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
J	CUW	45.000	-	-	TTT-	YYY-	82.96%	-	Vvbqojqh	3pVh	290-300	-	355	3qJu+355	-	789.00000
A	DNT	75.000	-	-	BB	ZZ	81.50%	-	Fbrlrwza	3eSd	170-175	-	200	3aSd+200	-	541.00000
E	SGK	397.000	-	-	AAA	YYY	25.00%	-	Cjcdsaei	3pJp	119-120	-	122	3gLj+122	-	987.00000
G	HYE	15.000	-	-	R	T	99.00%	-	Cebdwcvb	3xBv	205-215	-	240	3tFa+240	-	680.00000
Tqwpus	FZA	59.000	-	-	-	-	-	-	-	3aAs	-	-	-	-	-	-
K	VAW	79.000	-	-	YY-	TT-	4.20%	-	Iuvqkxcj	3dDp	500l	-	575	3tAj+575	-	631.00000
M	SGJ	72.000	-	-	Z-	V-	7.10%	-	Xqhbfmtr	3fQn	800v	-	900	3wEy+832	-	22.00000

Tranche Comments

E: First Pay: 2025-10-15; Redemption: 2026-11-02; Registration: 144J/Ixz T; A: First Pay: 2025-10-15; Redemption: 2026-11-02; Registration: 144K/Gjg W; G: First Pay: 2025-10-15; Redemption: 2026-11-02; Registration: 144Q/Jpp H; J: First Pay: 2025-10-15; Redemption: 2026-11-02; Registration: 144I/Xzi X; K: First Pay: 2025-10-15; Redemption: 2026-11-02; Registration: 144T/Nra P; M: First Pay: 2025-10-15; Redemption: 2026-11-02; Registration: 144V/Imc X; Tqwpus: First Pay: 2025-10-15; Redemption: 2026-11-02; Registration: 144W/Bvj N;

Deal Comments

Ntt Uhvv Esyftur 1.5

Pricing Speed

20 YJW

Reinvestment Period (YRS)

9.8

Reinvestment Period End Date

Mar 27, 2022

WAL Test Period (YRS)

6.5