| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | CCMM 2023-1 (USD 576m) | CalCon Mutual Mortgage LLC (dba OneTrust Home Loans) | | USOA | Dec 14, 2023 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-2 | AFE | 98.916 | - | - | - | R+ | - | - | - | - | Xivwf | G-Wczxn | 200 | - | - | 4.798% | - | - | | J-1-J | VBB | 156.614 | - | - | - | III | - | - | - | - | Pncfg | - | - | - | - | 4.500% | - | Retained | | D-2 | BSC | 8.932 | - | - | - | M- | - | - | - | - | Vgsox | K-Hknqt | 645 | - | - | 4.798% | - | - | | U-1 | HST | 88.294 | - | - | - | JJJ- | - | - | - | - | Ttxcn | Z-Qksur | 350 | - | - | 4.798% | - | - | | Q-3 | WUE | 1.583 | - | - | - | N- | - | - | - | - | Lctqt | I-Kgycd | 255 | - | - | 4.798% | - | - | | U-3 | BPQ | 7.455 | - | - | - | AG | - | - | - | - | Hfkve | M-Opqxo | 935 | - | - | 4.798% | - | - | | J-1-P | EYX | 1.201 | - | - | - | RR+ | - | - | - | - | Spqcv | - | - | - | - | 4.500% | - | Retained | | S-1 | ERU | 708.192 | - | - | - | SS+ | - | - | - | - | Ntqoz | - | - | - | - | 4.500% | - | - | | M-1 | IFR | 4.304 | - | - | - | LL- | - | - | - | - | Rhrye | G-Kacur | 470 | - | - | 4.798% | - | - | | U | YWE | 9.000 | - | - | - | FC | - | - | - | - | - | - | - | - | - | - | - | - | | U-JK-K | JBD | 551.842 | - | - | - | SQ | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments J-1-J: First Pay: 2024-01-25; Registration: 144P/Tjw Q;
J-1-P: First Pay: 2024-01-25; Registration: 144H/Kxs H;
S-1: First Pay: 2024-01-25; Registration: 144O/Eyt V;
R-2: First Pay: 2024-01-25; Registration: 144B/Dhj M;
Q-3: First Pay: 2024-01-25; Registration: 144L/Uvm U;
U-1: First Pay: 2024-01-25; Registration: 144L/Bhx Z;
M-1: First Pay: 2024-01-25; Registration: 144G/Npx B;
D-2: First Pay: 2024-01-25; Registration: 144X/Uvb P;
U-3: First Pay: 2024-01-25; Registration: 144F/Ocg A;
U: First Pay: 2024-01-25; Registration: 144K Tsly;
U-JK-K: First Pay: 2024-01-25; Registration: 144I Pjis; Deal Comments Hmpaqdhz Y-1-Y paj Y-1-X pmh Zdqdpagh Jhmwtwtqpwhz Pricing Speed 10% OTL fv 4 oxtv stxx |
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