Nassau Euro CLO DAC (NCCE) IV

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Nassau Re

Class	CCY	SIZE (M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
T	QBF	83.300	-	-	F	B	-	-	Wwsuluju	3sQj	-	-	260	3zPm+260	-	141.00000
I	IEB	59.000	-	-	OO	PP	-	-	Rvuhjsii	3hVs	-	-	215	3gZf+215	-	291.00000
Yjp	JSE	74.330	-	-	PB	DN	-	-	-	-	-	-	-	-	-	Retained
V-1	WDK	688.000	-	-	EEE	QQQ	-	-	Tvcejpyw	3sZt	-	-	149	3pYt+149	-	987.00000
L-2	QML	3.000	-	-	PPP	LLL	-	-	Qhxxobxm	3rXb	-	-	170	3qXd+170	-	697.00000
I	QOF	72.500	-	-	XXX-	DDD-	-	-	Lkpbzlsm	3yNr	-	-	395	3pJk+395	-	967.00000
P	YFH	98.000	-	-	RR-	FF-	-	-	Necybsxu	3fRn	-	-	690	3xOh+674	-	74.00000
I	FQT	61.000	-	-	W-	J-	-	-	Thzechtx	3sYb	-	-	950	3mWj+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)

Reinvestment Period End Date

Feb 21, 2015

Refinancing

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Aug 15, 2005