| 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 |
|---|
| X-E | OLY | 53,455.981 | - | - | - | - | - | - | - | 2.30% | - | - | - | - | - | - | - | - | Retained | | A-7-G | ORP | 4.827 | - | - | - | - | - | - | - | 2.30% | - | - | - | - | - | - | - | - | Retained | | D-10-C | RJD | 36.181 | - | - | - | - | - | - | - | 5.10% | - | - | - | - | - | - | - | - | Retained | | W-7 | NOG | 430.610 | 6.83 | - | - | - | - | - | - | 4.60% | - | Tsuyqijb | JVTX | 400z | 400v | 400 | BZMI+400 | - | 341.00000 | | R-10 | CKE | 499.200 | 9.14 | - | - | - | - | - | - | 2.20% | - | Vedfxqzp | KZBJ | 600j | 650u | 650 | UJMF+650 | - | 491.00000 | | G-1 | NPM | 818.697 | 8.97 | - | - | - | - | - | - | 1.44% | - | Gvmayqkw | ILGW | 950o | 950l | 975 | LNNR+975 | - | 154.00000 | | I-1-G | JVY | 4.335 | - | - | - | - | - | - | - | 5.38% | - | - | - | - | - | - | - | - | Retained | | Z-2-G | FMI | 221.630 | - | - | - | - | - | - | - | 7.00% | - | - | - | - | - | - | - | - | Retained |
Tranche Comments X-E: Registration: 144Z Ybag;
W-7: First Pay: 2023-12-25; Registration: 144U Pczb;
A-7-G: Registration: 144L Kfeo;
R-10: First Pay: 2023-12-25; Registration: 144A Xalh;
D-10-C: Registration: 144C Zclu;
G-1: First Pay: 2023-12-25; Registration: 144Z Iial;
I-1-G: Registration: 144A Yzhd;
Z-2-G: Registration: 144I Ptsk; Cut-Off Balance ($mm) 74184.668964 |
|
