2020-I

Nassau Ltd (NCC) 2020-I

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N-1	ERY	31.000	-	Cg2	-	OF	-	-	97.23%	-	Adyxoyvm	3vN	-	265	3bX+265	-	-
F	CMQ	46.000	-	Ttt3	-	CU	-	-	28.00%	-	Icpdmefq	3vI	-	600	3nE+477	-	-
U	RAK	64.800	-	Wp3	-	VG	-	-	31.00%	-	-	-	-	-	-	-	-
Uvs	YCA	17.320	-	VH	-	PC	-	-	-	-	-	-	-	-	-	-	-
L-2	FSO	8.528	-	Na2	-	KE	-	-	84.45%	-	Ikfjc	-	-	-	2.952%	-	-
I-2	ZLQ	33.100	-	PH	-	GGG	-	-	29.00%	-	Qbmkjtwt	3cI	-	240	3xS+240	-	-
E-1	FJK	135.600	-	Zvv	-	TTT	-	-	23.00%	-	Herlewmr	3yC	-	215	3qU+215	-	-
K	YAR	70.128	-	Z2	-	LF	-	-	35.00%	-	Yjmbyqji	3eN	-	330	3zC+310	-	-

Tranche Comments

E-1: First Pay: 2021-01-20; I-2: First Pay: 2021-01-20; N-1: First Pay: 2021-01-20; L-2: First Pay: 2021-01-20; K: First Pay: 2021-01-20; F: First Pay: 2021-01-20; U: First Pay: 2021-01-20; Uvs: First Pay: 2021-01-20;

Deal Comments

Bkj-Kskk Gwzbkmo 1.00

Reinvestment Period (YRS)