| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | NYMT 2022-CP1 (USD 288m) | New York Mortgage Trust Inc | | USOA | Jan 12, 2022 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-1 | AWF | 89.675 | 2.30 | - | - | E | C (R) | - | 91.90% | - | Pqzyx | Vnmby | - | 155-160 | 155 | 3.21% | 3.197% | 24.77798 | | I-2 | EWN | 96.735 | 2.80 | - | - | UU | YY | - | 51.95% | - | Glofd | Rbbnn | - | 135 | 135 | 3.01% | 2.994% | 81.18757 | | Q-2 | BYD | 28.400 | 8.85 | - | - | DDD | HHH | - | 2.60% | - | Bmwco | Pbiry | - | 195o | 185 | 3.51% | 3.497% | 58.42201 | | U-1 | HNA | 424.728 | 8.90 | - | - | TTT | GGG | - | 25.34% | - | Qhkyu | Cwikr | - | 85-90 | 80 | 2.04% | 1.991% | 20.95587 |
Tranche Comments U-1: Registration: 144V/Iif P;
I-2: Registration: 144X/Ezx G;
H-1: Registration: 144L/Npd Z;
Q-2: Registration: 144X/Ykw W; Pricing Speed 15% ZVP ik 30% zscc |
|
