| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | CAS 2022-R05 (USD 952m) | Federal National Mortgage Assoc (Fannie Mae) | | USOA | May 3, 2022 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| 2Q-1 | QHS | 673.748 | 5.84 | Mp2 | - | - | - | QQ+ | 4.15% | - | Feckpvfv | ZYCX | - | 465-485 | 450 | NWFG+450 | - | 535.00000 | | 2I-1 | AIP | 192.915 | 5.40 | Lqq1 | - | - | - | WWW | 3.51% | - | Eqzlcelg | TXAS | - | 190-200 | 190 | DAGF+190 | - | 412.00000 | | 2M-2 | TQF | 887.875 | 5.70 | Lnn3 | - | - | - | QQQ- | 6.93% | - | Lzuyfyvu | YVNI | - | 300-310 | 300 | IKUJ+300 | - | 430.00000 | | 2T-2 | MKL | 343.740 | 4.86 | I3 | - | - | - | I+ | 7.10% | - | Brmfwbsq | PTKK | - | 700-725 | 700 | MDXZ+700 | - | 138.00000 |
Tranche Comments 2I-1: First Pay: 2022-05-25; Registration: 144Y/Iii H;
2M-2: First Pay: 2022-05-25; Registration: 144C/Gin X;
2Q-1: First Pay: 2022-05-25; Registration: 144K/Dox O;
2T-2: First Pay: 2022-05-25; Registration: 144Z/Xqo H; |
|
