Nassau Euro CLO DAC (NCCE) II(R)

C/PSectorStatusDeal NameParentLeadsRegionDate
ABS
CLOS
PRCD
NCCE II(R) (EUR 374m)Nassau ReEMEA
Jan 24, 2025
ClassCCYSIZE (M)WALMOSPFIC/ELTVTYPEBNCHIPTGDNCSPRDCPNYLDPRICE
ALAO75.000--VVV-III---Rdexdiux3dLo-310-3203203kSj+320-304.00000
GmrTGI29.139--KQXK---------Retained
PLTP29.000--CV--Nwzojoux3hZl-215-2302303tFf+230-871.00000
ZEIB25.000--GGGG--Tepymyxc3pMq--1903hJq+190-608.00000
DLCT38.000--M-J---Wbuovrqz3nTa-875v8753hZw+859-33.00000
HQTR49.000--PP-SS---Vjdbjkbh3oXo-550-5755653kQa+565-232.00000
BZIK720.000--VVVUUU--Ifwotsqg3dHp--1283oQc+128-332.00000
Tranche Comments
B: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144F/Rrh B; Z: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144I/Wfm T; P: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144H/Byh S; A: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144Z/Jei G; H: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144K/Cys A; D: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144V/Xvz C; Gmr: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144N/Cpc R;
Deal Comments
Ghchs. Wgb Rvaa Dhybgse 1.00
Risk Retention
OPk Oiuieixl
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Feb 6, 2017
Reset
Yes
WAL Test Period (YRS)
5
WAL Test Period End Date
Jun 18, 2004

Commentary 

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