| 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 |
|---|
| 1E-1 | ENO | 944.483 | 1.40 | - | OO | - | - | III- | 3.60% | - | Fwfsudzi | ICKJ | - | 285-295 | 270 | NYTE+270 | - | 744.00000 | | 1G-2 | WFH | 109.845 | 9.81 | - | JJJ | - | - | UUU+ | 4.40% | - | Afmyvjzd | HJTS | - | 195-205 | 180 | KOAY+180 | - | 217.00000 | | 1K-1 | UVK | 484.760 | 2.24 | - | Y- | - | - | C | 2.90% | - | Ifhktdza | FHWF | - | 115-125 | 105 | EUVD+105 | - | 178.00000 | | 1H-2 | JNB | 28.291 | 2.58 | - | A+ | - | - | SS | 1.00% | - | Zrnprsin | XQPW | - | 420-430 | 400 | TEMB+400 | - | 462.00000 |
Tranche Comments 1K-1: First Pay: 2024-02-26; Registration: 144Q/Ppz T;
1G-2: First Pay: 2024-02-26; Registration: 144D/Gie X;
1E-1: First Pay: 2024-02-26; Registration: 144E/Wpl G;
1H-2: First Pay: 2024-02-26; Registration: 144M/Nja X; Pricing Speed 10% ACB tjw bv Ftaxt Bvwvcxbgvj Mtbv |
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