| 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 |
|---|
| L-J | XTF | 51.000 | 7.20 | - | - | UU | - | - | 69.00% | - | Evbxllnj | DNCQ | - | - | 170 | WMQT+170 | - | 768.00000 | | J-N | NRB | 6.200 | 9.50 | Bxx | - | - | - | - | - | - | Gjkzrioy | QUZY | - | - | 110 | DWZO+110 | - | 860.00000 | | I-1-P | IBE | 212.000 | 1.60 | Wgg | - | - | - | - | 22.00% | - | Ceewqinb | AMOU | - | - | 136 | SHLC+136 | - | 282.00000 | | O-2 | CWM | 5.000 | 95.40 | - | - | AAA- | - | - | 13.00% | - | Kjvtb | - | - | - | - | 7.67% | 7.670% | 276.00000 | | Q-J | QBV | 78.000 | 6.70 | - | - | I | - | - | 73.00% | - | Olluxayw | XELU | - | - | 200 | PPLQ+200 | - | 612.00000 | | S-U | GJY | 43.000 | 18.30 | - | - | ZZ- | - | - | 6.00% | - | Kfdoqkhd | ILFM | - | - | 590 | SKZI+590 | - | 868.00000 | | Eej | PRE | 83.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained | | V-2-T | EXM | 44.000 | 1.40 | - | - | QQQ | - | - | 23.00% | - | Qjfmylwq | PGOP | - | - | 158 | IQVQ+158 | - | 204.00000 | | U-1 | GBO | 75.000 | 1.50 | - | - | SSS- | - | - | 95.00% | - | Bvwosxet | JKVD | - | - | 310 | AVYY+310 | - | 155.00000 |
Tranche Comments J-N: First Pay: 2024-10-19; Redemption: 2026-10-19; Registration: 144A/Twc U;
I-1-P: First Pay: 2024-10-19; Redemption: 2026-10-19; Registration: 144D/Pkf Q;
V-2-T: First Pay: 2024-10-19; Redemption: 2026-10-19; Registration: 144B/Efs K;
L-J: First Pay: 2024-10-19; Redemption: 2026-10-19; Registration: 144I/Ant Y;
Q-J: First Pay: 2024-10-19; Redemption: 2026-10-19; Registration: 144U/Abj V;
U-1: First Pay: 2024-10-19; Redemption: 2026-10-19; Registration: 144U/Zza N;
O-2: First Pay: 2024-10-19; Redemption: 2026-10-19; Registration: 144I/Ksy P;
S-U: First Pay: 2024-10-19; Redemption: 2026-10-19; Registration: 144K/Nii V;
Eej: First Pay: 2024-10-19; Redemption: 2026-10-19; Registration: 144Z/Ryd F; Deal Comments Wamax. Zvk Rsvv Iaaxvdo 2.1 Reinvestment Period (YRS) 8.9 Reinvestment Period End Date Jun 15, 2004 |
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