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
J	EBU	73.000	-	-	O-	N-	-	-	Xfczzewk	3xMc	-	875w	875	3yXu+859	-	10.00000
I	VUD	705.000	-	-	XXX	MMM	-	-	Zuomjihq	3oZa	-	-	128	3fRo+128	-	431.00000
L	APC	41.000	-	-	FF	DD	-	-	Tkmjxfas	3iZl	-	-	190	3dKm+190	-	942.00000
V	GOV	53.000	-	-	UU-	LL-	-	-	Cpzwahtb	3rSw	-	550-575	565	3kQj+565	-	621.00000
Pja	FHS	81.559	-	-	TE	IP	-	-	-	-	-	-	-	-	-	Retained
K	QOT	82.000	-	-	ZZZ-	ZZZ-	-	-	Zcjfkimg	3jGs	-	310-320	320	3aRj+320	-	917.00000
R	BWT	42.000	-	-	O	V	-	-	Dwfzmdck	3eRi	-	215-230	230	3rRd+230	-	821.00000

Tranche Comments

I: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144Q/Hiu N; L: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144V/Nhv X; R: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144Q/Oko G; K: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144H/Qty B; V: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144U/Dur Y; J: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144O/Aeg Y; Pja: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144C/Vkg B;

Deal Comments

Tnhnt. Fpu Tnkk Antmpmf 1.00

Risk Retention

EGh Guwnnhyz

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 17, 2009

Reset

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Mar 31, 2027