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	XLW	11.000	-	-	XX	UU	88.31%	-	Ldscyiuf	3gNu	170-175	-	200	3oEi+200	-	658.00000
F	DYR	75.000	-	-	O-	L-	6.90%	-	Tcwokhha	3vVs	800v	-	900	3cYv+832	-	31.00000
M	MLD	51.000	-	-	DDD-	GGG-	74.28%	-	Iqtkykut	3pBz	290-300	-	355	3jOl+355	-	868.00000
S	JUP	83.000	-	-	T	E	81.00%	-	Zmrstkxi	3xMs	205-215	-	240	3qRz+240	-	381.00000
Q	HVA	15.000	-	-	PP-	EE-	3.60%	-	Fkhjvjvo	3kIl	500u	-	575	3eUe+575	-	554.00000
G	JAJ	446.000	-	-	WWW	NNN	65.00%	-	Gwydtvps	3tVp	119-120	-	122	3wDs+122	-	224.00000
Nbnfqf	TGL	71.000	-	-	-	-	-	-	-	3gSh	-	-	-	-	-	-

Tranche Comments

G: First Pay: 2025-10-15; Redemption: 2026-11-02; Registration: 144T/Hoi S; E: First Pay: 2025-10-15; Redemption: 2026-11-02; Registration: 144A/Dyo J; S: First Pay: 2025-10-15; Redemption: 2026-11-02; Registration: 144C/Adu R; M: First Pay: 2025-10-15; Redemption: 2026-11-02; Registration: 144F/Ryy E; Q: First Pay: 2025-10-15; Redemption: 2026-11-02; Registration: 144F/Mhb E; F: First Pay: 2025-10-15; Redemption: 2026-11-02; Registration: 144K/Dyg Z; Nbnfqf: First Pay: 2025-10-15; Redemption: 2026-11-02; Registration: 144Q/Eqg Z;

Deal Comments

Dpu Nomm Cpxiplc 1.5

Pricing Speed

20 AKS

Reinvestment Period (YRS)

4.2

Reinvestment Period End Date

Feb 23, 2017

Reset

Yes

WAL Test Period (YRS)

8.2