| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date | |
|---|
ABS | RMBS | | | CAS 2023-R02 (USD 709m) | Federal National Mortgage Assoc (Fannie Mae) | | USOA | Feb 6, 2023 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| 1E-1 | FPU | 212.762 | 6.69 | - | BBB+ | - | Q (H) | - | 9.10% | - | Cyzujmyd | YMKB | - | 235-245 | 230 | VLAL+230 | - | 509.00000 | | 1B-1 | IRK | 845.594 | 3.18 | - | VV- | - | HH | - | 8.96% | - | Pjbbhrre | CPZN | - | 565-575 | 555 | NBGU+555 | - | 211.00000 | | 1D-2 | HTO | 71.707 | 5.73 | - | O- | - | N | - | 1.10% | - | Mremcwoi | KJAI | - | 800-825 | 790 | PDXI+790 | - | 683.00000 | | 1M-2 | XPD | 372.585 | 3.16 | - | CCC- | - | OOO | - | 5.00% | - | Uswlmdbt | YCLE | - | 340-350 | 335 | KEML+335 | - | 474.00000 |
Tranche Comments 1E-1: First Pay: 2023-02-27; Registration: 144B/Kzu N;
1M-2: First Pay: 2023-02-27; Registration: 144G/Erz R;
1B-1: First Pay: 2023-02-27; Registration: 144I/Nbx N;
1D-2: First Pay: 2023-02-27; Registration: 144V/Ciw R; |
|
