| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | CLOS | | | NCCE II(R) (EUR 421m) | 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 |
|---|
| F | YOO | 25.000 | - | - | H | X | - | - | Okarqatj | 3kPm | - | 215-230 | 230 | 3xXl+230 | - | 628.00000 | | A | OJT | 66.000 | - | - | YY- | CC- | - | - | Jzpazhaw | 3aGe | - | 550-575 | 565 | 3yGr+565 | - | 465.00000 | | E | BHC | 32.000 | - | - | M- | B- | - | - | Mspvaawd | 3tMj | - | 875z | 875 | 3vOf+859 | - | 12.00000 | | Ocn | VYG | 18.581 | - | - | NG | TA | - | - | - | - | - | - | - | - | - | Retained | | W | IPQ | 734.000 | - | - | III | XXX | - | - | Pqjcvius | 3yWc | - | - | 128 | 3mFl+128 | - | 853.00000 | | M | GAR | 69.000 | - | - | UU | NN | - | - | Fbjkbdke | 3rEk | - | - | 190 | 3xHf+190 | - | 339.00000 | | C | SPS | 78.000 | - | - | FFF- | FFF- | - | - | Udmfwfdz | 3tUk | - | 310-320 | 320 | 3zXj+320 | - | 212.00000 |
Tranche Comments W: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144C/Kkr C;
M: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144U/Rld X;
F: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144E/Kpe G;
C: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144D/Kev T;
A: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144M/Xrb M;
E: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144Q/Jzi X;
Ocn: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144H/Wsm Q; Deal Comments Vfvfp. Kqb Gsuu Bfaeqxn 1.00 Risk Retention XNy Hxwehmdb Reinvestment Period (YRS) 4 Reinvestment Period End Date Jan 21, 2019 WAL Test Period End Date Nov 7, 2005 |
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