| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | CHNGE 2022-2 (USD 328m) | Change Home Mortgage | | USOA | Feb 22, 2022 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-1 | LAM | 21.284 | 2.00 | - | - | - | OOO | - | 20.64% | - | Bftwb | Fcyfx | - | 265k | 265 | 4.61% | 4.568% | 88.77195 | | L-1 | QHZ | 362.624 | 8.85 | - | - | - | N | - | 56.70% | - | Vsgwq | NATZ | - | 190v | 190 | 3.76% | 3.650% | 47.17347 | | O-2 | FNJ | 47.866 | 5.00 | - | - | - | M | - | 6.50% | - | RHI | Zbmnp | - | 475 | 475 | - | 6.668% | 69.60875 | | Z-1 | JOE | 58.606 | 8.00 | - | - | - | DD | - | 9.40% | - | NRJ | Zfbfj | - | 400 | 400 | - | 5.918% | 99.71299 |
Tranche Comments L-1: First Pay: 2022-03-25; Registration: 144H/Vym E;
F-1: First Pay: 2022-03-25; Registration: 144L/Qam D;
Z-1: First Pay: 2022-03-25; Registration: 144F/Aey P;
O-2: First Pay: 2022-03-25; Registration: 144M/Jfg P; Pricing Speed 25% ZLI yp 4 Ekfo Zfbb |
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