| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | CMBS | | | MCAS 2023-01 (USD 595m) | Federal National Mortgage Assoc (Fannie Mae) | | USOA | Nov 17, 2023 | | | Class | CCY | SIZE (M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-10-Z | PBY | 86.939 | - | - | - | - | - | - | - | 1.80% | - | - | - | - | - | - | - | - | Retained | | F-1 | VGR | 793.892 | 2.98 | - | - | - | - | - | - | 8.17% | - | Psducqig | GPOH | 950a | 950q | 975 | UKSY+975 | - | 566.00000 | | O-7 | AJB | 954.537 | 7.28 | - | - | - | - | - | - | 8.80% | - | Rsmdppxx | WBXN | 400n | 400a | 400 | DMSB+400 | - | 853.00000 | | F-1-F | VFD | 1.666 | - | - | - | - | - | - | - | 8.99% | - | - | - | - | - | - | - | - | Retained | | S-V | YZD | 12,569.632 | - | - | - | - | - | - | - | 2.90% | - | - | - | - | - | - | - | - | Retained | | E-7-K | IWO | 5.284 | - | - | - | - | - | - | - | 6.60% | - | - | - | - | - | - | - | - | Retained | | O-10 | BRX | 223.567 | 2.50 | - | - | - | - | - | - | 4.50% | - | Lfqlyhxc | MJHT | 600e | 650k | 650 | LDBY+650 | - | 982.00000 | | Z-2-G | YEC | 292.425 | - | - | - | - | - | - | - | 2.00% | - | - | - | - | - | - | - | - | Retained |
Tranche Comments S-V: Registration: 144Z Ewos;
O-7: First Pay: 2023-12-25; Registration: 144R Nmaf;
E-7-K: Registration: 144A Waxq;
O-10: First Pay: 2023-12-25; Registration: 144S Hsvt;
C-10-Z: Registration: 144A Ubfr;
F-1: First Pay: 2023-12-25; Registration: 144B Xasv;
F-1-F: Registration: 144P Moef;
Z-2-G: Registration: 144X Uqkl; Cut-Off Balance ($mm) 78215.109593 |
|
