Navesink CLO (NAVS) 1

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
E1	POS	487.000	7.30	-	WWW	-	-	-	13.80%	-	Uppsrwbw	3tDDUD	-	-	232	3dBNVJ+232	-	-
PQ	BBA	80.500	3.68	-	AAA	-	-	-	20.90%	-	Stoehtbh	3xYLIQ	-	-	275	3jGHGL+275	-	-
ZZ	GZJ	2.400	1.11	-	TTT-	-	-	-	79.30%	-	Vpymovxo	3yPMJP	-	-	740	3eTSTZ+740	-	-
V1	ZWI	66.000	1.25	-	X	-	-	-	12.30%	-	Irzoxvkf	3oNJZU	-	-	415	3wJJGI+415	-	-
EF	LLN	7.000	5.48	-	MM	-	-	-	50.40%	-	Afmsl	-	-	-	-	6.80%	-	-
MX	YMS	7.000	6.51	-	K	-	-	-	68.30%	-	Monha	-	-	-	-	7.71%	-	-
U1	KQR	69.000	4.79	-	EEE+	-	-	-	53.80%	-	Icucvblp	3zCPAU	-	-	626	3qAPOB+626	-	-
Uvz	YLF	24.923	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
V1	FZT	78.800	7.39	-	XX	-	-	-	15.20%	-	Crrvfyeg	3zGHTA	-	-	320	3hPASY+320	-	-
W	EEQ	33.100	4.10	-	XX-	-	-	-	-	-	Xhofrfdv	3eVUZQ	-	-	850	3bTWIK+850	-	-

Tranche Comments

E1: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144X/Dcj F; PQ: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144O/Pcq C; V1: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144F/Aal N; EF: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144J/Ios G; V1: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144J/Aas H; MX: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144E/Xeb F; U1: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144U/Tvz R; ZZ: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144O/Hce A; W: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144B/Dic M; Uvz: First Pay: 2024-01-25; Redemption: 2025-04-25; Registration: 144O/Wru Y;

Deal Comments

Bbs Gwcc Xqeabwu 2.00

Pricing Speed

20 NGS