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
Y	EXY	65.000	-	-	U-	F-	-	-	Dssvqlcl	3zWu	-	875c	875	3gBf+859	-	34.00000
U	LZL	48.000	-	-	RRR-	YYY-	-	-	Qczwqbhw	3nHq	-	310-320	320	3fOu+320	-	385.00000
K	YWN	56.000	-	-	L	J	-	-	Nsxafarf	3lKv	-	215-230	230	3sEk+230	-	511.00000
O	AVQ	138.000	-	-	QQQ	SSS	-	-	Luyzampd	3oFp	-	-	128	3yPn+128	-	804.00000
D	TGL	22.000	-	-	KK	MM	-	-	Ujvvekqp	3jKs	-	-	190	3yAy+190	-	257.00000
W	DKA	57.000	-	-	BB-	MM-	-	-	Uwkeqfoy	3rGr	-	550-575	565	3aOo+565	-	402.00000
Iwj	DKT	37.695	-	-	FG	KZ	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

O: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144B/Vbr I; D: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144D/Jjc V; K: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144P/Ypt Q; U: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144W/Omt Y; W: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144J/Guo C; Y: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144B/Uks Q; Iwj: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144L/Jql W;

Deal Comments

Rgtgb. Fen Cvkk Iglbetu 1.00

Risk Retention

XBm Uobxxyve

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 12, 2006

WAL Test Period (YRS)

WAL Test Period End Date

Feb 8, 2013