FINSIGHT

Navesink CLO

Deals

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
J-2	KPO	3.000	1.70	-	VVV	-	-	-	84.00%	-	Tpewkjsw	HVAP	-	-	168	NCLG+168	-	398.00000
U-2	CTA	4.000	1.70	-	QQ	-	-	-	74.00%	-	Jtxfy	-	-	-	-	5.65%	5.650%	405.00000
W-2m	ASM	1.000	5.20	-	HHH-	-	-	-	83.00%	-	Qyodbqhf	UMUD	-	-	500	JMXS+500	-	997.00000
Z-1	BPZ	21.500	7.80	-	BBB-	-	-	-	33.00%	-	Mwqrxvte	NJKA	-	-	365	CMTO+365	-	596.00000
U-2p	HFS	2.000	1.10	-	UUU-	-	-	-	41.00%	-	Bhlsy	-	-	-	-	9.00%	9.000%	119.00000
X-1	YAY	54.000	1.00	-	J+	-	-	-	52.00%	-	Kldqjuwb	CLLY	-	-	230	TQFL+230	-	108.00000
A-2	IBM	8.000	1.00	-	E+	-	-	-	71.00%	-	Xjhsg	-	-	-	-	6.03%	6.030%	493.00000
H	FBE	36.700	8.50	-	YY-	-	-	-	9.00%	-	Desbxbbo	NBTX	-	-	-	LQTI+682	-	13.00000
Z-1	TSX	378.000	1.60	-	DDD	-	-	-	11.00%	-	Edbaoqhy	IMFN	-	-	148	WOXN+148	-	833.00000
I-1	QFM	37.000	4.90	-	EE	-	-	-	73.00%	-	Dkyacimp	QLPZ	-	-	190	WKCO+190	-	990.00000
Eoe	GOW	64.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Z-1: First Pay: 2026-01-15; Redemption: 2026-07-15; Registration: 144H/Ooo W; J-2: First Pay: 2026-01-15; Redemption: 2026-07-15; Registration: 144D/Bfw X; I-1: First Pay: 2026-01-15; Redemption: 2026-07-15; Registration: 144O/Dmb V; U-2: First Pay: 2026-01-15; Redemption: 2026-07-15; Registration: 144X/Ucv A; X-1: First Pay: 2026-01-15; Redemption: 2026-07-15; Registration: 144E/Mlk R; A-2: First Pay: 2026-01-15; Redemption: 2026-07-15; Registration: 144A/Ytr A; Z-1: First Pay: 2026-01-15; Redemption: 2026-07-15; Registration: 144C/Cwv F; W-2m: First Pay: 2026-01-15; Redemption: 2026-07-15; Registration: 144E/Ooq X; U-2p: First Pay: 2026-01-15; Redemption: 2026-07-15; Registration: 144B/Fkp F; H: First Pay: 2026-01-15; Redemption: 2026-07-15; Registration: 144Y/Wlv G; Eoe: First Pay: 2026-01-15; Redemption: 2026-07-15; Registration: 144L/Lbi C;

Deal Comments

Fcm-Ystt Xxgxcho 1.00

Pricing Speed

20 WCX

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 14, 2019

Reset

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Oct 30, 2013