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
Q	ZKS	3.000	7.70	-	MMM	-	-	-	-	-	Cwueprzu	QUNW	-	-	120	DMFK+120	-	528.00000
TU	EGD	53.000	4.30	-	SSS	-	-	-	69.00%	-	Wzsbhqoo	YNHH	-	-	160	YSQL+160	-	941.00000
G	BZN	95.000	7.10	-	TT	-	-	-	36.00%	-	Ykzqtlmc	ZHUY	-	-	175	LYNR+175	-	302.00000
R1	LMW	66.000	4.20	-	F	-	-	-	53.00%	-	Lblhmshz	MOBN	-	-	220	KJDK+220	-	147.00000
K1	YWB	211.000	6.50	-	JJJ	-	-	-	88.00%	-	Lrwmvmol	MTLS	-	-	123	BOGX+123	-	543.00000
LZ	LFW	9.000	29.00	-	FFF-	-	-	-	60.00%	-	Gtint	-	-	-	-	8.25%	8.250%	548.00000
Yjf	ZVT	54.500	-	-	TH	-	-	-	-	-	-	-	-	-	-	-	-	Retained
EE	AJP	1.000	4.10	-	G	-	-	-	72.00%	-	Bsniy	-	-	-	260	6.47%	6.472%	558.00000
N	WPT	33.000	91.50	-	FF-	-	-	-	5.00%	-	Rlovzjog	TNQU	-	-	645	AYQB+629	-	59.00000
D1	EUC	83.000	9.20	-	GGG-	-	-	-	90.00%	-	Dfzocivn	SCVT	-	-	335	CUBA+335	-	782.00000

Tranche Comments

Q: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144T/Mfo D; K1: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144C/Nut H; TU: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144L/Jif B; G: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144A/Hwt R; R1: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144F/Bry N; EE: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144O/Uyu J; D1: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144K/Xox D; LZ: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144E/Fyp B; N: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144E/Iig O; Yjf: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144I/Utb E;

Deal Comments

Xkw Sfnn Eogckpq 2.00

Risk Retention

XV - Gga Hwknseg 7

Pricing Speed

20 KTH

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 5, 2010

WAL Test Period (YRS)

WAL Test Period End Date

Aug 5, 2020