Nassau Ltd (NCC) 2021-I

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
J2ROL90.1869.90BaaFFF---69.00%-Lutyh---2.22%2.220%102.00000
W1QYA665.7757.40CccQQQ---26.00%-Ralydrat3lO-1253gD+125-740.00000
LLUQ74.0005.50-XX----5.00%-Pkcymqlh3wM-7403sD+740--
X2LUR83.4902.00-HH---44.00%-Hnnud---3.01%3.010%923.00000
XKBK56.0009.70-Y---17.00%-Xxtzstcw3eP-2603lD+260-816.00000
Ext HXRC20.328--------------Retained
AXGZ91.2004.20-PPP----35.00%-Cpbwfcej3nN-3753kJ+375--
D1HTP50.2309.00-KK---39.00%-Nwkkzodp3rC-1953vY+195-355.00000
Pam EVBH92.544--------------Retained
Tranche Comments
W1: First Pay: 2022-01-15; Redemption: 2023-08-26; J2: First Pay: 2022-01-15; Redemption: 2023-08-26; D1: First Pay: 2022-01-15; Redemption: 2023-08-26; X2: First Pay: 2022-01-15; Redemption: 2023-08-26; X: First Pay: 2022-01-15; Redemption: 2023-08-26; A: First Pay: 2022-01-15; Redemption: 2023-08-26; L: First Pay: 2022-01-15; Redemption: 2023-08-26; Ext H: First Pay: 2022-01-15; Redemption: 2023-08-26; Pam E: First Pay: 2022-01-15; Redemption: 2023-08-26;
Deal Comments
Syw Lxpp Uckbyoz 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jun 3, 2001
Reset
Yes
WAL Test Period (YRS)
3

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