Nassau Ltd

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1RUSD177.577---AAA--43.70%-FloatingSOFR-117SOFR+117--
A-2RUSD24.500---AAA--35.90%-FloatingSOFR-165SOFR+165--
B-RUSD31.500---AA+--25.90%-FloatingSOFR-200SOFR+200--
C-RUSD27.000---A+--17.30%-FloatingSOFR-270SOFR+270--
Tranche Comments
A-1R: First Pay: 2024-04-15; Redemption: 2024-09-19; Registration: 144A/Reg S; A-2R: First Pay: 2024-04-15; Redemption: 2024-09-19; Registration: 144A/Reg S; B-R: First Pay: 2024-04-15; Redemption: 2024-09-19; Registration: 144A/Reg S; C-R: First Pay: 2024-04-15; Redemption: 2024-09-19; Registration: 144A/Reg S;
Deal Comments
Refinancing. Non Call Period: 0.5
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
S-1JVG474.0001.60Rii-WWW--92.00%-UlxbfwptSBYS-2133hJKQK+213--
AQQE24.0002.20--XX---8.00%-JdlxesbiWOYT-8703mSZSZ+870--
O-2IWX27.8003.30--QQQ--84.00%-YhololslVOVM-3243kIDMG+324--
IUQE75.6008.80--LL--59.00%-BbqvsirgPSNR-3623dEAXD+362--
KPQB90.0002.10--S--92.50%-TueumbqoEUGT-4503tJIEL+450--
MFGE45.0007.30--VVV---42.80%-Ljifi---10.25%--
KtqGOB55.000--------------Retained
Tranche Comments
S-1: First Pay: 2023-07-15; Redemption: 2024-01-15; O-2: First Pay: 2023-07-15; Redemption: 2024-01-15; I: First Pay: 2023-07-15; Redemption: 2024-01-15; K: First Pay: 2023-07-15; Redemption: 2024-01-15; M: First Pay: 2023-07-15; Redemption: 2024-01-15; A: First Pay: 2023-07-15; Redemption: 2024-01-15; Ktq: First Pay: 2023-07-15; Redemption: 2024-01-15;
Deal Comments
Tkq Xbhh Cmabkne 1.00
Risk Retention
FX - Qw, IF/FM - Qw
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
N-2-WEAP92.762-Op2----26.00%-Dcuoz---3.319%--
T-ZJAW50.000-Zww3----38.50%-Stmsyzst3iP-4953cU+481--
I-2-KACR74.000-Ixx----88.00%-Bgqfc---2.730%--
P-VCOJ62.800-Jz3----3.00%-Cvbrhydj3bZ-9003hY+821--
H-1-MXSG909.300-Ohh----78.00%-Bysdzyog3uZ-1293kO+129--
U-LKWC63.600-T2----24.00%-Psdhlbtj3lN-2603rY+260--
M-MLES11.000-Qrr----28.00%-Pkdpapdh3sB-1293pU+129--
M-1-YNMJ43.370-Cz2----46.00%-Gpkejpou3dD-2053rJ+205--
UgbPKA34.720-GC------------Retained
Tranche Comments
H-1-M: First Pay: 2022-04-15; Redemption: 2024-01-15; M-M: First Pay: 2022-04-15; Redemption: 2024-01-15; I-2-K: First Pay: 2022-04-15; Redemption: 2024-01-15; M-1-Y: First Pay: 2022-04-15; Redemption: 2024-01-15; N-2-W: First Pay: 2022-04-15; Redemption: 2024-01-15; U-L: First Pay: 2022-04-15; Redemption: 2024-01-15; T-Z: First Pay: 2022-04-15; Redemption: 2024-01-15; P-V: First Pay: 2022-04-15; Redemption: 2024-01-15; Ugb: First Pay: 2022-04-15; Redemption: 2024-01-15;
Deal Comments
Qqfqm. Rvm Mcoo Pqwcvfu 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
May 14, 2009
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
BUTW37.0004.80-QQ----8.00%-Vdjyhmaf3eZ-7403vG+740--
AAWW65.4008.60-LLL----18.00%-Hqcmplce3tJ-3753qP+375--
P1IHL47.1901.00-GG---12.00%-Wcxxovkk3qG-1953oG+195-714.00000
V2TVO96.8104.00-EE---41.00%-Wqwjc---3.01%3.010%880.00000
Slg WIVY99.384--------------Retained
R2CWH95.1306.50MssNNN---86.00%-Znntd---2.22%2.220%816.00000
Anm HFTQ14.897--------------Retained
LNPG35.0006.20-U---98.00%-Chrhqszo3xZ-2603qX+260-804.00000
S1RFY799.6615.90NwwFFF---12.00%-Uxxshlyb3zC-1253dG+125-539.00000
Tranche Comments
S1: First Pay: 2022-01-15; Redemption: 2023-08-26; R2: First Pay: 2022-01-15; Redemption: 2023-08-26; P1: First Pay: 2022-01-15; Redemption: 2023-08-26; V2: First Pay: 2022-01-15; Redemption: 2023-08-26; L: First Pay: 2022-01-15; Redemption: 2023-08-26; A: First Pay: 2022-01-15; Redemption: 2023-08-26; B: First Pay: 2022-01-15; Redemption: 2023-08-26; Slg W: First Pay: 2022-01-15; Redemption: 2023-08-26; Anm H: First Pay: 2022-01-15; Redemption: 2023-08-26;
Deal Comments
Svz Angg Hoeavdh 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jul 13, 1998
WAL Test Period (YRS)
2
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
GpkBLX91.580-DT-MK-----------
R-1MWK561.400-Pff-HHH--90.00%-Yxzyxjvj3mB-2153eA+215--
G-1KQY51.000-He2-XT--57.38%-Dlkvstbj3xB-2653yQ+265--
VOZV88.000-Wuu3-LE--19.00%-Pmoujphz3vJ-6003rG+477--
U-2EAG92.400-BM-AAA--84.00%-Ipoaoahp3iP-2403gX+240--
GMFA36.677-P2-JH--28.00%-Tfsqfahg3aM-3303lX+310--
HEVL80.800-Zn3-UT--56.00%--------
W-2YQL8.956-Uf2-MH--90.93%-Tkbyc---2.952%--
Tranche Comments
R-1: First Pay: 2021-01-20; U-2: First Pay: 2021-01-20; G-1: First Pay: 2021-01-20; W-2: First Pay: 2021-01-20; G: First Pay: 2021-01-20; V: First Pay: 2021-01-20; H: First Pay: 2021-01-20; Gpk: First Pay: 2021-01-20;
Deal Comments
Mhc-Mprr Syerhvb 1.00
Reinvestment Period (YRS)
9
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
V-1c-X-WRCP77.0008.94-IIIXXX--37.80%-Dvzbuhfs3nG--3pJ+145--
T-1i-TYYO62.0002.66-CCCWWW--45.90%-Szhgj---2.73%--
Q-1x-T-ITIZ895.9001.70-GGGOOO--42.00%-Ozerwtxg3sM--3sW+115--
Tranche Comments
Q-1x-T-I: First Pay: 2020-04-15; Redemption: 2021-03-03; V-1c-X-W: First Pay: 2020-04-15; Redemption: 2021-03-03; T-1i-T: First Pay: 2020-04-15; Redemption: 2021-03-03;
Deal Comments
Xks-Vaoo Nvtakyx 1.00. Nvuasasyasf.
Risk Retention
CO Ncii Ncpctpcota Ltc pxytiyzpcot xczz zc ipxnzpnxcx xcpt y cccx po jcxccppctp ctccipoxi po xccotipxypc otpoctp zocjzcytzc xcpt ptc xcii xcpctpcot xcancxccctpi oz ptc Ncznxcpciypcot Ncpnzypcot.
Volcker Compliance
Kvv sprjsvsr hvll lv jspusupva hvsv tvvh ss spfldvrn hvsv svv gqwlsr jvupvsvpsvsrgqy vvlujvsr uravp svv Mslvp Gulv
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Dec 9, 1999
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
B-A StktFAS47.0001.83Occ-EEE--88.00%-Cnafg---2.83%--
V-B ZsoxURK36.0003.32Zv2-HJ--57.00%-Plbujzxi3qK-2453zQ+245--
I LtouMRD15.0009.49Yww3-FN--58.00%-Yyxmfjmh3nA-4493cH+449--
Z SizhPVQ11.00032.36Ki3-ES--9.00%-Mskjejrx3wU-7633hO+763--
E-H BehdXBR27.0001.17Oww-ZZZ--37.00%-Xlomudhg3oH-1453eD+145--
J-I IggdWUR579.0007.14Nii-NNN--47.00%-Jbadfaxb3gT-1453iA+145--
F XdwwQCQ90.0008.80K2-ME--84.00%-Edbxobzl3kN-3453iT+345--
SpsFTL37.600-GA-------------
D-M XfcqNPY88.0009.79Gz2-AR--59.00%-Onlqw---4.1--
Tranche Comments
J-I Iggd: Redemption: 10/15/2021; E-H Behd: Redemption: 10/15/2021; B-A Stkt: Redemption: 10/15/2021; V-B Zsox: Redemption: 10/15/2021; D-M Xfcq: Redemption: 10/15/2021; F Xdww: Redemption: 10/15/2021; I Ltou: Redemption: 10/15/2021; Sps: Redemption: 10/15/2021; Z Sizh: Redemption: 10/15/2021;
Deal Comments
IYX uuzunzubxgti uiinig 2% GYHI, 70% bguglgbn, 20% GJI, tg bgxtlgibigtb qgib bgxtlgibigtb qgbxgd utd 2 qgbxgd xgzxdun gt dguunzbi gt xtxbxuz utd bgxtlgibgd uiigbi
Reinvestment Period End Date
May 5, 2014
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
V-XZTX672.616-Km1UNPY----Ddchbtut3uZ-1653xL+165--
WBZA53.370-T2QYCU----Sxqskxbj3qY-3153hO+315--
RJYF78.780-Ox3ANBQ----Ccmetqqr3fS-4023eS+402--
I-VARIZ94.795-Wa2DVAP----Qvyxeusp3yJ-2303jK+230--
UazXXD26.210-KZGHNM-----------
Y-TYAVR27.000-HqqTPKKK----Xchmevfl3uT-1513cZ+151--
BJYY86.000-Khh3BLSR----Tveoxepd3zC-4103cG+410--
Tranche Comments
V-X: Redemption: 5/7/2021; Y-TY: Redemption: 5/7/2021; I-VA: Redemption: 5/7/2021; W: Redemption: 5/7/2021; B: Redemption: 5/7/2021; R: Redemption: 5/7/2021; Uaz: Redemption: 5/7/2021;
Reinvestment Period End Date
Jun 13, 1994
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
VMFC72.3006.00Rd2------Opxqsuli3yG--3sG+210--
PJIX23.4004.00Qrr3------Jpuddcqv3nU--3oY+341--
JAOQ59.9005.00-------Uzdazjoi3uC--3hB+255--
SNCW97.7004.00Xb3------Udukcvva3uV--3uY+638--
QBSM537.0008.00Ouu------Vroxtouq3tP--3uN+128--
LjyINW82.100---------------
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Uynpmp WJGA17.2008.00R3-------------
Fzgisg KVBX65.5008.00Vll2-------------
UNLB60.7005.00Ef3------Nekmhayj3nC--3vB+585--
QNCV971.3002.00Jjj-XXX----Vjcqxtvl3yK--3nJ+115--
Vjdnz Vjlrdv PVTJ3.0002.00--------------
UAXQ69.9003.00X2------Ttjjqjtf3zE--3nK+210--
EGZZ53.4001.00Lzz3------Hlrjradw3zE--3eP+298--
SLAO89.2005.00Np2------Tqabavpf3pD--3lW+185--
Olsue Oldhsa IRBA3.0004.00--------------
VjcVTS11.3001.00--------------

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