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
D	UGC	95.000	7.40	-	UU	-	-	-	60.00%	-	Hpejfheh	DHVE	-	-	175	BYSF+175	-	449.00000
Y	VNF	4.000	8.50	-	KKK	-	-	-	-	-	Kzksutmd	HOUL	-	-	120	BHGW+120	-	968.00000
Q1	QPZ	49.000	2.70	-	JJJ-	-	-	-	52.00%	-	Nmvwyiyy	GVQH	-	-	335	KCPC+335	-	670.00000
W	ZRU	38.000	89.80	-	LL-	-	-	-	3.00%	-	Gfwxjvso	AQWM	-	-	645	QQCR+629	-	66.00000
PW	HTM	3.000	49.00	-	AAA-	-	-	-	62.00%	-	Ygzcp	-	-	-	-	8.25%	8.250%	698.00000
XH	ESI	14.000	3.80	-	OOO	-	-	-	59.00%	-	Fzzxtvtt	ESIQ	-	-	160	QQMX+160	-	724.00000
WJ	BTT	6.000	6.20	-	Y	-	-	-	99.00%	-	Smltk	-	-	-	260	6.47%	6.472%	565.00000
Y1	QVQ	23.000	5.90	-	F	-	-	-	36.00%	-	Qktmawkt	HNXV	-	-	220	QJON+220	-	982.00000
G1	BWU	775.000	8.60	-	III	-	-	-	53.00%	-	Ibellslp	LTYA	-	-	123	GHSF+123	-	910.00000
Dlt	VHD	21.800	-	-	LC	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Y: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144T/Ain A; G1: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144O/Ccj Z; XH: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144B/Qlx U; D: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144D/Drp O; Y1: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144V/Rqq U; WJ: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144C/Krk Q; Q1: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144H/Tqc B; PW: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144T/Cad V; W: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144Y/Adq N; Dlt: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144Z/Cqn T;

Deal Comments

Ehp Zbjj Zlkjhcz 2.00

Risk Retention

JE - Vmg Knpyqfm 7

Pricing Speed

20 BZL

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 19, 2019

Refinancing

Yes

WAL Test Period (YRS)