| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | CLOS | | | LCM 39(R) (USD 447m) | Tetragon Financial Group Ltd | | USOA | Oct 18, 2024 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-1-Z | QZQ | 112.590 | 6.30 | Fbb | - | CCC | - | - | 75.78% | - | Pmswtrlq | BUCH | - | 134 | 134 | BVKH+134 | - | - | | V-2-Z | YRS | 38.900 | 7.20 | - | - | UUU | - | - | 36.75% | - | Tdqmbbdo | SKCH | - | 160 | 160 | MDZA+160 | - | - | | K-W | VFZ | 70.000 | 1.60 | - | - | Z | - | - | 13.90% | - | Ckhboock | QNLB | - | 200 | 200 | JPZW+200 | - | - | | O-K | ECB | 93.900 | 5.70 | - | - | MM- | - | - | 9.40% | - | Dhrdmwph | CQUS | - | 700 | 700 | EZWK+700 | - | - | | Pkc | BWJ | 98.200 | - | BO | - | CO | - | - | - | - | - | - | - | - | - | - | - | Retained | | T-D | NCU | 5.000 | 1.40 | J3 | - | - | - | - | 3.70% | - | Xucawwyz | DNGY | - | - | 731 | AYVP+731 | - | - | | P-W | YLN | 41.000 | 5.80 | - | - | HH | - | - | 44.21% | - | Ihvdarbz | ZJHX | - | 175 | 175 | WTLQ+175 | - | - | | W-H | JFU | 38.600 | 9.60 | - | - | NNN- | - | - | 32.76% | - | Pulbsaly | VBXA | - | 325 | 325 | QCOA+325 | - | - |
Tranche Comments U-1-Z: Redemption: 2025-10-15; Registration: 144Y/Oew K;
V-2-Z: Redemption: 2025-10-15; Registration: 144X/Nne C;
P-W: Redemption: 2025-10-15; Registration: 144W/Mkz R;
K-W: Redemption: 2025-10-15; Registration: 144O/Uww V;
W-H: Redemption: 2025-10-15; Registration: 144K/Vxf L;
O-K: Redemption: 2025-10-15; Registration: 144C/Bsi I;
T-D: Redemption: 2025-10-15; Registration: 144N/Pfm Y;
Pkc: Redemption: 2025-10-15; Registration: 144V/Pzh X; Deal Comments Ojsllkljllf. Zjl Akyy Ojlljgz 1.00 Originator(s) AFT HNZE XX AAF Reinvestment Period (YRS) 6 Reinvestment Period End Date Oct 22, 1997 |
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