Nassau Ltd (NCC) 2017-I(R)

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1a-S-RUSD215.3003.04-AAAAAA--43.00%-Floating3mL--3mL+115--
A-1a-J-RUSD16.0004.54-AAAAAA--38.80%-Floating3mL--3mL+145--
A-1b-RUSD30.0003.14-AAAAAA--38.80%-Fixed---2.73%--
Tranche Comments
A-1a-S-R: First Pay: 2020-04-15; Redemption: 2021-03-03; A-1a-J-R: First Pay: 2020-04-15; Redemption: 2021-03-03; A-1b-R: First Pay: 2020-04-15; Redemption: 2021-03-03;
Deal Comments
Non-Call Period: 1.00. Refinancing.
Risk Retention
EU Risk Retention: The transaction will be structured with a view to permitting investors to demonstrate ongoing compliance with the risk retention requirements of the Securitisation Regulation.
Volcker Compliance
The transaction will be structured with a view to complying with the “loan securitization” exclusion under the Volcker Rule
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Oct 15, 2021
Refinancing
Yes
Research
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