| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | CLOS | | | MORGN 2020-6(R) (USD 331m) | Morgan Stanley | | USOA | Nov 5, 2024 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| CU2 | QRD | 30.000 | 1.79 | Z2 | - | - | - | - | 72.66% | - | Ezqqbdri | AXUV | - | - | 195 | DWQN+195 | - | 789.00000 | | W1Y2 | ZCH | 921.000 | 4.20 | Obb | - | - | - | - | 21.50% | - | Qdjlrytt | MPHR | - | - | 120 | MPPV+120 | - | 837.00000 | | Qlcaww | ZYI | 53.000 | - | QM | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained | | NA | URB | 8.000 | 1.10 | N3 | - | - | - | - | 6.95% | - | - | - | - | - | - | - | - | Retained | | BX | WRR | 2.832 | 3.70 | Nkk | - | - | - | - | - | - | Osuwlmjl | BNHH | - | - | 95 | JOYB+95 | - | 821.00000 | | H2M2 | HUG | 92.000 | 6.62 | Ouu | - | - | - | - | 77.81% | - | Kksmkqnv | PLDJ | - | - | 135 | YUZW+135 | - | 801.00000 | | OR2 | UBI | 61.000 | 1.24 | Jq2 | - | - | - | - | 86.35% | - | Wplxyfxx | VJQT | - | - | 165 | SCCP+165 | - | 715.00000 | | WV | RCS | 96.000 | 5.87 | Ko3 | - | - | - | - | 4.16% | - | - | - | - | - | - | - | - | Retained | | XE2 | YFT | 21.000 | 1.78 | Moo3 | - | - | - | - | 30.85% | - | - | - | - | - | - | - | - | Retained |
Tranche Comments BX: Redemption: 2025-11-15; Registration: 144C/Fwc D;
W1Y2: Redemption: 2025-11-15; Registration: 144Z/Kva C;
H2M2: Redemption: 2025-11-15; Registration: 144O/Czr R;
OR2: Redemption: 2025-11-15; Registration: 144M/Csk D;
CU2: Redemption: 2025-11-15; Registration: 144N/Cqf G;
XE2: Redemption: 2025-11-15; Registration: 144K/Ehw T;
WV: Redemption: 2025-11-15; Registration: 144A/Jvq I;
NA: Redemption: 2025-11-15; Registration: 144U/Zeg H;
Qlcaww: Redemption: 2025-11-15; Registration: 144X/Zwz W; Deal Comments Ovxsikihsiy. Hni-Tkyy Uvosnea 1.00 Reinvestment Period (YRS) 6.19 Reinvestment Period End Date Aug 18, 2008 |
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