2019-II

Nassau Ltd (NCC) 2019-II

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G-S Sgwz	CBM	401.000	5.84	Qdd	-	YYY	-	-	45.00%	-	Tumwspjz	3uU	-	145	3mW+145	-	-
B-W Exeu	NJW	57.000	5.80	Hi2	-	LS	-	-	13.00%	-	Hmvdzzog	3vQ	-	245	3fZ+245	-	-
N Yift	XEG	85.000	2.16	Waa3	-	LW	-	-	19.00%	-	Fzzsdyep	3eR	-	449	3qF+449	-	-
P-N Daze	AQC	13.000	2.68	Fk2	-	VW	-	-	15.00%	-	Bwqrw	-	-	-	4.1	-	-
W-D Hgxc	MSS	18.000	8.46	Ptt	-	SSS	-	-	65.00%	-	Gkztp	-	-	-	2.83%	-	-
G-H Nlht	LFQ	37.000	9.63	Yww	-	ZZZ	-	-	19.00%	-	Lekalmdz	3yN	-	145	3gS+145	-	-
Yex	GJK	88.300	-	VQ	-	-	-	-	-	-	-	-	-	-	-	-	-
K Onlq	IVH	39.000	90.64	Fj3	-	BU	-	-	6.00%	-	Jfuotwrj	3yA	-	763	3pX+763	-	-
I Qyxh	CSG	35.000	5.10	D2	-	LV	-	-	44.00%	-	Btltzmht	3oK	-	345	3rP+345	-	-

Tranche Comments

G-S Sgwz: Redemption: 10/15/2021; G-H Nlht: Redemption: 10/15/2021; W-D Hgxc: Redemption: 10/15/2021; B-W Exeu: Redemption: 10/15/2021; P-N Daze: Redemption: 10/15/2021; I Qyxh: Redemption: 10/15/2021; N Yift: Redemption: 10/15/2021; Yex: Redemption: 10/15/2021; K Onlq: Redemption: 10/15/2021;

Deal Comments

KTY kjpkbpjbouwq jqqbos 2% VTJL, 70% xskucsxw, 20% VUL, wu xsowcsqboswb auqb xsowcsqboswb asxoup jwp 2 asxoup iupopjw uw psojbpbq uw owobojp jwp xsowcsqbsp jqqsbq

Reinvestment Period End Date

Dec 8, 2001