Navesink CLO (NAVS) 2

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Zais Group

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
X	PMD	33.000	5.70	-	GG-	-	-	-	4.30%	-	Tvyosflz	VLYX	-	-	750	EPDY+750	-	-
M-2	NIX	86.000	3.80	-	EEE-	-	-	-	77.00%	-	Nxeejzhp	UCVZ	-	-	609	CKMS+609	-	-
M	KPI	20.000	3.60	-	WW	-	-	-	73.00%	-	Eumpziyj	EKWH	-	-	220	BEXC+220	-	-
N-1	HVN	546.000	6.40	-	VVV	-	-	-	12.00%	-	Lhnophxn	WQCU	-	-	127	IAUQ+127	-	-
Y-2	AYW	551.000	4.80	-	FFF	-	-	-	84.00%	-	Fdsjmpzx	LIYH	-	-	158	DXZC+158	-	-
D	FJR	13.000	7.70	-	Z	-	-	-	52.00%	-	Fcqexysg	CCFE	-	-	236	BGMT+236	-	-
T-1	AZM	72.000	5.80	-	AAA	-	-	-	37.70%	-	Txkfjefb	EJEK	-	-	485	PNTG+485	-	-
Afh	BPE	24.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

N-1: First Pay: 2024-10-15; Redemption: 2025-04-15; Registration: 144Y/Tnl D; Y-2: First Pay: 2024-10-15; Redemption: 2025-04-15; Registration: 144N/Tob T; M: First Pay: 2024-10-15; Redemption: 2025-04-15; Registration: 144T/Yuk A; D: First Pay: 2024-10-15; Redemption: 2025-04-15; Registration: 144J/Bif Q; T-1: First Pay: 2024-10-15; Redemption: 2025-04-15; Registration: 144T/Rpx L; M-2: First Pay: 2024-10-15; Redemption: 2025-04-15; Registration: 144L/Mor N; X: First Pay: 2024-10-15; Redemption: 2025-04-15; Registration: 144B/Rtt V; Afh: First Pay: 2024-10-15; Redemption: 2025-04-15; Registration: 144P/Axr L;

Deal Comments

Xgu Dcrr Agwrgwx 1.00

Pricing Speed

20 EZS

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 4, 2017

WAL Test Period (YRS)

WAL Test Period End Date

Jan 30, 2020