Navesink CLO (NAVS) 2

Zais Group

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K-2	YMI	649.000	9.40	-	WWW	-	-	-	77.00%	-	Wldoppfg	QGUF	-	158	ECPE+158	-	-
N-1	OWS	65.000	8.60	-	YYY	-	-	-	40.50%	-	Bjsxsahf	SAJY	-	485	BUGA+485	-	-
F-2	TQY	55.000	2.40	-	OOO-	-	-	-	30.00%	-	Qywdorfs	EZYA	-	609	LXZM+609	-	-
Y	GIK	61.000	8.20	-	SS-	-	-	-	1.70%	-	Csqxqkma	ALBD	-	750	NSKG+750	-	-
S	QMU	14.000	4.40	-	WW	-	-	-	12.00%	-	Nvqoobrs	KIZO	-	220	JKLH+220	-	-
A	UFY	90.000	3.10	-	K	-	-	-	36.00%	-	Nxlfcrij	NPLY	-	236	IIUH+236	-	-
Buz	TLY	11.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Y-1	UTA	998.000	8.50	-	NNN	-	-	-	43.00%	-	Yzxjyheq	BTQM	-	127	CMDR+127	-	-

Tranche Comments

Y-1: First Pay: 2024-10-15; Redemption: 2025-04-15; Registration: 144U/Ttk H; K-2: First Pay: 2024-10-15; Redemption: 2025-04-15; Registration: 144A/Llr S; S: First Pay: 2024-10-15; Redemption: 2025-04-15; Registration: 144J/Jyk O; A: First Pay: 2024-10-15; Redemption: 2025-04-15; Registration: 144A/Epl E; N-1: First Pay: 2024-10-15; Redemption: 2025-04-15; Registration: 144Q/Udv D; F-2: First Pay: 2024-10-15; Redemption: 2025-04-15; Registration: 144T/Wxn H; Y: First Pay: 2024-10-15; Redemption: 2025-04-15; Registration: 144Q/Hql W; Buz: First Pay: 2024-10-15; Redemption: 2025-04-15; Registration: 144G/Aci H;

Deal Comments

Xhc Myss Uzsohfp 1.00

Pricing Speed

20 HWL

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 2, 2011

WAL Test Period (YRS)

WAL Test Period End Date

Mar 10, 2021