2020-I

Nassau Ltd (NCC) 2020-I

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Nassau Re

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
A	KFE	74.700	-	Vv3	-	FS	-	-	42.00%	-	-	-	-	-	-	-	-	-
Z-2	QJK	2.793	-	Mq2	-	VU	-	-	28.63%	-	Evjtv	-	-	-	-	2.952%	-	-
Vec	NIW	60.960	-	LK	-	CD	-	-	-	-	-	-	-	-	-	-	-	-
Y-1	CNM	229.100	-	Uxx	-	NNN	-	-	74.00%	-	Guxmbcrp	3nJ	-	-	215	3rI+215	-	-
P-2	XSO	17.500	-	QM	-	RRR	-	-	97.00%	-	Xfoebjbr	3pJ	-	-	240	3eB+240	-	-
T	BII	62.919	-	U2	-	OI	-	-	54.00%	-	Uposbmmv	3bW	-	-	330	3lH+310	-	-
T	LFY	34.000	-	Jee3	-	BB	-	-	39.00%	-	Zhclebpe	3hW	-	-	600	3pI+477	-	-
V-1	GFS	56.000	-	Nw2	-	TU	-	-	87.15%	-	Ilbmvzon	3zK	-	-	265	3jC+265	-	-

Tranche Comments

Y-1: First Pay: 2021-01-20; P-2: First Pay: 2021-01-20; V-1: First Pay: 2021-01-20; Z-2: First Pay: 2021-01-20; T: First Pay: 2021-01-20; T: First Pay: 2021-01-20; A: First Pay: 2021-01-20; Vec: First Pay: 2021-01-20;

Deal Comments

Elv-Wubb Bjlelty 1.00

Reinvestment Period (YRS)