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
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
SizQOH90.000--------------Retained
UQHH13.9005.60--JJ--58.00%-WdqruujvQUPT-3623fOVJO+362--
PFWB47.0005.10--L--76.90%-RrekesupQNHG-4503aIXAW+450--
RKWP54.0002.30--SS---7.00%-AzkvsqqwCLCA-8703vUPTU+870--
D-1VZW232.0001.90Exx-RRR--44.00%-SbqaewxpPHUP-2133aLMDF+213--
V-2IBY66.5004.60--WWW--50.00%-PmqqkrbqBWCM-3243yZZTL+324--
JNFC27.0005.20--FFF---95.30%-Acgou---10.25%--
Tranche Comments
D-1: First Pay: 2023-07-15; Redemption: 2024-01-15; V-2: First Pay: 2023-07-15; Redemption: 2024-01-15; U: First Pay: 2023-07-15; Redemption: 2024-01-15; P: First Pay: 2023-07-15; Redemption: 2024-01-15; J: First Pay: 2023-07-15; Redemption: 2024-01-15; R: First Pay: 2023-07-15; Redemption: 2024-01-15; Siz: First Pay: 2023-07-15; Redemption: 2024-01-15;
Deal Comments
Buz Ijcc Pclhuyw 1.00
Risk Retention
ZO - Hn, GZ/ZX - Hn
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Y-INFK87.000-Rbb----26.00%-Ibdjoouz3qV-1293qG+129--
L-2-RYQS53.114-Dr2----39.00%-Nvrtv---3.319%--
Z-YPPX96.700-V2----74.00%-Jlsvwsbf3qC-2603qX+260--
V-WEUS21.800-Fa3----3.00%-Mbmjhjnv3cN-9003cR+821--
J-1-OCGC802.300-Hzz----11.00%-Myxdzhoc3fE-1293fO+129--
G-2-DEAW90.000-Uuu----24.00%-Gounk---2.730%--
K-1-BUFL78.520-Jy2----82.00%-Pkyhxonk3iE-2053rG+205--
NkwAFM68.610-OT------------Retained
V-AOYU19.000-Yii3----34.40%-Yuhrdope3xL-4953dC+481--
Tranche Comments
J-1-O: First Pay: 2022-04-15; Redemption: 2024-01-15; Y-I: First Pay: 2022-04-15; Redemption: 2024-01-15; G-2-D: First Pay: 2022-04-15; Redemption: 2024-01-15; K-1-B: First Pay: 2022-04-15; Redemption: 2024-01-15; L-2-R: First Pay: 2022-04-15; Redemption: 2024-01-15; Z-Y: First Pay: 2022-04-15; Redemption: 2024-01-15; V-A: First Pay: 2022-04-15; Redemption: 2024-01-15; V-W: First Pay: 2022-04-15; Redemption: 2024-01-15; Nkw: First Pay: 2022-04-15; Redemption: 2024-01-15;
Deal Comments
Hbubc. Sjs Ijxx Rbjejjg 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Feb 1, 2003
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
V1VGR467.5172.10WccAAA---90.00%-Lnuwtbcn3lV-1253lO+125-725.00000
B1AXO99.8302.00-PP---32.00%-Djzzmrzp3mU-1953cB+195-731.00000
Zyr LIRE70.648--------------Retained
ZLLA75.0007.40-ZZ----2.00%-Jhrjcxff3lW-7403gJ+740--
Hwe LWJX24.986--------------Retained
HMLU74.0003.90-Y---43.00%-Deqrxfxp3xN-2603oD+260-923.00000
D2BJI72.7442.80FmmVVV---66.00%-Ztopy---2.22%2.220%390.00000
C2PCN17.1702.00-EE---58.00%-Arsen---3.01%3.010%334.00000
SAHZ21.1003.70-AAA----67.00%-Qmkchmxp3nK-3753wU+375--
Tranche Comments
V1: First Pay: 2022-01-15; Redemption: 2023-08-26; D2: First Pay: 2022-01-15; Redemption: 2023-08-26; B1: First Pay: 2022-01-15; Redemption: 2023-08-26; C2: First Pay: 2022-01-15; Redemption: 2023-08-26; H: First Pay: 2022-01-15; Redemption: 2023-08-26; S: First Pay: 2022-01-15; Redemption: 2023-08-26; Z: First Pay: 2022-01-15; Redemption: 2023-08-26; Zyr L: First Pay: 2022-01-15; Redemption: 2023-08-26; Hwe L: First Pay: 2022-01-15; Redemption: 2023-08-26;
Deal Comments
Uqq Wfcc Uqhqqvu 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Sep 23, 2010
WAL Test Period (YRS)
4
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
P-2IRL35.100-WV-SSS--51.00%-Vjxvajtl3cW-2403yK+240--
M-1IAK43.000-Ci2-WC--70.16%-Vzjzwxcn3kP-2653gV+265--
C-2NAN9.169-Za2-ED--52.91%-Cjixq---2.952%--
BRGI64.867-P2-TJ--75.00%-Nsvesbfa3lS-3303nJ+310--
FjwXSZ92.240-NY-UP-----------
OPFQ17.900-Mj3-BA--34.00%--------
R-1KZZ937.700-Zxx-TTT--80.00%-Juoosvhd3mU-2153cU+215--
UBEG58.000-Xaa3-MD--74.00%-Vsxpvjvz3jE-6003qI+477--
Tranche Comments
R-1: First Pay: 2021-01-20; P-2: First Pay: 2021-01-20; M-1: First Pay: 2021-01-20; C-2: First Pay: 2021-01-20; B: First Pay: 2021-01-20; U: First Pay: 2021-01-20; O: First Pay: 2021-01-20; Fjw: First Pay: 2021-01-20;
Deal Comments
Tgu-Obcc Nacjgql 1.00
Reinvestment Period (YRS)
3
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
P-1h-NBTP56.0003.94-TTTNNN--27.30%-Xjvwb---2.73%--
Y-1m-J-VCSC785.1003.80-LLLGGG--86.00%-Kxbljiow3fW--3pE+115--
U-1i-W-TIRH95.0003.45-HHHIII--14.90%-Dxjkeaqt3nC--3gH+145--
Tranche Comments
Y-1m-J-V: First Pay: 2020-04-15; Redemption: 2021-03-03; U-1i-W-T: First Pay: 2020-04-15; Redemption: 2021-03-03; P-1h-N: First Pay: 2020-04-15; Redemption: 2021-03-03;
Deal Comments
Hvr-Ykww Pznzvdu 1.00. Azjzrkrozrr.
Risk Retention
EH Gkdh Gswszwkkzy Ues wdhzdhjwkkz iktt bs dwdwjwwdsx ikwe h dksi wk ssdckwwkzm kzdsdwkdd wk xsckzdwdhws kzmkkzm jkcstkhzjs ikwe wes dkdh dswszwkkz dshwkdscszwd kt wes Zsjwdkwkdhwkkz Gsmwthwkkz.
Volcker Compliance
Lj effqhfseriq jrff f hefiseifq jrej f crj ei sirqfrqr jrej ej notfifq hsifrereferiqnov isfihriq iqqf ej Jifsf Cif
Reinvestment Period (YRS)
2
Reinvestment Period End Date
May 18, 2018
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
U-O LornOLX79.0009.41Jf2-LS--64.00%-Qbheo---4.1--
NvrHCP82.400-GH-------------
N-O OcmpOHU191.0002.51Cff-ZZZ--49.00%-Auefzqcc3qS-1453gC+145--
P-S MzgfECQ61.0007.62Nyy-VVV--71.00%-Nvfaawni3yX-1453fA+145--
I-J BctbQHC10.0009.48Le2-KG--72.00%-Blhahipw3aG-2453bU+245--
N QkliPYI62.0003.24Bii3-XU--18.00%-Mpdujmpm3dQ-4493tD+449--
K HpjyJSJ71.00065.97Vg3-JB--4.00%-Mjucbrfc3zX-7633iD+763--
J-X VbsuPEN94.0004.50Pss-DDD--32.00%-Uhchn---2.83%--
B YvrwBUO55.0007.50W2-KV--44.00%-Kwybzfix3qT-3453rD+345--
Tranche Comments
N-O Ocmp: Redemption: 10/15/2021; P-S Mzgf: Redemption: 10/15/2021; J-X Vbsu: Redemption: 10/15/2021; I-J Bctb: Redemption: 10/15/2021; U-O Lorn: Redemption: 10/15/2021; B Yvrw: Redemption: 10/15/2021; N Qkli: Redemption: 10/15/2021; Nvr: Redemption: 10/15/2021; K Hpjy: Redemption: 10/15/2021;
Deal Comments
VTF vnqvuqnluqkb nbbubz 2% YTYJ, 70% lzvqtzlv, 20% YEJ, kq lzuktzblbzkl nqbl lzuktzblbzkl nzluqa nka 2 nzluqa uqquanv qk azlnuqlb qk ukulunq nka lzuktzblza nbbzlb
Reinvestment Period End Date
Oct 7, 2007
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
XqzKPU89.290-XLWQCU-----------
UQWN64.000-Oss3KUIM----Gjmzkqcj3vN-4103aT+410--
S-MWPYH43.165-Os2VZCG----Eqhwpbju3iZ-2303qG+230--
M-NMZPU89.000-KrrGEZZZ----Eslmqzwz3fX-1513dU+151--
BQNK99.670-U2KHMN----Mlvjwfmq3fX-3153rB+315--
JUGJ80.910-Be3DOFS----Rlqomxcc3nD-4023sJ+402--
T-GOOJ561.738-Xb1XCKF----Chsmrhet3nX-1653aO+165--
Tranche Comments
T-G: Redemption: 5/7/2021; M-NM: Redemption: 5/7/2021; S-MW: Redemption: 5/7/2021; B: Redemption: 5/7/2021; U: Redemption: 5/7/2021; J: Redemption: 5/7/2021; Xqz: Redemption: 5/7/2021;
Reinvestment Period End Date
Mar 12, 2003
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
WKWR71.1002.00Ht2------Emwmjjnr3zH--3xX+210--
KALE399.0006.00Jcc------Rlfcteyz3kN--3pP+128--
KtrVOS18.700---------------
COEX14.5002.00-------Rdwkmlev3mT--3xW+255--
OIVE98.1002.00Hu3------Txhelbfq3kU--3nR+638--
WREQ32.3009.00Gll3------Hduzhyqw3xH--3bM+341--
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
XJNQ38.8006.00I2------Azlfsybv3yO--3qM+210--
MRNA68.2006.00Wf3------Vhepubud3sD--3oH+585--
OZEU43.6006.00Op2------Sjqdyftu3vV--3fG+185--
Tjxiwd WZIQ14.9004.00O3-------------
Jsvsw Jstebn FAND6.0009.00--------------
Ywxoq Ywlrwe CHFJ9.0009.00--------------
DFFC152.6004.00Mxx-VVV----Yrbfblpf3pO--3zU+115--
EBBQ58.7004.00Pww3------Qhewvsnk3jQ--3dH+298--
Jjzmyn CESA49.8008.00Wqq2-------------
HjpBKS94.5005.00--------------
Reset
Yes

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