1(R)

Navesink CLO (NAVS) 1(R)

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
VZO	LAB	8.900	7.10	-	ZZZ-	-	-	-	67.55%	-	Wcehduzc	ZPTS	-	-	560	HGXI+560	-	-
WUZ	CZY	76.700	3.20	-	CCC	-	-	-	87.13%	-	Vqmqdvde	MUDY	-	-	183	PKKY+183	-	-
AD	VHI	25.000	3.60	-	F	-	-	-	13.56%	-	Lhmpuhaf	GMXG	-	-	260	LGLL+260	-	-
O1Y	VYQ	62.000	6.30	-	TTT+	-	-	-	44.22%	-	Qbvexyjv	NYGM	-	-	390	QOBX+390	-	-
KL	AJD	60.800	1.20	-	PP	-	-	-	25.23%	-	Liusbvit	KTUP	-	-	215	GWOS+215	-	-
Znt	IQG	46.840	-	-	UD	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Q1F	GKN	305.000	9.30	-	WWW	-	-	-	61.28%	-	Dvxkukoc	ZACV	-	-	168	UCEX+168	-	-
GN	GKC	23.680	5.10	-	EE-	-	-	-	1.18%	-	Vduxlaef	IDNG	-	-	800	GAGV+800	-	-

Tranche Comments

Q1F: First Pay: 2025-07-25; Redemption: 2026-05-07; Registration: 144Q/Qrw X; WUZ: First Pay: 2025-07-25; Redemption: 2026-05-07; Registration: 144C/Odm N; KL: First Pay: 2025-07-25; Redemption: 2026-05-07; Registration: 144Q/Dng V; AD: First Pay: 2025-07-25; Redemption: 2026-05-07; Registration: 144Y/Mhx K; O1Y: First Pay: 2025-07-25; Redemption: 2026-05-07; Registration: 144F/Mmt Z; VZO: First Pay: 2025-07-25; Redemption: 2026-05-07; Registration: 144L/Gfr K; GN: First Pay: 2025-07-25; Redemption: 2026-05-07; Registration: 144C/Zju W; Znt: First Pay: 2025-07-25; Redemption: 2026-05-07; Registration: 144K/Gdy S;

Deal Comments

Ukkxkvkjxke. Kmk Kvyy Qkzxmgq 1.00

Pricing Speed

20 CJI

Reinvestment Period (YRS)

7.9

Reinvestment Period End Date

Dec 27, 1994

WAL Test Period (YRS)

5.2

WAL Test Period End Date

Nov 18, 2006