| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | CLOS | | | MORGN 2023-20 (USD 364m) | Morgan Stanley | | USOA | Nov 8, 2023 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | ROU | 95.000 | 43.00 | - | - | XX- | - | - | 1.00% | - | Rppcybmg | SDLG | - | - | 800 | HIJQ+765 | - | - | | Gbbgmz | OPV | 44.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained | | T | PPN | 75.000 | 6.60 | - | - | VVV- | - | - | 17.70% | - | Ymcywoob | BTYE | - | - | 465 | EEWT+465 | - | - | | N | KES | 11.000 | 2.10 | - | - | LL | - | - | 40.00% | - | Jxjaqcph | JPOQ | - | - | 250 | CGLN+250 | - | - | | L-1 | ZEF | 698.000 | 9.50 | Mhh | - | KKK | - | - | 96.60% | - | Gvclrqly | YPEN | - | - | 173 | XGJZ+173 | - | - | | K | IUJ | 95.000 | 6.50 | - | - | M | - | - | 77.00% | - | Bhbbmiwd | BIDY | - | - | 290 | BVNH+290 | - | - | | Z-2 | FPR | 40.000 | 2.00 | - | - | TTT | - | - | 92.00% | - | Nupykisj | PEEJ | - | - | 200 | AZMT+200 | - | - |
Tranche Comments L-1: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144O/Hpw M;
Z-2: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144J/Qpg E;
N: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144F/Bfd O;
K: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144N/Qoq H;
T: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144D/Xks I;
B: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144M/Eux T;
Gbbgmz: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144E/Qff G; Deal Comments Htp Owss Tjcptym 2.00 Reinvestment Period (YRS) 2 Reinvestment Period End Date May 18, 2000 |
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