| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | CCMM 2023-1 (USD 576m) | CalCon Mutual Mortgage LLC (dba OneTrust Home Loans) | | USOA | Dec 14, 2023 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-1 | MMM | 72.521 | - | - | - | VVV- | - | - | - | - | Jsbag | L-Wknos | 350 | - | - | 4.798% | - | - | | U-3 | ZWJ | 3.920 | - | - | - | BG | - | - | - | - | Cqbcx | Y-Sqywk | 935 | - | - | 4.798% | - | - | | P-1-K | AUE | 1.660 | - | - | - | DD+ | - | - | - | - | Nppza | - | - | - | - | 4.500% | - | Retained | | Q-1 | QBR | 277.430 | - | - | - | LL+ | - | - | - | - | Iwmhg | - | - | - | - | 4.500% | - | - | | I-3 | VOB | 9.909 | - | - | - | S- | - | - | - | - | Ykbmf | U-Bmlva | 255 | - | - | 4.798% | - | - | | C | NIS | 7.000 | - | - | - | KH | - | - | - | - | - | - | - | - | - | - | - | - | | V-2 | LCC | 18.114 | - | - | - | R+ | - | - | - | - | Gzuna | A-Oiwhh | 200 | - | - | 4.798% | - | - | | E-1-E | YVO | 804.217 | - | - | - | RRR | - | - | - | - | Apurj | - | - | - | - | 4.500% | - | Retained | | U-2 | UGL | 6.884 | - | - | - | O- | - | - | - | - | Bklbb | G-Mnukm | 645 | - | - | 4.798% | - | - | | Q-1 | QYC | 1.239 | - | - | - | NN- | - | - | - | - | Fiwtb | W-Sjnjx | 470 | - | - | 4.798% | - | - | | J-NC-F | BNL | 738.148 | - | - | - | GJ | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments E-1-E: First Pay: 2024-01-25; Registration: 144C/Rvv O;
P-1-K: First Pay: 2024-01-25; Registration: 144H/Ieg O;
Q-1: First Pay: 2024-01-25; Registration: 144M/Imq L;
V-2: First Pay: 2024-01-25; Registration: 144Q/Thf V;
I-3: First Pay: 2024-01-25; Registration: 144P/Gav B;
W-1: First Pay: 2024-01-25; Registration: 144O/Ucw N;
Q-1: First Pay: 2024-01-25; Registration: 144T/Wbk H;
U-2: First Pay: 2024-01-25; Registration: 144H/Lmi I;
U-3: First Pay: 2024-01-25; Registration: 144H/Esk D;
C: First Pay: 2024-01-25; Registration: 144R Eqeb;
J-NC-F: First Pay: 2024-01-25; Registration: 144N Khjb; Deal Comments Gvbrdznl N-1-N brs N-1-Y bvn Tcdzbrdn Fnvhpmpdbhnl Pricing Speed 10% FSK hd 4 ifau eall |
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