| 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 |
|---|
| 1Q-1 | XMA | 813.623 | 7.34 | - | W | - | W (X) | - | 5.90% | - | Zzbrdiwn | TQLT | 115-125 | 115-125 | 110 | DWIZ+110 | - | 256.00000 | | 1Z-1 | GJK | 262.694 | 7.85 | - | BB+ | - | MMM (W) | - | 1.20% | - | Bbeeoxhv | DLSV | 270-285 | 260-270 | 250 | GZXN+250 | - | 494.00000 | | 1J-2 | OXS | 63.383 | 6.13 | - | E+ | - | FF | - | 8.00% | - | Guyhwqmm | KDBK | 390-410 | 380-390 | 370 | DJUL+370 | - | 104.00000 | | 1C-2 | EYC | 113.938 | 3.63 | - | AAA+ | - | RRR (S) | - | 1.80% | - | Sspcxfsb | KCZO | 185-195 | 185r | 180 | NOAG+180 | - | 140.00000 |
Tranche Comments 1Q-1: First Pay: 2024-03-25; Registration: 144N/Rra O;
1C-2: First Pay: 2024-03-25; Registration: 144N/Vhm Y;
1Z-1: First Pay: 2024-03-25; Registration: 144J/Vmh H;
1J-2: First Pay: 2024-03-25; Registration: 144L/Tcv G; |
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