C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
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ABS | RMBS | | | CAS 2023-R08 (USD 609m) | Federal National Mortgage Assoc (Fannie Mae) | | USOA | Nov 16, 2023 | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
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1Z-1 | AYT | 929.000 | 6.25 | - | WW | - | - | DDD- | 2.84% | - | Lmebcqaf | UZVB | - | 370-380 | 355 | QZFX+355 | - | 705.00000 | 1G-2 | UJL | 690.575 | 6.99 | - | JJJ | - | - | LLL+ | 9.30% | - | Heedtryh | DMYR | - | 260-270 | 250 | GOYE+250 | - | 617.00000 | 1Y-1 | HPQ | 360.700 | 7.10 | - | I- | - | - | T- | 1.97% | - | Qsssqvkh | DTNK | - | 160-170 | 150 | ZOPI+150 | - | 211.00000 |
Tranche Comments 1Y-1: First Pay: 2023-11-27; Registration: 144Q/Idp I;
1G-2: First Pay: 2023-11-27; Registration: 144N/Vtt P;
1Z-1: First Pay: 2023-11-27; Registration: 144P/Ghw V; |
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