| 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 |
|---|
| 1N-1 | ZVT | 374.907 | 6.43 | - | P+ | - | - | L+ | 8.23% | - | Dpujtfpl | EDUU | 110-120 | 105-110 | 100 | GXLR+100 | - | 256.00000 | | 1S-2 | MLW | 753.830 | 8.16 | - | XXX | - | - | DDD | 7.00% | - | Dxvlauhl | TKQZ | 185-195 | 175-180 | 165 | CAFB+165 | - | 609.00000 | | 1X-1 | NCO | 78.430 | 5.77 | - | LL | - | - | JJ+ | 4.91% | - | Rjqfsstv | SAAB | 255-270 | 235-245 | 220 | EUTW+220 | - | 624.00000 | | 1H-1 | PGT | 361.413 | 9.24 | - | JJJ+ | - | - | M- | 9.00% | - | Dmolvzyy | VINN | 120-130 | 115-120 | 110 | LXJD+110 | - | 329.00000 |
Tranche Comments 1N-1: First Pay: 2024-06-25; Registration: 144I/Nrv C;
1H-1: First Pay: 2024-06-25; Registration: 144Z/Zag I;
1S-2: First Pay: 2024-06-25; Registration: 144P/Jum F;
1X-1: First Pay: 2024-06-25; Registration: 144B/Een E; |
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