| 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 |
|---|
| Z-1 | WLC | 303.000 | 6.60 | Ryy | - | - | - | - | 85.00% | - | Nxqattwr | MTVZ | - | - | 152 | NVEM+152 | - | 845.00000 | | O | JXZ | 30.000 | 5.30 | - | - | X | - | - | 36.00% | - | Mekybdby | BTYO | 240-250 | - | 240 | NEDZ+240 | - | 306.00000 | | Q-2 | WHB | 86.000 | 8.50 | - | - | DDD | - | - | 19.00% | - | Emuehywt | MWKN | 170d | - | 170 | AYIR+170 | - | 419.00000 | | Nlf | TAP | 20.992 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained | | S | YRI | 71.000 | 71.00 | - | - | III- | - | - | 82.00% | - | Rdhoxmcz | XCUV | 360-375 | - | 360 | GGSX+360 | - | 773.00000 | | U | RHD | 88.000 | 82.20 | - | - | II- | - | - | 3.00% | - | Xjkeqoeo | WMHB | 650-665 | - | 665 | UPPH+665 | - | 255.00000 | | Z | BPE | 51.000 | 1.80 | - | - | QQ | - | - | 84.00% | - | Zmdesyoe | EYCI | 195-200 | - | 200 | ATAO+200 | - | 319.00000 |
Tranche Comments Z-1: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144M/Hdl G;
Q-2: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144K/Yru N;
Z: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144Y/Ukf B;
O: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144X/Hqh Y;
S: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144U/Xpo J;
U: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144Y/Mha S;
Nlf: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144Q/Zto V; Deal Comments Wlc Wfyy Lmlqlcn 2.00 Reinvestment Period (YRS) 1 Reinvestment Period End Date May 10, 2009 WAL Test Period End Date Mar 12, 2002 |
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