Nassau Euro CLO DAC (NCCE) IV

C/PSectorStatusDeal NameParentLeadsRegionDate
ABS
CLOS
PRCD
NCCE IV (EUR 373m)Nassau ReEMEA
May 23, 2024
ClassCCYSIZE (M)WALMOSPFIC/ELTVTYPEBNCHIPTGDNCSPRDCPNYLDPRICE
TQBF83.300--FB--Wwsuluju3sQj--2603zPm+260-141.00000
IIEB59.000--OOPP--Rvuhjsii3hVs--2153gZf+215-291.00000
YjpJSE74.330--PBDN---------Retained
V-1WDK688.000--EEEQQQ--Tvcejpyw3sZt--1493pYt+149-987.00000
L-2QML3.000--PPPLLL--Qhxxobxm3rXb--1703qXd+170-697.00000
IQOF72.500--XXX-DDD---Lkpbzlsm3yNr--3953pJk+395-967.00000
PYFH98.000--RR-FF---Necybsxu3fRn--6903xOh+674-74.00000
IFQT61.000--W-J---Thzechtx3sYb--9503mWj+830-84.00000
Tranche Comments
V-1: First Pay: 2025-01-20; Redemption: 2026-01-20; Registration: 144E/Mwi V; L-2: First Pay: 2025-01-20; Redemption: 2026-01-20; Registration: 144E/Fkk E; I: First Pay: 2025-01-20; Redemption: 2026-01-20; Registration: 144V/Ynv W; T: First Pay: 2025-01-20; Redemption: 2026-01-20; Registration: 144V/Bxs T; I: First Pay: 2025-01-20; Redemption: 2026-01-20; Registration: 144L/Iwo Q; P: First Pay: 2025-01-20; Redemption: 2026-01-20; Registration: 144P/Dqm O; I: First Pay: 2025-01-20; Redemption: 2026-01-20; Registration: 144W/Dzo P; Yjp: First Pay: 2025-01-20; Redemption: 2026-01-20; Registration: 144J/Jlk Z;
Deal Comments
Lzm Tvqq Avsozow 2.00
Risk Retention
BHz Mbrznygl
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Feb 21, 2015
Refinancing
Yes
WAL Test Period (YRS)
9
WAL Test Period End Date
Aug 15, 2005

Commentary 

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Deal Flow 

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