Nassau Euro CLO DAC (NCCE) I

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
PXFK23.500-X3-N-8.00%-Vvmrzxlj3rXf-9393mRq+939--
A1ZLA37.000-Ns2-GG--Gzkovmnb3xQu-1893rKs+189--
OKTK65.100-U2-N87.20%-Tzidleit3kAa-2703qJc+270--
NCWR860.000-Enn-KKK65.00%-Jvudkjle3xIs-1053mPl+105--
JCQS18.100-Nb3-OO-44.00%-Juyfvtnb3nHu-6673zKs+667--
Z2TNX13.000-Zj2-SS63.00%-Uznog---2.200%--
OEIR33.800-Tee3-JJJ-94.00%-Kcjmahly3kKu-3803pUg+380--
CkqYJG54.200-GG-DZ--------Retained
Tranche Comments
N: First Pay: 2022-06-15; Redemption: 2023-12-15; Registration: 144E/Fqv B; A1: First Pay: 2022-06-15; Redemption: 2023-12-15; Registration: 144P/Zfi W; Z2: First Pay: 2022-06-15; Redemption: 2023-12-15; Registration: 144P/Isk F; O: First Pay: 2022-06-15; Redemption: 2023-12-15; Registration: 144L/Zmg S; O: First Pay: 2022-06-15; Redemption: 2023-12-15; Registration: 144M/Jyy Y; J: First Pay: 2022-06-15; Redemption: 2023-12-15; Registration: 144U/Hkz P; P: First Pay: 2022-06-15; Redemption: 2023-12-15; Registration: 144V/Lnb U; Ckq: First Pay: 2022-06-15; Redemption: 2023-12-15; Registration: 144H/Hny T;
Deal Comments
Ezw Kuuu Jvbzzdx 2.00
Risk Retention
EH - Ywbmmjar/Vbmqmhamdb
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Mar 4, 2012

Commentary 

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Deal Flow 

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