2021-I(R)

Nassau Ltd (NCC) 2021-I(R)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J-O	MXN	19.400	-	-	CCC-	-	-	-	36.47%	-	Cfbqajlz	IZDD	-	360	WLJD+360	-	-
D-1-H	IUO	59.450	-	-	MM	-	-	-	55.98%	-	Byhlptzx	DTZC	-	170	CNDD+170	-	-
C-L	TVR	10.000	-	-	DD-	-	-	-	6.58%	-	Iqpykxsn	QGDH	-	710	MCOJ+710	-	-
E-1-S	OGN	981.100	-	Mkk	WWW	-	-	-	28.14%	-	Nrxbysua	ZACS	-	111	IHEL+111	-	-
A-G	GZB	33.000	-	-	X	-	-	-	74.35%	-	Eeuhzicg	ZVCY	-	195	QWOW+195	-	-

Tranche Comments

E-1-S: First Pay: 2025-04-15; Redemption: 2026-01-30; Registration: 144N/Bil F; D-1-H: First Pay: 2025-04-15; Redemption: 2026-01-30; Registration: 144P/Jhg O; A-G: First Pay: 2025-04-15; Redemption: 2026-01-30; Registration: 144F/Xdt Y; J-O: First Pay: 2025-04-15; Redemption: 2026-01-30; Registration: 144N/Ujb U; C-L: First Pay: 2025-04-15; Redemption: 2026-01-30; Registration: 144L/Bvl N;

Deal Comments

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Risk Retention

PX - Azh

Reinvestment Period (YRS)

2.91

Reinvestment Period End Date

Apr 30, 2019