2021-I

Nassau Ltd (NCC) 2021-I

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P1	UZE	212.700	6.40	Dcc	ZZZ	-	-	-	42.00%	-	Tcdsvxpp	3bH	-	125	3tP+125	-	362.00000
Trm J	ROI	40.317	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
D	ZSH	58.700	2.50	-	LLL-	-	-	-	20.00%	-	Ppqlehoh	3rP	-	375	3hC+375	-	-
U	EKE	58.000	7.70	-	PP-	-	-	-	6.00%	-	Xlxvthky	3vQ	-	740	3eT+740	-	-
J2	YZP	59.213	5.60	Pcc	TTT	-	-	-	68.00%	-	Nvrle	-	-	-	2.22%	2.220%	597.00000
R	YRV	17.000	2.70	-	W	-	-	-	44.00%	-	Lpsbhjdj	3eQ	-	260	3cM+260	-	225.00000
Kju G	GKS	13.864	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
I1	ZRD	17.470	7.00	-	FF	-	-	-	41.00%	-	Kmzjzuny	3fB	-	195	3dH+195	-	440.00000
Z2	FBL	23.750	4.00	-	MM	-	-	-	83.00%	-	Mbntg	-	-	-	3.01%	3.010%	432.00000

Tranche Comments

P1: First Pay: 2022-01-15; Redemption: 2023-08-26; J2: First Pay: 2022-01-15; Redemption: 2023-08-26; I1: First Pay: 2022-01-15; Redemption: 2023-08-26; Z2: First Pay: 2022-01-15; Redemption: 2023-08-26; R: First Pay: 2022-01-15; Redemption: 2023-08-26; D: First Pay: 2022-01-15; Redemption: 2023-08-26; U: First Pay: 2022-01-15; Redemption: 2023-08-26; Kju G: First Pay: 2022-01-15; Redemption: 2023-08-26; Trm J: First Pay: 2022-01-15; Redemption: 2023-08-26;

Deal Comments

Ofg Dmjj Pappffx 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 7, 2007

WAL Test Period (YRS)