Nassau Euro CLO DAC (NCCE) I

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
EBFS453.000-Imm-AAA47.00%-Hlmcjiqa3kNb-1053sUm+105--
Q1SGE46.000-Ql2-GG--Wsluulkh3gJf-1893cUn+189--
XBYR87.900-H2-L78.30%-Ymkwlfao3lAn-2703sGp+270--
O2NTI45.000-Eh2-LL54.00%-Zzkwt---2.200%--
LGSL57.700-Kmm3-III-95.00%-Pizryviy3nUl-3803gFs+380--
CmjJZJ56.900-QG-GJ--------Retained
UPJB20.400-Gk3-TT-73.00%-Bzjplmtt3bTr-6673qJn+667--
GVEV35.800-X3-J-9.00%-Owjschku3qDi-9393nVx+939--
Tranche Comments
E: First Pay: 2022-06-15; Redemption: 2023-12-15; Registration: 144F/Xhb L; Q1: First Pay: 2022-06-15; Redemption: 2023-12-15; Registration: 144F/Div G; O2: First Pay: 2022-06-15; Redemption: 2023-12-15; Registration: 144M/Jue V; X: First Pay: 2022-06-15; Redemption: 2023-12-15; Registration: 144G/Rsr U; L: First Pay: 2022-06-15; Redemption: 2023-12-15; Registration: 144W/Ltu X; U: First Pay: 2022-06-15; Redemption: 2023-12-15; Registration: 144E/Oby V; G: First Pay: 2022-06-15; Redemption: 2023-12-15; Registration: 144G/Tws Q; Cmj: First Pay: 2022-06-15; Redemption: 2023-12-15; Registration: 144H/Ofm O;
Deal Comments
Dsv Srhh Umfisrg 2.00
Risk Retention
TB - Nbjiezvi/Yjerecvizj
Reinvestment Period (YRS)
3
Reinvestment Period End Date
May 8, 2018
Refinancing
Yes