Connecticut Avenue Securities Trust (CAS) 2024-R03

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
2T-1PRU375.9004.96W2--G (O)-1.40%-LmfvohliLXHR120-125115EPBP+115-905.00000
2N-2KEP375.8606.15Czz2--QQQ (T)-9.49%-VdxwueiyWNOU205-215195LPJK+195-664.00000
2N-1VXE355.8404.29Mx1--ZZ (W)-4.55%-BhwcspmvLGYM295-305280VOKP+280-900.00000
Tranche Comments
2T-1: First Pay: 2024-04-25; Registration: 144W/Lmk Z; 2N-2: First Pay: 2024-04-25; Registration: 144P/Pko E; 2N-1: First Pay: 2024-04-25; Registration: 144U/Ebz H;
Pricing Speed
10% HNM

Commentary 

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Research