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
Uabsbj	RWI	79.980	-	-	OC	-	-	-	-	-	-	-	-	-	-	-	Retained
Z	LKM	184.000	9.66	-	FFF	-	-	-	11.00%	-	Mhypoams	CLIC	-	162	WEXR+162	-	573.00000
N	PJG	91.000	4.55	-	P	-	-	-	20.00%	-	Kcmmqmjn	QXEN	-	255	LHVJ+255	-	609.00000
Y	YGK	69.000	2.90	-	BBB-	-	-	-	29.00%	-	Obruexcy	UNGO	-	425	YGMA+425	-	553.00000
N	HKE	39.000	7.88	-	QQ	-	-	-	37.00%	-	Kwlqppyx	LZUC	-	205	LWTQ+205	-	533.00000
W	CND	70.000	9.21	-	EE-	-	-	-	51.00%	-	Pvoqdyrc	ZTMQ	-	800	IQDV+781	-	47.00000

Tranche Comments

Z: Registration: 144G/Kyh D; N: Registration: 144F/Ddz X; N: Registration: 144L/Qrb B; Y: Registration: 144W/Pnj T; W: Registration: 144X/Ojk X; Uabsbj: Registration: 144Z/Gqq P;

Deal Comments

Lcg Eobb Tzcxcpm 2.00

Reinvestment Period (YRS)

4.9

NXT Capital Investment Advisers

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I-U	ZZJ	93.120	6.74	-	P	-	-	-	62.50%	-	-	-	-	-	-	-	Retained
Pkagkl	YLP	38.469	-	-	DX	-	-	-	-	-	-	-	-	-	-	-	Retained
Z-Q	XVG	456.000	7.97	-	TTT	-	-	-	62.00%	-	Lwqruwdd	3aN	-	163	3tP+163	-	731.00000
H-B	PAS	15.000	5.60	-	UU	-	-	-	37.00%	-	Akpleran	3uK	-	200	3nV+200	-	577.00000
Z-C	KEO	11.700	4.80	-	LLL-	-	-	-	27.95%	-	-	-	-	-	-	-	Retained

Deal Comments

Xwuwg. Xvt Ktss Rwervgl 2.00

Reinvestment Period (YRS)

7.81

NXT Capital Investment Advisers

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Snkfox	FCA	540.370	-	-	-	QA	-	-	-	-	-	-	-	-	-	-	Retained
A	NGL	20.000	6.72	-	-	RR	-	-	18.94%	-	Cjjmhsbp	3nP	-	240	3cO+240	-	947.00000
Q	PRI	8.000	-	-	-	YYY-	-	-	-	-	-	-	-	-	-	-	Retained
L	KMU	40.400	4.95	-	-	L	-	-	32.63%	-	Pebxaouq	3rW	-	335	3zX+335	-	735.00000
Z	RBU	606.646	3.40	-	-	SSS	-	-	71.19%	-	Pzszudzr	3mA	-	185	3bY+185	-	147.00000

Deal Comments

Jrp Mgll Qyqvrrx 1.00

Risk Retention

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Reinvestment Period (YRS)

5.7

NXT Capital Investment Advisers

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G-H	VLE	286.600	2.72	Kdd	AAA	-	-	-	-	-	Ipupouvh	3yO	-	115	3vN+115	-	844.00000
G-R	NGA	67.900	4.74	Aww2	-	-	-	-	-	-	Mfousbsk	3gQ	-	330	3vJ+330	-	909.00000
P-T	XLC	88.000	5.31	X2	-	-	-	-	-	-	Jbqshxwb	3uW	-	220	3qI+220	-	174.00000
Q-C	ASU	88.000	1.55	Fr1	NN	-	-	-	-	-	Ebycdziz	3tC	-	160	3qD+160	-	905.00000

Deal Comments

Lqlrnjnzrng

Reinvestment Period (YRS)

3.70

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
A	LTQ	24.000	-	-	LL	-	-	-	-	-	Fwqhmmvf	3dL	-	-	3hG+190	-	-
L	FPH	97.000	-	-	PP-	-	-	-	-	-	Tcpdthjd	3cE	-	-	3kK+710	-	-
Xsppza	FRK	84.530	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
M	YOQ	223.000	-	-	YYY	ZZZ	-	-	-	-	Odkdufky	3iC	-	-	3jJ+155	-	-
P	UPL	34.000	-	-	MMM-	-	-	-	-	-	Wfbvrfca	3iA	-	-	3dA+390	-	-
T	VYK	69.000	-	-	C	-	-	-	-	-	Rpdpwltg	3xM	-	-	3dC+250	-	-

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
L-2A	WSW	8.000	-	Je2	BB	-	-	-	-	-	Zyvys	-	-	-	0.035%	-	-
T-G	JRJ	81.000	-	Vuu2	-	-	-	-	-	-	Hwxpusiy	3rY	-	-	3aW+375	-	-
L-M	QAE	249.920	-	Xjj	HHH	-	-	-	-	-	Kzauauqj	3iZ	-	-	3lN+140	-	-
B-1A	UOP	61.000	-	Ac2	UU	-	-	-	-	-	Fzqbsvif	3hO	-	-	3bC+190	-	-
J-Z	NRA	81.410	-	F2	-	-	-	-	-	-	Iakpapps	3aC	-	-	3hH+275	-	-

Deal Comments

Rorwklkowkm

NXT Capital Investment Advisers

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Gvufts	NUM	88.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
E	EIR	111.900	-	-	UUU	PPP	-	-	-	-	Pqyklzlw	3aC	-	-	3xV+170	-	-
C	KVA	53.800	-	-	NN	-	-	-	-	-	Ksphucay	3nA	-	-	3kN+235	-	-
W	CLU	37.460	-	-	Q	-	-	-	-	-	Nybjlzqe	3aU	-	-	3kK+310	-	-
S	MIC	61.600	-	-	EEE-	-	-	-	-	-	Xqajkcsa	3nA	-	-	3vL+450	-	-
H	ROA	37.700	-	-	HH	-	-	-	-	-	Lvcjmbyf	3tE	-	-	3lX+825	-	-

NXT Capital Investment Advisers

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C	OTP	73.000	-	Zu3	-	-	-	-	-	-	Hkyibhsi	3eF	-	-	3oU+630	-	-
R-2	PLM	78.000	-	Oii	MMM	-	-	-	-	-	-	-	-	-	-	-	-
E	LAE	63.100	-	Uii3	-	-	-	-	-	-	Prulmovr	3lH	-	-	3tU+415	-	-
T-1	MTM	745.600	-	Vrr	GGG	-	-	-	-	-	Jspdqduu	3mK	-	-	3hX+185	-	-
P	LUU	55.000	-	Rz1	PP	-	-	-	-	-	Pxmqmrnu	3lS	-	-	3eA+255	-	-
W	HSO	18.000	-	X2	-	-	-	-	-	-	Ksddxlbu	3bX	-	-	3wG+365	-	-
Lozrdm	BQT	81.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-

NXT Capital Investment Advisers

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L	PKU	57.000	-	Ell2	-	-	-	-	-	-	Cfkxejey	3iG	-	-	3iJ+450	-	-
Wjkfdp	OZJ	97.570	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
K-1	HID	28.000	-	Lc2	XX	-	-	-	-	-	Zupjsizf	3xV	-	-	3qQ+250	-	-
V-2	BFM	9.000	-	Kk2	PP	-	-	-	-	-	Ebdmcccz	3rY	-	-	3aU+250	-	-
Y	AFW	78.650	-	F2	-	-	-	-	-	-	Vdhyerln	3vS	-	-	3rS+350	-	-
Q	JNP	43.000	-	Eh2	-	-	-	-	-	-	Teqrtomz	3oS	-	-	3hU+670	-	-
N	AFQ	431.910	-	Aaa	ZZZ	-	-	-	-	-	Uqlumlcu	3hB	-	-	3tZ+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
E	EMA	58.240	-	Lss2	-	-	-	-	-	-	Awkpimti	3oC	-	-	3xV+445	-	-
P	XXR	928.000	-	Vaa	-	-	-	-	-	-	Tyddwptw	3zK	-	-	3pM+155	-	-
H	QFV	37.430	-	Zz2	-	-	-	-	-	-	Fmplqmfg	3aV	-	-	3qE+575	-	-
X	EFD	15.000	-	Rf2	-	-	-	-	-	-	Bforkltc	3jR	-	-	3vY+260	-	-
M	GNR	89.350	-	C2	-	-	-	-	-	-	Ocopckpa	3xR	-	-	3vW+345	-	-