Nassau Euro CLO DAC

Deals

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
S	TIS	20.000	-	-	RR	QQ	-	-	Mblcawnl	3rEj	-	-	190	3cZc+190	-	572.00000
I	GML	75.000	-	-	I	Z	-	-	Kedflkfg	3zXy	-	215-230	230	3vXb+230	-	808.00000
A	IGK	79.000	-	-	OO-	DD-	-	-	Tkfblimx	3wRi	-	550-575	565	3zWb+565	-	560.00000
Cva	AMG	49.561	-	-	BZ	MW	-	-	-	-	-	-	-	-	-	Retained
V	SYN	356.000	-	-	EEE	TTT	-	-	Zeslkjtk	3fMk	-	-	128	3iRg+128	-	211.00000
A	FOC	88.000	-	-	SSS-	OOO-	-	-	Jpdpwjlc	3zWf	-	310-320	320	3dPa+320	-	869.00000
R	HAE	16.000	-	-	C-	U-	-	-	Ivdkjdmf	3cJi	-	875o	875	3yQo+859	-	63.00000

Tranche Comments

V: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144K/Rzx D; S: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144O/Ipl E; I: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144A/Umr C; A: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144E/Yiu S; A: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144M/Cfb J; R: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144Q/Qll E; Cva: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144K/Phr W;

Deal Comments

Sfpfa. Mqk Ngxx Cfqaqzd 1.00

Risk Retention

YDy Aesnjkzk

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 15, 2018

WAL Test Period (YRS)

WAL Test Period End Date

Jun 28, 2030