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The Dashboard covers the period from May 2018 to February 2021 and is part of GCR’s performance monitoring process and does not constitute rating action or rating reports. GCR will update the Dashboards at least on a quarterly basis.
The Dashboard exhibits performance metrics related to the Nitro Securitisation 6 (RF) Ltd transaction, which include credit enhancement levels, excess spread, defaults, recoveries and covenants. Rating reports are also available on the website.