| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | CAS 2024-R05 (USD 659m) | Federal National Mortgage Assoc (Fannie Mae) | | USOA | Jul 17, 2024 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| 2L-1 | PYE | 274.613 | 1.28 | Wl3 | - | - | N (X) | - | 3.50% | - | Bbsjzrny | JDSD | 110-120 | 105-110 | 100 | KMPB+100 | - | 516.00000 | | 2R-2 | CFQ | 820.903 | 3.61 | Hzz1 | - | - | III | - | 8.70% | - | Imrkezlb | VATF | 190-200 | 180-190 | 170 | SZBF+170 | - | 461.00000 | | 2K-1 | QAC | 48.736 | 3.00 | Oaa3 | - | - | DD (K) | - | 7.88% | - | Dqosdvvj | ZGFZ | 230-245 | 215-225 | 200 | MDSD+200 | - | 261.00000 | | 2X-1 | RRY | 836.646 | 5.48 | R2 | - | - | R (H) | - | 7.20% | - | Zqkfvaij | UYXR | 120-130 | 110-120 | 100 | UIOB+100 | - | 801.00000 |
Tranche Comments 2L-1: First Pay: 2024-08-26; Registration: 144Q/Ijt R;
2X-1: First Pay: 2024-08-26; Registration: 144U/Ukh L;
2R-2: First Pay: 2024-08-26; Registration: 144K/Gmu M;
2K-1: First Pay: 2024-08-26; Registration: 144Q/Vjp J; |
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