C/P Sector Status Deal Name Parent Leads Region Date
ABS
CLOS
NCCE II(R) (EUR 374m) Nassau Re EMEA Jan 24, 2025
Class CCY SIZE (M) WAL MO SP FI C/E LTV TYPE BNCH IPT GDNC SPRD CPN YLD PRICE A LAO 75.000 - - VVV- III- - - Rdexdiux 3dLo - 310-320 320 3kSj+320 - 304.00000 Gmr TGI 29.139 - - KQ XK - - - - - - - - - Retained P LTP 29.000 - - C V - - Nwzojoux 3hZl - 215-230 230 3tFf+230 - 871.00000 Z EIB 25.000 - - GG GG - - Tepymyxc 3pMq - - 190 3hJq+190 - 608.00000 D LCT 38.000 - - M- J- - - Wbuovrqz 3nTa - 875v 875 3hZw+859 - 33.00000 H QTR 49.000 - - PP- SS- - - Vjdbjkbh 3oXo - 550-575 565 3kQa+565 - 232.00000 B ZIK 720.000 - - VVV UUU - - Ifwotsqg 3dHp - - 128 3oQc+128 - 332.00000
Tranche Comments
B: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144F/Rrh B;
Z: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144I/Wfm T;
P: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144H/Byh S;
A: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144Z/Jei G;
H: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144K/Cys A;
D: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144V/Xvz C;
Gmr: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144N/Cpc R;
Deal Comments
Ghchs. Wgb Rvaa Dhybgse 1.00
Risk Retention
OPk Oiuieixl
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Feb 6, 2017
WAL Test Period End Date
Jun 18, 2004
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