2022-1(R)

Nassau Ltd (NCC) 2022-1(R)

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
H-1J	JSY	878.685	-	-	-	KKK	-	-	80.80%	-	Wrkpxjlh	HXEK	-	-	117	MLID+117	-	-
T-L	AUH	37.300	-	-	-	WW+	-	-	73.20%	-	Cwjemyqj	WJTY	-	-	200	EADL+200	-	-
A-A	NZN	96.000	-	-	-	E+	-	-	37.80%	-	Hxjkudvh	IJSZ	-	-	270	CBLV+270	-	-
K-2Y	KXY	71.600	-	-	-	XXX	-	-	10.80%	-	Pdlrzmal	QINC	-	-	165	XMJF+165	-	-

Tranche Comments

H-1J: First Pay: 2024-04-15; Redemption: 2024-09-19; Registration: 144V/Goy L; K-2Y: First Pay: 2024-04-15; Redemption: 2024-09-19; Registration: 144M/Kno M; T-L: First Pay: 2024-04-15; Redemption: 2024-09-19; Registration: 144W/Ymz C; A-A: First Pay: 2024-04-15; Redemption: 2024-09-19; Registration: 144G/Oxd D;

Deal Comments

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