| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | CAS 2024-R02 (USD 751m) | Federal National Mortgage Assoc (Fannie Mae) | | USOA | Mar 6, 2024 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| 1B-1 | ALA | 414.305 | 7.78 | - | O | - | S (R) | - | 1.70% | - | Csyeaato | VBZN | 115-125 | 115-125 | 110 | QOIB+110 | - | 596.00000 | | 1D-2 | TZG | 45.803 | 3.96 | - | K+ | - | MM | - | 3.00% | - | Zltexvty | UHKN | 390-410 | 380-390 | 370 | EZPZ+370 | - | 665.00000 | | 1E-1 | JSK | 196.189 | 4.77 | - | QQ+ | - | YYY (B) | - | 5.70% | - | Bxfmwelt | VEJX | 270-285 | 260-270 | 250 | WDVC+250 | - | 318.00000 | | 1W-2 | WFQ | 376.942 | 9.65 | - | PPP+ | - | III (T) | - | 1.10% | - | Oepqpusg | YPJL | 185-195 | 185o | 180 | TGBE+180 | - | 651.00000 |
Tranche Comments 1B-1: First Pay: 2024-03-25; Registration: 144I/Fal Q;
1W-2: First Pay: 2024-03-25; Registration: 144W/Kwk X;
1E-1: First Pay: 2024-03-25; Registration: 144U/Xkz K;
1D-2: First Pay: 2024-03-25; Registration: 144Q/Dql H; |
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