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
NXY	RQC	84.400	1.60	-	YYY	-	-	-	46.21%	-	Fbwwzjyd	NACU	-	-	183	NSMG+183	-	-
QH	BVC	84.000	3.60	-	G	-	-	-	71.73%	-	Mwdqpqyz	WLVC	-	-	260	SPEA+260	-	-
HGC	YZD	3.100	1.70	-	CCC-	-	-	-	43.51%	-	Keyuuecq	PDNJ	-	-	560	FTJF+560	-	-
X1P	WQI	594.000	5.90	-	UUU	-	-	-	70.33%	-	Vxysplwe	DUZA	-	-	168	IISK+168	-	-
MV	FEQ	87.770	2.60	-	UU-	-	-	-	9.58%	-	Bscltvcd	IBAZ	-	-	800	ZMGU+800	-	-
V1T	AUT	57.000	5.90	-	EEE+	-	-	-	20.41%	-	Imrydcwk	UUXP	-	-	390	GQPD+390	-	-
Iqc	RQD	69.996	-	-	XF	-	-	-	-	-	-	-	-	-	-	-	-	Retained
HC	XMW	77.600	9.10	-	JJ	-	-	-	93.75%	-	Tzmefvft	CQWE	-	-	215	ZUJE+215	-	-

Tranche Comments

X1P: First Pay: 2025-07-25; Redemption: 2026-05-07; Registration: 144N/Wzu O; NXY: First Pay: 2025-07-25; Redemption: 2026-05-07; Registration: 144U/Puc I; HC: First Pay: 2025-07-25; Redemption: 2026-05-07; Registration: 144F/Dts H; QH: First Pay: 2025-07-25; Redemption: 2026-05-07; Registration: 144Q/Pfm Z; V1T: First Pay: 2025-07-25; Redemption: 2026-05-07; Registration: 144M/Vht D; HGC: First Pay: 2025-07-25; Redemption: 2026-05-07; Registration: 144Q/Wyp R; MV: First Pay: 2025-07-25; Redemption: 2026-05-07; Registration: 144N/Ufi G; Iqc: First Pay: 2025-07-25; Redemption: 2026-05-07; Registration: 144P/Inl F;

Deal Comments

Xzpqsxssqsb. Rzs Xxhh Izxqzly 1.00

Pricing Speed

20 QQJ

Reinvestment Period (YRS)

7.6

Reinvestment Period End Date

May 28, 2020

WAL Test Period (YRS)

7.6

WAL Test Period End Date

Jan 10, 2019