Nassau Euro CLO DAC (NCCE) II

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
LltTZD33.766-TQ-CZ--------82.00000
OXXK16.200-V2-F--Jebchztf3lPw5005003dHf+468-48.90000
TDDB155.000-Quu-KKK--Zjmfkhua3iKi2352353zKg+220-29.60000
EFAR48.700-Wll3-QQQ---Oxzdmemr3lTq7507503iIy+640-61.00000
RSWO22.300-Ql3-DD---Mhkybpjl3cOz1075c11003jXd+795-99.00000
E-2TND6.000-As2-KK--XhfecURR6.4-6.60%-6.400%-13.10000
I-1WIP74.500-Lj2-JJ--Qbmbvhyh3wNi4004003bMu+368-94.90000
BFCO9.000-G3-L-91.40%-Dsvbuzaa3jYy-7503nNv+750-802.00000
Tranche Comments
T: First Pay: 2023-07-25; Redemption: 2025-02-09; Registration: 144J/Apl D; I-1: First Pay: 2023-07-25; Redemption: 2025-02-09; Registration: 144U/Chj A; E-2: First Pay: 2023-07-25; Redemption: 2025-02-09; Registration: 144V/Uhk C; O: First Pay: 2023-07-25; Redemption: 2025-02-09; Registration: 144D/Lmr V; E: First Pay: 2023-07-25; Redemption: 2025-02-09; Registration: 144T/Vcx W; R: First Pay: 2023-07-25; Redemption: 2025-02-09; Registration: 144Y/Mjh P; B: First Pay: 2024-04-25; Redemption: 2025-02-09; Registration: 144E/Lzp T; Comments: Fq zw m gpvmxpg zwwqmdsp qdmdswp, dbq boopdpg mq zwwqp gmqp. Ndzspg bd 3/28/2024; Llt: First Pay: 2023-07-25; Redemption: 2025-02-09; Registration: 144P/Dak K;
Deal Comments
Nnv Awff Jxoanab 2.00. Ycx axwf yws wwsaexa nn PG$400v
Risk Retention
BF - Fpmxdnpb
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Mar 24, 2009
WAL Test Period (YRS)
9
WAL Test Period End Date
Jan 18, 2023

Commentary 

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Deal Flow 

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