| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS |
| | CAS 2024-R06 (USD 708m) | Federal National Mortgage Assoc (Fannie Mae) | | USOA | Sep 16, 2024 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| 1M-2 | LAD | 698.985 | 5.65 | - | III- | - | - | TTT | 5.00% | - | Ckzxmhhj | SDFI | 175-185 | 165-170 | 160 | XWCT+160 | - | 319.00000 | | 1E-1 | VGZ | 893.480 | 5.00 | - | DD- | - | - | YY+ | 2.57% | - | Lmfcrhvh | LHDV | 225-235 | 210-215 | 205 | MSHD+205 | - | 976.00000 | | 1A-1 | XCA | 634.443 | 3.15 | - | KKK+ | - | - | B- | 4.40% | - | Drvqevxh | HSUZ | 115-125 | 110-115 | 105 | DLJU+105 | - | 746.00000 | | 1R-1 | UFC | 667.936 | 5.30 | - | Z+ | - | - | E+ | 5.10% | - | Gvdylavx | LEEV | 115-125 | 115-125 | 115 | VTBQ+115 | - | 287.00000 |
Tranche Comments 1R-1: First Pay: 2024-10-25; Registration: 144K/Ubr V;
1A-1: First Pay: 2024-10-25; Registration: 144N/Bkm H;
1M-2: First Pay: 2024-10-25; Registration: 144Z/Hwf L;
1E-1: First Pay: 2024-10-25; Registration: 144H/Whm Z; Comments: Nvlqybg cbkt NR$74.566t; |
|
