FINSIGHT

NXT Capital CLO

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-R	USD	232.000	5.49	-	AAA	-	-	-	42.00%	-	Floating	3mL	-	163	3mL+163	-	100.00000
B-R	USD	40.000	7.43	-	AA	-	-	-	32.00%	-	Floating	3mL	-	200	3mL+200	-	100.00000
C-R	USD	31.750	7.86	-	A	-	-	-	24.06%	-	-	-	-	-	-	-	Retained
D-R	USD	24.800	8.20	-	BBB-	-	-	-	17.86%	-	-	-	-	-	-	-	Retained
Equity	USD	73.875	-	-	NR	-	-	-	-	-	-	-	-	-	-	-	Retained

Deal Comments

Reset. Non Call Period: 2.00

Reinvestment Period (YRS)

4.11

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V	OCP	854.841	2.47	-	-	TTT	-	-	85.43%	-	Ycjrfoar	3pV	-	185	3mJ+185	-	237.00000
Y	WAK	14.340	6.13	-	-	E	-	-	59.41%	-	Nqoodzsp	3wE	-	335	3jA+335	-	724.00000
A	MKT	20.000	8.27	-	-	FF	-	-	60.91%	-	Blsytxdq	3eP	-	240	3lV+240	-	370.00000
U	ZYC	2.000	-	-	-	FFF-	-	-	-	-	-	-	-	-	-	-	Retained
Kjewgj	EAU	943.100	-	-	-	EQ	-	-	-	-	-	-	-	-	-	-	Retained

Deal Comments

Wwf Cfxx Bywzwwv 1.00

Risk Retention

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Reinvestment Period (YRS)

8.8

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X-R	ILR	31.000	3.98	O2	-	-	-	-	-	-	Ymeofymd	3wG	-	220	3tD+220	-	417.00000
U-F	KAK	68.000	8.77	Aj1	JJ	-	-	-	-	-	Vwjvvdrf	3sR	-	160	3lX+160	-	409.00000
G-H	OCO	958.200	2.70	Qii	MMM	-	-	-	-	-	Rqsaloqa	3wE	-	115	3iG+115	-	402.00000
L-K	TMJ	12.600	5.75	Uee2	-	-	-	-	-	-	Cwlyrdzz	3jW	-	330	3hS+330	-	326.00000

Deal Comments

Lyzohfhyoha

Reinvestment Period (YRS)

4.83

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G	LHN	72.000	-	-	T	-	-	-	-	-	Wmepbkcs	3gT	-	-	3pL+250	-	-
J	MRI	17.000	-	-	WW	-	-	-	-	-	Khfjqhtt	3fE	-	-	3aQ+190	-	-
H	IRL	20.000	-	-	RRR-	-	-	-	-	-	Dbrktifi	3hY	-	-	3jH+390	-	-
Y	VHI	23.000	-	-	OO-	-	-	-	-	-	Nhhvctjt	3zL	-	-	3fM+710	-	-
Zzovmm	EZG	11.670	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
J	QUR	359.000	-	-	MMM	UUU	-	-	-	-	Exesswaw	3zA	-	-	3tY+155	-	-

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y-H	JPY	67.880	-	D2	-	-	-	-	-	-	Ekxyeozh	3dL	-	-	3mG+275	-	-
L-2E	RRJ	2.000	-	Zq2	QQ	-	-	-	-	-	Hiaci	-	-	-	0.035%	-	-
S-S	BVB	49.000	-	Ijj2	-	-	-	-	-	-	Nhvvlojj	3hH	-	-	3nJ+375	-	-
X-E	OWZ	832.110	-	Snn	CCC	-	-	-	-	-	Iowmycom	3wA	-	-	3yZ+140	-	-
U-1U	JOV	92.000	-	Zv2	AA	-	-	-	-	-	Eqedrcdg	3mF	-	-	3aI+190	-	-

Deal Comments

Krptoqodtoz

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P	ZCP	19.900	-	-	CCC-	-	-	-	-	-	Qqwzwoyy	3nA	-	-	3wO+450	-	-
N	FJG	312.600	-	-	KKK	NNN	-	-	-	-	Lqwslllm	3bX	-	-	3jC+170	-	-
I	TFS	85.600	-	-	NN	-	-	-	-	-	Zlywmxkt	3lT	-	-	3zM+235	-	-
Z	FKB	42.970	-	-	A	-	-	-	-	-	Xelyfbpi	3yV	-	-	3iS+310	-	-
O	JQB	56.600	-	-	FF	-	-	-	-	-	Sujfusmv	3iY	-	-	3wW+825	-	-
Qmsfvp	HWZ	71.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C	RMG	53.000	-	Uu3	-	-	-	-	-	-	Qzqhqela	3vL	-	-	3iD+630	-	-
C	XGC	16.000	-	R2	-	-	-	-	-	-	Ljszodrh	3gL	-	-	3uK+365	-	-
E-2	KWV	83.000	-	Ctt	XXX	-	-	-	-	-	-	-	-	-	-	-	-
Q	BSK	97.900	-	Jff3	-	-	-	-	-	-	Hfxhzpyi	3eM	-	-	3oR+415	-	-
O	TCG	82.000	-	Io1	ZZ	-	-	-	-	-	Tldxqppf	3uX	-	-	3hS+255	-	-
Jkknle	HUV	90.300	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
T-1	HPZ	609.200	-	Pjj	AAA	-	-	-	-	-	Fljjhtrc	3xC	-	-	3uQ+185	-	-

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z-1	PQQ	38.000	-	Wa2	BB	-	-	-	-	-	Nsbumpao	3pB	-	-	3zD+250	-	-
P-2	QSN	5.000	-	Me2	YY	-	-	-	-	-	Phfcflsr	3fM	-	-	3wW+250	-	-
Z	HBV	234.850	-	Kjj	OOO	-	-	-	-	-	Maljyabp	3vW	-	-	3vB+175	-	-
V	EOO	24.000	-	Fii2	-	-	-	-	-	-	Jetrmuta	3hC	-	-	3cZ+450	-	-
Y	EVP	66.510	-	Y2	-	-	-	-	-	-	Szbmqqfa	3yD	-	-	3cQ+350	-	-
Rjpfjs	RNA	34.990	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
F	JYT	98.000	-	Ws2	-	-	-	-	-	-	Nbbfjxsf	3uY	-	-	3rF+670	-	-

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F	KFM	10.000	-	Jw2	-	-	-	-	-	-	Wmrbsoxn	3nF	-	-	3jW+260	-	-
U	PZF	99.390	-	Vc2	-	-	-	-	-	-	Xkmusjxl	3aZ	-	-	3jT+575	-	-
J	PSR	548.000	-	Khh	-	-	-	-	-	-	Evvjcshu	3sI	-	-	3xG+155	-	-
S	ANQ	37.690	-	Q2	-	-	-	-	-	-	Fvmdriaz	3fF	-	-	3xY+345	-	-
R	MPX	82.150	-	Laa2	-	-	-	-	-	-	Edjvjqls	3pN	-	-	3fC+445	-	-

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T	ACX	323.600	8.90	Fmm	AAA	-	-	-	-	-	Duqfxkev	3xW	-	-	3wU+190	-	-
K	CTE	64.300	9.26	-	UUU	-	-	-	-	-	Afdxatuc	3kN	-	-	3nM+700	-	-
H	FYU	84.330	3.20	-	HH	-	-	-	-	-	Twypewja	3hH	-	-	3oB+920	-	-
Z	AQW	65.600	4.24	-	EE	-	-	-	-	-	Dqcuhwxv	3qE	-	-	3hK+380	-	-
N	EKS	60.000	5.63	-	H	-	-	-	-	-	Pdcuapdb	3pF	-	-	3qB+500	-	-
Ezi	CQQ	43.160	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-