Navesink CLO (NAVS) 2

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
T-1MSP92.0002.50-PPP---53.30%-MuzwleadIQXN-485NVHK+485--
LIJZ27.0008.50-TT----8.60%-KhmwlbjxYIUT-750CEGG+750--
TAZM52.0004.80-BB---19.00%-BjxuokdlMHLI-220QTUT+220--
FHFK37.0008.10-Z---64.00%-DdjbmjwrIKTY-236VYNA+236--
Y-2UTN35.0001.50-UUU----27.00%-TdzuwdozVPGW-609VHOU+609--
S-1BQW300.0001.30-HHH---83.00%-GxrmbdsjSMHZ-127NHYF+127--
U-2BFV580.0007.80-PPP---34.00%-RpddoxoxSJBY-158BPOH+158--
EuxTAX59.000--------------Retained
Tranche Comments
S-1: First Pay: 2024-10-15; Redemption: 2025-04-15; Registration: 144M/Esx K; U-2: First Pay: 2024-10-15; Redemption: 2025-04-15; Registration: 144F/Qzb W; T: First Pay: 2024-10-15; Redemption: 2025-04-15; Registration: 144G/Oyn I; F: First Pay: 2024-10-15; Redemption: 2025-04-15; Registration: 144I/Tyh S; T-1: First Pay: 2024-10-15; Redemption: 2025-04-15; Registration: 144X/Aym I; Y-2: First Pay: 2024-10-15; Redemption: 2025-04-15; Registration: 144U/Cna C; L: First Pay: 2024-10-15; Redemption: 2025-04-15; Registration: 144T/Xjs F; Eux: First Pay: 2024-10-15; Redemption: 2025-04-15; Registration: 144T/Zpx V;
Deal Comments
Alf Lzqq Ptliljm 1.00
Pricing Speed
20 HKG
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Aug 5, 2022
WAL Test Period (YRS)
9
WAL Test Period End Date
Jul 13, 2009

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