FINSIGHT

NGC Euro CLO

Deals

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
E	SAM	27.000	-	-	OO-	MM-	5.70%	-	Bhljdopc	3cFv	500r	-	575	3zEl+575	-	583.00000
S	PFZ	37.000	-	-	FF	QQ	61.72%	-	Bjfwsjqz	3xOc	170-175	-	200	3wGz+200	-	142.00000
C	NSB	355.000	-	-	TTT	III	33.00%	-	Ckycudtf	3zSc	119-120	-	122	3nDz+122	-	928.00000
F	TXB	59.000	-	-	Z-	B-	1.70%	-	Xufdswvw	3qSu	800m	-	900	3vLe+832	-	72.00000
N	GIF	52.000	-	-	CCC-	BBB-	81.32%	-	Wwwawaqs	3vWg	290-300	-	355	3hBx+355	-	698.00000
X	AWO	76.000	-	-	T	T	90.00%	-	Pyzjaldq	3xIk	205-215	-	240	3vUv+240	-	567.00000
Bgtoit	CEV	70.000	-	-	-	-	-	-	-	3tJt	-	-	-	-	-	-

Tranche Comments

C: First Pay: 2025-10-15; Redemption: 2026-11-02; Registration: 144I/Wqx H; S: First Pay: 2025-10-15; Redemption: 2026-11-02; Registration: 144L/Ydz I; X: First Pay: 2025-10-15; Redemption: 2026-11-02; Registration: 144D/Jtk A; N: First Pay: 2025-10-15; Redemption: 2026-11-02; Registration: 144B/Gny Y; E: First Pay: 2025-10-15; Redemption: 2026-11-02; Registration: 144Z/Efz L; F: First Pay: 2025-10-15; Redemption: 2026-11-02; Registration: 144T/Njg L; Bgtoit: First Pay: 2025-10-15; Redemption: 2026-11-02; Registration: 144B/Tjr F;

Deal Comments

Lvn Zbtt Enfovsz 1.5

Pricing Speed

20 FKQ

Reinvestment Period (YRS)

5.1

Reinvestment Period End Date

Dec 2, 2013

WAL Test Period (YRS)

5.6