| 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 |
|---|
| 1E-2 | GVX | 303.505 | 3.63 | - | MMM+ | - | OOO (P) | - | 9.60% | - | Kxjqhbtj | ATOC | 185-195 | 185c | 180 | VNOZ+180 | - | 934.00000 | | 1L-1 | OBS | 312.741 | 5.20 | - | N | - | A (V) | - | 7.80% | - | Hpqwyxlr | TGCY | 115-125 | 115-125 | 110 | MBOY+110 | - | 807.00000 | | 1O-1 | IPT | 675.745 | 7.85 | - | II+ | - | GGG (E) | - | 8.60% | - | Khowahbl | YIJN | 270-285 | 260-270 | 250 | PTFW+250 | - | 724.00000 | | 1B-2 | AEF | 32.295 | 7.57 | - | S+ | - | VV | - | 3.00% | - | Fppzabsy | XMDY | 390-410 | 380-390 | 370 | VLDX+370 | - | 232.00000 |
Tranche Comments 1L-1: First Pay: 2024-03-25; Registration: 144I/Vky F;
1E-2: First Pay: 2024-03-25; Registration: 144A/Gdg E;
1O-1: First Pay: 2024-03-25; Registration: 144E/Nij O;
1B-2: First Pay: 2024-03-25; Registration: 144Q/Vil J; |
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