2021-I(R)

Nassau Ltd (NCC) 2021-I(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
G-U	VAQ	82.300	-	-	TTT-	-	-	-	75.52%	-	Yfklxfdd	JCTR	-	-	360	YUKI+360	-	-
Q-M	AIC	14.000	-	-	BB-	-	-	-	6.30%	-	Akbwqxid	SYMA	-	-	710	WNZL+710	-	-
T-1-C	IOQ	994.947	-	Haa	MMM	-	-	-	10.39%	-	Xbpsakep	HCAO	-	-	111	GTBM+111	-	-
K-1-Y	RMA	39.680	-	-	KK	-	-	-	22.25%	-	Gdukcqkz	LWSM	-	-	170	TBMM+170	-	-
O-C	MRW	35.000	-	-	A	-	-	-	69.31%	-	Mbahmkda	HKWA	-	-	195	CIWV+195	-	-

Tranche Comments

T-1-C: First Pay: 2025-04-15; Redemption: 2026-01-30; Registration: 144M/Jvb I; K-1-Y: First Pay: 2025-04-15; Redemption: 2026-01-30; Registration: 144N/Cwz L; O-C: First Pay: 2025-04-15; Redemption: 2026-01-30; Registration: 144Q/Tto N; G-U: First Pay: 2025-04-15; Redemption: 2026-01-30; Registration: 144Z/Ola E; Q-M: First Pay: 2025-04-15; Redemption: 2026-01-30; Registration: 144B/Rri C;

Deal Comments

Tuwhyut Blwywuwlywk. Buw Mutt Tlwyuae 1.00

Risk Retention

VZ - Itk

Reinvestment Period (YRS)

4.67

Reinvestment Period End Date

Dec 13, 2010