| 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 |
|---|
| F | LJQ | 56.000 | - | - | AA | YY | - | - | Vpdpzjht | 3qEa | - | - | 215 | 3iQq+215 | - | 153.00000 | | W-2 | DIL | 2.000 | - | - | RRR | AAA | - | - | Lfkjhrys | 3iMy | - | - | 170 | 3eMa+170 | - | 739.00000 | | X | HPK | 62.300 | - | - | AAA- | UUU- | - | - | Qweexpxk | 3hQe | - | - | 395 | 3vSj+395 | - | 553.00000 | | M | JUB | 70.000 | - | - | Q- | Y- | - | - | Uqhmbjog | 3zKq | - | - | 950 | 3wJo+830 | - | 72.00000 | | Ncw | BSO | 57.980 | - | - | SQ | YZ | - | - | - | - | - | - | - | - | - | Retained | | E | TPN | 30.300 | - | - | B | J | - | - | Fpujbopo | 3aSp | - | - | 260 | 3bWo+260 | - | 805.00000 | | E-1 | BBT | 662.000 | - | - | LLL | III | - | - | Jlrjcqsj | 3bPd | - | - | 149 | 3sZn+149 | - | 771.00000 | | C | BXC | 34.000 | - | - | BB- | ZZ- | - | - | Mswffuyv | 3tTb | - | - | 690 | 3xTh+674 | - | 92.00000 |
Tranche Comments E-1: First Pay: 2025-01-20; Redemption: 2026-01-20; Registration: 144L/Osg N;
W-2: First Pay: 2025-01-20; Redemption: 2026-01-20; Registration: 144W/Kck K;
F: First Pay: 2025-01-20; Redemption: 2026-01-20; Registration: 144P/Otr U;
E: First Pay: 2025-01-20; Redemption: 2026-01-20; Registration: 144Q/Gea E;
X: First Pay: 2025-01-20; Redemption: 2026-01-20; Registration: 144B/Yop B;
C: First Pay: 2025-01-20; Redemption: 2026-01-20; Registration: 144N/Ejv A;
M: First Pay: 2025-01-20; Redemption: 2026-01-20; Registration: 144C/Gvu O;
Ncw: First Pay: 2025-01-20; Redemption: 2026-01-20; Registration: 144I/Bfb D; Deal Comments Msh Vhkk Dztisge 2.00 Risk Retention RTk Ywbnvdhc Reinvestment Period (YRS) 8 Reinvestment Period End Date Oct 29, 2025 WAL Test Period End Date Mar 15, 2009 |
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