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
A-1	USD	137.500	-	Aaa	-	AAA	-	-	45.00%	-	Floating	3mL	-	215	3mL+215	-	-
A-2	USD	17.500	-	NR	-	AAA	-	-	38.00%	-	Floating	3mL	-	240	3mL+240	-	-
B-1	USD	25.000	-	Aa2	-	NR	-	-	25.25%	-	Floating	3mL	-	265	3mL+265	-	-
B-2	USD	6.875	-	Aa2	-	NR	-	-	25.25%	-	Fixed	-	-	-	2.952%	-	-
C	USD	10.625	-	A2	-	NR	-	-	21.00%	-	Floating	3mL	-	330	3mL+310	-	-
D	USD	15.000	-	Baa3	-	NR	-	-	15.00%	-	Floating	3mL	-	600	3mL+477	-	-
E	USD	12.500	-	Ba3	-	NR	-	-	10.00%	-	-	-	-	-	-	-	-
Sub	USD	26.750	-	NR	-	NR	-	-	-	-	-	-	-	-	-	-	-

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Tranche Comments

A-1: First Pay: 2021-01-20; A-2: First Pay: 2021-01-20; B-1: First Pay: 2021-01-20; B-2: First Pay: 2021-01-20; C: First Pay: 2021-01-20; D: First Pay: 2021-01-20; E: First Pay: 2021-01-20; Sub: First Pay: 2021-01-20;

Deal Comments

Non-Call Period: 1.00

Reinvestment Period (YRS)

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