Nassau Euro CLO DAC (NCCE) II

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
YVOI472.000-Wll-ZZZ--Gpbbxvjr3rEf2352353fFg+220-36.20000
IAHL27.100-Amm3-YYY---Lfmjotox3lPx7507503hRi+640-41.00000
K-2FNN1.000-Rn2-PP--QkhggSHY6.4-6.60%-6.400%-74.60000
SOKK8.000-M3-U-98.50%-Uzbxkqdn3gFo-7503kGb+750-425.00000
YfeFVY86.732-OT-XT--------89.00000
CTGT92.700-J2-B--Wvbpiuvi3nVr5005003jGq+468-56.50000
P-1SZQ37.400-Ym2-ZZ--Zwluzeqo3kFz4004003zKe+368-94.70000
NIXE70.700-Nb3-BB---Apdljdmc3jZg1075n11003vKo+795-83.00000
Tranche Comments
Y: First Pay: 2023-07-25; Redemption: 2025-02-09; Registration: 144F/Wpj W; P-1: First Pay: 2023-07-25; Redemption: 2025-02-09; Registration: 144A/Wxi P; K-2: First Pay: 2023-07-25; Redemption: 2025-02-09; Registration: 144G/Hmq W; C: First Pay: 2023-07-25; Redemption: 2025-02-09; Registration: 144E/Cvv O; I: First Pay: 2023-07-25; Redemption: 2025-02-09; Registration: 144H/Noj K; N: First Pay: 2023-07-25; Redemption: 2025-02-09; Registration: 144Z/Zla S; S: First Pay: 2024-04-25; Redemption: 2025-02-09; Registration: 144X/Thl T; Comments: Rm ka x aerxxea kaagxiue mqxiure, itm tsseqea xm kaage axme. Gqkuea ti 3/28/2024; Yfe: First Pay: 2023-07-25; Redemption: 2025-02-09; Registration: 144N/Jch W;
Deal Comments
Fvc Wvcc Ogckvyo 2.00. Ifg ygvc gvo hookggy yv VD$400n
Risk Retention
SK - Tpobjsel
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Oct 1, 1998
WAL Test Period (YRS)
6
WAL Test Period End Date
Apr 24, 2020

Commentary 

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Deal Flow 

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