| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | CLOS | | | FLAT 21(R) (USD 464m) | New York Life Insurance Co | | USOA | Aug 29, 2024 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-1-A | HWL | 871.000 | 7.70 | Ixx | - | - | - | - | 91.00% | - | Scepoabw | WDHS | - | - | 136 | HLIF+136 | - | 989.00000 | | A-2-Y | NRI | 51.000 | 6.10 | - | - | WWW | - | - | 16.00% | - | Fskmtlhe | BBDB | - | - | 158 | VONP+158 | - | 694.00000 | | V-2 | EYL | 5.000 | 25.70 | - | - | OOO- | - | - | 30.00% | - | Izjxf | - | - | - | - | 7.67% | 7.670% | 357.00000 | | P-1 | BZO | 90.000 | 7.90 | - | - | YYY- | - | - | 62.00% | - | Xzzcxirm | YUGP | - | - | 310 | AQYQ+310 | - | 277.00000 | | Csg | YTU | 66.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained | | X-T | VYO | 59.000 | 5.20 | - | - | OO | - | - | 11.00% | - | Njfawlll | YXAP | - | - | 170 | LWCQ+170 | - | 664.00000 | | S-J | AMV | 13.000 | 7.50 | - | - | W | - | - | 88.00% | - | Lzeppdvv | IJLK | - | - | 200 | SZUL+200 | - | 550.00000 | | F-C | KTJ | 4.800 | 1.30 | Pff | - | - | - | - | - | - | Rhcdlyva | ZCVM | - | - | 110 | COOJ+110 | - | 492.00000 | | N-C | XGO | 35.000 | 97.50 | - | - | KK- | - | - | 1.00% | - | Ubmrrwuc | TULL | - | - | 590 | VVNF+590 | - | 661.00000 |
Tranche Comments F-C: First Pay: 2024-10-19; Redemption: 2026-10-19; Registration: 144W/Gnl D;
P-1-A: First Pay: 2024-10-19; Redemption: 2026-10-19; Registration: 144P/Zhh J;
A-2-Y: First Pay: 2024-10-19; Redemption: 2026-10-19; Registration: 144F/Oon S;
X-T: First Pay: 2024-10-19; Redemption: 2026-10-19; Registration: 144K/Mdl U;
S-J: First Pay: 2024-10-19; Redemption: 2026-10-19; Registration: 144I/Kzz X;
P-1: First Pay: 2024-10-19; Redemption: 2026-10-19; Registration: 144Y/Cpq C;
V-2: First Pay: 2024-10-19; Redemption: 2026-10-19; Registration: 144N/Qcb P;
N-C: First Pay: 2024-10-19; Redemption: 2026-10-19; Registration: 144T/Opu K;
Csg: First Pay: 2024-10-19; Redemption: 2026-10-19; Registration: 144N/Dse H; Deal Comments Zbxbq. Dwk Aopp Pbnkwct 2.1 Reinvestment Period (YRS) 1.3 Reinvestment Period End Date May 24, 2006 |
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