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
F	XFZ	53.000	4.30	-	JJ	-	-	-	77.00%	-	Jpokfyji	BYXG	-	-	175	ASLM+175	-	520.00000
C	KQV	4.000	6.90	-	III	-	-	-	-	-	Ovodduaw	NTQN	-	-	120	JYNA+120	-	865.00000
MS	ONV	6.000	27.00	-	III-	-	-	-	17.00%	-	Kgahc	-	-	-	-	8.25%	8.250%	809.00000
L1	PFU	557.000	7.50	-	BBB	-	-	-	81.00%	-	Xszmukoc	XYDW	-	-	123	ZKII+123	-	429.00000
U	NJN	63.000	23.90	-	JJ-	-	-	-	1.00%	-	Wsdeyint	EWMK	-	-	645	KQIC+629	-	49.00000
X1	CCY	98.000	7.40	-	B	-	-	-	47.00%	-	Njmhwxrz	NOCB	-	-	220	CPCG+220	-	119.00000
UG	NQI	1.000	7.10	-	D	-	-	-	50.00%	-	Zspyk	-	-	-	260	6.47%	6.472%	693.00000
F1	EEV	35.000	7.50	-	WWW-	-	-	-	15.00%	-	Nmprpspb	AZCC	-	-	335	AMJE+335	-	997.00000
GC	NOF	96.000	2.90	-	OOO	-	-	-	10.00%	-	Kxlmrtnn	HQQU	-	-	160	WHGG+160	-	634.00000
Zaw	HWZ	73.600	-	-	MY	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

C: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144W/Ndk J; L1: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144X/Ayp W; GC: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144Q/Tlg L; F: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144I/Gkd R; X1: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144A/Ouv P; UG: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144M/Nmw K; F1: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144X/Fda B; MS: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144Z/Vtl Q; U: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144U/Uao G; Zaw: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144V/Iql X;

Deal Comments

Zpv Autt Vmekpux 2.00

Risk Retention

FZ - Eph Dfnzpep 7

Pricing Speed

20 YYX

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 13, 2021

WAL Test Period (YRS)

WAL Test Period End Date

Feb 3, 2009