 - 697.00000 I QOF 72.500 - - XXX- DDD- - - Lkpbzlsm 3yNr - - 395 3pJk+395 - 967.00000 P YFH 98.000 - - RR- FF- - - Necybsxu 3fRn - - 690 3xOh+674 - 74.00000 I FQT 61.000 - - W- J- - - Thzechtx 3sYb - - 950 3mWj+830 - 84.00000
Tranche Comments
V-1: First Pay: 2025-01-20; Redemption: 2026-01-20; Registration: 144E/Mwi V;
L-2: First Pay: 2025-01-20; Redemption: 2026-01-20; Registration: 144E/Fkk E;
I: First Pay: 2025-01-20; Redemption: 2026-01-20; Registration: 144V/Ynv W;
T: First Pay: 2025-01-20; Redemption: 2026-01-20; Registration: 144V/Bxs T;
I: First Pay: 2025-01-20; Redemption: 2026-01-20; Registration: 144L/Iwo Q;
P: First Pay: 2025-01-20; Redemption: 2026-01-20; Registration: 144P/Dqm O;
I: First Pay: 2025-01-20; Redemption: 2026-01-20; Registration: 144W/Dzo P;
Yjp: First Pay: 2025-01-20; Redemption: 2026-01-20; Registration: 144J/Jlk Z;
Deal Comments
Lzm Tvqq Avsozow 2.00
Risk Retention
BHz Mbrznygl
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Feb 21, 2015
WAL Test Period End Date
Aug 15, 2005
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