Niagara Park CLO

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
W-YEUD43.0009.10--C--97.00%-AzbqvtcaIPWG200200SDJJ+200--
H-2-XCNG3.0002.40--CCC---41.00%-DtnhxPniem400-7.78%--
V-2-OAPB1.0004.70--VVV--49.00%-CrrlywkpNKZI160160WJPR+160--
P-TPIN7.30044.30F3----2.38%-ChklomfpXPXUIjh mj Rwe 800g716KCED+716--
O-MKIQ8.0002.00--RRR----ShpaluicPCYH115115XXBT+115--
B-1-LFMS362.0007.30Muu-AAA--54.00%-YebyhplcUXAA134134APIN+134--
L-2-LAOG6.0001.30--NN--67.00%-ZcllwMcnpz170-5.47%--
F-1-OCIW18.5009.50--TTT--42.00%-EkvvruvuSXCW290290UJOC+290--
D-1-BFZS48.0008.80--PP--55.00%-EcfsxuzmKXGL170170JHYL+170--
C-LTCW57.80041.00--WW---3.00%-ZfpcttmvBOQG610610NOHY+610--
JFUE5.600--------------Retained
Tranche Comments
O-M: First Pay: 2025-04-17; Redemption: 2027-01-17; Registration: 144N/Tes A; B-1-L: First Pay: 2025-04-17; Redemption: 2027-01-17; Registration: 144I/Rsm X; V-2-O: First Pay: 2025-04-17; Redemption: 2027-01-17; Registration: 144W/Muu Y; D-1-B: First Pay: 2025-04-17; Redemption: 2027-01-17; Registration: 144O/Gjz L; L-2-L: First Pay: 2025-04-17; Redemption: 2027-01-17; Registration: 144O/Txh E; W-Y: First Pay: 2025-04-17; Redemption: 2027-01-17; Registration: 144L/Diz M; F-1-O: First Pay: 2025-04-17; Redemption: 2027-01-17; Registration: 144I/Bqe E; H-2-X: First Pay: 2025-04-17; Redemption: 2027-01-17; Registration: 144B/Ozp L; C-L: First Pay: 2025-04-17; Redemption: 2027-01-17; Registration: 144J/Mck L; P-T: First Pay: 2025-04-17; Redemption: 2027-01-17; Registration: 144I/Aaj E; J: First Pay: 2025-04-17; Redemption: 2027-01-17; Registration: 144Y/Ezy O;
Deal Comments
Gfffw. Ujo Rett Afmxjgu 2.00
Pricing Speed
20% EBS
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Nov 30, 2013
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
JHPFC24.191-VRFF-DN--3.50%-Cpjcfkdd3tH-5953fL+595--
WTEIZ267.000-RbbVDIB--85.00%-Wmxwejwq3wF-1003cN+100--
AXGTS68.000-UJXXX-XD--34.90%-Sdhljrbo3oL-3103xU+310--
UBJET86.800-SAZZHB--38.40%-Yxfweqrq3wN-1603eI+160--
EGGQJ65.884-BGCVL--61.30%-Eqtwxite3kN-2103gG+210--
Tranche Comments
WT: Redemption: 2022-07-17; Registration: 144C/Qsb I; UB: Redemption: 2022-07-17; Registration: 144M/Jmu X; EG: Redemption: 2022-07-17; Registration: 144K/Qvd L; AX: Redemption: 2022-07-17; Registration: 144B/Fen X; JH: Redemption: 2022-07-17; Registration: 144K/Pqx X;
Deal Comments
Kjtizuzhizg. Bvz Yuyy Ajyivvs 1.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Feb 22, 1997
WAL Test Period (YRS)
7
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
SQZS58.000-UNYYY-FS--36.12%-Sxrwuyer3aC-3553qA+355--
AJYO60.266-ESQGS--68.84%-Xczadvtd3aW-2403iM+240--
XIKC659.000-KvvSRWQ--21.00%-Ghkdejxh3eM-1303iA+130--
QIRJ10.600-DVTTZF--89.50%-Qxmbbluq3lH-1803qC+180--
WYZT82.964-OWCC-GA--1.40%-Zzdwcprr3jO-6453eP+645--
GyzYMQ65.190-YCGTQP-----------
Reinvestment Period (YRS)
9

Commentary 

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B&I

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Research