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
B-1	GUY	83.000	1.00	-	D+	-	-	-	30.00%	-	Zduacszy	EXZS	-	-	230	HZYE+230	-	236.00000
L-2f	TUA	9.000	8.10	-	DDD-	-	-	-	39.00%	-	Pequuoef	JGEP	-	-	500	MGOK+500	-	551.00000
I-2u	WGF	9.000	6.10	-	KKK-	-	-	-	35.00%	-	Ocbqv	-	-	-	-	9.00%	9.000%	733.00000
B-1	RIL	506.000	5.70	-	QQQ	-	-	-	93.00%	-	Dmohhsax	GQLI	-	-	148	MXMK+148	-	963.00000
Y-2	IUQ	1.000	4.30	-	HHH	-	-	-	86.00%	-	Csqqfpnk	QLYL	-	-	168	HJDC+168	-	377.00000
M-1	PCJ	80.800	5.20	-	QQQ-	-	-	-	75.00%	-	Oqprjycd	WWXS	-	-	365	LBCC+365	-	919.00000
C-2	KLN	8.000	4.60	-	BB	-	-	-	44.00%	-	Ffzom	-	-	-	-	5.65%	5.650%	297.00000
Z	XWA	39.200	9.50	-	GG-	-	-	-	8.00%	-	Lrkwbrru	XGXO	-	-	-	BKKB+682	-	72.00000
A-2	GFM	4.000	6.00	-	N+	-	-	-	36.00%	-	Hqrwn	-	-	-	-	6.03%	6.030%	318.00000
F-1	FFB	39.000	3.80	-	FF	-	-	-	86.00%	-	Zlyqomnl	IUXP	-	-	190	UCVP+190	-	107.00000
Jny	ZWG	56.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

B-1: First Pay: 2026-01-15; Redemption: 2026-07-15; Registration: 144X/Mdw F; Y-2: First Pay: 2026-01-15; Redemption: 2026-07-15; Registration: 144N/Dtu A; F-1: First Pay: 2026-01-15; Redemption: 2026-07-15; Registration: 144V/Caz W; C-2: First Pay: 2026-01-15; Redemption: 2026-07-15; Registration: 144A/Elm V; B-1: First Pay: 2026-01-15; Redemption: 2026-07-15; Registration: 144F/Mzh Z; A-2: First Pay: 2026-01-15; Redemption: 2026-07-15; Registration: 144Q/Zvr Z; M-1: First Pay: 2026-01-15; Redemption: 2026-07-15; Registration: 144W/Exe H; L-2f: First Pay: 2026-01-15; Redemption: 2026-07-15; Registration: 144C/Cxu F; I-2u: First Pay: 2026-01-15; Redemption: 2026-07-15; Registration: 144Y/Xrn Y; Z: First Pay: 2026-01-15; Redemption: 2026-07-15; Registration: 144Y/Jmu Y; Jny: First Pay: 2026-01-15; Redemption: 2026-07-15; Registration: 144T/Mmg W;

Deal Comments

Ztj-Uhss Ajgftko 1.00

Pricing Speed

20 HSX

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 21, 2004

WAL Test Period (YRS)

WAL Test Period End Date

Aug 6, 2022