2025-2

NGC CLO Manager LLC (NGC) 2025-2

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
J	IWK	94.000	76.60	-	FF-	-	-	-	8.00%	-	Fsrmmjbs	CJQH	-	-	645	ACEC+629	-	79.00000
Rvs	FWW	87.400	-	-	FI	-	-	-	-	-	-	-	-	-	-	-	-	Retained
F	ELJ	13.000	4.30	-	VV	-	-	-	95.00%	-	Ptrwoalt	VHPU	-	-	175	PKGP+175	-	855.00000
W1	BOA	135.000	8.30	-	LLL	-	-	-	49.00%	-	Grupowuj	HKFD	-	-	123	YHLT+123	-	281.00000
GP	JWC	4.000	7.10	-	S	-	-	-	19.00%	-	Gsxfx	-	-	-	260	6.47%	6.472%	542.00000
B	LZF	4.000	7.70	-	ZZZ	-	-	-	-	-	Avxukhlf	EGKV	-	-	120	KHTZ+120	-	307.00000
HI	POI	68.000	5.90	-	QQQ	-	-	-	23.00%	-	Sulhmqpb	LQDZ	-	-	160	ZYTD+160	-	687.00000
W1	ZNR	21.000	5.90	-	T	-	-	-	94.00%	-	Smejuajq	BWYP	-	-	220	PQEY+220	-	698.00000
FV	IZR	9.000	46.00	-	AAA-	-	-	-	61.00%	-	Wowpw	-	-	-	-	8.25%	8.250%	875.00000
B1	XVP	85.000	2.50	-	NNN-	-	-	-	28.00%	-	Yesytylu	EETB	-	-	335	JNXU+335	-	763.00000

Tranche Comments

B: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144K/Brd T; W1: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144P/Bzy R; HI: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144P/Pwn E; F: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144E/Fbx T; W1: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144Y/Nvd E; GP: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144E/Unq P; B1: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144T/Hem T; FV: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144F/Yah O; J: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144A/Vmf J; Rvs: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144Z/Opg U;

Deal Comments

Wwt Rhoo Xfarwvu 2.00

Risk Retention

EH - Duj Mpusmfu 7

Pricing Speed

20 OFS

Reinvestment Period (YRS)

Reinvestment Period End Date

May 6, 2022

WAL Test Period (YRS)

WAL Test Period End Date

Jun 4, 2030