| 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 |
|---|
| 1R-1 | TJX | 261.442 | 9.43 | - | OOO+ | - | - | Q- | 6.20% | - | Fhwlepcj | MNHH | 115-125 | 110-115 | 105 | IJZS+105 | - | 793.00000 | | 1W-2 | NAQ | 905.367 | 4.58 | - | III- | - | - | RRR | 4.00% | - | Vclhthpe | MXMG | 175-185 | 165-170 | 160 | MCHY+160 | - | 851.00000 | | 1N-1 | HIB | 289.998 | 6.20 | - | K+ | - | - | C+ | 1.40% | - | Hyzsxlnt | IKDJ | 115-125 | 115-125 | 115 | GYZH+115 | - | 597.00000 | | 1I-1 | GID | 526.700 | 8.00 | - | FF- | - | - | GG+ | 5.67% | - | Nkvzjabe | MEBC | 225-235 | 210-215 | 205 | CGBN+205 | - | 863.00000 |
Tranche Comments 1N-1: First Pay: 2024-10-25; Registration: 144L/Phh K;
1R-1: First Pay: 2024-10-25; Registration: 144Y/Bjq R;
1W-2: First Pay: 2024-10-25; Registration: 144X/Hfq F;
1I-1: First Pay: 2024-10-25; Registration: 144V/Pem E; Comments: Vhftknh afpt VM$74.566t; |
|
