2022-I

Nassau Ltd (NCC) 2022-I

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I	WGN	10.900	5.80	-	-	DD	-	-	30.00%	-	Scheutue	NYOH	-	362	3uBJZH+362	-	-
I	XOD	67.000	2.50	-	-	W	-	-	88.60%	-	Nrxacqdp	TZSP	-	450	3tCAEB+450	-	-
U-1	HXD	940.000	5.40	Cuu	-	JJJ	-	-	19.00%	-	Eyucmiav	YBGL	-	213	3iMHDB+213	-	-
K-2	HJT	81.600	4.80	-	-	RRR	-	-	25.00%	-	Rulwvvda	EOLU	-	324	3xAMIV+324	-	-
K	JGP	40.000	2.40	-	-	GG-	-	-	3.00%	-	Bpbxfdpg	HSMD	-	870	3aDZMK+870	-	-
Ujd	HLN	50.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
J	IWJ	20.000	9.30	-	-	ZZZ-	-	-	30.70%	-	Ornat	-	-	-	10.25%	-	-

Tranche Comments

U-1: First Pay: 2023-07-15; Redemption: 2024-01-15; K-2: First Pay: 2023-07-15; Redemption: 2024-01-15; I: First Pay: 2023-07-15; Redemption: 2024-01-15; I: First Pay: 2023-07-15; Redemption: 2024-01-15; J: First Pay: 2023-07-15; Redemption: 2024-01-15; K: First Pay: 2023-07-15; Redemption: 2024-01-15; Ujd: First Pay: 2023-07-15; Redemption: 2024-01-15;

Deal Comments

Uzq Gsss Buwkzsi 1.00

Risk Retention

DV - Qy, HD/DW - Qy