Niagara Park CLO

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
N-1-JOFK181.0009.50Pzz-WWW--30.00%-SmeoskkdNVZR134134BKXD+134--
I-2-CJVV3.0006.10--CC--34.00%-IoozvEgojk170-5.47%--
A-ELQZ5.0002.00--CCC----BecykuqgVWTE115115JAVN+115--
E-2-FGUX5.0006.70--AAA---81.00%-QrtswPuuiw400-7.78%--
Z-VTXN78.80056.00--EE---7.00%-KslfufleMIGO610610JXOF+610--
M-ZEQR5.90095.90P3----1.82%-CellzwhgPYDWLau ma Mgw 800z716LQQT+716--
N-OGOA97.0008.60--U--86.00%-GzjvpzpzETQN200200SDUO+200--
Q-1-ACVN10.0001.20--QQ--26.00%-HbrxnzenNSKB170170NETG+170--
M-2-YRXI2.0003.60--XXX--36.00%-QpyhchtfIOSA160160DHWZ+160--
D-1-CVBM34.1009.60--ZZZ--28.00%-SbveduvhHHYC290290DWWQ+290--
DERZ8.200--------------Retained
Tranche Comments
A-E: First Pay: 2025-04-17; Redemption: 2027-01-17; Registration: 144N/Nps X; N-1-J: First Pay: 2025-04-17; Redemption: 2027-01-17; Registration: 144X/Xru X; M-2-Y: First Pay: 2025-04-17; Redemption: 2027-01-17; Registration: 144J/Pbx I; Q-1-A: First Pay: 2025-04-17; Redemption: 2027-01-17; Registration: 144M/Coc K; I-2-C: First Pay: 2025-04-17; Redemption: 2027-01-17; Registration: 144J/Tdm S; N-O: First Pay: 2025-04-17; Redemption: 2027-01-17; Registration: 144H/Lit I; D-1-C: First Pay: 2025-04-17; Redemption: 2027-01-17; Registration: 144V/Tdv H; E-2-F: First Pay: 2025-04-17; Redemption: 2027-01-17; Registration: 144Q/Rcq D; Z-V: First Pay: 2025-04-17; Redemption: 2027-01-17; Registration: 144Z/Lhg B; M-Z: First Pay: 2025-04-17; Redemption: 2027-01-17; Registration: 144V/Eed Y; D: First Pay: 2025-04-17; Redemption: 2027-01-17; Registration: 144Z/Kae Y;
Deal Comments
Eumuv. Zfc Mcoo Hufufoh 2.00
Pricing Speed
20% ONP
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Sep 12, 2003
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
DETEU50.400-LMKKKX--10.80%-Iswezssx3bV-1603dB+160--
OCVAQ12.000-NCFFF-PW--81.70%-Smupqhdu3gV-3103gA+310--
CPLCT566.000-EkkXAZF--95.00%-Fqywsdhw3uP-1003oG+100--
HYGHX41.880-CJHNX--38.70%-Rzfobuvd3jJ-2103yS+210--
FPVSY24.437-DWII-YL--6.20%-Bfcrbwwp3fU-5953mG+595--
Tranche Comments
CP: Redemption: 2022-07-17; Registration: 144X/Hoa Y; DE: Redemption: 2022-07-17; Registration: 144O/Ejs T; HY: Redemption: 2022-07-17; Registration: 144O/Wjt F; OC: Redemption: 2022-07-17; Registration: 144N/Tfo T; FP: Redemption: 2022-07-17; Registration: 144W/Edy H;
Deal Comments
Tpxeptpvepu. Wqp Otpp Fpteqdy 1.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Oct 24, 1998
WAL Test Period (YRS)
1
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
EAEV13.700-JCVVOL--21.20%-Pzkxlkjp3lC-1803jI+180--
UyzZKC76.440-CPVJQW-----------
JYJM16.000-SGTTT-XT--10.55%-Aemstrjh3sK-3553jP+355--
GZAN809.000-BooGKJV--10.00%-Uuquycsh3jX-1303zO+130--
XXKP13.760-WQRR-TP--2.80%-Vryyzzqe3sP-6453kI+645--
KZPR55.444-TZVLD--21.92%-Cpbstrsx3vA-2403bU+240--
Reinvestment Period (YRS)
5

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