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
O	BUZ	58.000	-	-	VVV-	QQQ-	90.96%	-	Njsqavhk	3bUp	290-300	-	355	3wNs+355	-	672.00000
K	TYQ	36.000	-	-	BB	KK	82.20%	-	Wyyxrlrg	3jOd	170-175	-	200	3dAj+200	-	698.00000
Dgdaxe	DGV	87.000	-	-	-	-	-	-	-	3aVl	-	-	-	-	-	-
D	JFZ	58.000	-	-	O	H	85.00%	-	Nmxszvsm	3pXw	205-215	-	240	3eGb+240	-	243.00000
I	SCT	77.000	-	-	J-	A-	1.10%	-	Kbhzuybg	3tOf	800n	-	900	3aWe+832	-	47.00000
R	VCB	27.000	-	-	TT-	NN-	2.10%	-	Dzdrpwju	3jZy	500x	-	575	3rRk+575	-	458.00000
B	CQN	825.000	-	-	YYY	OOO	64.00%	-	Ouqymkub	3sHe	119-120	-	122	3fIk+122	-	172.00000

Tranche Comments

B: First Pay: 2025-10-15; Redemption: 2026-11-02; Registration: 144W/Gcb S; K: First Pay: 2025-10-15; Redemption: 2026-11-02; Registration: 144D/Hey T; D: First Pay: 2025-10-15; Redemption: 2026-11-02; Registration: 144X/Xlt Y; O: First Pay: 2025-10-15; Redemption: 2026-11-02; Registration: 144V/Hkb U; R: First Pay: 2025-10-15; Redemption: 2026-11-02; Registration: 144Y/Rvv U; I: First Pay: 2025-10-15; Redemption: 2026-11-02; Registration: 144E/Rtr Y; Dgdaxe: First Pay: 2025-10-15; Redemption: 2026-11-02; Registration: 144K/Vew E;

Deal Comments

Jgh Mnqq Hzvqgtb 1.5

Pricing Speed

20 EWO

Reinvestment Period (YRS)

6.9

Reinvestment Period End Date

Apr 20, 2016

WAL Test Period (YRS)

2.6