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
V1	VKD	480.000	7.70	-	RRR	-	-	-	11.00%	-	Wsckluzg	WABG	-	-	123	BVAK+123	-	576.00000
O	NWK	36.000	8.50	-	JJ	-	-	-	78.00%	-	Wbkefski	WZCJ	-	-	175	UVFL+175	-	131.00000
H	MBA	1.000	1.90	-	UUU	-	-	-	-	-	Bedrpycw	EMPC	-	-	120	LPTQ+120	-	920.00000
QR	YED	4.000	2.40	-	K	-	-	-	87.00%	-	Fuazg	-	-	-	260	6.47%	6.472%	852.00000
Cck	EPU	37.600	-	-	NK	-	-	-	-	-	-	-	-	-	-	-	-	Retained
H1	JBG	38.000	5.30	-	D	-	-	-	68.00%	-	Mzjxvxxm	SQHE	-	-	220	CLLN+220	-	443.00000
C1	AMN	45.000	5.90	-	KKK-	-	-	-	30.00%	-	Llyeqkki	UCTP	-	-	335	IQYY+335	-	930.00000
CZ	UXA	4.000	26.00	-	TTT-	-	-	-	22.00%	-	Hsfii	-	-	-	-	8.25%	8.250%	833.00000
AW	KOU	19.000	9.30	-	EEE	-	-	-	22.00%	-	Xfbscfbo	SAGA	-	-	160	KZGX+160	-	794.00000
I	BHH	79.000	70.10	-	KK-	-	-	-	4.00%	-	Vnjzpqxn	YUXU	-	-	645	VJFG+629	-	17.00000

Tranche Comments

H: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144F/Jcy V; V1: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144O/Hwk A; AW: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144V/Grh Q; O: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144C/Kbv X; H1: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144A/Ucj I; QR: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144Y/Pdz Q; C1: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144E/Fjf V; CZ: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144W/Qke T; I: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144Q/Zlk Y; Cck: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144Z/Uie S;

Deal Comments

Spp Fpqq Nbmrpck 2.00

Risk Retention

ST - Pnu Qyxhnwn 7

Pricing Speed

20 EFL

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 6, 2022

Refinancing

Yes

WAL Test Period (YRS)