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
EM	TXP	98.000	9.20	-	XXX	-	-	-	69.00%	-	Fmfjfhsa	WGEY	-	-	160	EDKT+160	-	286.00000
Q	QJZ	6.000	1.30	-	TTT	-	-	-	-	-	Phzrkeqy	HLQT	-	-	120	SJPU+120	-	959.00000
Y	EVG	73.000	2.70	-	BB	-	-	-	10.00%	-	Ufqselyd	HVDU	-	-	175	CUYR+175	-	568.00000
K	MHX	56.000	88.70	-	YY-	-	-	-	1.00%	-	Rkcepxec	GLMX	-	-	645	HHGN+629	-	57.00000
AP	NEW	6.000	4.70	-	L	-	-	-	36.00%	-	Sotbu	-	-	-	260	6.47%	6.472%	910.00000
C1	TUZ	82.000	2.10	-	XXX-	-	-	-	12.00%	-	Ppeqkuid	DLOB	-	-	335	GAUE+335	-	497.00000
F1	VZP	31.000	1.20	-	K	-	-	-	44.00%	-	Wusxfjvj	EQBI	-	-	220	EVCI+220	-	703.00000
PT	AOP	7.000	39.00	-	III-	-	-	-	95.00%	-	Tiwoz	-	-	-	-	8.25%	8.250%	436.00000
D1	BVP	226.000	5.50	-	CCC	-	-	-	62.00%	-	Xfdqszoi	TTWK	-	-	123	GSZP+123	-	641.00000
Pjf	WCF	72.900	-	-	BI	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Q: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144W/Hpu C; D1: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144K/Bpj V; EM: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144C/Hxs I; Y: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144D/Qfj H; F1: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144L/Ydh G; AP: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144B/Xau R; C1: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144K/Rzl Y; PT: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144H/Rot F; K: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144X/Hcj Y; Pjf: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144I/Meu Y;

Deal Comments

Fys Vekk Fuseypg 2.00

Risk Retention

KM - Hvq Wuwjirv 7

Pricing Speed

20 GLU

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 1, 1999

WAL Test Period (YRS)

WAL Test Period End Date

Oct 7, 2015