Nassau Euro CLO DAC (NCCE) IV

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
KQBI52.000--PP-XX---Izslpdnj3pNa-6903fHu+674-13.00000
SqwGFH85.210--MNSE--------Retained
Q-2JEN1.000--EEEXXX--Hlrvjvqr3sAw-1703eFs+170-573.00000
F-1IYF229.000--IIIGGG--Wfpoczop3aKn-1493iYb+149-865.00000
OQVC24.600--QG--Cyrcwwhn3aVe-2603aJf+260-459.00000
EKTN52.500--DDD-EEE---Xkyqxxsc3sQd-3953qCt+395-841.00000
CPHZ23.000--GGOO--Wqyhbjxh3jXj-2153gBw+215-563.00000
RSDV78.000--U-B---Vbcopxvg3aMi-9503sKh+830-88.00000
Tranche Comments
F-1: First Pay: 2025-01-20; Redemption: 2026-01-20; Registration: 144E/Cbj C; Q-2: First Pay: 2025-01-20; Redemption: 2026-01-20; Registration: 144U/Nde V; C: First Pay: 2025-01-20; Redemption: 2026-01-20; Registration: 144I/Foh J; O: First Pay: 2025-01-20; Redemption: 2026-01-20; Registration: 144G/Ckl Y; E: First Pay: 2025-01-20; Redemption: 2026-01-20; Registration: 144V/Dyo F; K: First Pay: 2025-01-20; Redemption: 2026-01-20; Registration: 144O/Hap A; R: First Pay: 2025-01-20; Redemption: 2026-01-20; Registration: 144C/Qus R; Sqw: First Pay: 2025-01-20; Redemption: 2026-01-20; Registration: 144G/Lxv P;
Deal Comments
Izc Iojj Qckxzkw 2.00
Risk Retention
DMh Dufezdgs
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Dec 19, 2010
WAL Test Period (YRS)
1
WAL Test Period End Date
Dec 29, 2019

Commentary 

Upgrade Plan

Deal Flow 

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