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
Q-2	ZZI	75.900	-	LH	-	QQQ	-	-	59.00%	-	Clvioddi	3eY	-	-	240	3eY+240	-	-
Ryc	VUJ	67.660	-	ZY	-	KF	-	-	-	-	-	-	-	-	-	-	-	-
K-1	YMC	842.200	-	Vww	-	WWW	-	-	92.00%	-	Spzfwasw	3yU	-	-	215	3nF+215	-	-
M	BPM	94.300	-	Jr3	-	SJ	-	-	64.00%	-	-	-	-	-	-	-	-	-
L-1	IFB	85.000	-	Yf2	-	VC	-	-	35.49%	-	Idquwlcj	3hN	-	-	265	3kD+265	-	-
J	QFS	61.000	-	Kbb3	-	FP	-	-	15.00%	-	Iuvxsctn	3vI	-	-	600	3iO+477	-	-
V	FVR	67.648	-	N2	-	OH	-	-	11.00%	-	Fxwkqwuo	3xQ	-	-	330	3bH+310	-	-
E-2	NSP	5.554	-	Fd2	-	JM	-	-	69.38%	-	Xlkwu	-	-	-	-	2.952%	-	-

Tranche Comments

K-1: First Pay: 2021-01-20; Q-2: First Pay: 2021-01-20; L-1: First Pay: 2021-01-20; E-2: First Pay: 2021-01-20; V: First Pay: 2021-01-20; J: First Pay: 2021-01-20; M: First Pay: 2021-01-20; Ryc: First Pay: 2021-01-20;

Deal Comments

Wpu-Ftll Otwspoc 1.00

Reinvestment Period (YRS)