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
L	VGD	992.000	-	-	OOO	VVV	16.00%	-	Brskpfdy	3gIx	-	-	195	3mKg+195	-	740.00000
H	ICE	31.600	-	-	DD	DD	15.00%	-	Ilkjytrn	3gBz	-	-	325	3mFe+325	-	947.00000
W	VUS	29.800	-	-	LLL-	TTT-	35.10%	-	Iwfpmqjf	3hIz	-	-	610	3wUf+610	-	839.00000
H	BQF	18.000	-	-	UU-	PP-	10.30%	-	Hhfqyeve	3mUk	-	-	880	3fXd+746	-	75.40000
H	XNN	22.000	-	-	F-	Z-	2.00%	-	Jjmezdzb	-	-	-	-	-	-	Retained
Qsp	ZJK	78.000	-	-	IR	SL	-	-	-	-	-	-	-	-	-	Retained
A	VDC	89.800	-	-	P	D	54.80%	-	Prjhytur	3yXt	-	-	425	3iRu+425	-	822.00000

Tranche Comments

L: First Pay: 2024-01-15; Redemption: 2025-08-15; Registration: 144H/Crf N; H: First Pay: 2024-01-15; Redemption: 2025-08-15; Registration: 144U/Qjw R; A: First Pay: 2024-01-15; Redemption: 2025-08-15; Registration: 144D/Gxv I; W: First Pay: 2024-01-15; Redemption: 2025-08-15; Registration: 144I/Ghf R; H: First Pay: 2024-01-15; Redemption: 2025-08-15; Registration: 144C/Jfr V; H: First Pay: 2024-01-15; Redemption: 2025-08-15; Registration: 144T/Knx N; Qsp: First Pay: 2024-01-15; Redemption: 2025-08-15; Registration: 144W/Nwx B;

Deal Comments

Uvz Zxuu Etpwvom 2.00

Reinvestment Period (YRS)

Reset

Yes