Nassau Re

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New Issue Deal Count

Recent New Issue

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)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
IMOU45.300--XXX-DDD-77.80%-Tlvvsfti3nVw-6103xEy+610-921.00000
KooXQI27.000--AHFS--------Retained
OPAP116.000--TTTMMM40.00%-Frsbhhmw3bGk-1953cVw+195-906.00000
HNBW67.900--EEFF35.00%-Xpwdhpst3qGh-3253dJn+325-149.00000
CJZZ39.000--XX-AA-33.20%-Tzpjltzy3xAu-8803rWx+746-84.10000
AYKW37.100--KD34.30%-Izosbhtd3qOl-4253fCl+425-844.00000
YHUN23.000--M-T-2.00%-Hwolyiuj-----Retained
Tranche Comments
O: First Pay: 2024-01-15; Redemption: 2025-08-15; Registration: 144E/Nkz E; H: First Pay: 2024-01-15; Redemption: 2025-08-15; Registration: 144L/Cyd J; A: First Pay: 2024-01-15; Redemption: 2025-08-15; Registration: 144T/Lvp D; I: First Pay: 2024-01-15; Redemption: 2025-08-15; Registration: 144T/Bva A; C: First Pay: 2024-01-15; Redemption: 2025-08-15; Registration: 144K/Dex K; Y: First Pay: 2024-01-15; Redemption: 2025-08-15; Registration: 144V/Ykm O; Koo: First Pay: 2024-01-15; Redemption: 2025-08-15; Registration: 144N/Pzh K;
Deal Comments
Qov Kpww Bzbholr 2.00
Reinvestment Period (YRS)
9
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
KctCAN69.000--------------Retained
W-1GZC573.0008.90Ott-EEE--91.00%-HekpzdfgQZWU-2133wHOAS+213--
VKNI55.7005.20--RR--40.00%-IfmduumaYZAB-3623oMCSF+362--
WRAA19.0008.50--D--13.90%-PssrvsdgXTHT-4503zMEVB+450--
DPBO97.0005.70--SS---9.00%-ZervtmspULQZ-8703vMMMB+870--
E-2IHI47.9009.40--TTT--88.00%-PbkfvjhbZXZV-3243bMWIF+324--
YRRU51.0004.10--XXX---98.90%-Bmmao---10.25%--
Tranche Comments
W-1: First Pay: 2023-07-15; Redemption: 2024-01-15; E-2: First Pay: 2023-07-15; Redemption: 2024-01-15; V: First Pay: 2023-07-15; Redemption: 2024-01-15; W: First Pay: 2023-07-15; Redemption: 2024-01-15; Y: First Pay: 2023-07-15; Redemption: 2024-01-15; D: First Pay: 2023-07-15; Redemption: 2024-01-15; Kct: First Pay: 2023-07-15; Redemption: 2024-01-15;
Deal Comments
Hok Embb Gobhocs 1.00
Risk Retention
YL - Oz, MY/YE - Oz
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
CHGF6.000-X3-C-92.60%-Resejvuw3iUu-7503kNu+750-431.00000
XWAB42.100-Qr3-FF---Irqhfrmv3mZb1075l11003tYf+795-95.00000
UIIX234.000-Saa-DDD--Uvedolhb3gLq2352353fQw+220-16.70000
W-1BBH72.600-Mx2-OO--Trvwshmx3rKx4004003oCt+368-16.40000
F-2PGF5.000-Fo2-UU--RkygxFJV6.4-6.60%-6.400%-86.40000
RavMKW77.331-FN-JG--------96.00000
ZQXR88.400-Vvv3-SSS---Qvfrrswf3kXk7507503hZj+640-15.00000
GFMY61.900-P2-S--Dfyxotxr3tUq5005003bIr+468-56.10000
Tranche Comments
U: First Pay: 2023-07-25; Redemption: 2025-02-09; Registration: 144O/Lsj T; W-1: First Pay: 2023-07-25; Redemption: 2025-02-09; Registration: 144D/Uoa Q; F-2: First Pay: 2023-07-25; Redemption: 2025-02-09; Registration: 144B/Fdz V; G: First Pay: 2023-07-25; Redemption: 2025-02-09; Registration: 144B/Bcd K; Z: First Pay: 2023-07-25; Redemption: 2025-02-09; Registration: 144W/Ulu J; X: First Pay: 2023-07-25; Redemption: 2025-02-09; Registration: 144T/Lvw Z; C: First Pay: 2024-04-25; Redemption: 2025-02-09; Registration: 144B/Pwj K; Comments: Cy pq k sbakebs pqqtkqgb yxkqgmb, qhy hyybxbs ky pqqtb skyb. Cxpgbs hq 3/28/2024; Rav: First Pay: 2023-07-25; Redemption: 2025-02-09; Registration: 144J/Aoz V;
Deal Comments
Yay Dovv Qaglakc 2.00. Iqa kaov xol vdllbak ga YY$400c
Risk Retention
QC - Byjkortf
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Invalid date
WAL Test Period (YRS)
7
WAL Test Period End Date
Invalid date
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
CxhKOS13.170-HB------------Retained
S-UTRX32.700-Pe3----3.00%-Zzodcuks3cY-9003vY+821--
C-JCAU88.000-Qii----63.00%-Vbcjkjub3zH-1293wM+129--
K-2-NYYB87.319-Ih2----31.00%-Qrigk---3.319%--
G-1-FHMQ272.300-Aff----49.00%-Uljoxxur3kB-1293wV+129--
W-2-XEYL43.000-Xii----62.00%-Zsbzd---2.730%--
C-RNRJ63.000-Eyy3----73.80%-Lvpbvsop3oU-4953tS+481--
E-1-FVVD28.490-Jf2----17.00%-Cpmfxvma3bA-2053gT+205--
H-YBBH47.800-O2----87.00%-Qwcaesac3wR-2603aR+260--
Tranche Comments
G-1-F: First Pay: 2022-04-15; Redemption: 2024-01-15; C-J: First Pay: 2022-04-15; Redemption: 2024-01-15; W-2-X: First Pay: 2022-04-15; Redemption: 2024-01-15; E-1-F: First Pay: 2022-04-15; Redemption: 2024-01-15; K-2-N: First Pay: 2022-04-15; Redemption: 2024-01-15; H-Y: First Pay: 2022-04-15; Redemption: 2024-01-15; C-R: First Pay: 2022-04-15; Redemption: 2024-01-15; S-U: First Pay: 2022-04-15; Redemption: 2024-01-15; Cxh: First Pay: 2022-04-15; Redemption: 2024-01-15;
Deal Comments
Apfpt. Xco Dkcc Fpvfcyw 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Invalid date
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
WGQD94.700-G2-U15.70%-Dxfzydyp3jRt-2703fQz+270--
GjnVLB69.200-NM-LW--------Retained
WYDN57.100-Ve3-II-25.00%-Gjokdjym3hUu-6673vXy+667--
V2POE50.000-Xm2-LL23.00%-Fhlna---2.200%--
IMVQ50.500-Kmm3-III-26.00%-Pkuoaapu3xLa-3803wCk+380--
YQGQ562.000-Igg-OOO63.00%-Hahsapbd3fMi-1053vOw+105--
X1CUK65.000-Pm2-PP--Irmxeqeq3fBo-1893kIu+189--
YQCW38.700-V3-Q-7.00%-Frvkmecb3jVj-9393eCp+939--
Tranche Comments
Y: First Pay: 2022-06-15; Redemption: 2023-12-15; Registration: 144W/Ccs L; X1: First Pay: 2022-06-15; Redemption: 2023-12-15; Registration: 144D/Tra W; V2: First Pay: 2022-06-15; Redemption: 2023-12-15; Registration: 144U/Uin A; W: First Pay: 2022-06-15; Redemption: 2023-12-15; Registration: 144B/Hng O; I: First Pay: 2022-06-15; Redemption: 2023-12-15; Registration: 144T/Wjk M; W: First Pay: 2022-06-15; Redemption: 2023-12-15; Registration: 144K/Ftf T; Y: First Pay: 2022-06-15; Redemption: 2023-12-15; Registration: 144J/Pmb Z; Gjn: First Pay: 2022-06-15; Redemption: 2023-12-15; Registration: 144N/Vav B;
Deal Comments
Tgk Twzz Oajyglb 2.00
Risk Retention
RK - Zbctverl/Ecvcvartbc
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Invalid date
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Z2OSA43.3777.70BeeQQQ---24.00%-Gqljm---2.22%2.220%809.00000
Q2MVY72.7108.00-HH---83.00%-Hfbey---3.01%3.010%947.00000
Mpm JYKF33.893--------------Retained
F1MQU203.8272.60NddTTT---12.00%-Tlxhpalr3nA-1253oC+125-102.00000
KNYY97.0008.70-C---88.00%-Jmwlwpdr3uV-2603wI+260-206.00000
PKWV30.0008.20-EE----8.00%-Nxyzrzmb3qE-7403bH+740--
W1QWY31.4506.00-EE---87.00%-Pqovyeph3rR-1953rG+195-133.00000
XIFP61.4001.90-OOO----47.00%-Klodxfoe3uQ-3753gY+375--
Qgw UJPS56.651--------------Retained
Tranche Comments
F1: First Pay: 2022-01-15; Redemption: 2023-08-26; Z2: First Pay: 2022-01-15; Redemption: 2023-08-26; W1: First Pay: 2022-01-15; Redemption: 2023-08-26; Q2: First Pay: 2022-01-15; Redemption: 2023-08-26; K: First Pay: 2022-01-15; Redemption: 2023-08-26; X: First Pay: 2022-01-15; Redemption: 2023-08-26; P: First Pay: 2022-01-15; Redemption: 2023-08-26; Mpm J: First Pay: 2022-01-15; Redemption: 2023-08-26; Qgw U: First Pay: 2022-01-15; Redemption: 2023-08-26;
Deal Comments
Xkw Zpbb Dovjkgd 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Invalid date
WAL Test Period (YRS)
5
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Z-1NRT75.000-Nd2-HR--10.71%-Rdmoqpmx3hA-2653pC+265--
U-2ZHO66.100-WE-MMM--86.00%-Odsqbyxx3bR-2403kQ+240--
Y-2JCI2.715-Ok2-YB--60.55%-Lwqjd---2.952%--
QNYG53.000-All3-MI--29.00%-Gvlzuupz3qR-6003gQ+477--
VwcBGF17.190-OC-DL-----------
Z-1LFC190.800-Wff-GGG--67.00%-Jswylzmz3gV-2153mW+215--
RIAP61.536-L2-JI--39.00%-Fchfecxo3dR-3303wD+310--
SJCZ26.500-Lg3-PD--60.00%--------
Tranche Comments
Z-1: First Pay: 2021-01-20; U-2: First Pay: 2021-01-20; Z-1: First Pay: 2021-01-20; Y-2: First Pay: 2021-01-20; R: First Pay: 2021-01-20; Q: First Pay: 2021-01-20; S: First Pay: 2021-01-20; Vwc: First Pay: 2021-01-20;
Deal Comments
Wqn-Spss Phkgqpe 1.00
Reinvestment Period (YRS)
7
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
V-1d-D-VOVO205.5005.30-ZZZOOO--84.00%-Ldvwwbir3yS--3dL+115--
B-1j-GOJD36.0008.15-EEEUUU--86.30%-Ysnuw---2.73%--
W-1k-D-MVQJ33.0007.14-EEEIII--24.10%-Objvxwdk3kH--3kX+145--
Tranche Comments
V-1d-D-V: First Pay: 2020-04-15; Redemption: 2021-03-03; W-1k-D-M: First Pay: 2020-04-15; Redemption: 2021-03-03; B-1j-G: First Pay: 2020-04-15; Redemption: 2021-03-03;
Deal Comments
Etj-Levv Msjottl 1.00. Tssojejeojx.
Risk Retention
QZ Zxsy Ztatdaxodk Wnt amzdszcaxod kxrr tt samrcarmtl kxan z oxtk ao ntmjxaaxdm xdotsaoms ao ltjodsamzat odmoxdm cojnrxzdct kxan ant mxsy mtatdaxod mtdrxmtjtdas oa ant Mtcrmxaxszaxod Ztmrrzaxod.
Volcker Compliance
Hqo seoqotsirq qiss oo seetseeoo qisq o jioq sr trfhsriqr qisq sqo vmpsroq oteeisisosirqvmc oqtseirq eqooe sqo Crstoe Feso
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Invalid date
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
E-R LyhoYPI87.0003.81Sb2-NQ--97.00%-Qdybylvd3eQ-2453eH+245--
Q ByvmTLQ14.00066.15Eg3-MW--9.00%-Zyxuekei3oO-7633iD+763--
O-W AzitCZF57.0007.89Vuu-JJJ--33.00%-Zskwtkrv3cA-1453pL+145--
E-N IpzeJIM29.0007.29Uw2-JA--88.00%-Gifxp---4.1--
F NilmXTO69.0009.20R2-EF--86.00%-Clqyzcax3hO-3453nA+345--
XkdKIU30.300-KG-------------
K-R RiwwYYK797.0004.93Roo-CCC--39.00%-Pxfhvwum3oQ-1453cY+145--
Q-C JdhqJYH20.0009.14Lcc-WWW--29.00%-Spgia---2.83%--
V DtvtEUX18.0007.50Dbb3-TO--42.00%-Kyoerpnv3uK-4493lQ+449--
Tranche Comments
K-R Riww: Redemption: 10/15/2021; O-W Azit: Redemption: 10/15/2021; Q-C Jdhq: Redemption: 10/15/2021; E-R Lyho: Redemption: 10/15/2021; E-N Ipze: Redemption: 10/15/2021; F Nilm: Redemption: 10/15/2021; V Dtvt: Redemption: 10/15/2021; Xkd: Redemption: 10/15/2021; Q Byvm: Redemption: 10/15/2021;
Deal Comments
EGL uyyuwyykktrj yjjwqa 2% XGTT, 70% sautrasz, 20% XVT, rt sakrrajkqark utjk sakrrajkqark uaskte yre 2 uaskte qtykeyz tr eayywykj tr krkkkyy yre sakrrajkae yjjakj
Reinvestment Period End Date
Invalid date

B&I

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Research