| 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 |
|---|
| 1G-2 | FZU | 487.461 | 5.45 | - | XXX- | - | DDD | - | 6.00% | - | Efracztw | ZIAV | - | 340-350 | 335 | DWJD+335 | - | 452.00000 | | 1R-1 | MSA | 208.909 | 3.96 | - | OO- | - | MM | - | 4.58% | - | Scjtxtzn | EVIR | - | 565-575 | 555 | ICSF+555 | - | 611.00000 | | 1J-2 | VQF | 47.715 | 6.40 | - | T- | - | L | - | 2.30% | - | Chczmrex | KCGG | - | 800-825 | 790 | GLFB+790 | - | 213.00000 | | 1B-1 | WFB | 106.898 | 2.60 | - | FFF+ | - | X (B) | - | 3.60% | - | Cxcfkola | PEID | - | 235-245 | 230 | VEHC+230 | - | 620.00000 |
Tranche Comments 1B-1: First Pay: 2023-02-27; Registration: 144J/Oxm I;
1G-2: First Pay: 2023-02-27; Registration: 144E/Xto U;
1R-1: First Pay: 2023-02-27; Registration: 144Z/Ndu S;
1J-2: First Pay: 2023-02-27; Registration: 144W/Elx N; |
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