| 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 |
|---|
| 2M-2 | GXU | 817.185 | 3.21 | Bnn1 | - | - | NNN | - | 4.20% | - | Qudxqapt | KQTR | 190-200 | 180-190 | 170 | JMBJ+170 | - | 776.00000 | | 2Z-1 | VSG | 633.571 | 3.84 | M2 | - | - | V (S) | - | 8.10% | - | Dkexrbea | PLZG | 120-130 | 110-120 | 100 | EKNS+100 | - | 150.00000 | | 2S-1 | ACF | 844.391 | 3.45 | Ly3 | - | - | X (B) | - | 7.20% | - | Ekzmtmub | LXSL | 110-120 | 105-110 | 100 | NVHP+100 | - | 328.00000 | | 2G-1 | HLE | 62.139 | 8.00 | Gss3 | - | - | TT (Y) | - | 3.17% | - | Kywdfmhq | QLJY | 230-245 | 215-225 | 200 | QKTD+200 | - | 879.00000 |
Tranche Comments 2S-1: First Pay: 2024-08-26; Registration: 144Q/Mmx M;
2Z-1: First Pay: 2024-08-26; Registration: 144J/Gnn V;
2M-2: First Pay: 2024-08-26; Registration: 144N/Wfc S;
2G-1: First Pay: 2024-08-26; Registration: 144C/Gmv K; |
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