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
E1	YFG	21.000	7.60	-	E	-	-	-	58.00%	-	Mwjlyikn	DUDK	-	-	220	DTWQ+220	-	159.00000
SI	IMI	5.000	5.10	-	R	-	-	-	89.00%	-	Ptrmt	-	-	-	260	6.47%	6.472%	922.00000
K	JJW	50.000	94.40	-	JJ-	-	-	-	5.00%	-	Iyzakdjy	VDZU	-	-	645	EOLU+629	-	79.00000
AH	UIM	6.000	28.00	-	CCC-	-	-	-	18.00%	-	Nkmeo	-	-	-	-	8.25%	8.250%	788.00000
K	AQV	12.000	7.20	-	SS	-	-	-	41.00%	-	Mbkzzkph	SUMD	-	-	175	HDQT+175	-	247.00000
V1	JNV	23.000	6.50	-	LLL-	-	-	-	87.00%	-	Ksmxwltv	NYPX	-	-	335	NZZE+335	-	673.00000
FH	RFN	64.000	3.30	-	GGG	-	-	-	21.00%	-	Nuzqawbw	KZSM	-	-	160	CIFP+160	-	935.00000
Jsf	BWB	59.300	-	-	WP	-	-	-	-	-	-	-	-	-	-	-	-	Retained
H	YKH	2.000	1.90	-	YYY	-	-	-	-	-	Wpehaxed	ZMBN	-	-	120	DIDK+120	-	378.00000
F1	TLL	422.000	3.50	-	GGG	-	-	-	64.00%	-	Xwrjajks	AATB	-	-	123	GNBW+123	-	402.00000

Tranche Comments

H: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144D/Ukm Y; F1: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144B/Eon H; FH: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144Y/Dpu B; K: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144N/Tqi X; E1: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144K/Yim G; SI: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144B/Qku J; V1: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144B/Ypy J; AH: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144T/Pdw K; K: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144M/Khx D; Jsf: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144L/Ddf Z;

Deal Comments

Syh Xkyy Ghwqycu 2.00

Risk Retention

SU - Wgu Mztjuig 7

Pricing Speed

20 JSM

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 30, 2020

WAL Test Period (YRS)

WAL Test Period End Date

May 13, 2018