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
F	LBM	335.000	-	-	TTT	GGG	29.00%	-	Euvrxrre	3tZa	119-120	-	122	3iIy+122	-	831.00000
R	QIH	69.000	-	-	S	E	50.00%	-	Gplcttzl	3vRp	205-215	-	240	3hVc+240	-	645.00000
R	BQH	70.000	-	-	K-	R-	1.70%	-	Ycxxqsww	3hYy	800h	-	900	3wVh+832	-	97.00000
K	GHB	27.000	-	-	MM-	II-	5.70%	-	Bbmudlks	3xLw	500p	-	575	3xJq+575	-	977.00000
U	EDA	71.000	-	-	KK	BB	31.92%	-	Bvrjrsae	3gIp	170-175	-	200	3iPr+200	-	877.00000
Yxrdjx	LIS	64.000	-	-	-	-	-	-	-	3fPe	-	-	-	-	-	-
R	IGA	30.000	-	-	HHH-	RRR-	61.58%	-	Lzafbdca	3fHo	290-300	-	355	3lMu+355	-	924.00000

Tranche Comments

F: First Pay: 2025-10-15; Redemption: 2026-11-02; Registration: 144H/Lws W; U: First Pay: 2025-10-15; Redemption: 2026-11-02; Registration: 144I/Eni N; R: First Pay: 2025-10-15; Redemption: 2026-11-02; Registration: 144D/Yvl I; R: First Pay: 2025-10-15; Redemption: 2026-11-02; Registration: 144A/Xlo K; K: First Pay: 2025-10-15; Redemption: 2026-11-02; Registration: 144K/Odu Q; R: First Pay: 2025-10-15; Redemption: 2026-11-02; Registration: 144X/Omd E; Yxrdjx: First Pay: 2025-10-15; Redemption: 2026-11-02; Registration: 144X/Ujc B;

Deal Comments

Zkx Jjpp Qfvsktw 1.5

Pricing Speed

20 DWY

Reinvestment Period (YRS)

1.6

Reinvestment Period End Date

Feb 8, 2011

WAL Test Period (YRS)

4.6