| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | CAS 2024-R03 (USD 628m) | Federal National Mortgage Assoc (Fannie Mae) | | USOA | Apr 10, 2024 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| 2K-2 | WGM | 666.530 | 1.73 | Sww2 | - | - | JJJ (X) | - | 4.61% | - | Gjczwunb | PTUA | 215-225 | 205-215 | 195 | YTJX+195 | - | 247.00000 | | 2U-1 | AFN | 966.100 | 1.33 | E2 | - | - | V (N) | - | 4.50% | - | Zenjqkpn | KKIF | 125-135 | 120-125 | 115 | POCZ+115 | - | 578.00000 | | 2Y-1 | WRR | 613.675 | 6.42 | Fx1 | - | - | MM (X) | - | 7.25% | - | Nzejzckg | MUTB | 305-320 | 295-305 | 280 | WSDY+280 | - | 764.00000 |
Tranche Comments 2U-1: First Pay: 2024-04-25; Registration: 144T/Mik N;
2K-2: First Pay: 2024-04-25; Registration: 144W/Vfr L;
2Y-1: First Pay: 2024-04-25; Registration: 144K/Zpy Y; |
|
