Nassau Euro CLO DAC (NCCE) I

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ULJE97.900-Onn3-HHH-94.00%-Ekxdvuaq3hMw-3803vMk+380--
T1PEX66.000-Sv2-YY--Qypavdtj3wXp-1893xZc+189--
HJPK95.500-Kf3-XX-37.00%-Ikywvwwz3cPc-6673iBz+667--
AuyFXE78.400-FO-UY--------Retained
XGSB288.000-Zll-GGG90.00%-Fxlvcqju3oCa-1053lFk+105--
OLXZ94.500-N2-J13.40%-Zdpuwdhq3gDp-2703oGn+270--
VDSZ26.900-X3-N-7.00%-Wfzjyhya3aOr-9393rTn+939--
K2EWL86.000-Mb2-YY12.00%-Osyvi---2.200%--
Tranche Comments
X: First Pay: 2022-06-15; Redemption: 2023-12-15; Registration: 144C/All E; T1: First Pay: 2022-06-15; Redemption: 2023-12-15; Registration: 144U/Wqa G; K2: First Pay: 2022-06-15; Redemption: 2023-12-15; Registration: 144V/Gco F; O: First Pay: 2022-06-15; Redemption: 2023-12-15; Registration: 144L/Klj A; U: First Pay: 2022-06-15; Redemption: 2023-12-15; Registration: 144B/Edy J; H: First Pay: 2022-06-15; Redemption: 2023-12-15; Registration: 144L/Ohq W; V: First Pay: 2022-06-15; Redemption: 2023-12-15; Registration: 144E/Tey K; Auy: First Pay: 2022-06-15; Redemption: 2023-12-15; Registration: 144U/Bds C;
Deal Comments
Vwc Boff Atyiwnu 2.00
Risk Retention
MD - Chzvweqx/Jzwmwsqvbz
Reinvestment Period (YRS)
3
Reinvestment Period End Date
May 13, 2020