2024-1

NGC CLO Manager LLC (NGC) 2024-1

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Nassau Re

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
E	TYB	7.000	5.30	-	ZZZ	-	-	-	-	-	Zjfaplcw	XMSR	-	-	115	TAHD+115	-	-
YX	XYE	14.000	64.00	-	PPP	-	-	-	53.10%	-	Qsxny	-	-	-	420	8.24%	-	-
Y	YSZ	10.000	1.60	-	XX	-	-	-	40.00%	-	Axwpltvq	KBOB	-	-	210	PQJV+210	-	-
TLR	MWF	56.000	9.90	-	GGG	-	-	-	80.00%	-	Afpmkcfo	ZEKS	-	-	180	KPEY+180	-	-
K	XAC	76.000	2.60	-	S	-	-	-	27.00%	-	Izysxmja	LSCC	-	-	265	ULDU+265	-	-
T1	ZLB	574.000	9.80	-	PPP	-	-	-	82.00%	-	Ppcotfma	ULXY	-	-	160	EKLN+160	-	-
Q	TLH	83.000	20.40	-	GG-	-	-	-	7.60%	-	Ljpzkfqc	AOTU	-	-	873	AQDA+873	-	-
UPO	LJC	4.000	4.30	-	PPP	-	-	-	53.00%	-	Szfnc	-	-	-	180	5.86%	-	-
U1	GMK	10.000	92.00	-	LLL	-	-	-	38.10%	-	Iishwomi	YOKT	-	-	420	IMTX+420	-	-
NV	NEN	6.000	80.70	-	LLL-	-	-	-	93.00%	-	Evchq	-	-	-	500	9.03%	-	-
V	CRP	9.000	23.10	-	O-	-	-	-	2.20%	-	-	-	-	-	-	-	-	Retained
Fup	ZHP	15.600	-	-	TB	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

E: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144C/Iza P; T1: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144I/Gps Z; TLR: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144Z/Zlo B; UPO: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144C/Baa M; Y: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144A/Nob X; K: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144T/Xma T; U1: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144O/Obj Q; YX: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144C/Adp R; NV: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144K/Pvg H; Q: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144I/Lyn X; V: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144B/Ikz T; Fup: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144H/Def A;

Deal Comments

Ufq-Laaa Cgjxfey 2.00

Pricing Speed

20 VDB

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 18, 2021

WAL Test Period (YRS)

WAL Test Period End Date

Jan 11, 2011