| 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-1 | LJO | 526.648 | 6.71 | Wd1 | - | - | XX (W) | - | 5.15% | - | Vzxxorol | NAVC | 305-320 | 295-305 | 280 | YWAW+280 | - | 963.00000 | | 2K-1 | IXT | 200.100 | 2.25 | A2 | - | - | O (U) | - | 4.90% | - | Rxwjjxpe | KXWE | 125-135 | 120-125 | 115 | KBPR+115 | - | 938.00000 | | 2I-2 | PUM | 862.950 | 3.90 | Lss2 | - | - | QQQ (F) | - | 9.37% | - | Ffjdepju | WQLM | 215-225 | 205-215 | 195 | YYJB+195 | - | 554.00000 |
Tranche Comments 2K-1: First Pay: 2024-04-25; Registration: 144L/Xmh N;
2I-2: First Pay: 2024-04-25; Registration: 144X/Mnp Y;
2K-1: First Pay: 2024-04-25; Registration: 144P/Gne G; |
|
