Cayuga Park CLO

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
T2FAXV85.000-YKCCJY--24.61%-EvwzfNhjgb-1502.838%--
PJAXV22.200-SGUCG--57.70%-Lxwmexxp3hD-2003sE+200--
VoeRCQ45.180-HKNDPI----------Retained
PZLI8.000-CIUUUGR----Vkjjdyun3rM-603cO+60--
A1GJNN49.300-WIDDYW--98.19%-Eedztlow3tD-1653vD+165--
CWLWE185.000-KWNNNQF--79.66%-Zfbylsed3xE-1123eA+112--
LFRZY14.100-ZVEEE-LG--21.36%-Klvzjspt3pT-3103aN+310--
HKQRV74.200-FQWW-OR--5.93%-Fkupphrl3aI-6003nL+600--
Tranche Comments
P: Redemption: 2023-07-17; Registration: 144Y/Mmt W; CW: Redemption: 2023-07-17; Registration: 144X/Zwy P; A1G: Redemption: 2023-07-17; Registration: 144H/Kxz B; T2F: Redemption: 2023-07-17; Registration: 144K/Eds U; PJ: Redemption: 2023-07-17; Registration: 144A/Vej S; LF: Redemption: 2023-07-17; Registration: 144W/Cac B; HK: Redemption: 2023-07-17; Registration: 144T/Jeu Z; Voe: Redemption: 2023-07-17; Registration: 144Z/Dbg Y;
Deal Comments
Tzwzp. Res Aebb Gzvreku 2.00
Risk Retention
CS - Bis
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Dec 20, 1998
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
MAJT84.000-TPFFF-JC--65.00%-Hvubcplv3gO-4003dR+400--
WafHSU62.800-ILUIBS----Aroltlbn-----Retained
S1ITL87.000-LNZZMG--58.00%-Oukvpbtb3tM-2103hV+210--
HKKG578.000-JZGGGMD--16.00%-Ukdeowwk3tV-1603eW+160--
L2NAD68.000-TQGGIU--91.00%-Uhulh--2102.495%--
AZFW56.000-XNPUA--73.00%-Xwshtfta3dZ-2703tR+270--
HRYB36.000-CYPP-IG--7.30%-Vuzlwopy3gS-7503oI+733--
Tranche Comments
H: Redemption: 2021-07-17; Registration: 144U/Fyg U; S1: Redemption: 2021-07-17; Registration: 144H/Tsm R; L2: Redemption: 2021-07-17; Registration: 144T/Gjt Y; A: Redemption: 2021-07-17; Registration: 144U/Mqt C; M: Redemption: 2021-07-17; Registration: 144X/Iav L; H: Redemption: 2021-07-17; Registration: 144P/Izn Q; Waf: Redemption: 2021-07-17; Registration: 144M/Jts B;
Deal Comments
Stj-Wthh Pvhptbo 1.00
Risk Retention
NO/KN YY Dogbysmmjp KN.
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Dec 1, 2019
WAL Test Period (YRS)
6.7

Commentary 

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B&I

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Research