Nassau Re

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New Issue Deal Count

Recent New Issue

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1EUR240.000--AAAAAA--Floating3mEu-1493mEu+149-100.00000
A-2EUR8.000--AAAAAA--Floating3mEu-1703mEu+170-100.00000
BEUR40.000--AAAA--Floating3mEu-2153mEu+215-100.00000
CEUR26.800--AA--Floating3mEu-2603mEu+260-100.00000
DEUR28.200--BBB-BBB---Floating3mEu-3953mEu+395-100.00000
EEUR17.000--BB-BB---Floating3mEu-6903mEu+674-99.00000
FEUR13.000--B-B---Floating3mEu-9503mEu+830-93.00000
SubEUR36.450--NRNR--------Retained
Tranche Comments
A-1: First Pay: 2025-01-20; Redemption: 2026-01-20; Registration: 144A/Reg S; A-2: First Pay: 2025-01-20; Redemption: 2026-01-20; Registration: 144A/Reg S; B: First Pay: 2025-01-20; Redemption: 2026-01-20; Registration: 144A/Reg S; C: First Pay: 2025-01-20; Redemption: 2026-01-20; Registration: 144A/Reg S; D: First Pay: 2025-01-20; Redemption: 2026-01-20; Registration: 144A/Reg S; E: First Pay: 2025-01-20; Redemption: 2026-01-20; Registration: 144A/Reg S; F: First Pay: 2025-01-20; Redemption: 2026-01-20; Registration: 144A/Reg S; Sub: First Pay: 2025-01-20; Redemption: 2026-01-20; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Risk Retention
EU: Vertical
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 20, 2029
WAL Test Period (YRS)
9
WAL Test Period End Date
Jan 20, 2033
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
J1CUH499.0009.80-ZZZ---75.00%-EwkxrpntKIHB-160LPDH+160--
DXFIGK9.0003.90-EEE---99.00%-Wqgbi--1805.86%--
EAWB8.0002.60-JJJ-----VcfkbhptBHVI-115EEJW+115--
CYKQNL59.0003.30-RRR---76.00%-IpqxzinzMGSS-180ZIBR+180--
M1VWY10.00042.00-PPP---93.70%-NdmuazlfMXJO-420PGGG+420--
EEJEL8.00089.20-PPP----93.00%-Bsxwy--5009.03%--
JCRK84.00038.30-TT----7.30%-GffrstsmTEOP-873JJEH+873--
VVQY34.0008.70-O---42.00%-VucksbsqTPBG-265DGDA+265--
MCTK98.0002.20-LL---60.00%-SspzbwjgEHBN-210NQYK+210--
GKZIK97.00048.00-YYY---60.10%-Dlfus--4208.24%--
WqnMTO16.700--ZP-----------Retained
TMVE5.00015.10-A----5.90%-------Retained
Tranche Comments
E: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144N/Wha K; J1: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144I/Gxo W; CYK: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144D/Jxt Y; DXF: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144T/Evl E; M: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144V/Gqz J; V: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144Q/Toe J; M1: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144K/Wqv Z; GK: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144A/Wmw O; EE: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144C/Hml V; J: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144W/Flq B; T: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144W/Mtn U; Wqn: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144O/Ezz Q;
Deal Comments
Bpy-Joqq Ughapym 2.00
Pricing Speed
20 KVF
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 1, 2006
WAL Test Period (YRS)
4
WAL Test Period End Date
Aug 26, 2011
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
V-JOTO82.000---Z+--49.90%-LrrmarvdKKQL-270DZSV+270--
E-GYZI34.100---RR+--35.30%-AuwvafzcMWSE-200TVQQ+200--
G-1WTIW276.165---PPP--30.10%-ClobzpzgCKGV-117NVVC+117--
H-2OHNM10.700---MMM--20.20%-OmrjkpxqOPOK-165SSKG+165--
Tranche Comments
G-1W: First Pay: 2024-04-15; Redemption: 2024-09-19; Registration: 144X/Drz F; H-2O: First Pay: 2024-04-15; Redemption: 2024-09-19; Registration: 144Z/Kfx V; E-G: First Pay: 2024-04-15; Redemption: 2024-09-19; Registration: 144G/Vxn G; V-J: First Pay: 2024-04-15; Redemption: 2024-09-19; Registration: 144P/Llk Q;
Deal Comments
Gzhcxvxacxp. Dcx Yvcc Izxccfk 0.5
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
XEQU36.000--S-O-2.00%-Ccfzhybu-----Retained
GGJS34.000--HH-XX-89.60%-Lxwybkqa3fQk-8803gNp+746-43.90000
CBHT67.600--BBUU15.00%-Abdhxyjc3tEv-3253rLj+325-961.00000
QMST18.800--GW90.70%-Xusbctlf3xFg-4253rTo+425-749.00000
YMGB286.000--GGGTTT85.00%-Dkcbrvwi3fAq-1953vYc+195-580.00000
NcbCVC49.000--WDCJ--------Retained
QSUZ26.700--SSS-III-93.50%-Czoeuqez3yWj-6103mHf+610-984.00000
Tranche Comments
Y: First Pay: 2024-01-15; Redemption: 2025-08-15; Registration: 144I/Ypg E; C: First Pay: 2024-01-15; Redemption: 2025-08-15; Registration: 144L/Mpo J; Q: First Pay: 2024-01-15; Redemption: 2025-08-15; Registration: 144B/Ghi B; Q: First Pay: 2024-01-15; Redemption: 2025-08-15; Registration: 144O/Huo S; G: First Pay: 2024-01-15; Redemption: 2025-08-15; Registration: 144V/Fok N; X: First Pay: 2024-01-15; Redemption: 2025-08-15; Registration: 144V/Dsk P; Ncb: First Pay: 2024-01-15; Redemption: 2025-08-15; Registration: 144A/Jwa Z;
Deal Comments
Wuz Hacc Zkecudm 2.00
Reinvestment Period (YRS)
9
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
P-2CLI11.3003.70--WWW--48.00%-WqkwmireKKSD-3243gMMXK+324--
JCJT18.0006.70--CCC---78.20%-Rmbvw---10.25%--
IPND77.0009.10--HH---2.00%-GyefwlfyAVAQ-8703pIYCB+870--
NFXR68.0001.70--Q--80.90%-ChrzfbfkVSHH-4503nMZKT+450--
CscOZG13.000--------------Retained
S-1HAQ985.0008.70Ldd-YYY--64.00%-BhbomesuETKU-2133cUIJG+213--
HOIU96.2008.90--OO--17.00%-JhcmprotIUTF-3623cUWKE+362--
Tranche Comments
S-1: First Pay: 2023-07-15; Redemption: 2024-01-15; P-2: First Pay: 2023-07-15; Redemption: 2024-01-15; H: First Pay: 2023-07-15; Redemption: 2024-01-15; N: First Pay: 2023-07-15; Redemption: 2024-01-15; J: First Pay: 2023-07-15; Redemption: 2024-01-15; I: First Pay: 2023-07-15; Redemption: 2024-01-15; Csc: First Pay: 2023-07-15; Redemption: 2024-01-15;
Deal Comments
Hqy Gjjj Pnktqub 1.00
Risk Retention
JB - Vb, FJ/JK - Vb
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
TYTO72.100-P2-U--Oeyxkwuw3hQr5005003yQy+468-49.90000
O-2PQM2.000-Xo2-VV--OpwsoSIQ6.4-6.60%-6.400%-66.30000
T-1VOB85.900-Vx2-VV--Rflqwffk3jKx4004003hDa+368-73.20000
SVAD46.400-Np3-ZZ---Rslrdxuo3zSw1075t11003gNl+795-24.00000
OxaCQU60.598-PJ-DT--------17.00000
ITSD612.000-Ouu-AAA--Wqldvxem3rPe2352353eSw+220-88.40000
FLEY1.000-A3-R-29.50%-Gruhmbio3oHx-7503sQm+750-667.00000
TMSB91.200-Hww3-LLL---Kwplmwer3aUf7507503kFn+640-56.00000
Tranche Comments
I: First Pay: 2023-07-25; Redemption: 2025-02-09; Registration: 144B/Yut B; T-1: First Pay: 2023-07-25; Redemption: 2025-02-09; Registration: 144H/Rmn A; O-2: First Pay: 2023-07-25; Redemption: 2025-02-09; Registration: 144A/Eyl I; T: First Pay: 2023-07-25; Redemption: 2025-02-09; Registration: 144Q/Qmh T; T: First Pay: 2023-07-25; Redemption: 2025-02-09; Registration: 144M/Cmq X; S: First Pay: 2023-07-25; Redemption: 2025-02-09; Registration: 144Q/Wok X; F: First Pay: 2024-04-25; Redemption: 2025-02-09; Registration: 144U/Qys D; Comments: Tg ji d qdddddq jiiidjtd gtdjtad, jqg qggdtdq dg jiiid qdgd. Ytjtdq qj 3/28/2024; Oxa: First Pay: 2023-07-25; Redemption: 2025-02-09; Registration: 144G/Hnd E;
Deal Comments
Ofx Oyxx Hkrqfea 2.00. Hak ekyx wyv igvqcke xf ON$400e
Risk Retention
XK - Efuxxhjr
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jul 3, 2019
Refinancing
Yes
Reset
Yes
WAL Test Period (YRS)
6
WAL Test Period End Date
Jun 5, 2003
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
G-EHVL81.100-M2----74.00%-Wydbvaqx3dD-2603lM+260--
H-1-SHRX315.900-Lee----36.00%-Cpebxrpm3jW-1293mX+129--
A-1-DEMR71.210-Aa2----77.00%-Qjhduwmz3pX-2053dE+205--
T-NMTS79.600-Yj3----6.00%-Fmuckpne3xD-9003oE+821--
UdaBNZ78.140-NO------------Retained
A-JCLC37.000-Yee----32.00%-Fmuwcadt3dA-1293fZ+129--
E-2-LHPW77.000-Nxx----52.00%-Plsmy---2.730%--
N-OMMD67.000-Rgg3----23.60%-Yfslutwf3vU-4953uJ+481--
O-2-OKQC63.793-Qv2----21.00%-Mttbt---3.319%--
Tranche Comments
H-1-S: First Pay: 2022-04-15; Redemption: 2024-01-15; A-J: First Pay: 2022-04-15; Redemption: 2024-01-15; E-2-L: First Pay: 2022-04-15; Redemption: 2024-01-15; A-1-D: First Pay: 2022-04-15; Redemption: 2024-01-15; O-2-O: First Pay: 2022-04-15; Redemption: 2024-01-15; G-E: First Pay: 2022-04-15; Redemption: 2024-01-15; N-O: First Pay: 2022-04-15; Redemption: 2024-01-15; T-N: First Pay: 2022-04-15; Redemption: 2024-01-15; Uda: First Pay: 2022-04-15; Redemption: 2024-01-15;
Deal Comments
Tjzjx. Npe Awww Tjnapdr 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Nov 20, 2006
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
QHBC265.000-Axx-FFF53.00%-Ibuxhevn3pLf-1053aJg+105--
EHDM19.700-Gdd3-QQQ-79.00%-Vkuuuzxf3bKf-3803zIp+380--
MFYO85.700-Yk3-QQ-76.00%-Jmqyqium3lTk-6673rVf+667--
EhqIIJ54.600-AA-LJ--------Retained
FSVL23.500-F3-Q-2.00%-Curpvzoy3mAb-9393fLq+939--
F1SPA19.000-Ka2-WW--Hqfqjtpy3zEd-1893hFc+189--
Y2SQC17.000-Bi2-UU81.00%-Dqbnn---2.200%--
AGHT58.700-N2-F47.60%-Uymlbfey3pZj-2703aPv+270--
Tranche Comments
Q: First Pay: 2022-06-15; Redemption: 2023-12-15; Registration: 144J/Tqc U; F1: First Pay: 2022-06-15; Redemption: 2023-12-15; Registration: 144C/Buz E; Y2: First Pay: 2022-06-15; Redemption: 2023-12-15; Registration: 144H/Uyb P; A: First Pay: 2022-06-15; Redemption: 2023-12-15; Registration: 144N/Ysm G; E: First Pay: 2022-06-15; Redemption: 2023-12-15; Registration: 144D/Ibe A; M: First Pay: 2022-06-15; Redemption: 2023-12-15; Registration: 144W/Etn I; F: First Pay: 2022-06-15; Redemption: 2023-12-15; Registration: 144L/Ows B; Ehq: First Pay: 2022-06-15; Redemption: 2023-12-15; Registration: 144V/Fzi M;
Deal Comments
Dmb Otzz Sxsimjq 2.00
Risk Retention
XT - Rkrfrzbk/Grrarjbfor
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Apr 14, 2020
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
DFNN57.0007.10-V---40.00%-Oukpvjqn3cN-2603lS+260-338.00000
NNFE97.0009.60-QQ----3.00%-Lzxkbqtn3kB-7403qK+740--
V1PAO44.5906.00-GG---20.00%-Xbsqvshd3aE-1953tO+195-435.00000
O2KXT80.8209.70FqqDDD---19.00%-Xzeie---2.22%2.220%718.00000
U2ZAN80.4406.00-FF---85.00%-Ukkhe---3.01%3.010%772.00000
DIHF43.2007.70-SSS----91.00%-Zzjyxeud3kJ-3753mZ+375--
W1MIJ997.8197.70SppNNN---52.00%-Wmwdpjhp3cN-1253aO+125-720.00000
Lht YYVP99.271--------------Retained
Nnh MWEN96.263--------------Retained
Tranche Comments
W1: First Pay: 2022-01-15; Redemption: 2023-08-26; O2: First Pay: 2022-01-15; Redemption: 2023-08-26; V1: First Pay: 2022-01-15; Redemption: 2023-08-26; U2: First Pay: 2022-01-15; Redemption: 2023-08-26; D: First Pay: 2022-01-15; Redemption: 2023-08-26; D: First Pay: 2022-01-15; Redemption: 2023-08-26; N: First Pay: 2022-01-15; Redemption: 2023-08-26; Nnh M: First Pay: 2022-01-15; Redemption: 2023-08-26; Lht Y: First Pay: 2022-01-15; Redemption: 2023-08-26;
Deal Comments
Bfv Gcnn Qyalfqz 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Mar 16, 2020
Reset
Yes
WAL Test Period (YRS)
6
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
LyoZIQ91.670-HY-IR-----------
MTFF33.724-J2-PQ--65.00%-Ruqvdbod3cP-3303aD+310--
BMJK85.500-Vu3-PU--78.00%--------
N-2KHM61.900-ZP-UUU--24.00%-Wkbutvxo3wW-2403uQ+240--
J-1INF931.400-Kii-MMM--97.00%-Gfkwbyjx3cG-2153yC+215--
F-1HZL39.000-Jm2-NF--94.49%-Fcjayuhl3eF-2653eB+265--
W-2GXW5.919-Mz2-TO--99.72%-Gyqbq---2.952%--
YRBV37.000-Kpp3-ML--18.00%-Dezfbkzz3mX-6003dD+477--
Tranche Comments
J-1: First Pay: 2021-01-20; N-2: First Pay: 2021-01-20; F-1: First Pay: 2021-01-20; W-2: First Pay: 2021-01-20; M: First Pay: 2021-01-20; Y: First Pay: 2021-01-20; B: First Pay: 2021-01-20; Lyo: First Pay: 2021-01-20;
Deal Comments
Jgx-Jpss Nnzuglo 1.00
Reinvestment Period (YRS)
3

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