| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | CAS 2024-R04 (USD 708m) | Federal National Mortgage Assoc (Fannie Mae) | | USOA | May 22, 2024 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| 1S-1 | EOR | 24.240 | 5.72 | - | NN | - | - | WW+ | 4.44% | - | Awtpvqqt | HNNV | 255-270 | 235-245 | 220 | QDJS+220 | - | 634.00000 | | 1D-1 | QLD | 963.785 | 5.34 | - | U+ | - | - | X+ | 3.10% | - | Mwfjvrib | AHOG | 110-120 | 105-110 | 100 | WZJK+100 | - | 645.00000 | | 1L-1 | KBU | 784.959 | 1.42 | - | III+ | - | - | S- | 5.00% | - | Dffswjvt | WVAA | 120-130 | 115-120 | 110 | JMQC+110 | - | 116.00000 | | 1G-2 | KHA | 722.872 | 6.14 | - | MMM | - | - | VVV | 6.00% | - | Neofyrbn | LEGL | 185-195 | 175-180 | 165 | LEDD+165 | - | 540.00000 |
Tranche Comments 1D-1: First Pay: 2024-06-25; Registration: 144I/Jzi L;
1L-1: First Pay: 2024-06-25; Registration: 144J/Lst X;
1G-2: First Pay: 2024-06-25; Registration: 144X/Znx B;
1S-1: First Pay: 2024-06-25; Registration: 144E/Uco X; |
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