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
Z-2	EJW	195.000	4.20	-	PPP	-	-	-	79.00%	-	Pwfseohe	HAJI	-	-	158	APDO+158	-	-
M-1	KVY	96.000	3.60	-	QQQ	-	-	-	59.40%	-	Cruevqtp	XSGY	-	-	485	KLJR+485	-	-
S-2	TZE	87.000	8.70	-	XXX-	-	-	-	95.00%	-	Adybbhns	KXEN	-	-	609	BVDT+609	-	-
Jha	GJE	66.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
G-1	GMO	446.000	6.40	-	III	-	-	-	99.00%	-	Qbhblmsy	SLKJ	-	-	127	GIOL+127	-	-
O	ROJ	54.000	9.50	-	PP	-	-	-	61.00%	-	Dwkuoalf	KEVY	-	-	220	NCPC+220	-	-
L	YSU	77.000	3.10	-	S	-	-	-	96.00%	-	Wbqamhuq	ZPTC	-	-	236	GXVN+236	-	-
G	TWK	17.000	5.30	-	DD-	-	-	-	5.30%	-	Ikwsatxk	XDZU	-	-	750	VXTS+750	-	-

Tranche Comments

G-1: First Pay: 2024-10-15; Redemption: 2025-04-15; Registration: 144V/Och U; Z-2: First Pay: 2024-10-15; Redemption: 2025-04-15; Registration: 144P/Yah L; O: First Pay: 2024-10-15; Redemption: 2025-04-15; Registration: 144U/Umn J; L: First Pay: 2024-10-15; Redemption: 2025-04-15; Registration: 144O/Axd X; M-1: First Pay: 2024-10-15; Redemption: 2025-04-15; Registration: 144E/Ike O; S-2: First Pay: 2024-10-15; Redemption: 2025-04-15; Registration: 144T/Zbm T; G: First Pay: 2024-10-15; Redemption: 2025-04-15; Registration: 144D/Aoy N; Jha: First Pay: 2024-10-15; Redemption: 2025-04-15; Registration: 144D/Bwp N;

Deal Comments

Ipn Cnoo Fttkpld 1.00

Pricing Speed

20 ZKW

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 19, 2002

WAL Test Period (YRS)

WAL Test Period End Date

Oct 3, 2027