III

Nassau Euro CLO DAC (NCCE) III

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Nassau Re

Class	CCY	SIZE (M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
N	OPQ	626.000	-	-	UUU	MMM	29.00%	-	Dvdrwtyz	3pOj	-	-	195	3dDp+195	-	214.00000
S	OTK	65.900	-	-	ZZ	BB	71.00%	-	Obbcyzyi	3tHf	-	-	325	3bFj+325	-	916.00000
E	GVS	71.100	-	-	RRR-	CCC-	79.70%	-	Rmuictki	3lBg	-	-	610	3nMn+610	-	841.00000
G	HPP	25.700	-	-	Y	K	47.80%	-	Pwfuairk	3xXk	-	-	425	3zNd+425	-	589.00000
E	BYA	32.000	-	-	OO-	XX-	18.40%	-	Ryezfwud	3fJa	-	-	880	3pXx+746	-	86.20000
R	XPQ	26.000	-	-	I-	W-	7.00%	-	Nqkvrlat	-	-	-	-	-	-	Retained
Cun	CJK	32.000	-	-	EM	MK	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

N: First Pay: 2024-01-15; Redemption: 2025-08-15; Registration: 144A/Cdp T; S: First Pay: 2024-01-15; Redemption: 2025-08-15; Registration: 144K/Mao J; G: First Pay: 2024-01-15; Redemption: 2025-08-15; Registration: 144O/Ayx Z; E: First Pay: 2024-01-15; Redemption: 2025-08-15; Registration: 144L/Qrp O; E: First Pay: 2024-01-15; Redemption: 2025-08-15; Registration: 144J/Cnk I; R: First Pay: 2024-01-15; Redemption: 2025-08-15; Registration: 144T/Fng E; Cun: First Pay: 2024-01-15; Redemption: 2025-08-15; Registration: 144Y/Edc E;

Deal Comments

Ngt Zwaa Zpxlgns 2.00

Reinvestment Period (YRS)