| 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 |
|---|
| Q | XYS | 77.000 | - | - | RR | BB | - | - | Dkvzwywx | 3pCv | - | - | 190 | 3bMr+190 | - | 881.00000 | | M | NHJ | 21.000 | - | - | Z- | D- | - | - | Wecddoco | 3mCo | - | 875i | 875 | 3lZd+859 | - | 22.00000 | | H | ENO | 368.000 | - | - | YYY | XXX | - | - | Pkpuzvww | 3dIh | - | - | 128 | 3sZj+128 | - | 710.00000 | | E | TCS | 46.000 | - | - | TT- | OO- | - | - | Wpquodmh | 3zGi | - | 550-575 | 565 | 3yRj+565 | - | 784.00000 | | Y | ZKE | 92.000 | - | - | PPP- | RRR- | - | - | Uxkssyub | 3rNi | - | 310-320 | 320 | 3nKw+320 | - | 453.00000 | | Nfn | DOY | 28.897 | - | - | NU | HS | - | - | - | - | - | - | - | - | - | Retained | | V | WLI | 91.000 | - | - | Y | X | - | - | Syuebias | 3lXt | - | 215-230 | 230 | 3cDw+230 | - | 325.00000 |
Tranche Comments H: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144E/Xdc O;
Q: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144X/Edq S;
V: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144U/Joo L;
Y: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144M/Udo E;
E: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144V/Ezv U;
M: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144F/Mij D;
Nfn: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144Q/Eyy P; Deal Comments Tebeu. Rtg Vpss Tewmtjz 1.00 Risk Retention IQh Dsnuvsss Reinvestment Period (YRS) 9 Reinvestment Period End Date Apr 17, 2017 WAL Test Period End Date Mar 3, 2018 |
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