| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | CAS 2023-R04 (USD 765m) | Federal National Mortgage Assoc (Fannie Mae) | | USOA | May 24, 2023 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| 1F-2 | UJU | 82.659 | 7.38 | - | P- | - | - | X+ | 1.60% | - | Krmjudja | LANG | 825-850 | 825-850 | 825 | NJGS+825 | - | 849.00000 | | 1P-2 | KCN | 451.490 | 8.87 | - | VVV | - | - | EEE | 2.10% | - | Vhbcqzbp | UWIO | 350-365 | 350-365 | 355 | QSIC+355 | - | 438.00000 | | 1C-1 | HEK | 723.237 | 5.36 | - | AA- | - | - | UU+ | 8.15% | - | Wqbvzbhh | XAUC | 535-560 | 535-560 | 535 | USQQ+535 | - | 219.00000 | | 1V-1 | TOP | 617.900 | 4.15 | - | YYY+ | - | - | S- | 3.56% | - | Gyudmdvl | DNHB | 225-235 | 225-235 | 230 | QGCP+230 | - | 349.00000 |
Tranche Comments 1V-1: First Pay: 2023-06-26; Registration: 144V/Gdw C;
1P-2: First Pay: 2023-06-26; Registration: 144G/Pne M;
1C-1: First Pay: 2023-06-26; Registration: 144O/Wov I;
1F-2: First Pay: 2023-06-26; Registration: 144J/Bbl J; Pricing Speed 10% GQM ft Cgzxt Mbvbavfvtb Tgfb |
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