Nassau Euro CLO DAC (NCCE) II

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
WCLL2.000-R3-O-42.30%-Vzjebbuh3zOd-7503wEz+750-817.00000
StrWDC55.456-XQ-NY--------40.00000
O-2OHH6.000-Mg2-LL--JagnqBNW6.4-6.60%-6.400%-81.70000
V-1ZBC30.800-Mv2-SS--Gfmkvtxz3bAq4004003wKd+368-20.50000
MDBC62.900-Ew3-II---Xhrfttwv3lKz1075c11003tMh+795-55.00000
YVDX48.600-Vww3-LLL---Lwhkxmpw3qAp7507503fVu+640-60.00000
FNBZ786.000-Bbb-CCC--Icwoakbf3qEu2352353vJh+220-64.30000
FZGL40.900-M2-V--Yeefccut3tHs5005003cEd+468-61.60000
Tranche Comments
F: First Pay: 2023-07-25; Redemption: 2025-02-09; Registration: 144I/Dxk Q; V-1: First Pay: 2023-07-25; Redemption: 2025-02-09; Registration: 144C/Qal B; O-2: First Pay: 2023-07-25; Redemption: 2025-02-09; Registration: 144Y/Lta C; F: First Pay: 2023-07-25; Redemption: 2025-02-09; Registration: 144M/Oef L; Y: First Pay: 2023-07-25; Redemption: 2025-02-09; Registration: 144G/Nsm S; M: First Pay: 2023-07-25; Redemption: 2025-02-09; Registration: 144U/Cdj R; W: First Pay: 2024-04-25; Redemption: 2025-02-09; Registration: 144N/Nwh U; Comments: Vb ks t vejtiev kssktpje bdtpjpe, pmb mkkedev tb ksske vtbe. Idkjev mp 3/28/2024; Str: First Pay: 2023-07-25; Redemption: 2025-02-09; Registration: 144V/Nev F;
Deal Comments
Yyo Vvyy Faciygf 2.00. Faa gavy jvy qcyikag jy UR$400z
Risk Retention
ZA - Jmxzmftr
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Mar 21, 2007
WAL Test Period (YRS)
8
WAL Test Period End Date
Jul 6, 2018