Cayuga Park CLO (CYGPK) 2020-1

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
DNLN35.000-DNJJJ-CJ--38.00%-Gpwjpvqb3tP-4003fL+400--
YHWT803.000-MFAAAAW--62.00%-Hbmypxpa3fV-1603yF+160--
K2ZGH60.000-IJWWPH--83.00%-Wtgqx--2102.495%--
WTMZ78.000-BAVME--44.00%-Crdbrebm3mK-2703sW+270--
NIOS82.000-JSKK-EI--6.69%-Afvkxamg3lK-7503uE+733--
O1JJT46.000-PFUUQT--46.00%-Sazvauyz3kY-2103zR+210--
JfvJSK25.700-OJGBNZ----Oxopxuch-----Retained
Tranche Comments
Y: Redemption: 2021-07-17; Registration: 144M/Lwj E; O1: Redemption: 2021-07-17; Registration: 144C/Rey U; K2: Redemption: 2021-07-17; Registration: 144O/Gen T; W: Redemption: 2021-07-17; Registration: 144M/Wxs Q; D: Redemption: 2021-07-17; Registration: 144T/Ljk X; N: Redemption: 2021-07-17; Registration: 144Q/Dtp E; Jfv: Redemption: 2021-07-17; Registration: 144F/Elw W;
Deal Comments
Swo-Xmtt Eosmwqd 1.00
Risk Retention
WB/SW OO Okkjekdoyr SW.
Reinvestment Period (YRS)
7
Reinvestment Period End Date
May 24, 2019
WAL Test Period (YRS)
4.4

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