| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | MFA 2022-NQM1 (USD 310m) | MFA Financial Inc | | USOA | Mar 21, 2022 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-1 | FWG | 164.527 | 4.96 | - | HHH | - | EEE | - | 14.28% | - | Gijbf | RUJD | - | - | 170 | 4.11% | 3.973% | 15.38956 | | V-2 | OCH | 77.240 | 4.00 | - | UU | - | ZZ | - | 64.23% | - | Jhjva | Tefun | - | - | 215 | 4.20% | 4.587% | 68.78696 | | C-1 | UBY | 11.839 | 7.00 | - | CCC | - | MMM | - | 98.20% | - | Twlzo | Kkzoq | - | - | 310 | 4.34% | 5.537% | 63.36250 | | V-3 | ERI | 82.508 | 9.00 | - | Y | - | X | - | 31.35% | - | Ahwwl | Fmlyw | - | - | 230 | 4.20% | 4.737% | 68.89038 | | G-1 | IAN | 27.691 | 5.00 | - | EE | - | AA | - | 2.20% | - | Bnvab | Cfojv | - | - | 425 | 4.34% | 6.687% | 83.83629 |
Tranche Comments K-1: Registration: 144W/Jpp D;
V-2: Registration: 144Z/Ewc Z;
V-3: Registration: 144N/Fhb H;
C-1: Registration: 144I/Klt P;
G-1: Registration: 144Z/Onv M; Pricing Speed 25 BPQ dt 4 xele bdew-pw |
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