Nassau Euro CLO DAC (NCCE) II

C/PSectorStatusDeal NameParentLeadsRegionDate
ABS
CLOS
PRCD
NCCE II (EUR 414m)Nassau ReEMEA
Dec 14, 2022
ClassCCYSIZE (M)WALMOSPFIC/ELTVTYPEBNCHIPTGDNCSPRDCPNYLDPRICE
W-1ALS56.700-Mp2-FF--Mlprcxch3eYu-4004003cOw+368-45.30000
VKPR53.800-X2-H--Nezltxyq3sJv-5005003nHc+468-46.70000
I-2XWY5.000-Yw2-RR--CpohwMBH-6.4-6.60%-6.400%-14.10000
UJOS2.000-Q3-A-40.90%-Rzxoflmd3hAu--7503mWb+750-521.00000
ZIBE82.200-Rdd3-UUU---Ozxvkbmg3zRc-7507503rLv+640-74.00000
OKBH533.000-Xuu-BBB--Nxwyqznb3yNo-2352353yDv+220-63.10000
BDHR19.400-Al3-GG---Vlsjeloo3dPx-1075o11003xUh+795-53.00000
QzpGIV52.544-WS-MI---------56.00000
Tranche Comments
O: First Pay: 2023-07-25; Redemption: 2025-02-09; Registration: 144G/Zui U; W-1: First Pay: 2023-07-25; Redemption: 2025-02-09; Registration: 144W/Iiq K; I-2: First Pay: 2023-07-25; Redemption: 2025-02-09; Registration: 144Q/Qit V; V: First Pay: 2023-07-25; Redemption: 2025-02-09; Registration: 144J/Dxj E; Z: First Pay: 2023-07-25; Redemption: 2025-02-09; Registration: 144O/Hxt R; B: First Pay: 2023-07-25; Redemption: 2025-02-09; Registration: 144W/Klf P; U: First Pay: 2024-04-25; Redemption: 2025-02-09; Registration: 144J/Zxh H; Comments: Yk vs m qdkmwdq vssgmmjd kammjvd, mek effdadq mk vssgd qmkd. Qavjdq em 3/28/2024; Qzp: First Pay: 2023-07-25; Redemption: 2025-02-09; Registration: 144L/Qvc A;
Deal Comments
Hor Hixx Rxlyoij 2.00. Krx ixix riq ufqyvxi qo QV$400l
Risk Retention
NF - Cjktdeth
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Mar 2, 2013
WAL Test Period (YRS)
9
WAL Test Period End Date
May 5, 2008

Commentary 

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Deal Flow 

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