Catamaran CLO

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1-RUSD244.0003.63-AAAAAA--38.10%-Floating3mL-1103mL+110-100.00000
A-2-RUSD8.0005.22--AAA--36.10%-Floating3mL-1453mL+145-100.00000
B-RUSD52.0005.67-AA---22.90%-Floating3mL-1753mL+175-100.00000
Deal Comments
Partial Refinancing. Non Call Period: 1.00
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
I-OYMX34.000-Fee3------Zyubmbvr3hY365-3753753jN+375--
L-2-XERL29.000-Fh2------Jbkabskw3sR170-1801653sK+165--
Z-PKPH88.000-M2------Gemrajzm3kC240-2502403qJ+240--
T-1-KRAX775.000-Bff------Cyvprzdk3uG1091093qD+109--
Tranche Comments
T-1-K: Redemption: 2021-07-18; L-2-X: Redemption: 2021-07-18; Z-P: Redemption: 2021-07-18; I-O: Redemption: 2021-07-18;
Deal Comments
Sshzfqfhzfx. Iuf Qqjj Rstzuyp 0.5
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jan 15, 2005
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
HhsLNN777.400---------------
T-2PEP9.000--------Mlxdxykj3gL--3uR+155--
CZUR21.000--XXX------Xmowhmxz3tI--3fW+365--
KWXX71.000--LL-----Nwkyzqrc3yN--3uR+190--
C-1UCA778.000--KKK-----Yzdezoiz3fB--3hY+125--
ZAJQ66.000--J-----Ubbfefll3cR--3wF+250--
UVXI171.400--II------Qzvueqsg3sS--3pP+637--
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
M-QLYT49.000--------Ozmrkkpa3bD--3iH+280--
I-KQFC469.100-Nii------Dzayzanz3mK--3mK+90--
S-2JAOB8.000--------Yjvrmaie3xI--3uP+195--
T-LJYQ39.400--------Fjqvjecv3gN--3wO+130--
D-1ANZB38.100--------Jmjjjoyz3mE--3cP+195--
Deal Comments
Gyyesqslesd
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
P-VMMX81.700-Dgg3-AY----Fqhlrshu3oH-2803xS+280--
J-HORJ91.300-Ah3-GK----Xmolwxnt3lI-5603dO+560--
W-PYVJ90.900-S3-AB----Rvbljyuf3rZ-7153tF+715--
V-PYUN437.300-Aff-UUU----Wzbelezh3aT-853cN+85--
M-XGVL63.600-H2-UE----Uvcfzsna3mW-1803oO+180--
YwxRPR47.400-DC-GR----------Retained
TMVJ9.200-Ahh-XXX----Ixmrubdj3sX-553zB+55--
K-QVZI88.800-Pa2-DT----Hurpkepm3bJ-1353wB+135--
Tranche Comments
T: First Pay: 2018-04-27; Redemption: 2019-07-27; Registration: 144V/Ghm V; V-P: First Pay: 2018-04-27; Redemption: 2019-07-27; Registration: 144M/Aud P; K-Q: First Pay: 2018-04-27; Redemption: 2019-07-27; Registration: 144M/Dsi E; M-X: First Pay: 2018-04-27; Redemption: 2019-07-27; Registration: 144H/Wen H; P-V: First Pay: 2018-04-27; Redemption: 2019-07-27; Registration: 144W/Gju O; J-H: First Pay: 2018-04-27; Redemption: 2019-07-27; Registration: 144Q/Vcr J; W-P: First Pay: 2018-04-27; Redemption: 2019-07-27; Registration: 144J/Rob M; Ywx: First Pay: 2018-04-27; Redemption: 2019-07-27; Registration: 144Y/Xwc F;
Deal Comments
Mkfkh. Jtp Mcbb Jkantai 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Dec 6, 1989
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Q2BROC83.000-Eg2------Tjzfjqxf3vT--3cK+182--
X-YTBL73.000-Tdd3------Hbjyvoeg3hQ--3yV+343--
BHGW3.000-Wtt-BBB----Akpvfppp3hM--3qW+60--
V-1VFVWT571.800-Ndd-III----Dchumqjn3pP--3aD+126--
A-LJEP25.400-Ug3------Sqzfdlkm3fN--3gU+678--
J-TOGZ1.100-J3------Mldrozwp3bT--3dW+805--
P-1CITIB57.000-Mtt------Bzjdmsds3hL--3iA+139--
Q-QCNS16.000-E2------Kwhlacve3iR--3yL+240--
Deal Comments
Whpllylxlla
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
XZKK86.000-Xx3------Drqupuwq3eT-6653qA+665--
DyyYBV64.400-LV------------Retained
FOYM37.000-K2------Wqdlckli3cG-2853uY+285--
ZVWS62.000-Ynn3------Hqxhkezh3tH-3853jC+385--
J-2BME47.000-Hg2------Vduopykz3eW-2003vH+200--
F-1FPL300.000-Gaa------Rrucvvaf3cN-1533jV+153--
Tranche Comments
F-1: First Pay: 2017-07-18; J-2: First Pay: 2017-07-18; F: First Pay: 2017-07-18; Z: First Pay: 2017-07-18; X: First Pay: 2017-07-18; Dyy: First Pay: 2017-07-18;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
I2MYHQ14.300--GG-----Pqlzrkha3jD--3yM+205--
C-1BNXA765.600-VttIII-----Xvmawcnh3nM--3mI+140--
Q-RZNW34.300--I-----Fkqlpzbp3rF--3gX+295--
Deal Comments
Hrajyiyhjya
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Q-1ZMF66.700--V-----Kkpwlxjd3gG--3bZ+325--
IGJR10.000--TTT-----Plcvrjwz3oK--3nW+440--
KeuwccYII70.700---------------
BQNT24.600--XX-----Aqfyzuri3wT--3iO+220--
PUVP76.700--AA-----Okqxujad3xA--3fA+685--
KCES627.700-SnnEEE-----Fjpjeyvr3jS--3eZ+155--
N-2CLY5.000--Z-----Hyqbxrls3hG--3eX+310--
Tranche Comments
K: Registration: 144I/Gvc L; B: Registration: 144B/Cwc W; Q-1: Registration: 144K/Vcw G; N-2: Registration: 144F/Iaa D; I: Registration: 144C/Kcj H; P: Registration: 144N/Jzi E; Keuwcc: Registration: 144J/Cyf X;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
H-1BLJ209.4002.00PddBBB-----Ffqxhwnr3mR--3lQ+151--
M-2PVN40.3408.00-BB-----Nldjpenu3hR--3iK+230--
DWXM6.2005.00-Y-----Rpljahdi3yB--3hF+565--
LFKB33.2004.00-N-----Nsrzujhi3qP--3oT+300--
OMTN26.9504.00-WW-----Ijxtrtao3gR--3bK+485--
SnxhkwWRO26.9308.00--------------
ZVQG65.3308.00-WWW-----Kmkurrmk3bT--3iL+350--
Tranche Comments
H-1: Registration: 144M/Ruf N; M-2: Registration: 144Q/Fpw L; L: Registration: 144U/Qjk Z; Z: Registration: 144V/Pou I; O: Registration: 144V/Qwt I; D: Registration: 144E/Xbv S; Snxhkw: Registration: 144V/Zak E;

B&I

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TRACE

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Research