| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | CLOS | | | INVCO 2024-2 (USD 460m) | Invesco Ltd | | USOA | Apr 5, 2024 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | MIA | 88.000 | 42.00 | - | - | GGG- | - | - | 56.00% | - | Quehyied | DEMT | 360-375 | - | 360 | GCOV+360 | - | 446.00000 | | I | XXG | 88.000 | 8.20 | - | - | KK | - | - | 61.00% | - | Fcjmoaig | QKNB | 195-200 | - | 200 | EZBM+200 | - | 790.00000 | | Xxj | BGV | 10.752 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained | | L-1 | RVU | 363.000 | 7.80 | Fpp | - | - | - | - | 92.00% | - | Syjchrrg | YCBP | - | - | 152 | KOAZ+152 | - | 409.00000 | | Z-2 | XBU | 49.000 | 4.30 | - | - | VVV | - | - | 14.00% | - | Tswfddny | UULR | 170f | - | 170 | XWAO+170 | - | 426.00000 | | B | IQA | 40.000 | 8.70 | - | - | Y | - | - | 13.00% | - | Pysuwjdq | WJDJ | 240-250 | - | 240 | IZZU+240 | - | 419.00000 | | X | UWY | 69.000 | 18.80 | - | - | UU- | - | - | 7.00% | - | Zzrhduym | HOZA | 650-665 | - | 665 | ITTT+665 | - | 448.00000 |
Tranche Comments L-1: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144O/Lrv T;
Z-2: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144J/Ezi U;
I: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144W/Lve L;
B: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144B/Yuc D;
L: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144F/Yfm F;
X: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144O/Xuc Q;
Xxj: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144I/Zbp J; Deal Comments Nsq Kqjj Sivmsiy 2.00 Reinvestment Period (YRS) 2 Reinvestment Period End Date Apr 23, 2017 WAL Test Period End Date Jul 15, 2018 |
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