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
M	QJL	70.220	-	Q2	-	OH	-	-	89.00%	-	Odhkkuve	3cJ	-	330	3xV+310	-	-
O-1	EPQ	564.500	-	Kgg	-	TTT	-	-	76.00%	-	Bsoyslui	3xS	-	215	3qP+215	-	-
I-1	TAP	75.000	-	Lj2	-	PY	-	-	72.11%	-	Yjbrtmfh	3tH	-	265	3eK+265	-	-
U	ONM	82.800	-	Vf3	-	IE	-	-	76.00%	-	-	-	-	-	-	-	-
Z-2	OFN	1.571	-	Ah2	-	DX	-	-	48.90%	-	Ryzyc	-	-	-	2.952%	-	-
I	IKR	52.000	-	Ydd3	-	MP	-	-	99.00%	-	Ydolslkb	3mK	-	600	3uQ+477	-	-
Lod	FVE	49.860	-	YS	-	PU	-	-	-	-	-	-	-	-	-	-	-
L-2	BOV	15.600	-	YR	-	CCC	-	-	27.00%	-	Kzrcpowp	3wS	-	240	3kO+240	-	-

Tranche Comments

O-1: First Pay: 2021-01-20; L-2: First Pay: 2021-01-20; I-1: First Pay: 2021-01-20; Z-2: First Pay: 2021-01-20; M: First Pay: 2021-01-20; I: First Pay: 2021-01-20; U: First Pay: 2021-01-20; Lod: First Pay: 2021-01-20;

Deal Comments

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Reinvestment Period (YRS)