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Nassau Euro CLO DAC

Deals

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
HIEO51.000--YYY-TTT---Jjvhouur3tOv310-3203203tOk+320-880.00000
QBHB852.000--HHHJJJ--Qbczlevy3nRb-1283iUh+128-756.00000
AEEE53.000--L-K---Fqessrkj3sFn875z8753hTd+859-48.00000
PhvNCK29.144--AOUL--------Retained
YZOB58.000--DDNN--Ppjomclc3yVj-1903iQw+190-358.00000
LCCN75.000--YT--Nexhbzsv3zNr215-2302303pMv+230-597.00000
ZIMJ38.000--TT-CC---Brsebmsm3zSz550-5755653lCd+565-737.00000
Tranche Comments
Q: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144P/Gkl O; Y: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144V/Ond D; L: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144Y/Jut U; H: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144O/Fjy K; Z: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144V/Vui S; A: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144A/Wvw G; Phv: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144N/Ufy K;
Deal Comments
Jqhqg. Ees Fvbb Vqpbeyw 1.00
Risk Retention
WUk Mwhvxgvk
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Feb 15, 2008
Refinancing
Yes
WAL Test Period (YRS)
2
WAL Test Period End Date
Oct 17, 2018

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