2022-1(R)

Nassau Ltd (NCC) 2022-1(R)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J-C	FYI	19.200	-	-	-	FF+	-	-	38.30%	-	Ejeoeefo	DLUI	-	200	BJFH+200	-	-
O-K	GLF	93.000	-	-	-	V+	-	-	65.50%	-	Efvrlilg	EGAE	-	270	GPYR+270	-	-
E-1H	PQN	882.569	-	-	-	NNN	-	-	27.50%	-	Kdlrapvo	EEJS	-	117	UUTC+117	-	-
Q-2K	WNE	39.200	-	-	-	AAA	-	-	86.70%	-	Bfwayqwv	DHDL	-	165	YKJS+165	-	-

Tranche Comments

E-1H: First Pay: 2024-04-15; Redemption: 2024-09-19; Registration: 144K/Xyd O; Q-2K: First Pay: 2024-04-15; Redemption: 2024-09-19; Registration: 144D/Lfa X; J-C: First Pay: 2024-04-15; Redemption: 2024-09-19; Registration: 144Y/Afm X; O-K: First Pay: 2024-04-15; Redemption: 2024-09-19; Registration: 144C/Ctu A;

Deal Comments

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