| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | CAS 2024-R01 (USD 819m) | Federal National Mortgage Assoc (Fannie Mae) | | USOA | Jan 24, 2024 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| 1U-2 | MGM | 41.608 | 2.92 | - | I+ | - | - | SS | 9.00% | - | Wwusclyu | HCCZ | - | 420-430 | 400 | JMPK+400 | - | 244.00000 | | 1L-1 | QVG | 677.844 | 2.37 | - | JJ | - | - | FFF- | 1.20% | - | Hcqrbaii | DOPU | - | 285-295 | 270 | XVKE+270 | - | 629.00000 | | 1M-1 | QVN | 468.270 | 1.87 | - | X- | - | - | C | 9.70% | - | Zhvqzcwd | KSZM | - | 115-125 | 105 | UGGM+105 | - | 456.00000 | | 1Y-2 | NSF | 496.107 | 9.67 | - | PPP | - | - | UUU+ | 3.30% | - | Refrurbv | LPBT | - | 195-205 | 180 | DUVB+180 | - | 586.00000 |
Tranche Comments 1M-1: First Pay: 2024-02-26; Registration: 144K/Gom G;
1Y-2: First Pay: 2024-02-26; Registration: 144P/Eoe B;
1L-1: First Pay: 2024-02-26; Registration: 144O/Uuh X;
1U-2: First Pay: 2024-02-26; Registration: 144P/Lwd V; Pricing Speed 10% QIO uba sz Eueno Ovavensgzb Fusv |
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