| 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 |
|---|
| K-1 | YBP | 691.107 | 3.48 | - | - | - | - | - | - | 9.65% | - | Whlcafrr | YPIQ | 950h | 950p | 975 | QYIE+975 | - | 705.00000 | | M-2-O | KKO | 365.296 | - | - | - | - | - | - | - | 4.00% | - | - | - | - | - | - | - | - | Retained | | U-10 | FOP | 269.454 | 9.64 | - | - | - | - | - | - | 4.40% | - | Zkuzresa | SJVG | 600z | 650z | 650 | KYCS+650 | - | 131.00000 | | E-7 | RPF | 154.492 | 6.90 | - | - | - | - | - | - | 2.70% | - | Jqysxxoh | AYHM | 400l | 400b | 400 | SMSC+400 | - | 310.00000 | | F-7-D | KQD | 7.231 | - | - | - | - | - | - | - | 2.70% | - | - | - | - | - | - | - | - | Retained | | S-1-F | VKM | 5.475 | - | - | - | - | - | - | - | 9.53% | - | - | - | - | - | - | - | - | Retained | | V-W | GFV | 76,835.519 | - | - | - | - | - | - | - | 4.40% | - | - | - | - | - | - | - | - | Retained | | V-10-M | QCZ | 65.144 | - | - | - | - | - | - | - | 4.90% | - | - | - | - | - | - | - | - | Retained |
Tranche Comments V-W: Registration: 144U Mjlf;
E-7: First Pay: 2023-12-25; Registration: 144M Nejb;
F-7-D: Registration: 144Z Dghx;
U-10: First Pay: 2023-12-25; Registration: 144X Irgq;
V-10-M: Registration: 144L Vqej;
K-1: First Pay: 2023-12-25; Registration: 144L Hkmt;
S-1-F: Registration: 144Y Acdn;
M-2-O: Registration: 144W Qbog; Cut-Off Balance ($mm) 14793.628354 |
|
