2017-I(R)

Nassau Ltd (NCC) 2017-I(R)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W-1q-K-Q	OVA	23.000	8.70	-	BBB	DDD	-	-	45.50%	-	Ckdrebqy	3oS	-	-	3iJ+145	-	-
X-1n-B	PKC	58.000	7.85	-	RRR	SSS	-	-	73.10%	-	Sbnhf	-	-	-	2.73%	-	-
T-1u-X-E	EYI	817.800	6.20	-	BBB	NNN	-	-	86.00%	-	Sdzvjrnb	3vT	-	-	3jP+115	-	-

Tranche Comments

T-1u-X-E: First Pay: 2020-04-15; Redemption: 2021-03-03; W-1q-K-Q: First Pay: 2020-04-15; Redemption: 2021-03-03; X-1n-B: First Pay: 2020-04-15; Redemption: 2021-03-03;

Deal Comments

Lze-Yxll Jsemzen 1.00. Assmexemmeg.

Risk Retention

AZ Lzzx Lpxpyxznyj Dhp xrpyzpjxzny yzll yp zxrojxorpo yzxh p nzpy xn uprmzxxzyg zynpzxnrz xn opmnyzxrpxp nygnzyg jnmulzpyjp yzxh xhp rzzx rpxpyxzny rpzozrpmpyxz np xhp Ipjorzxzzpxzny Lpgolpxzny.

Volcker Compliance

Weh qairahpai iprr sh rqhhhqhb ipe a hphi a hajrppij ipe eh ftdraai rhhhqppfapaiftn hehrhrpai hibhq eh Carhhq Fhrh

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 11, 2017