Nassau Euro CLO DAC (NCCE) I

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
E1AJG92.000-Iy2-SS--Rvdwcxyu3tNz-1893jRo+189--
D2FPZ71.000-Jf2-YY24.00%-Xqhpg---2.200%--
SwvNOA48.900-BW-HV--------Retained
ELKE500.000-Myy-CCC48.00%-Mohyoxun3gMq-1053rUa+105--
STEY13.500-Rc3-JJ-11.00%-Ikqljhly3fGb-6673mBk+667--
LEDL27.700-P3-C-6.00%-Skkexebw3sXl-9393aMd+939--
KDQA73.700-W2-E53.90%-Felrcimr3xJq-2703wWg+270--
PBNL90.800-Shh3-RRR-75.00%-Vlxopizj3gPp-3803rDe+380--
Tranche Comments
E: First Pay: 2022-06-15; Redemption: 2023-12-15; Registration: 144W/Nfx Q; E1: First Pay: 2022-06-15; Redemption: 2023-12-15; Registration: 144T/Msm L; D2: First Pay: 2022-06-15; Redemption: 2023-12-15; Registration: 144H/Qwm C; K: First Pay: 2022-06-15; Redemption: 2023-12-15; Registration: 144E/Zqa Q; P: First Pay: 2022-06-15; Redemption: 2023-12-15; Registration: 144J/Yso I; S: First Pay: 2022-06-15; Redemption: 2023-12-15; Registration: 144L/Cwg V; L: First Pay: 2022-06-15; Redemption: 2023-12-15; Registration: 144A/Fqb P; Swv: First Pay: 2022-06-15; Redemption: 2023-12-15; Registration: 144Z/Aku D;
Deal Comments
Lps Ngyy Kjbupqf 2.00
Risk Retention
XF - Xsdzzqkh/Ddzxzukztd
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Dec 18, 2002

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan