| 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 |
|---|
| A1 | VGF | 677.712 | 5.40 | - | - | QQQ | - | - | 25.15% | - | Rvvhz | A-Vxdhl | 165-170 | 160-165 | 153 | 6.11% | 5.961% | 24.56130 | | M1 | KMI | 3.260 | 4.55 | - | - | MM | - | - | 3.10% | - | YQV | M-Pwhzf | 490-500 | 485 | 485 | - | 8.898% | 88.55038 | | Y2 | MOB | 11.557 | 1.20 | - | - | UU | - | - | 94.70% | - | Eiqlj | Y-Fhdyx | 205-210 | 200-205 | 195 | 6.53% | 6.381% | 78.43690 | | L3 | ZND | 69.936 | 6.30 | - | - | B | - | - | 31.10% | - | Wbgtb | N-Dsjkt | 235-240 | 225-235 | 220 | 6.78% | 6.631% | 53.28192 | | E1 | QKI | 56.677 | 9.84 | - | - | CCC | - | - | 51.40% | - | Pwapf | A-Etmkr | 330-340 | 320-330 | 310 | 7.18% | 7.148% | 73.78380 |
Tranche Comments A1: First Pay: 2024-01-25; Registration: 144W/Xmj J;
Y2: First Pay: 2024-01-25; Registration: 144J/Iyn Z;
L3: First Pay: 2024-01-25; Registration: 144Z/Gjz T;
E1: First Pay: 2024-01-25; Registration: 144G/Fmz G;
M1: First Pay: 2024-01-25; Registration: 144I/Dvz L; Originator(s) Zbyfsz Ujtfzbzz Zjta (yqb Zklzsztbfz Zbabfbs GxryVjbry Zbabfbs Irl), Zbfbyzs Iztxblbrz Zjta (yqb Hltb Vzrybrz) bry 5fl Iftzzf Zbabfbs Irl Pricing Speed 25% ZFX rf 4hz dgrr (Nrwj pj Ogrw) |
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