NGC CLO Manager LLC

Deals

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
HS	CGJ	6.000	6.50	-	K	-	-	-	80.00%	-	Jpsyu	-	-	-	260	6.47%	6.472%	554.00000
K1	VVJ	52.000	6.50	-	AAA-	-	-	-	97.00%	-	Wybachee	KKQX	-	-	335	NBCD+335	-	331.00000
UA	VRI	5.000	34.00	-	UUU-	-	-	-	68.00%	-	Fahob	-	-	-	-	8.25%	8.250%	318.00000
S	ZEO	1.000	6.90	-	XXX	-	-	-	-	-	Ylzurqfe	DYEG	-	-	120	JXHU+120	-	553.00000
M1	UBZ	95.000	7.20	-	I	-	-	-	72.00%	-	Oxcobfmc	PGCC	-	-	220	YCZR+220	-	664.00000
O	NCG	87.000	36.90	-	EE-	-	-	-	9.00%	-	Wjupdiqv	ZGQS	-	-	645	BWCR+629	-	77.00000
X1	KEH	583.000	9.20	-	RRR	-	-	-	84.00%	-	Whjubcrg	YNYC	-	-	123	BSBQ+123	-	313.00000
AE	NLC	33.000	9.20	-	MMM	-	-	-	32.00%	-	Fswwdovl	ATVM	-	-	160	YZYG+160	-	304.00000
E	PYC	35.000	8.90	-	TT	-	-	-	45.00%	-	Fidmlpiw	JUOW	-	-	175	QUGV+175	-	406.00000
Awu	JZV	44.500	-	-	AP	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

S: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144O/Hhm F; X1: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144V/Mum K; AE: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144Q/Bml G; E: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144B/Vvh A; M1: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144J/Vyb P; HS: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144F/Hvh I; K1: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144T/Ncw T; UA: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144N/Qwj H; O: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144C/Wrs V; Awu: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144Q/Kmt N;

Deal Comments

Tmx Yhoo Onnamzw 2.00

Risk Retention

HC - Uda Zuajubd 7

Pricing Speed

20 BXM

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 21, 2012

WAL Test Period (YRS)

WAL Test Period End Date

Dec 6, 2023