Navesink CLO (NAVS) 3

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
A-2l	GGX	5.000	4.70	-	QQQ-	-	-	-	35.00%	-	Wvpsu	-	-	-	-	9.00%	9.000%	173.00000
I-1	VFT	18.000	5.80	-	RR	-	-	-	90.00%	-	Khjxfakq	UKFL	-	-	190	GKWR+190	-	138.00000
R-2	AVQ	5.000	3.30	-	OO	-	-	-	87.00%	-	Cbirw	-	-	-	-	5.65%	5.650%	773.00000
S-2q	TXT	5.000	5.10	-	JJJ-	-	-	-	61.00%	-	Cbqlemzx	IEIO	-	-	500	MLTB+500	-	950.00000
U-1	TCK	248.000	4.50	-	III	-	-	-	93.00%	-	Juedxwfc	VWLI	-	-	148	JWLT+148	-	638.00000
T-1	XEO	74.000	3.00	-	C+	-	-	-	34.00%	-	Gfeappxn	TAFX	-	-	230	BVNZ+230	-	668.00000
E-1	OQJ	57.300	5.80	-	QQQ-	-	-	-	25.00%	-	Phkeafod	MYFI	-	-	365	JUPE+365	-	311.00000
K	LZC	38.400	8.50	-	VV-	-	-	-	4.00%	-	Qxpztlsk	TXKN	-	-	-	VCZW+682	-	31.00000
U-2	MWB	4.000	5.70	-	EEE	-	-	-	31.00%	-	Yyflbjqq	IUOV	-	-	168	EPSL+168	-	899.00000
T-2	XPV	9.000	1.00	-	F+	-	-	-	20.00%	-	Xtcey	-	-	-	-	6.03%	6.030%	203.00000
Hqc	OBH	42.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

U-1: First Pay: 2026-01-15; Redemption: 2026-07-15; Registration: 144A/Gkk K; U-2: First Pay: 2026-01-15; Redemption: 2026-07-15; Registration: 144J/Rru V; I-1: First Pay: 2026-01-15; Redemption: 2026-07-15; Registration: 144U/Iay V; R-2: First Pay: 2026-01-15; Redemption: 2026-07-15; Registration: 144T/Iru N; T-1: First Pay: 2026-01-15; Redemption: 2026-07-15; Registration: 144G/Ezt G; T-2: First Pay: 2026-01-15; Redemption: 2026-07-15; Registration: 144F/Obu T; E-1: First Pay: 2026-01-15; Redemption: 2026-07-15; Registration: 144Y/Tkz M; S-2q: First Pay: 2026-01-15; Redemption: 2026-07-15; Registration: 144J/Qon N; A-2l: First Pay: 2026-01-15; Redemption: 2026-07-15; Registration: 144B/Qjt O; K: First Pay: 2026-01-15; Redemption: 2026-07-15; Registration: 144X/Crt U; Hqc: First Pay: 2026-01-15; Redemption: 2026-07-15; Registration: 144A/Wfx S;

Deal Comments

Gog-Lnll Mghgowr 1.00

Pricing Speed

20 MCB

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 31, 2016

WAL Test Period (YRS)

WAL Test Period End Date

Apr 25, 2024