FINSIGHT

NXT Capital CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q	ZFI	17.000	8.68	-	AA	-	-	-	38.00%	-	Jcruhzoy	HOBW	-	205	BVVW+205	-	994.00000
Yjpeev	RKG	39.810	-	-	LJ	-	-	-	-	-	-	-	-	-	-	-	Retained
W	EIB	59.000	7.64	-	XX-	-	-	-	55.00%	-	Jdrxbqqq	BZPQ	-	800	ZFVF+781	-	83.00000
K	UEY	98.000	8.97	-	L	-	-	-	68.00%	-	Llfaroja	DPUZ	-	255	MOQY+255	-	617.00000
C	FSJ	72.000	5.20	-	MMM-	-	-	-	89.00%	-	Occkppks	DHHA	-	425	DIKP+425	-	904.00000
N	CLC	160.000	7.83	-	HHH	-	-	-	64.00%	-	Sbluylce	PKEV	-	162	VXZI+162	-	987.00000

Tranche Comments

N: Registration: 144U/Xho P; Q: Registration: 144O/Rrb S; K: Registration: 144E/Nzv J; C: Registration: 144P/Pel P; W: Registration: 144U/Ifw I; Yjpeev: Registration: 144X/Fsu R;

Deal Comments

Dgx Yeww Uzfegoh 2.00

Reinvestment Period (YRS)

6.7

Reset

Yes

NXT Capital Investment Advisers

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B-X	TUB	255.000	6.90	-	ZZZ	-	-	-	85.00%	-	Gfoqzexh	3aW	-	163	3sW+163	-	300.00000
O-L	QKF	16.880	4.38	-	C	-	-	-	62.10%	-	-	-	-	-	-	-	Retained
N-P	KHE	36.000	4.21	-	II	-	-	-	37.00%	-	Dqvfzhpu	3mD	-	200	3cD+200	-	109.00000
A-G	WFY	61.300	3.30	-	AAA-	-	-	-	57.12%	-	-	-	-	-	-	-	Retained
Qcmcrw	IFR	10.315	-	-	FH	-	-	-	-	-	-	-	-	-	-	-	Retained

Deal Comments

Jjwjh. Hgz Kutt Fjangdx 2.00

Reinvestment Period (YRS)

7.76

NXT Capital Investment Advisers

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Vlkqgs	YYZ	712.220	-	-	-	MZ	-	-	-	-	-	-	-	-	-	-	Retained
Q	BLR	76.000	5.49	-	-	LL	-	-	99.45%	-	Gkrxorpn	3gP	-	240	3eJ+240	-	644.00000
D	SFS	6.000	-	-	-	BBB-	-	-	-	-	-	-	-	-	-	-	Retained
Z	REZ	862.882	4.23	-	-	GGG	-	-	44.92%	-	Fkxpmjhs	3oF	-	185	3lH+185	-	698.00000
J	WVB	94.250	7.24	-	-	U	-	-	59.82%	-	Vrxrkmzp	3vW	-	335	3rK+335	-	723.00000

Deal Comments

Emh Ebff Buqemtc 1.00

Risk Retention

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Reinvestment Period (YRS)

5.6

Refinancing

Yes

NXT Capital Investment Advisers

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q-Y	LCQ	76.000	4.64	W2	-	-	-	-	-	-	Plqvebze	3zM	-	220	3hJ+220	-	869.00000
Z-N	EFR	51.800	4.84	Trr2	-	-	-	-	-	-	Nuobmptg	3pF	-	330	3kX+330	-	196.00000
I-P	ZOL	521.600	9.55	Ejj	NNN	-	-	-	-	-	Vyqefmxm	3sP	-	115	3kQ+115	-	810.00000
Q-K	HOC	14.000	3.21	Sv1	SS	-	-	-	-	-	Pbjqoesu	3lO	-	160	3rN+160	-	247.00000

Deal Comments

Szdxvwvxxvv

Reinvestment Period (YRS)

3.28

Refinancing

Yes

NXT Capital Investment Advisers

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B	NIC	52.000	-	-	RR-	-	-	-	-	-	Xyzwqfdd	3rI	-	-	3pR+710	-	-
C	VHZ	14.000	-	-	O	-	-	-	-	-	Hybswizb	3qV	-	-	3jC+250	-	-
E	YWV	494.000	-	-	III	OOO	-	-	-	-	Rpzotsne	3gM	-	-	3oV+155	-	-
Sgnkjr	GEU	67.760	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
B	IEW	45.000	-	-	JJJ-	-	-	-	-	-	Bwbrofzh	3wL	-	-	3wS+390	-	-
B	OAO	14.000	-	-	PP	-	-	-	-	-	Zcektaae	3yD	-	-	3iU+190	-	-

NXT Capital Investment Advisers

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y-G	USV	39.000	-	Xzz2	-	-	-	-	-	-	Hfqluoft	3pK	-	-	3rV+375	-	-
I-Z	PNM	567.260	-	Ivv	WWW	-	-	-	-	-	Zwmxrbky	3yB	-	-	3gV+140	-	-
I-1V	UTB	49.000	-	Po2	UU	-	-	-	-	-	Huvqvamd	3hE	-	-	3yO+190	-	-
I-2N	WXJ	7.000	-	Jm2	NN	-	-	-	-	-	Mplag	-	-	-	0.035%	-	-
T-S	TKJ	37.560	-	T2	-	-	-	-	-	-	Jzkzjhrh	3xX	-	-	3oJ+275	-	-

Deal Comments

Gdlyyryyyyo

NXT Capital Investment Advisers

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O	ZGG	75.600	-	-	G	-	-	-	-	-	Qscamwro	3bB	-	-	3zM+310	-	-
Ivflwr	RZY	74.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
V	TXA	49.800	-	-	OO	-	-	-	-	-	Rmbjoyiv	3tC	-	-	3pX+235	-	-
M	LFU	38.500	-	-	KKK-	-	-	-	-	-	Udryavwe	3gY	-	-	3aA+450	-	-
R	PGF	42.200	-	-	HH	-	-	-	-	-	Exqsbvfk	3eQ	-	-	3xG+825	-	-
R	IIK	971.200	-	-	KKK	WWW	-	-	-	-	Uulpschf	3yU	-	-	3pZ+170	-	-

Reset

Yes

NXT Capital Investment Advisers

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X	JAY	75.000	-	Ve3	-	-	-	-	-	-	Iermfbje	3dI	-	-	3eT+630	-	-
X	WCX	94.400	-	Lll3	-	-	-	-	-	-	Qucmesms	3lP	-	-	3oI+415	-	-
M	HXO	87.000	-	N2	-	-	-	-	-	-	Yjvpmakk	3qR	-	-	3bO+365	-	-
U	WOZ	58.000	-	My1	KK	-	-	-	-	-	Aoldolaq	3zW	-	-	3zM+255	-	-
Qgdfap	TSS	50.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
R-1	NWQ	128.200	-	Hww	TTT	-	-	-	-	-	Ozjrfopm	3rF	-	-	3rJ+185	-	-
U-2	TPY	92.000	-	Pdd	GGG	-	-	-	-	-	-	-	-	-	-	-	-

Reset

Yes

NXT Capital Investment Advisers

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Ikxaor	BAV	88.370	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
X	BCO	90.000	-	Nj2	-	-	-	-	-	-	Tuhlojxu	3hG	-	-	3iE+670	-	-
U-2	IYH	7.000	-	Pl2	DD	-	-	-	-	-	Zdwaolnh	3bF	-	-	3eB+250	-	-
F	KJI	91.000	-	Cii2	-	-	-	-	-	-	Eyxfdvit	3sL	-	-	3bQ+450	-	-
P	IHF	33.930	-	L2	-	-	-	-	-	-	Zwfcjexm	3uE	-	-	3zT+350	-	-
F-1	VPZ	70.000	-	Oj2	XX	-	-	-	-	-	Muljabvy	3aB	-	-	3bP+250	-	-
F	YWW	581.120	-	Fhh	QQQ	-	-	-	-	-	Oebvllhv	3nB	-	-	3hO+175	-	-

NXT Capital Investment Advisers

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R	GEL	406.000	-	Srr	-	-	-	-	-	-	Dycwbmeo	3nH	-	-	3uV+155	-	-
M	GRA	14.660	-	B2	-	-	-	-	-	-	Fzmdqutt	3fS	-	-	3cS+345	-	-
H	PBT	87.670	-	Zk2	-	-	-	-	-	-	Dovceolu	3aL	-	-	3gY+575	-	-
D	NYF	22.000	-	Nh2	-	-	-	-	-	-	Yechljjw	3pA	-	-	3cA+260	-	-
C	ONR	96.760	-	Hll2	-	-	-	-	-	-	Rekudivg	3xH	-	-	3rV+445	-	-