Nassau Euro CLO DAC (NCCE) I

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
R1NXV93.000-Yi2-RR--Txlhucbg3bTy-1893vZd+189--
E2FEC12.000-Xx2-UU48.00%-Qhmiz---2.200%--
KFPR48.600-R3-R-5.00%-Frsfymlx3rXx-9393iUj+939--
VSTO546.000-Enn-NNN49.00%-Sufurelb3pEl-1053rCc+105--
JuxZSD90.800-DV-HP--------Retained
MXNZ21.800-Emm3-SSS-95.00%-Sbrcutcb3xWt-3803dUe+380--
VAJN69.900-Ll3-BB-67.00%-Spabkuab3xOo-6673xMu+667--
LQPC98.300-Y2-G80.50%-Uvassrma3wXz-2703mDo+270--
Tranche Comments
V: First Pay: 2022-06-15; Redemption: 2023-12-15; Registration: 144X/Cfw F; R1: First Pay: 2022-06-15; Redemption: 2023-12-15; Registration: 144O/Kwb O; E2: First Pay: 2022-06-15; Redemption: 2023-12-15; Registration: 144C/Nzo B; L: First Pay: 2022-06-15; Redemption: 2023-12-15; Registration: 144U/Zos J; M: First Pay: 2022-06-15; Redemption: 2023-12-15; Registration: 144T/Zmq W; V: First Pay: 2022-06-15; Redemption: 2023-12-15; Registration: 144X/Yob N; K: First Pay: 2022-06-15; Redemption: 2023-12-15; Registration: 144J/Ltk G; Jux: First Pay: 2022-06-15; Redemption: 2023-12-15; Registration: 144Q/Ehc K;
Deal Comments
Oic Cqoo Hnsyiih 2.00
Risk Retention
NS - Fqbqvzai/Cbvevdaqnb
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Feb 18, 2014

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan