NGC Euro CLO (NGC) 5

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
D	NZA	92.000	-	-	S-	M-	3.10%	-	Zlkqxtfo	3tLq	800v	-	900	3pWl+832	-	14.00000
K	AKX	58.000	-	-	X	S	62.00%	-	Zksehajo	3cAr	205-215	-	240	3hSt+240	-	263.00000
Tosrvn	OCM	65.000	-	-	-	-	-	-	-	3nHt	-	-	-	-	-	-
A	FKK	962.000	-	-	UUU	ZZZ	87.00%	-	Qxueoiox	3qHe	119-120	-	122	3nJw+122	-	918.00000
C	AES	75.000	-	-	DDD-	QQQ-	70.86%	-	Ttxhjwct	3wKh	290-300	-	355	3xTx+355	-	947.00000
J	VDY	14.000	-	-	HH	WW	51.98%	-	Pkuxswvw	3vDc	170-175	-	200	3kGn+200	-	584.00000
W	DOF	10.000	-	-	LL-	RR-	5.70%	-	Qrhvwtla	3aOk	500h	-	575	3eTe+575	-	300.00000

Tranche Comments

A: First Pay: 2025-10-15; Redemption: 2026-11-02; Registration: 144K/Byu Z; J: First Pay: 2025-10-15; Redemption: 2026-11-02; Registration: 144E/Bak I; K: First Pay: 2025-10-15; Redemption: 2026-11-02; Registration: 144V/Fnf F; C: First Pay: 2025-10-15; Redemption: 2026-11-02; Registration: 144M/Bei G; W: First Pay: 2025-10-15; Redemption: 2026-11-02; Registration: 144J/Qpj Y; D: First Pay: 2025-10-15; Redemption: 2026-11-02; Registration: 144V/Brf B; Tosrvn: First Pay: 2025-10-15; Redemption: 2026-11-02; Registration: 144H/Jhr K;

Deal Comments

Dzv Rokk Ejolzyc 1.5

Pricing Speed

20 WBH

Reinvestment Period (YRS)

2.7

Reinvestment Period End Date

Apr 13, 2023

WAL Test Period (YRS)

7.1