| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | MFA 2023-NQM4 (USD 268m) | MFA Financial Inc | | USOA | Dec 18, 2023 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z3 | PGI | 61.995 | 9.90 | - | - | L | - | - | 77.10% | - | Sjpil | F-Xkxvy | 235-240 | 225-235 | 220 | 6.78% | 6.631% | 99.55618 | | M1 | BGG | 9.870 | 2.61 | - | - | BB | - | - | 8.20% | - | PMT | X-Txctv | 490-500 | 485 | 485 | - | 8.898% | 95.13042 | | Z2 | QZG | 46.403 | 5.40 | - | - | MM | - | - | 57.50% | - | Qjcip | B-Lnkoq | 205-210 | 200-205 | 195 | 6.53% | 6.381% | 64.74210 | | D1 | WOM | 376.625 | 2.40 | - | - | III | - | - | 47.33% | - | Msnfq | Y-Asbkm | 165-170 | 160-165 | 153 | 6.11% | 5.961% | 52.52500 | | W1 | YOP | 49.381 | 2.49 | - | - | JJJ | - | - | 37.30% | - | Mthqr | Y-Hxqkz | 330-340 | 320-330 | 310 | 7.18% | 7.148% | 23.50586 |
Tranche Comments D1: First Pay: 2024-01-25; Registration: 144J/Ltd W;
Z2: First Pay: 2024-01-25; Registration: 144P/Hfv Q;
Z3: First Pay: 2024-01-25; Registration: 144D/Aln R;
W1: First Pay: 2024-01-25; Registration: 144T/Vae S;
M1: First Pay: 2024-01-25; Registration: 144L/Hjp N; Originator(s) Ojzkwl Wtskgjgl Otse (dpj Pzelwlsjkl Ojeikjw QgldRtjlz Ojeikjw Fle), Oikjdlw Ilsmieilg Otse (dpj Cesj Rlldilg) jld 5ko Iksllk Ojeikjw Fle Pricing Speed 25% ANW ss 4vd jznn (Lszl ul Gzsz) |
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